Extra-“Ordinary” meeting as well!!!

The “ordinary” meeting of the Royal Statistical Society last Wednesday was a tremendous success! The Read Paper by Rue, Martino and Chopin attracted a large crowd, surely partly thanks to the pre-ordinary meeting organised by the Young Statistician Section, and we are likely to see a nice collection of discussions in JRSS B as a result, if the number of discussions at the meeting can be used as a gauge. While I played my role of seconder by pointing out in my discussion the radical viewpoint of the paper according to which all simulation aspects can be erased, I noticed in a second discussion with Roberto Casarin that the Gaussian approximation to the marginal posterior is quite accurate in the stochastic volatility model. I am also looking forward the written discussion by Omiros Papaspiliopoulos where he points out connections with exact simulation methods and marginal representations such as Chib’s estimate of marginal likelihoods. In conclusion, this is certainly one of the most exciting Read Papers of the past years!!!

4 Responses to “Extra-“Ordinary” meeting as well!!!”

  1. […] me) at the Latent Gaussian Models workshop in Zürich. The workshop is obviously centred at the INLA approach, with Havard Rue giving a short course on Wednesday then a wide ranging tour of the […]

  2. […] or more recent deterministic approaches such as integrated nested Laplace approximations (INLA). A second theme of the workshop is model uncertainty, ranging from model criticism to model […]

  3. […] 3 (Monte Carlo integration) will include a reference to INLA, the integrated Laplace approximation of Rue, Martinez and Chopin, as well as to our recent vanilla […]

  4. […] second part of the paper considers computational issues. It compares the ILA solution of Rue, Martino and Chopin (2009, Series B) with an MCMC solution based on an independent proposal on g resulting from linear interpolations […]

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