ABC in Les Diablerets

Posted in Statistics with tags , , , , , , , , , , on February 14, 2017 by xi'an

Since I could not download the slides of my ABC course in Les Diablerets in one go, I broke them by chapters as follows. (Warning: there is very little novelty in those slides, except for the final part on consistency.)

Although I did not do it on purpose (!), starting with indirect inference and other methods inspired from econometrics induced some discussion in the first hour of the course with econometricians in the room. Including Elvezio Ronchetti.

I also regretted piling too much material in the alphabet soup, as it was too widespread for a new audience. And as I could not keep the coherence of the earlier parts by going thru so many papers at once. Especially since I was a bit knackered after a day of skiing….

I managed to get to the final convergence chapter on the last day, even though I had to skip some of the earlier material. Which should be reorganised anyway as the parts between model choice with random forests and inference with random forests are not fully connected!

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a knapsack riddle?

Posted in Books, pictures, R, Statistics, Travel with tags , , , , , , on February 13, 2017 by xi'an

gear

The [then current now past] riddle of the week is a sort of multiarmed bandits optimisation. Of sorts. Or rather a generalised knapsack problem. The question is about optimising the allocation of 100 undistinguishable units to 10 distinct boxes against a similarly endowed adversary, when the loss function is

L(x,y)=(x_1>y_1)-(x_1<y_1)+...+10((x_{10}>y_{10})-(x_{10}<y_{10}))

and the distribution q of the adversary is unknown. As usual (!), the phrasing of the riddle is somewhat ambiguous but I am under the impression that the game is played sequentially, hence that one can learn about the distribution of the adversary, at least when assuming this adversary keeps the same distribution q at all times. Continue reading →

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and it only gets worse…

Posted in Statistics with tags , , , , , on February 12, 2017 by xi'an

“The Trump administration has dropped the federal government’s challenge to a nationwide injunction issued last year that blocked the fulfillment of Obama administration guidelines stating that transgender students’ access to bathrooms and other gender-segregated school facilities was protected under existing federal civil rights law.” NYT, Feb 11, 2017

“President Trump vowed on Thursday to overturn a law restricting political speech by tax-exempt churches, a potentially huge victory for the religious right and a gesture to evangelicals, a voting bloc he attracted to his campaign by promising to free up their pulpits.” NYT, Feb  2, 2017

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Les Diablerets skyline [jatp]

Posted in Kids, Mountains, pictures, Statistics, Travel with tags , , , , , , , on February 12, 2017 by xi'an

The short course I gave in Les Diablerets, Switzerland, was highly enjoyable, at least for me!, as it gave me the opportunity to present an  overview of the field, just before our workshop in Banff and to stay in a fantastic skiing area for four days! While I found out that my limited skiing skills are gone even more limited, the constant fresh snow falling during my stay and the very small number of people on the slopes made the outdoor highly enjoyable, the more because the temperatures were quite tolerable. The above picture was taken on the only morning it did not snow, with a nice cloud inversion over the valley separating France and Switzerland.

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sex, lies, & brain scans [not a book review]

Posted in Statistics with tags , , , , , , , on February 11, 2017 by xi'an

“Sahakian and Gottwald discuss the problem of “reverse inference” regrettably late in the book.”

In the book review section of Nature [Jan 12, 2017 issue], there was a long coverage of the book sex. lies, & brain scans: How fMRI Reveals What Really Goes on in our Minds, by Barbara J. Sahakian and Julia Gottwald. While I have not read the book (which is not even yet out on amazon), I found some mentions of associating brain patterns with criminal behaviour quite puzzling: “neuroimaging will probably be an imperfect predictor of criminal behaviour”. Actually, much more than puzzling, both frightening with its Minority Report prospects [once again quoted as a movie rather than Philip K. Dick’s novel!], and bordering the irrational, for associating breaking rules with a brain pattern. Of course this is just an impression from reading a book review and the attempts may be restricted to psychological diseases rather than attempt at social engineering and brain policing, but if this is the case, as suggested by the review, it is downright scary!

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MCM 2017

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , on February 10, 2017 by xi'an

Je reviendrai à Montréal, as the song by Robert Charlebois goes, for the MCM 2017 meeting there, on July 3-7. I was invited to give a plenary talk by the organisers of the conference . Along with

Steffen Dereich, WWU Münster, Germany
Paul Dupuis, Brown University, Providence, USA
Mark Girolami, Imperial College London, UK
Emmanuel Gobet, École Polytechnique, Palaiseau, France
Aicke Hinrichs, Johannes Kepler University, Linz, Austria
Alexander Keller, NVIDIA Research, Germany
Gunther Leobacher, Johannes Kepler University, Linz, Austria
Art B. Owen, Stanford University, USA

Note that, while special sessions are already selected, including oneon Stochastic Gradient methods for Monte Carlo and Variational Inference, organised by Victor Elvira and Ingmar Schuster (my only contribution to this session being the suggestion they organise it!), proposals for contributed talks will be selected based on one-page abstracts, to be submitted by March 1.

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Oxford snapshot [jatp]

Posted in Books, Kids, pictures, Travel, University life with tags , , , , , , on February 9, 2017 by xi'an

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