As 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.
Archive for Berlin
Deliverance!!! We have at last completed our book! Bayesian Essentials with R is off my desk! In a final nitty-gritty day of compiling and recompiling the R package bayess and the LaTeX file, we have reached versions that were in par with our expectations. The package has been submitted to CRAN (it has gone back and forth a few times, with requests to lower the computing time in the examples: each example should take less than 10s, then 5s…), then accepted by CRAN, incl. a Windows version, and the book has be sent to Springer-Verlag. This truly is a deliverance for me as this book project has been on my work horizon almost constantly for more than the past two years, led to exciting times in Luminy, Carnon and Berlin, has taken an heavy toll on my collaborations and research activities, and was slowly turning into a unsavoury chore! I am thus delighted Jean-Michel and I managed to close the door before any disastrous consequence on either the book or our friendship could develop. Bayesian Essentials with R is certainly an improvement compared with Bayesian Core, primarily by providing a direct access to the R code. We dearly hope it will attract a wider readership by reducing the mathematical requirements (even though some parts are still too involved for most undergraduates) and we will keep testing it with our own students in Montpellier and Paris over the coming months. In the meanwhile, I just enjoy this feeling of renewed freedom!!!
For once, while being away at a conference (WSC 2012), I will not be reporting on every day and session, for the simple reason I attended very few sessions and have therefore little to report! Last year in Phoenix, I had already resented a certain difficulty to relate with most of the talks and felt it unprofitable to attend most sessions, except those organised by Pierre Lécuyer and co-authors. This year, the pervasive combination of snowed-in Berlin, of a nice rental apartment (five time cheaper than the fancy Intercontinental), shared with Jean-Michel Marin whose inputs on the book were way overdue, of the distance to the Intercontinental, and of moderately exciting sessions meant that we spent most of the conference closeted in this apartment in Schöneberg, except for a quick stroll on Unter den Linden and for the inaugural conference by Stefan Rahmstorf on climate change (whose contents were surely worth broadcasting, although mildly related with simulation), a session on rare event simulation, and the session I organised on Monte Carlo Methods in Statistics (same title as the special issue of TOMACS, not coincidentally!). Actually, the feeling was mutual, apparently!, as our session attracted very few WSC 2012 attendees, a shame when considering the three great talks delivered by Anthony Lee, Jean-Michel Marin, and Nial Friel. To wit, Anthony talked about several scenarios for running ABC (see my earlier post of yesterday), Jean-Michel explained the tolerance selection developed in our recent paper, and Nial Friel discussed an on-going project dealing with composite likelihood in Gibbs random fields, a topic obviously close to my interests and the just accepted PNAS paper!
Tough ride to Berlin, although nothing terrible in the end! First, the plane departure was quite delayed in Paris by snow falling over Berlin, meaning the runways had to be cleaned. Second, loud kids in the seat behind me with a fairly ineffective if equally loud father repeating he was going to get angry if they did not stop…and eventually switching seats with his wife who surprise surprise managed much much better! Third, more delays in Berlin as the runways were only partly cleared and all gates were busy and the bags took more than one hour to come…
Here is a sample of the conversation in the plane (French fluency clearly superfluous!, but I could not transcribe Henri’s part, as it was half in French, halbst im Deutsch…):
Henri, ce n’est pas gentil, tu arrêtes de donner des coups de pied à Joséphine!
Attaches-toi, Henri, sinon Papa va se fâcher…
Donne-lui des serviettes pour essuyer, chacun une. Fais-le bien…
Encore un gâteau, Henri ? Je vais demander au stewart.. Maman dit non, plus de gâteau.
Tu lui as fait mal, Henri, ramasse ton biberon. Et le chapeau du biberon, il est où?
Henri, tu te rattaches et tu te détaches plus, sinon Papa se met en colère.
As posted here a long, long while ago, following a suggestion from the editor (and North America Cycling Champion!) Pierre Lécuyer (Université de Montréal), Arnaud Doucet (University of Oxford) and myself acted as guest editors for a special issue of ACM TOMACS on Monte Carlo Methods in Statistics. (Coincidentally, I am attending a board meeting for TOMACS tonight in Berlin!) The issue is now ready for publication (next February unless I am confused!) and made of the following papers:
|* Massive parallelization of serial inference algorithms for a complex generalized linear model
MARC A. SUCHARD, IVAN ZORYCH, PATRICK RYAN, DAVID MADIGAN
| *Convergence of a Particle-based Approximation of the Block Online Expectation Maximization Algorithm
SYLVAIN LE CORFF and GERSENDE FORT
| * Efficient MCMC for Binomial Logit Models
AGNES FUSSL, SYLVIA FRÜHWIRTH-SCHNATTER, RUDOLF FRÜHWIRTH
| * Adaptive Equi-Energy Sampler: Convergence and Illustration
AMANDINE SCHRECK and GERSENDE FORT and ERIC MOULINES
| * Particle algorithms for optimization on binary spaces
| * Posterior expectation of regularly paved random histograms
RAAZESH SAINUDIIN, GLORIA TENG, JENNIFER HARLOW, and DOMINIC LEE
| * Small variance estimators for rare event probabilities
MICHEL BRONIATOWSKI and VIRGILE CARON
| * Self-Avoiding Random Dynamics on Integer Complex Systems
FIRAS HAMZE, ZIYU WANG, and NANDO DE FREITAS
| * Bayesian learning of noisy Markov decision processes
SUMEETPAL S. SINGH, NICOLAS CHOPIN, and NICK WHITELEY
Here is the draft of the editorial that will appear at the beginning of this special issue. (All faults are mine, of course!) Continue reading