València 9 snapshot [4]

This one-before-last day at València 9 was fairly busy and I skipped the [tantalising] trip back to Sella to attend morning and afternoon talks. The first session involved Nicolas Chopin and Pierre Jacob’s free-energy paper whose earlier version I had heard at CREST, which builds on the earlier paper of Nicolas with Tony Lelièvre and Gabriel Stoltz to build a sequential Monte Carlo sampler that is biased along a preferential direction in order to fight multimodality and label switching in the case of mixtures. Peter Green rightly pointed out the difficulty in building this direction, which appears like a principal component to me, but this may open a new direction for research on a potentially adaptive direction updated with the SMC sampler… Although I always have trouble understanding the gist of causal models, Thomas Richardson’s talk about transparent parameterisation was quite interesting  in its links both with contingency tables and with identifiability issues (should Bayesians care about identifiability?! I did not really understand why the data could help in specifying the unidentified parameter in an empirical Bayes manner, though).

The morning talk by Darren Wilkinson was a particularly enticing talk in that Darren presented in a very articulate manner the specifics of analysing stochastic kinetic models for bacterial regulation and that he also introduced a likelihood-free MCMC that was not ABC-MCMC. (At first sight, it sounds like the auxiliary variable technique of Møller, Pettit, Reeves and Berthelsen, but I want to read the paper to understand better the differences.) Despite the appalling audio and video rendering in the conference room, the filmed discussion by Samuel Kou got into a comparison with ABC. The afternoon non-parametric session left me a bit confused as to the infinite regress on Dirichlet process expansions, but I enjoyed the next talk by Geoff Nicholls on partial ordering inference immensely, even though I missed the bishop example at the beginning because the talks got drifted due to the absence of the first speaker of the session. During the poster session (where again I only saw a fourth of the material!), I had the pleasant surprise to meet a student from the University of Canterbury, Christchurch, who took my Bayesian Core class when I visited in 2006.