Riemann, Hamilton, Lagrange and others

Today, I took part in the Read Paper session of the Royal Statistical Society, first by presenting an overview of MCMC methods, second by giving a short discussion on the paper by Mark Girolami and Ben Calderhead. The pre-ordinary as well as the ordinary sessions were very well-attended and it is a real pity that this was the first instance I attended when the talk was not given in the main lecture room. (Which, sadly enough, was already booked.) Instead, the meeting took place in the twice-as-small Council room which means people had to remain standing for the whole session… Anyhow, Mark Girolami gave two great talks where the geometric intuition was predominant. The following 13 oral discussions were quite diverse, from machine learning to Bayesian model choice, to infinite dimensional simulation and I am convinced the written discussion will be even richer.  (Discussions have to be sent before October 27.) Here are my own slides focussing on the discretisation issue.

The above picture was taken in London this morning, when I discovered a French hospital on Shaftesbury Avenue that sounded fairly old (1890)…. I actually wonder why the French government is still sponsoring a dispensary in London!

5 Responses to “Riemann, Hamilton, Lagrange and others”

  1. [...] to relate to the implementation of Hamiltonian MCMC methods as illustrated by the Read Paper of Girolami and Calderhead (2011). Even though some notions looked familiar (e.g., “Any subsequent bias, however, can be [...]

  2. [...] should prove very profitable to all readers. (And a good prequel to Girolami and Calderhead’s discussion paper in JRSS B.) Both following chapters are about convergence assessments, by Andrew Gelman and Kenneth [...]

  3. [...] Chairs: Mark Girolami, University College London, and Neil Lawrence, University of Sheffield [...]

  4. [...] ABC than a posterior expectation or a pseudo-MLE. In any case, the discussion of the corresponding Read Paper at the Royal Statistical Society next December 14 promises to be interesting and [...]

  5. [...] going.” I haven’t read Hawking’s book (although I briefly considered buying it in London last time I was there, here is a Guardian review), I had never heard before of this (controversial) [...]

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