MCMski IV (homepage)

I have rewritten the text on the home page of the MCMSki IV website. Feel free to comment! I also want to signal the creation of a Facebook page.

The next MCMSki meeting, MCMSki IV, will be held in Chamonix Mont-Blanc, France, from Monday, January 6 to Wednesday, January 8, 2014. As for the previous MCMSki meetings, it jointly supported by the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), as the first meeting of the newly created BayesComp section of ISBA. It will focus on all aspects of MCMC theory and methodology, including related fields like sequential Monte Carlo, approximate Bayesian computation, Hamiltonian Monte Carlo. In contrast with the earlier meetings, it will merge the satellite Adap’ski workshop into the main meeting by having parallel (invited and contributed) sessions on those different themes. A call for proposals of sessions and talks is available here. There will be also opportunities for presenting one’s work at plenary and well-attended evening poster sessions.

In terms of location, after an excursion to Utah, MCMSki IV is back in the Alps, on the French side of Mont-Blanc, and Chamonix offers a wide range of outdoor and indoor activities during the breaks, with all levels of skiing available. The meeting will take place at the Conference Centre le Majestic (Centre des Congrès – Le Majestic) in Chamonix Mont-Blanc. (With a large population of English expatriates living there, Chamonix is very easy to handle for English speakers. The lodging capacities are both diverse and plenty.)

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #1)

As advertised on the ‘Og, the ISBA mailing list and now the birth certificate of BayesComp (!), MCMSki IV is taking place for sure in Chamonix-Mont-Blanc, January 6-8 2014. The webpage has been started, thanks to Merrill Liechty, and should grow with informations about the location, the hotels, registration, transportation, and of course skiing (check here for an interactive entry to the whole domain)…. Contributions to the webpage are most welcome!

Now that the scientific committee has been gathered, we are discussing about the format of the meeting, the scope being chosen as covering the whole range of MCMC theory, methodology and practice, i.e., a merge of Adap’ski and the former MCMSki. We are most certainly going to soon make a call for contributed talks, either at the individual or session level. So get prepared with your abstract(s) and list(s) of speaker(s)!

The conference will end on the 8th of January with a banquet at the historical Hotel du Montenvers, over the Mer de Glace glacier, getting there by the equally historical Montenvers rack railway we have booked for this occasion (as it does not usually run in Winter and definitely not that late). Later update: after discussions within the organisation committee we decided to have a lower key banquet within the town of Chamonix at La Calèche…

And I just got the news from the IMS that the meeting is now officially co-sponsored by the IMS! As well as the ISBA BayesComp section, of course!

ABC model choice not to be trusted

This may sound like a paradoxical title given my recent production in this area of ABC approximations, especially after the disputes with Alan Templeton, but I have come to the conclusion that ABC approximations to the Bayes factor are not to be trusted. When working one afternoon in Park City with Jean-Michel and Natesh Pillai (drinking tea in front of a fake log-fire!), we looked at the limiting behaviour of the Bayes factor constructed by an ABC algorithm, ie by approximating posterior probabilities for the models from the frequencies of acceptances of simulations from those models (assuming the use of a common summary statistic to define the distance to the observations). Rather obviously (a posteriori!), we ended up with the true Bayes factor based on the distributions of the summary statistics under both models!

Adap’skiii [latest]

Just to point out there still is room for more participants to the Adap’skiii workshop (and not only on the ski lifts). We have now reached 60 participants for this Utah workshop  next month and would welcome more, quite obviously! All participants (incl. those only registered for MCMC’ski III) are also free to present a poster on the evening of the 4th of January, in the bar.

MCMC’ski III deadline!

This email is a friendly reminder to book your hotel room for the meeting this week. On Nov 20, our room block gets released to the general public and we cannot guarantee that there will be a room for you.

The IMS rates are here. You can follow the link from this form to the hotel booking form.