<p><div><div><div><div data-width="100" data-show-faces="false" data-send="true" data-layout="button_count" data-height="21" data-href="http://www.r-bloggers.com/aistats-2016-1/"></div></div><div><a data-url="http://www.r-bloggers.com/aistats-2016-1/" data-counturl="http://www.r-bloggers.com/aistats-2016-1/" data-count="horizontal" data-text="AISTATS 2016 [#1]" class="twitter-share-button" data-via="rbloggers" href="https://twitter.com/share"></a></div><div></div></div><div></div></div>
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(This article was first published on <strong><a href="https://xianblog.wordpress.com/2016/05/11/aistats-2016-1/"> R – Xi'an's Og</a></strong>, and kindly contributed to <a rel="nofollow" href="http://www.r-bloggers.com/">R-bloggers)</a> </div>
<p><strong><a target="_blank" href="https://xianblog.files.wordpress.com/2016/05/cadiz.jpg"><img height="474" alt="" width="355" class="wp-image-30603" src="https://xianblog.files.wordpress.com/2016/05/cadiz.jpg?w=355&h=474"></a>T</strong>ravelling through Seville, I arrived in Càdiz on Sunday night, along with a massive depression [weather-speaking!]. Walking through the city from the station was nonetheless pleasant as this is an town full of small streets and nice houses. If with less churches than <a target="_blank" href="https://xianblog.wordpress.com/2016/05/07/vista-de-sevilla/">Seville</a>! Richard Samworth gave the first plenary talk of <a target="_blank" href="https://xianblog.wordpress.com/2016/03/14/aistats-2016-programme/">AISTATS 2016</a>  with a presentation on <a target="_blank" href="http://arxiv.org/abs/1504.04595">random projections for classification</a>. His classifier is based on an average of a large number of linear random projections of the original data where the projections are chosen as minimising the prediction error over a subset of the components. The performances of this approach seem to be consistently higher than for random forests, which makes it definitely worth investigating further. (A related <a target="_blank" href="https://cran.r-project.org/web/packages/RPEnsemble/RPEnsemble.pdf">R package</a> is available.)</p>
<p>The following talks that day covered Bayesian optimisation and probabilistic numerics, with Javier Gonzales introducing <em>glasses</em> for Bayesian optimisation in order to solve its myopia (!)—by which he meant predicting the output of the optimisation over n future steps. And a first mention of the <a target="_blank" href="https://xianblog.wordpress.com/2015/07/15/leave-the-pima-indians-alone/">Pima Indians</a> by Daniel Hernandez-Lobato in his talk about EP with stochastic gradient steps towards optimisation. (As well as much larger datasets.) And <a target="_blank" href="https://xianblog.wordpress.com/2015/12/10/never-mind-the-big-data-heres-the-big-models-workshop/">Mark Girolami</a> bringing quasi-Monte Carlo into control variates. A <a target="_blank" href="http://arxiv.org/abs/1502.02558">kernel based ABC</a> by Mijung Park, which uses kernels and maximum mean discrepancy to avoid defining summary statistics, and a version of parallel MCMC by Guillaume Basse. Plus another session on deep learning.</p>
<p>As usual with <a target="_blank" href="https://xianblog.wordpress.com/2014/04/23/aistats-2014-day-1/">AISTATS conferences</a>, the central activity of the day was the noon poster session, including speakers discussing their paper, and I had several interesting chats about MCMC related topics, with e.g. one alternative notion of <a target="_blank" href="https://xianblog.wordpress.com/2013/11/06/mcmc-for-non-linear-state-space-models-using-ensembles-of-latent-sequences/">ensemble MCMC</a> [centred on estimating the normalising constant].</p>
<p>We awarded the notable student paper awards before the welcoming cocktail: The winners are <a target="_blank" href="http://jmlr.org/proceedings/papers/v51/dai16.pdf">Bo Dai</a>, <a target="_blank" href="http://www.jmlr.org/proceedings/papers/v51/teneva16.pdf">Nedelina Teneva</a>, and <a target="_blank" href="http://jmlr.org/proceedings/papers/v51/wang16e.pdf">Ye Wang</a>.  And this first day ended up with a companionable evening in a <a target="_blank" href="https://www.google.es/url?sa=t&rct=j&q=&esrc=s&source=web&cd=8&cad=rja&uact=8&ved=0ahUKEwim0ODA2s_MAhUBVBQKHeuzBMMQFgg-MAc&url=https%3A%2F%2F11870.com%2Fpro%2Ftaberna-casa-manteca&usg=AFQjCNHgEE51RKM5OtjHOk0B2u_9yRF8bQ&sig2=JOhJ-Xf115lSNl4dVs5RJQ">most genuine tapa bar</a>, tasting local blood sausage and local blue cheese. (If you do not mind the corrida theme!)</p>
<p>Filed under: <a target="_blank" href="https://xianblog.wordpress.com/category/pictures/">pictures</a>, <a target="_blank" href="https://xianblog.wordpress.com/category/statistics/r-statistics/">R</a>, <a target="_blank" href="https://xianblog.wordpress.com/category/running/">Running</a>, <a target="_blank" href="https://xianblog.wordpress.com/category/statistics/">Statistics</a>, <a target="_blank" href="https://xianblog.wordpress.com/category/travel/">Travel</a>, <a target="_blank" href="https://xianblog.wordpress.com/category/wines/">Wines</a> Tagged: <a target="_blank" href="https://xianblog.wordpress.com/tag/aistats-2016/">AISTATS 2016</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/bayesian-optimisation/">Bayesian optimisation</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/cadiz/">Cadiz</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/conference/">conference</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/corrida/">corrida</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/ensemble-monte-carlo/">ensemble Monte Carlo</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/machine-learning/">machine learning</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/mcmc/">MCMC</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/r/">R</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/random-forests/">random forests</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/reproducing-kernel-hilbert-space/">reproducing kernel Hilbert space</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/spain/">Spain</a>, <a target="_blank" href="https://xianblog.wordpress.com/tag/tapas/">tapas</a> <a target="_blank" rel="nofollow" href="http://feeds.wordpress.com/1.0/gocomments/xianblog.wordpress.com/30590/"><img alt="" src="http://feeds.wordpress.com/1.0/comments/xianblog.wordpress.com/30590/" border="0"></a> <img height="1" alt="" width="1" src="https://pixel.wp.com/b.gif?host=xianblog.wordpress.com&blog=5051449&%23038;post=30590&%23038;subd=xianblog&%23038;ref=&%23038;feed=1" border="0"></p>
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