MCMSki IV, Jan. 6-8, 2014, Chamonix (news #5)

More exciting news about MCMSki IV!

First thing first, the 16 contributed sessions are now all-set, having gotten the stamp of approval from the scientific committee! Thanks to everyone who submitted a session proposal. (There were so many proposals that we alas had to reject some, as well as every single talk proposal… Sorry people: we hope to hear about your research advances via your posters!) See the MCMSki IV website for the whole list. Apart from the plenary lectures, and the round table on software held on the second evening, there will be three parallel sessions on the remaining three slots for each day of the conference, which means 25 sessions total!

Second, the “call for posters” is open, simply meaning that anyone wishing to present a poster at MCMSki IV on Monday evening (or Tuesday night if we cannot accommodate all posters within a single evening!) is welcome to do so! This will take place in the conference centre as well (with an open bar to keep up with traditions) To this effect, if you intend to present a poster, (a) tick the box in the registration form and (b) …wait for further instructions on the MCMSki IV website about sending your abstract as we are trying to find an easy way to store and publish posters there. Simple as AB(C)!

Last, the registration page is now open! So fell free to register at your earliest convenience. The deadline for early bird registration is October 15, 2013 however hotel rooms are likely to vanish much earlier than that, leaving you on your own to find accommodation in Chamonix (not such a terrible task, actually!)

off to India

Tomorrow morning, I am off to India, first for a week of touring in Rajasthan, starting with the city Jaipur, and nearby states, then for the ISBA conference in Varanasi (Bénarés) organised by Satyanshu Upadhyay and the DST Centre for Interdisciplinary Mathematical Sciences at the Banaras Hindu University. The list of speakers and the program of the conference is quite impressive and I am looking very much attending this conference (as well as the first leg of the trip, of course). (I hope to get enough broadband and to keep my camera long enough to post a few pictures along the way…)

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).

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!

ISBA 2012 [#3]

A third and again very intense day at ISBA 2012: as Steve Scott said, “we are  getting Bayes-ed out”… It started for me with Robert Kohn’s particle filter session, where Julien Cornebise gave us programming recommendations to improve our code, performances, and overall impact of our research, passionately pleading for an object oriented approach that would make everything we program much more portable. Scott Sisson presented a new approach to density estimation for ABC purposes, using first a marginal estimation for each component of the statistic vector, then a normal mixture copula on the normal transforms of the inverse cdfs, and Robert concluded with a extension　of  PMCMC to eliminate nuisance parameters by importance sampling, a topic　we will discuss again when I visit Sydney in two weeks.　The second session of the morning was ABC II, where David Nott spoke about the combination of ABC with Bayes linear tools, a paper Scott had presented in Banff last Spring, Michael Blum summarised the survey on the selection of summary statistics discussed earlier on the ‘Og, Jean-Michel spoke about our (recently accepted) LDA paper, acknowledging our initial (2005) misgivings about ABC (!), and Olie Ratmann concluded the session with a fairly exciting new notion of using a testing perspective to define acceptable draws. While I clearly enjoyed the amount of “ABC talks” during this meeting, several attendees mentioned to me it was a bit overwhelming… Well, my impression is that this conveyed high and loud the message that ABC is now truly part of the Bayesian toolbox, and that further theoretical exploration would be most welcomed.

The afternoon session saw another session I was involved in organising, along with Marc Suchard, on parallel computing for Bayesian calculations. Marc motivated the use of GPUs for a huge medical dataset, showing impressive gains in time for a MAP calculation, with promises of a more complete Bayesian processing. Steve Scott gave the distributed computing version of the session, with Google requirements for a huge and superfast logistic regression, Jarad Niemi went into the (highly relevant!) details of random processors on GPUs and Kenichiro McAlinn described an application to portfolio selection using GPUs. (The topic attracted a huge crowd and the room was packed!) I am sorry the parallel session on Bayesian success stories was taking place at the same time. As it related very much to our on-going project with Kerrie Mengersen (we are currently waiting for the return from  selected authors). Then it was time for a bit of joint work, along with a succulent macha ice-cream in Kyoto station, and another fairly exhausting if quality poster session.

I am sorry to miss the sessions of Friday (and got “flak” from Arnaud for missing his lecture!) as these were promising as well. (Again, anyone for a guest post?!) Overall, I come home exhausted but richer for the exchanges and all I learn from a very good and efficient meeting. Not even mentioning this first experience of Japan. (Written from Kansai Osaka airport on a local machine.)

València 9 snapshot [1]

Last morning, I attended the talks of Michael Goldstein and Herbie Lee, which were very interesting from very different perspectives. Michael talked about computer models, like the climate models that have been so much attacked recently for being “unrealistic”. The difficulty is obviously in dealing with the fact that the model is incorrect, what Michael calls external uncertainty. As statisticians, we are trained to deal with internal uncertainties, i.e. those conditional on the model. Michael did not propose a generic solution to this difficult problem, but he presented a series of principles towards this goal and his paper in the proceeedings (I have not [yet] read) contains examples of conducting this assessment. (I am not sure building a [statistical] model on top of the current [physical] models stands a chance to convince climato-skeptics, but this is interesting nonetheless.) Herbie addressed a completely different problem, namely the maximisation of a function under constraints when the constraints are partly unknown. (Think of a set whose boundaries are not precisely known.) This was a problem new to me and I plan to read the paper asap, as the design perspective added to the maximisation per se is made in order to decide about the worth of making new [costly] evaluations of the function to maximise.

Otherwise, the morning was spent in a fruitless pursuit of a wireless connection in the hotel where the conference takes place, as so many people were trying to connect at the same time! I eventually resolved the issue by crossing the road to an internet café and renting an ethernet cable for one hour. The hotel is unsurprisingly the soulless and unhelpful place I expected and I do not find any appeal in the high rise landscape constituting the neighbourhood. There is however a small track in the bush nearby that makes for a good running place in the early morning. (Finding a cliff that is both bolted and in the shade is going to prove a challenge!)