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Titre

École d’été 2019

Dates

1-4 septembre 2019

Organisateur(s)

M. Yves Tillé, UNINE (Président); Mme Caroline Gillardin, UNINE (coordinatrice)

Intervenant(s)

Prof. Finn Lindgren, University of Edinburgh
Prof. Ryan Tibshirani, Carnegie Mellon University
Prof. Darren Wilkinson, Newcastle University

Description

Prof. Finn Lindgren (University of Edinburgh)

Title : Numerical computation for statistics

Traditionally, geostatistical computations for spatial and spatio-temporal data centred around expressions for conditional expectations and covariances that explicitly use the covariance matrix for the whole data set. With the ever larger data sets in modern applications, naive applications of these equations leads to intractable storage and computation. Many alternative models and methods have been designed to handle this issue. In these lectures I will focus on Gaussian spatial Markov models, and how these lead to efficient numerical algebra through sparse matrices, while also providing direct links to the traditional models, so that the discrete models are consistently interpretable for continuous domains. Practical Bayesian inference is now largely focused around making MCMC methods that are efficient for broader ranges of models. However, for large models, making direct use of the model structure can provide computational methods that produce deterministic approximations to the posterior distributions, instead of MCMC approximations that generate finite sets of dependent samples. For latent Gaussian Markov models this bias-variance tradeoff is substantially in favour of deterministic approximations. I will discuss the basic principles of Integrated Nested Laplace Approximations (INLA), and how they are a natural method for spatial and spatio-temporal geostatistics. For very large problems (e.g. billions of observations or more) direct storage of and equation solves with the needed sparse matrices is again intractable. One can then delve even deeper into methods numerical linear algebra and apply iterative methods that take advantage of the strong structure provided by multiscale spatio-temporal models. I will illustrate how some of these techniques were combined to estimate daily mean temperatures on a 20 km global resolution across 165 years in the Prof. Finn Lindgren (University of Edinburgh)

Prof. Ryan Tibshirani (Carnegie Mellon University)

Title : Convex Optimization for Statistics and Machine Learning

Nearly every problem in computational statistics and machine learning can be formulated in terms of the optimization of some function, possibly under some set of constraints. As we obviously cannot solve every problem in statistics and machine learning, this means that we cannot generically solve every optimization problem (at least not efficiently). Fortunately, many problems of interest can be posed as optimization tasks that have special properties---such as convexity, smoothness, sparsity, separability, etc.---permitting standardized, efficient solution techniques.

These lectures are designed to give a graduate-level student a thorough grounding in these properties and their role in optimization, and a broad comprehension of algorithms tailored to exploit such properties. The focus will be on convex optimization problems, and we will visit several important applications in machine learning and statistics.
 
The first two lectures will be a rapid-paced advanced-level review comprising four parts: Part I: basic convex analysis, Part II: first-order methods, Part III: optimality and duality, Part IV: second-order methods.  The third lecture will either be on a survey of advanced methods, or focused on one specific advanced method: (parallel) coordinate descent.
 

Prof. Darren Wilkinson (Newcastle University)

Title : Statistical computing for systems biology

This course will advocate a computational Bayesian approach to modelling and inference for dynamic stochastic models of biological systems. An introduction will be given to the theory of Markov processes in continuous time, and their application to biological modelling. Examples will include simple models of populations and epidemics, Lotka-Volterra predator-prey systems, and biochemical network dynamics. Discrete state jump processes and associated diffusion approximations described by stochastic differential equations will be considered, with a strong emphasis on algorithms and computer simulation. Observation models and time course data will be introduced, leading to hierarchical Bayesian dynamic state-space models with intractable transition kernels. Bayesian inference for models of this type will be considered, and several different algorithms will be illustrated. Particular emphasis will be placed on "likelihood free" methods of inference, including approximate Bayesian computation (ABC) and particle MCMC algorithms. Full use will be made of samples from the posterior distribution, which will be used to investigate convergence, parameter identifiability, and confounding.

Program

 

Sunday 01.09

Monday 02.09

Tuesday 03.09

Wednesday 04.09

 8h30-10h00

 

Ryan Tibshirani

Darren Wilkinson

Finn Lindgren

10h00-10h30

 

Coffee Break

Coffee Break

Coffee Break

10h30-12h00

 

Finn Lindgren

Finn Lindgren

Darren Wilkinson

12h00-14h00

 

 

 

 

14h00-15h00

 

 Comité scientifique (13h30 à 15h30)

 

 

15h30-17h00

Welcome tea

Coffee Break

Coffee Break

 

17h00-18h30

Ryan Tibshirani

Ryan Tibshirani

Darren Wilkinson

18h30-19h30

Apero

 

 

19h30-21h00

Dinner

Dinner

Dinner

Lieu

Villars-sur-Ollon

Information
Eurotel Victoria Villars
Route des Layeux, 1884 Villars-sur-Ollon (Tél +41 24 495 31 31)

Site Eurotel : http://www.eurotel-victoria.ch/villars/fr

Accès à Villars :

  • EN VOITURE : Autoroute A9, direction Grand St-Bernard, sortie Aigle. Puis suivre les panneaux routiers « Ollon » puis « Villars ».
  • EN AVION : Aéroports internationaux de:

- Genève (120 km) ou Zürich (250 km) ou Bâle (200 km) - puis EN TRAIN  (HORAIRE DES TRAINS - RAILWAY TIMETABLE)

  • EN TRAIN ET BUS : Suisse Train schedule : From: Geneve airport, To: Villars-sur-Ollon, gare. Trains directs jusqu'à Aigle. Ensuite bus 14429 (Aigle - Villars-sur-Ollon gare).
  • EN TRAIN : Suisse Train schedule : From: Geneve airport, To: Bex, gare. Trains directs jusqu'à Bex. Changer de train à Bex jusqu'à Villars.

Durée des trajets: Lausanne - Aigle (30 minutes), Aigle - Villars-sur-Ollon (35 minutes).

Visa pour la Suisse (Swiss Online Visa application)

Météo en suisse (meteoswiss.admin.ch)

Frais

Doctorant CUSO chambre double: 200 CHF

Doctorant CUSO chambre simple: 350 CHF

Post-doctorant CUSO chambre double: 300 CHF

Post-doctorant CUSO chambre simple: 450 CHF

Professeur CUSO chambre double: 400 CHF

Professeur CUSO chambre simple: 550 CHF

Non CUSO universitaire chambre double: 850 CHF

Non CUSO universitaire chambre simple: 1000 CHF

Non CUSO privé chambre double: 1300 CHF

Non CUSO privé chambre simple: 1500 CHF

Lors de votre inscription, merci de bien vouloir indiquer dans la zone commentaire si vous désirez une chambre simple, ou double et le nom de la personne avec qui vous souhaiteriez partager votre chambre. Dans le cas où rien n'est indiqué, une chambre simple sera réservée.

Inscription

Versement sur compte postal:

CUSO
CCP 12-1873-8
Neuchâtel
BIC : POFICHBEXXX
IBAN : CH0509000000120018738.
Merci d'écrire votre nom lors du paiement. Thank you to write your name on the payment wording.

Places

45

Délai d'inscription 24.08.2019
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