Archive for the Wines Category

Journées MAS2014, Toulouse, Aug. 27-29

Posted in Kids, pictures, Travel, University life, Wines with tags , , , , , , , on April 16, 2014 by xi'an

For those interested in visiting Toulouse at the end of the summer for a French speaking conference in Probability and Statistics, the Modélisation-Aléatoire-Statistique branch of SMAI (the French version of SIAM) is holding its yearly conference. The main theme this year is “High dimension phenomena”, but a large panel of the French research in Probability and Statistics will be represented. The program contains in particular:

  • Six plenary conferences and 3 talks by the recent winners of the “Prix Jacques Neveu” award [including Pierre Jacob!],
  • 22 parallel sessions, from probability theory to applied statistics and machine learning,
  • Posters session for students

More detail is available on the conference website (in French).  (The organizing committee is made of Aurélien Garivier, Sébastien Gerchinovitz, Aldéric Joulin, Clément Pellegrini, and Laurent Risser.)

MCqMC 2014 [closup]

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , on April 16, 2014 by xi'an

Leuven6As mentioned earlier, this was my very first MCqMC conference and I really enjoyed it, even though (or because) there were many topics that did not fall within my areas of interest. (By comparison, WSC is a serie of conferences too remote from those areas for my taste, as I realised in Berlin where we hardly attended any talk and hardly anyone attended my session!) Here I appreciated the exposure to different mathematical visions on Monte Carlo, without being swamped by applications as at WSC… Obviously, our own Bayesian computational community was much less represented than at, say, MCMSki! Nonetheless, I learned a lot during this conference for instance from Peter Glynn‘s fantastic talk, and I came back home with new problems and useful references [as well as a two-hour delay in the train ride from Brussels]. I also obviously enjoyed the college-town atmosphere of Leuven, the many historical landmarks  and the easily-found running routes out of the town. I am thus quite eager to attend the next MCqMC 2016 meeting (in Stanford, an added bonus!) and even vaguely toying with the idea of organising MCqMC 2018 in Monaco (depending on the return for ISBA 2016 and ISBA 2018). In any case, thanks to the scientific committee for the invitation to give a plenary lecture in Leuven and to the local committee for a perfect organisation of the meeting.

MCqMC 2014 [day #3]

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , , , on April 10, 2014 by xi'an

Leuven2

As the second day at MCqMC 2014, was mostly on multi-level Monte Carlo and quasi-Monte Carlo methods, I did not attend many talks but had a long run in the countryside (even saw a pheasant and a heron), worked at “home” on pressing recruiting evaluations and had a long working session with Pierre Jacob. Plus an evening out sampling (just) a few Belgian beers in the shade of the city hall…

Today was more in my ballpark as there were MCMC talks the whole day! The plenary talk was not about MCMC as Erich Novak presented a survey on the many available results bounding the complexity of approximating an integral based on a fixed number of evaluations of the integrand, some involving the dimension (and its curse), some not, some as fast as √n and some not as fast, all this depending on the regularity and the size of the classes of integrands considered. In some cases, the solution was importance sampling, in other cases, quasi-Monte Carlo, and yet other cases were still unsolved. Then Yves Atchadé gave a new perspective on computing the asymptotic variance in the central limit theorem on Markov chains when truncating the autocovariance, Matti Vihola talked about theoretical orderings of Markov chains that transmuted into the very practical consequence that using more simulations in a pseudo-marginal likelihood approximation improved acceptance rate and asymptotic variances (and this applies to aBC-MCMC as well), Radu Craiu proposed a novel processing of adaptive MCMC by treating various approximations to the true target as food for a multiple-try Metropolis algorithm, and Luca Martino had a go at resuscitating the ARMS algorithm of Gilks and Wild (used for a while in BUGS), although the talk did not dissipate all of my misgivings about the multidimensional version! I had more difficulties following the “Warwick session” which was made of four talks by current or former students from Warwick, although I appreciated the complexity of the results in infinite dimensional settings and novel approximations to diffusion based Metropolis algorithms. No further session this afternoon as the “social” activity was to visit the nearby Stella Artois brewery! This activity made us very social, for certain, even though there was hardly a soul around in this massively automated factory. (Maybe an ‘Og post to come one of those days…)

BAYSM ’14 im Wien, Sep. 18-19

Posted in Kids, Mountains, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on April 6, 2014 by xi'an

It all started in Jim Berger’s basement, drinking with the uttermost reverence an otherworldly Turley Zinfandel during the great party Ann and Jim Berger hosted for the O’Bayes’13 workshop in Duke. I then mentioned to Angela Bitto and Alexandra Posekany, from WU Wien, that I was going to be in Austria next September for a seminar in Linz, at the Johannes Kepler Universität, and, as it happened to take place the day before BAYSM ’14, the second conference of the young Bayesian statisticians, in connection with the j-ISBA section, they most kindly invited me to the meeting! As a senior Bayesian, most obviously! This is quite exciting, all the more because I never visited Vienna before. (Contrary to other parts of Austria, like the Großglockner, where I briefly met Peter Habeler. Trivia: the cover picture of the ‘Og is actually taken from the Großglockner.)

Saint-Joseph pierres sèches

Posted in Mountains, Wines with tags , , , on March 20, 2014 by xi'an

DSC_5724

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