English trip (1)

Today, I am attending a workshop on the use of graphics processing units in Statistics in Warwick, supported by CRiSM, presenting our recent works with Randal Douc, Pierre Jacob and Murray Smith. (I will use the same slides as in Telecom two months ago, hopefully avoiding the loss of integral and summation signs this time!) Pierre Jacob will talk about Wang-Landau.

Then, tomorrow, I am off to Cambridge to talk about ABC and model choice on Friday afternoon. (Presumably using the same slides as in Provo.)

The (1) in the title is in prevision of a second trip to Oxford next month and another one to Bristol two months after! (The trip to Edinburgh does not count of course, since it is in Scotland!)

UseR! 2011 in Warwick

This year useR! conference will take place in Warwick, on August 16-18.  It is being organised by the department of Statistics and funded by CRiSM and Revolution Analytics (providers of the R tee-shirt!). I wish I could attend but mid-August is usually associated with genuine (post-JSM) family vacations.

ABC model choice not to be trusted [3]

On Friday, I received a nice but embarrassing email from Xavier Didelot. He indeed reminded me that I attended the talk he gave at the model choice workshop in Warwick last May, as, unfortunately but rather unsurprisingly giving my short span memory!, I had forgotten about it! Looking at the slides he joined to his email, I indeed remember attending the talk and expecting to get back to the results after the meeting. As I went from Warwick to Paris only to leave a day after for Benidorm, and the Valencia 9 meeting, in such a hurry that I even forgot my current black notebook, the plans of getting back to the talk got forgotten so completely that even reading the tech report (now appeared in Bayesian Analysis) could not rescind them!

Here are some of Xavier’s comments, followed by my answers:

New arXiv papers

Some recent arXiv papers I will not have time to comment:

• Free energy Sequential Monte Carlo, application to mixture modelling by Nicolas Chopin, Pierre Jacob which was an invited paper in València 9.

• Goodness of fit statistics for sparse contingency tables by Audrey Finkler

• Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling by Michael Pitt, Ralph Silva, Paolo Giordani and Robert Kohn, which was presented at the recent CRisM meeting on model choice.

• Particle Filter-Based On-Line Estimation of Spot Volatility with Nonlinear Market Microstructure Noise Models by Rainer Dahlhaus and Jan C. Neddermeyer from Heidelberg, with whom I discussed the paper on a recent visit there.

• Landau Theory of Adaptive Integration in Computational Intelligence by Dariusz Plewczynski

Canadian geese

The campus of the University of Warwick where the workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) takes place is situated in a mostly rural environment, despite being close to the Birmingham connurbation. This makes for pleasant runs in the countryside (as long as it does not rain!) and last morning I ran early enough to see two pheasants and a young fox (which seemed quite interested in the pheasants too). The ponds on the campus are also full of Canadian geeses, with a flock of goslings in track…