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<font face="Calibri,Helvetica,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 16px;"><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Dear Colleagues</span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">,</span></font><font face="wf_segoe-ui_normal,Segoe UI,Segoe WP,Tahoma,Arial,sans-serif,serif,EmojiFont" size="3" color="#212121"><br>
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</font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">The </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">next </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">International </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Bayes </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Club </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">(</span></font><a href="https://www.math.vu.nl/thebayesclub/" target="_blank" rel="noopener noreferrer" id="LPlnk987560" previewremoved="true"><font face="wf_segoe-ui_normal,Segoe UI,Segoe WP,Tahoma,Arial,sans-serif,serif,EmojiFont" size="2"><span id="LPlnk987560" style="font-size: 15px;"><font face="Arial,Helvetica,sans-serif,serif,EmojiFont" size="3"><span id="LPlnk987560"><font size="2" style="font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">https://www.math.vu.nl/thebayesclub/</span></font></span></font></span></font></a><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">) </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">meeting </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">will
take place on the </span></font><font size="2" color="#212121"><span style="font-size: 11pt;"><b><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">21</span><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">st</span></b></span></font><font size="2" color="#212121"><span style="font-size: 11pt;"><b><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;"> of
May </span></b></span></font><font size="2" color="#212121"><span style="font-size: 11pt;"><b><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">(</span></b></span></font><font size="2" color="#212121"><span style="font-size: 11pt;"><b><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Friday</span></b></span></font><font size="2" color="#212121"><span style="font-size: 11pt;"><b><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">)</span></b></span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;"> from </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">3</span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;"> pm
(CEST)</span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">. We have two </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">speakers:
Matteo Giordano </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;"> </span></font><font size="2" color="black"><span style="font-size: 11pt;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">(</span><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Cambridge</span><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">) </span></span></font><font size="2" color="black"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">and
Matthew Stephens </span></font><font size="2" color="#212121"><span style="font-size: 11pt;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">(</span><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Chicago</span></span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">)</span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">. </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">P</span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">lease
find below the titles and the abstracts</span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">. </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">After </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">the
talks we will open up our </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;"> virtual </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">meeting
place at gather.town so if you want to hang out and perhaps have a beer virtually with your colleagues then </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">you </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">are
invited to join. </span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">T</span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">he seminar
will be on zoom:</span></font></span></font></div>
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<div><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Topic: International Bayes club</span></div>
<div><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Time: May 21, 2021 03:00 PM Amsterdam, Berlin, Rome, Stockholm, Vienna</span></div>
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<div><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Join Zoom Meeting</span></div>
<div><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">https://vu-live.zoom.us/j/95319105586?pwd=MXlIWXIvNjcwQ0k1YzErMlkyTzNZQT09</span></div>
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<div><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Meeting ID: 953 1910 5586</span></div>
<div><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Passcode: 645009</span></div>
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<font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Link to the meeting place at gather town:</span></font></div>
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<div><font face="Helvetica,serif,EmojiFont" size="3" color="#212121"><span style="font-size: 20px;"><a href="https://gather.town/app/4lK8Zj28Ys0WtutP/IBC" target="_blank" rel="noopener noreferrer" id="LPlnk32836" previewremoved="true"><font color="#1155CC"><span id="LPlnk32836"><font size="3"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">https://gather.town/app/4lK8Zj28Ys0WtutP/IBC</span></font></span></font></a></span></font></div>
<div><font face="Helvetica,serif,EmojiFont" size="3" color="#212121"><span style="font-size: 20px;"><font size="3"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Password: bayesbayesbayes</span></font></span></font></div>
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<font size="2" color="#212121"><span style="font-size: 11pt;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">3</span><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;"> </span></span></font><font size="2" color="#212121"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">pm
Speaker: </span></font><font size="2" color="#212121"><span style="font-size: 11pt;"></span></font><font size="2" color="#212121" style="font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Matteo
Giordano </span></font><font size="2" style="font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">(Cambridge) </span></font><font size="2" color="black"><span style="font-size: 11pt;"></span></font><br>
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<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">Title: Nonparametric Bayesian inference for reversible multi-dimensional </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">diffusions</span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
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<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">Abstract: The talk will present frequentist asymptotic results for </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">nonparametric Bayesian models of reversible multi-dimensional diffusions </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">with periodic drift. Assuming continuous observation paths, </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">reversibility is exploited to prove a general posterior contraction rate </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">theorem for the drift gradient vector field under </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">approximation-theoretic conditions on the induced prior for the </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">invariant measure. The general theorem is applied to Gaussian priors and </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">p-exponential priors, which are shown to converge to the truth at the </span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">minimax optimal rate over Sobolev smoothness classes in any dimension.</span><br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<br style="color: rgb(33, 33, 33); font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">Joint work with Kolyan Ray (Imperial College London).</span>
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<font size="2"><span style="font-size: 11pt;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">4</span><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;"> </span></span></font><font size="2"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">pm
Speaker: Matthew Stephens (Chicago)</span></font><font size="2" color="black"><span style="font-size: 11pt;"></span></font></div>
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<span style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Title: </span><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">A
simple new approach to variable selection in regression, with</span></span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">application to genetic fine-mapping</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;"><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">Abstract: </span><span style="font-size: 11pt; font-family: Tahoma, Geneva, sans-serif;">We
introduce a simple new approach to variable selection in linear</span></span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">regression, and to quantifying uncertainty in selected variables. The</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">approach is based on a new model -- the</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">``Sum of Single Effects'' (SuSiE) model -- which comes from writing</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">the sparse vector of regression coefficients as a sum of</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">``single-effect'' vectors, each with one non-zero element. We also</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">introduce a corresponding new fitting procedure -- Iterative Bayesian</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">Stepwise Selection (IBSS) -- which is a Bayesian analogue of stepwise</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">selection methods. IBSS shares the computational simplicity and speed</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">of traditional stepwise methods, but instead of selecting a single</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">variable at each step, IBSS computes a {\it distribution} on variables</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">that captures uncertainty in which variable to select.</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">The method leads to a convenient, novel, way to summarize uncertainty</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">in variable selection, and provides a Credible Set for each selected</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">variable.</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">Our methods are particularly well suited to settings where variables</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">are highly correlated and true effects are sparse, both of which are</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">characteristics of genetic fine-mapping applications.</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">We demonstrate through numerical experiments that our methods</span><br style="color: rgb(33, 33, 33); font-family: wf_segoe-ui_normal, "Segoe UI", "Segoe WP", Tahoma, Arial, sans-serif, serif, EmojiFont; font-size: 13.3333px;">
<span style="color: rgb(33, 33, 33); font-family: Tahoma, Geneva, sans-serif; font-size: 11pt;">outperform existing methods for this task.</span>
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