Archive for WSC 2012

MCqMC 2014 [closup]

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , on April 16, 2014 by xi'an

Leuven6As 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.

Denkmal für die ermordeten Juden Europas, Berlin

Posted in pictures, Travel with tags , , , on December 13, 2012 by xi'an

Denkmal für die ermordeten Juden Europas, Berlin, Dec. 10, 2012. This time, the analogy with the jewish cemetery on the Mount of Olives struck me as obvious.

WSC 2012, Berlin

Posted in pictures, Running, Travel, University life with tags , , , , , , , on December 13, 2012 by xi'an

Berliner Dom, from Schoßplatz, Berlin, Dec. 10, 2012For 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!

Special Issue of ACM TOMACS on Monte Carlo Methods in Statistics

Posted in Books, R, Statistics, University life with tags , , , , , , , , , , , , on December 10, 2012 by xi'an

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
CHRISTIAN SCHÄFER
* 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

Reuven Rubinstein (1938-2012)

Posted in Statistics with tags , , , , , , , , on December 10, 2012 by xi'an

I just learned last night that Professor Reuven Rubinstein passed away. While I was not a close collaborator of him, I met Reuven Rubinstein a few times at conferences and during a short visit to Paris, and each time learned from the encounter. I also appreciated his contributions to the field of simulation, esp. his cross-entropy method that culminated in the book The Cross-Entropy Method with Dirk Kroese. Reuven was involved in many aspects of simulation along his prolific career, he will be especially remembered for his 1981 book Simulation and the Monte Carlo Method that is arguably the very first book on simulation as a Monte Carlo method. This book had a recent second edition, co-authored with Dirk Kroese as well. It is thus quite a sad day to witness this immense contributor to the field leave us. (Here is a link to his webpage at Technion, including pictures of a trip to the Gulag camp where he spent most of his childhood.) I presume there will be testimonies about his influence at the WSC 2012 conference here in Berlin.

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