Archive for Institut Henri Poincaré

last Big MC [seminar] before summer [June 19, 3pm]

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , on June 17, 2014 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013Last session of our Big’MC seminar at Institut Henri Poincaré this year, on Tuesday Thursday, June 19, with

Chris Holmes (Oxford) at 3pm on

Robust statistical decisions via re-weighted Monte Carlo samples

and Pierre Pudlo (iC3M, Université de Montpellier 2) at 4:15pm on [our joint work]

ABC and machine learning

Luke and Pierre at big’MC

Posted in Linux, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on May 19, 2014 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013Yesterday, Luke Bornn and Pierre Jacob gave a talk at our big’MC ‘minar. While I had seen most of the slides earlier, either at MCMski IV,  Banff, Leuven or yet again in Oxford, I really enjoyed those talks as they provided further intuition about the techniques of Wang-Landau and non-negative unbiased estimators, leading to a few seeds of potential ideas for even more potential research. For instance, I understood way better the option to calibrate the Wang-Landau algorithm on levels of the target density rather than in the original space. Which means (a) a one-dimensional partition target (just as in nested sampling); (b) taking advantage of the existing computations of the likelihood function; and (b) a somewhat automatic implementation of the Wang-Landau algorithm. I do wonder why this technique is not more popular as a default option. (Like, would it be compatible with Stan?) The impossibility theorem of Pierre about the existence of non-negative unbiased estimators never ceases to amaze me. I started wondering during the seminar whether a positive (!) version of the result could be found. Namely, whether perturbations of the exact (unbiased) Metropolis-Hastings acceptance ratio could be substituted in order to guarantee positivity. Possibly creating drifted versions of the target…

One request in connection with this post: please connect the Institut Henri Poincaré to the eduroam wireless network! The place is dedicated to visiting mathematicians and theoretical physicists, it should have been the first one [in Paris] to get connected to eduroam. The cost cannot be that horrendous so I wonder what the reason is. Preventing guests from connecting to the Internet towards better concentration? avoiding “parasites” taking advantage of the network? ensuring seminar attendees are following the talks? (The irony is that Institut Henri Poincaré has a local wireless available for free, except that it most often does not work with my current machine. And hence wastes much more of my time as I attempt to connect over and over again while there.) Just in connection with IHP, a video of Persi giving a talk there about Poincaré, two years ago:

big’MC’minar next week

Posted in Kids, Statistics, Travel, University life with tags , , , , , , , on May 9, 2014 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013The next big’MC seminar in Paris will be delivered on Thursday, May 15, by

15 h : Luke Bornn, Towards the Derandomization of Markov chain Monte Carlo

16 h 15 : Pierre Jacob, On exact inference and unbiased estimation 

see the seminar webpage for more details. And make sure to attend if in or near Paris! It is definitely big and MC. Most sadly (for us!), Chris Holmes will give a Smile (Statistical machine learning) seminar at the very same time a few streets away…  At least, we can conveniently meet right after for a drink!

big’MC seminar next week

Posted in Statistics, University life with tags , , , , on October 8, 2013 by xi'an

The big’MC seminar in Paris will be delivered on Thursday, October 17 by

15 h : Sylvain Le Corff  Continuous-time importance sampling for Jump diffusions

16 h 15 : Yohan Petetin  Single- and multiple-object filtering for Markov models with jumps
see the seminar webpage for more details.

Bayesian seismic monitoring and big MC

Posted in Statistics, University life with tags , , , , , , on November 14, 2012 by xi'an

Two announcements for seminars in Paris in the coming days:

Stuart Russell (University of California, Berkeley, visiting Paris 6 this year) will give a seminar next week, Thursday November 22, 10am, LIP6, Université Paris 6, on Global Seismic Monitoring: A Bayesian Approach. Here is the link to the LIP6 webpage.

On Thursday November 15, 3pm, Institut Henri Poincaré, Jean-Michel Marin will give a talk at our big’MC seminar on the Consistency of Adaptive Multiple Importance Sampling (AMIS), following a long search of ours for this proof and a recent resolution of his along with Pierre Pudlo and Mohammed Sedki! Hopefully soon discussed on the ‘Og….

Follow

Get every new post delivered to your Inbox.

Join 604 other followers