MCMski IV (homepage)

I have rewritten the text on the home page of the MCMSki IV website. Feel free to comment! I also want to signal the creation of a Facebook page.

The next MCMSki meeting, MCMSki IV, will be held in Chamonix Mont-Blanc, France, from Monday, January 6 to Wednesday, January 8, 2014. As for the previous MCMSki meetings, it jointly supported by the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), as the first meeting of the newly created BayesComp section of ISBA. It will focus on all aspects of MCMC theory and methodology, including related fields like sequential Monte Carlo, approximate Bayesian computation, Hamiltonian Monte Carlo. In contrast with the earlier meetings, it will merge the satellite Adap’ski workshop into the main meeting by having parallel (invited and contributed) sessions on those different themes. A call for proposals of sessions and talks is available here. There will be also opportunities for presenting one’s work at plenary and well-attended evening poster sessions.

In terms of location, after an excursion to Utah, MCMSki IV is back in the Alps, on the French side of Mont-Blanc, and Chamonix offers a wide range of outdoor and indoor activities during the breaks, with all levels of skiing available. The meeting will take place at the Conference Centre le Majestic (Centre des Congrès – Le Majestic) in Chamonix Mont-Blanc. (With a large population of English expatriates living there, Chamonix is very easy to handle for English speakers. The lodging capacities are both diverse and plenty.)

MCMSki IV (call for proposals)

The next MCMSki IV conference will for the first time host contributed sessions as well as invited sessions. The scientific committee thus welcomes proposals for contributed talks and even more for contributed sessions. Contributed talks are scheduled to last 20 minutes, plus questions, and contributed sessions one hour and a half, including questions, which corresponds to 4 talks or 3 talks and a discussant.

Proposals should be sent to me, Christian Robert, before March 20, 2013, and includes the name of the speaker(s), the title of the talk(s), and a short 5-15 lines abstract(s). All speakers in a contributed session must be contacted and give their agreement prior to the submission of a session, obviously. The scientific committee will then evaluate the proposals and notify the session organiser/the speaker before April 20, 2013. We remind everyone that MCMSki IV will also schedule two evening poster sessions in the best tradition of the Valencia and MCMSki meetings, sessions in which everyone is welcome to present.

Topics for the proposals include “Big Data issues”, “computationally intensive Bayesian applications”, “probabilistic advances for MC methods”, “variance reduction techniques and Rao-Blackwellisation”, “MC for non-parametric Bayes inference “, “adaptive MC”, “interacting MC”, “INLA”, and “ABC”.

structure and uncertainty, Bristol, Sept. 27

The last sessions at the SuSTain workshop. were equally riveting but I alas had to leave early to get a noon flight—as it happens, while I expected to get home early enough to work, run, cook, and do maths with my daughter, my taxi got stuck in an endless traffic jam and I only had time for the maths!—, hence missing the talks by Chris Holmes—second time after Kyoto!—, Sofia Massa, and Arnoldo Frigessi… I am glad I managed to get Michael Newton’s and Forrest Crawford’s talks, though, as Michael presented a highly pedagogical entry to computational concepts related to system biology (a potential candidate for an MCMSki IV talk?) and Forrest discussed some birth-and-death processes, including the Yule process, that allowed for closed form expressions of their Laplace transform via continued fractions. (Continued fractions, one of my favourite mathematical objects!!! Rarely appearing in statistics, though…) I have to check on Forrest’s recent papers to understand how widely this approach applies to philogenetic trees, but this opens a fairly interesting alternative to ABC!

This was a highly enjoyable meeting, first and foremost due to the quality of the talks and of their scheduling, but also by the pleasure of seeing again many friends of many years—notice how I carefully avoided using “old friends”!—, by the relaxed and open atmosphere of the workshop—in the terrific location of Goldney Hall—and of course of unofficially celebrating Peter Green’s deeds and contributions to the field, the profession, and the statistics group in Bristol! Deeds and contributions so far, as I am sure he will keep contributing in many ways in the coming years and decades, as already shown by his committed involvement in the very recent creation of BayesComp. I thus most gladly join the other participants of this workshop both to thank him most sincerely for those many and multifaceted contributions and to wish him all the best for those coming decades!

As an aside, I also enjoyed being “back” in Bristol once again, as I do like the city, the surrounding Somerset countryside, the nearby South Wales, and the wide running possibilities (from the Downs to the Mendip Hills!). While I sampled many great hotels in Bristol and Clifton over the years, I now rank the Avon Gorges Hotel where I stayed this time quite high in the list, both for its convenient (running!) location and its top-quality facilities (incl. high-speed WiFi!)

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 towards higher computing goals [yet another new section!!!]

Surrounding the great and exciting gathering of Bayesian statisticians in Kyoto last June, several ISBA sections have appeared in the past weeks, as already mentioned on the ‘Og. Along with Anto Mira and Nicolas Chopin (who did most of the organisational work while I was wandering down under!), we discussed about a Bayesian computation section and, thanks to the massive support of the community, we engaged into setting this new section of ISBA, with the help of Peter Green and Håvard Rue. The structure has now been granted an approval stamp by the ISBA highest powers and so here we are with a brand new ISBA Section on Bayesian Computation!!! (A notion I remember discussing with Peter Müller in Valparaiso in…2004!) I think I was the first member to join the section, following the announcement of its official creation by Merlise Clyde… Here is a draft of the call to potential members (along with my own comments):

Over the past twenty years, Bayesian computation has been a tremendous catalyst in Bayesian ideas reaching practitioners – statisticians and non-statisticians alike. It has also providied a fantastic arena for original research in algorithmic statistics and numerical probability, not to mention other fields at the interface. At this more mature stage of its development, at a time where ambitions of statisticians and the expectations on statistics grow, Bayesian computation must remain a major area of research and innovation. Then principled methods of statistical analysis can continue to be both readily available and customarily implemented, as we deal with data on a (much) larger scale, in higher dimensions and with more complex structure.

We invite all ISBA members with (any degree of) interest in computation for Bayesian inference to join the newly created ISBA Section on Bayesian Computation (BayesComp) – and that means both researchers involved in developing new computational methods and associated theory, and users of Bayesian statistical methods interested in implementing, sharing, disseminating, or learning best practice. The purposes of the Section are as multifaceted as the aspects of Bayesian computation, including promoting original research into computational methods for Bayesian inference and decision making, encouraging the use of frontier computational tools among practitioners, the development of adapted software, languages, platforms, and dedicated machines, and translating and disseminating among statisticians methods developed in other disciplines.

To address these purposes, the Section will among other activities organise specific conferences (such as the upcoming MCMSki IV in January 2014), workshops, short courses, webinars, and sessions in other meetings like ISBA and JSM, and will develop and maintain a website of information, tools, and advice as an authoritative central resource for Bayesian computation. The first such resource is already posted: the ISBA Foundation Lecture by Christian Robert on “Approximate Bayesian computation (ABC): Advances and Questions.”[I am definitely not responsible for this inclusion!]

Section dues are only $5 a year or $75 for a Lifetime membership. As part of the Fall (Autumn) Membership Promotion, all new annual memberships will be extended until 31 December, 2013! The section will be holding elections in November, so please join today so that you may participate in choosing the first set of elected officers–and please contact us if you are interested in any of the elected positions! More details to come on the BayesComp section website and the ISBA Bulletin. [You should definitely opt for the Life membership as I did, given that the transaction costs are paid only once! This also means more money for the Section to support younger members towards travel to conferences...]

Welcome to Year 1 BC (BayesComp)!

Nicolas Chopin, Peter Green, Antonietta Mira, Christian Robert and Håvard Rue.