Archive for Alps

a pseudo-marginal perspective on the ABC algorithm

Posted in Mountains, pictures, Statistics, University life with tags , , , , , , , , on May 5, 2014 by xi'an

ridge6

My friends Luke Bornn, Natesh Pillai and Dawn Woodard just arXived along with Aaron Smith a short note on the convergence properties of ABC. When compared with acceptance-rejection or regular MCMC. Unsurprisingly, ABC does worse in both cases. What is central to this note is that ABC can be (re)interpreted as a pseudo-marginal method where the data comparison step acts like an unbiased estimator of the true ABC target (not of the original ABC target, mind!). From there, it is mostly an application of Christophe Andrieu’s and Matti Vihola’s results in this setup. The authors also argue that using a single pseudo-data simulation per parameter value is the optimal strategy (as compared with using several), when considering asymptotic variance. This makes sense in terms of simulating in a larger dimensional space but what of the cost of producing those pseudo-datasets against the cost of producing a new parameter? There are a few (rare) cases where the datasets are much cheaper to produce.

MCKSki 5, where willst thou be?!

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , on February 10, 2014 by xi'an

ridge7[Here is a call from the BayesComp Board for proposals for MCMSki 5, renamed as below to fit the BayesComp section. The earlier poll on the 'Og helped shape the proposal, with the year, 2016 vs. 2017, remaining open. I just added town to resort below as it did not sound from the poll people were terribly interested in resorts.]

The Bayesian Computation Section of ISBA is soliciting proposals to host its flagship conference:

Bayesian Computing at MCMSki

The expectation is that the meeting will be held in January 2016, but the committee will consider proposals for other times through January 2017.

This meeting will be the next incarnation of the popular MCMSki series that addresses recent advances in the theory and application of Bayesian computational methods such as MCMC, all in the context of a world-class ski resort/town. While past meetings have taken place in the Alps and the Rocky Mountains, we encourage applications from any venue that could support MCMSki. A three-day meeting is planned, perhaps with an additional day or two of satellite meetings and/or short courses.

One page proposals should address feasibility of hosting the meeting including

1. Proposed dates.
2. Transportation for international participants (both the proximity of international airports and transportation to/from the venue).
3. The conference facilities.
4. The availability and cost of hotels, including low cost options.
5. The proposed local organizing committee and their collective experience organizing international meetings.
6. Expected or promised contributions from the host organization, host country, or industrial partners towards the cost of running the meetings.

Proposals should be submitted to David van Dyk (dvandyk, BayesComp Program Chair) at imperial.ac.uk no later than May 31, 2014.

The Board of Bayesian Computing Section will evaluate the proposals, choose a venue, and appoint the Program Committee for Bayesian Computing at MCMSki.

moonrise over Chamonix

Posted in Mountains, pictures, Travel with tags , , , , , on January 12, 2014 by xi'an

moonrise

tramway du Mont-Blanc

Posted in Mountains, pictures, Travel with tags , , , , , , on January 10, 2014 by xi'an

IMG_2268

MCMSki IV [prizes]

Posted in Books, Mountains, pictures, Statistics, University life with tags , , , , , on January 10, 2014 by xi'an

ridge6Congratulations to the MCMSki IV poster prize winners:

who each received two books from those kindly sent by Academic Press, CRC Press, and Springer-Verlag. (Except one of the above who should contact me for delivering her/him the dedicated books!) And to the honourable mention winners:

And to the members of the jury who worked hard both evening to produce this set of winners… Congrats too to Mina Vekhala from Helsinki who left the banquet with a pair of Blossom skis, thanks to a random draw from U({1,…,188}) of a dinner participant. She was 154th on the list and this number came out first. (Renewed thanks to Blossom skis for their generosity!)

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