Archive for Milano

interpretable Bayesian learning for physical and engineering sciences [06-10 July 2026]

Posted in Kids, Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 22, 2026 by xi'an

Skew-symmetric approximations of posterior

Posted in Statistics with tags , , , , , , , on February 26, 2026 by xi'an

Botond Szabó gave a BNP webinar last week on the recent paper he wrote with Bocconni colleagues Francesco Pozza and Daniele Durante, to appear in Series B. Which studies the impact of using skew-symmetric approximations of posterior distributions. Skew-symmetric distributions are easy to simulate, either by accept-reject or by exploiting the cdf x pdf structure and the symmetry in the pdf. The Bernstein-von Mises theorem can be expanded to this case, although I am not certain what this means! The main theoretical result is a gain in the magnitude of the approximation, eg in KL, which I did not expected. With questions about the choice of the cdf (which can be automatised when the original posterior is available or when a closed-form approximation replaces it) and of the symmetry point ξ for complex models (which seems to be the MAP by default.) and of the impact on marginal likelihood approximations (if it makes any sense).

first man below the 6:00:00 barrier on the 5000m?!

Posted in Kids, Mountains, Running, Statistics, University life with tags , , , , , , , , on February 14, 2026 by xi'an

When I spotted this arXiv posting by Nils Hjort, Six-Minute Man Sander Eitrem 5:58.52 – first man below the 6:00.00 barrier, discussing Sander Eitrem‘s massive gain from the month-old previous record by Frenchman Timothy Loubineaud in Salt Lake City, just above 6’00”.. I was incredulous, not because I am knowledgeable in speed skating records, but because I was thinking of running… Where the World record is twice as large (12:35.36). Beyond my own personal interests, which drove the way I read this title, I was also stuck back in the past, with my last conversation with Nils being about long-distance running and record prediction, which happened quite a while ago when visiting the Isaac Newton Institute in Cambridge! (Nils’ note holds a reference to another famous Norwegian [runner], Jakob Ingebrigtsens.) Sander Eitrem also became the Olympic champion in Milano, breaking the Olympic record as well.

Cortina [1956]

Posted in Mountains, pictures with tags , , , , , , , , , , , , , , , on February 7, 2026 by xi'an

Approximation Methods in Bayesian Analysis [#3]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on June 23, 2023 by xi'an

My last day (#4) at the workshop, as I had to return to Paris earlier. A rather theoretical morning again, with Morgane Austern on (probabilistic) concentration inequalities on transport distances, far from my comfort zone if lively, Jason Xu on replacing non-convex penalisation factors to distances to the corresponding manifold, which I found most interesting if not directly helpful for simulating over submanifolds, and Hugo Lavenant on studying the impact of prior choice as merging of opinions, in the (Milanese) setting of completely random measures, with the surprise occurrence of a double bent for some choices. The afternoon session saw Andrew Gelman reflecting on multiscale modelling (sans slide et sans tableau) and Chris Holmes introduce the fundamentals of Bayesian conformal prediction, towards reaching well-calibrated (in a frequentist sense) Bayesian procedures by resorting to exchangeability and rank tests. I alas missed the other talks of the day.

In recap, this was a wonderful conference, with a perfect audience size, a diverse if intense program, and a lot of interactions. In addition, the short talk sessions worked very nicely, even at 22:10 after a long day. And attracted very strong audience, even at 22:10! Indeed, they were uniformly well-calibrated, time-wise, and with high clarity messages. To be repeated. As there were many newcomers to CIRM, they discovered the idiosyncrasies of the place and of its surrounding, mostly positively.

On the outdoor front, the week saw an overall moderately hot weather but a constant wind that prevented me from sleeping (well), but which helped with waking up before dawn to cycle or run to my open water pool! The sea remained reasonably choppy, so waves did not prevent my swimming.