Category: University life

locusts in a random forest

My friends from Montpellier, where I am visiting today, Arnaud Estoup, Jean-Michel Marin, and Louis Raynal, along with their co-authors, have recently posted on biorXiv a paper using ABC-RF (Random Forests) to analyse the divergence of two populations of desert locusts in Africa. (I actually first heard of their paper by an unsolicited email from […]

natural LaTeX

Nature must have been out of inspiration in the past weeks for running a two-page article on LaTeX [as the toolbox column] and how it compares with… Word! Which is not so obvious since most articles in Nature are not involving equations (much) and are from fields where Word prevails. Besides the long-running whine that […]

CRAN does not validate R packages!

A friend called me the other day for advice on how to submit an R package to CRAN along with a proof his method was mathematically sound. I replied with some items of advice taken from my (limited) experience with submitting packages. And with the remark that CRAN would not validate the mathematical contents of […]

O’Bayes 19/4

Last talks of the conference! With Rui Paulo (along with Gonzalo Garcia-Donato) considering the special case of factors when doing variable selection. Which is an interesting question that I had never considered, as at best I would remove all leves or keeping them all. Except that there may be misspecification in the factors as for […]

O’Bayes 19/3.5

  Among the posters at the second poster session yesterday night, one by Judith ter Schure visually standing out by following the #betterposter design suggested by Mike Morrison a few months ago. Design on which I have ambivalent feelings. On the one hand, reducing the material on a poster is generally a good idea as […]

O’Bayes 19/3

Nancy Reid gave the first talk of the [Canada] day, in an impressive comparison of all approaches in statistics that involve a distribution of sorts on the parameter, connected with the presentation she gave at BFF4 in Harvard two years ago, including safe Bayes options this time. This was related to several (most?) of the […]

O’Bayes 19/2

One talk on Day 2 of O’Bayes 2019 was by Ryan Martin on data dependent priors (or “priors”). Which I have already discussed in this blog. Including the notion of a Gibbs posterior about quantities that “are not always defined through a model” [which is debatable if one sees it like part of a semi-parametric […]

O’Bayes 19/1 [snapshots]

Although the tutorials of O’Bayes 2019 of yesterday were poorly attended, albeit them being great entries into objective Bayesian model choice, recent advances in MCMC methodology, and the multiple layers of BART, for which I have to blame myself for sticking the beginning of O’Bayes too closely to the end of BNP as only the […]

O’Bayes 19/1 [snapshots]

Although the tutorials of O’Bayes 2019 of yesterday were poorly attended, albeit them being great entries into objective Bayesian model choice, recent advances in MCMC methodology, and the multiple layers of BART, for which I have to blame myself for sticking the beginning of O’Bayes too closely to the end of BNP as only the […]

O’Bayes 2019 has now started!

The O’Bayes 2019 conference in Warwick University has now started, with about 100 participants meeting over four days (plus one of tutorials) in the Zeeman maths building of the University. Quite a change of location and weather when compared with the previous one in Austin. As an organiser I hope all goes well at the […]

ENSEA & CISEA 2019

I found my (short) trip to Abdijan for the CISEA 2019 conference quite fantastic as it allowed me to meet with old friends, from the earliest days at CREST and even before, and to meet new ones. Including local students of ENSEA who had taken a Bayesian course out of my Bayesian Choice book. And […]

Bayesian conjugate gradients [open for discussion]

When fishing for an illustration for this post on Google, I came upon this Bayesian methods for hackers cover, a book about which I have no clue whatsoever (!) but that mentions probabilistic programming. Which serves as a perfect (?!) introduction to the call for discussion in Bayesian Analysis of the incoming Bayesian conjugate gradient […]

talk at CISEA 2019

Here are my slides for the overview talk I am giving at CISEA 2019, in Abidjan, highly resemblant with earlier talks, except for the second slide!

available to discuss your article?

[The ultimate fishing email, not even pretending the “editor” has been reading my article!] Dear Christian P. Robert, I recently came across the article you wrote a while ago entitled “[Title]” and wanted to get in touch with you to discuss the idea of writing a similar article for the Internal Medicine Review (IMRJ). I […]

skipping sampler

“The Skipping Sampler is an adaptation of the MH algorithm designed to sample from targets which have areas of zero density. It ‘skips’ across such areas, much as a flat stone can skip or skim repeatedly across the surface of water.” An interesting challenge is simulating from a density restricted to a set C when […]

free Tuna Altinel

Tuna Altınel, an associate professor of mathematics at University Claude Bernard Lyon 1 since 1996 and a member of Institut Camille Jordan, was incarcerated by the Turkish authorities on Saturday 11 May, 2019. Internationally recognized as a mathematician, he is also a professor who stands as a model in clarity and dedication. He is also […]

assessing MCMC convergence

When MCMC became mainstream in the 1990’s, there was a flurry of proposals to check, assess, and even guarantee convergence to the stationary distribution, as discussed in our MCMC book. Along with Chantal Guihenneuc and Kerrie Mengersen, we also maintained for a while a reviewww webpage categorising theses. Niloy Biswas and Pierre Jacob have recently […]

non-uniform Laplace generation

This year, the French Statistical Society (SFDS) Prix Laplace has been granted to Luc Devroye, author of the Non-Uniform Random Generation bible. among many achievements!, prize that he will receive during the 2019 meeting in Nancy, this very week.