Snapshots from CRiSM workshop
The workshop is a mix of theory, methodology, computational techniques and applications that makes it quite exciting. Although I already gave several versions of my talk in the past year, I still got interesting feedback, in particular a connection between our Savage-Dickey representation and bridge sampling. Among the interesting talks I attended, a few snapshots; both Jim Berger and Dongchu Sun presented new closed form expressions for effective numbers of parameters in complex linear models, Antonio Lijoi covered some mathematics of species estimation models [with some possible connections with Geoff Nicholls’ earlier talk on language classification], Chris Holmes exposed the advances he had made since Edinburgh (at least for those of us who attended both meetings), highlighting an interesting link with LDA, both Chris and Matthew Stephens considering direction selection for discrimination and clustering, Peter Müller talked about the analysis of a genetic pathway model represented as a graph, Robert Kohn zoomed through an adaptive particle MCMC algorithm where the likelihood was estimated (with the interesting side comment that what looks as an unbiased estimator from one perspective is also an auxiliary joint likelihood from another perspective) and David Spiegelhalter gave a both hilarious and thought-provoking talk on the “deeper uncertainty” that surrounds statistical models.
January 31, 2011 at 12:17 am
[…] email from Xavier Didelot. He indeed reminded me that I attended the talk he gave at the model choice workshop in Warwick last May, as, unfortunately but rather unsurprisingly giving my short span memory!, I […]
January 28, 2011 at 12:12 am
[…] we were completing our arXiv summary about ABC model choice, we were helpfully pointed to a recent CRiSM tech. report by X. Didelot, R. Everitt, A. Johansen and D. Lawson on Likelihood-free estimation […]
July 14, 2010 at 12:03 am
[…] bridge sampling (CoRe in CiRM [5]) Since Bayes factor approximation is one of my areas of interest, I was intrigued by Xiao-Li Meng’s comments during my poster […]
June 16, 2010 at 11:36 am
[…] by Michael Pitt, Ralph Silva, Paolo Giordani and Robert Kohn, which was presented at the recent CRisM meeting on model […]
June 4, 2010 at 12:17 am
[…] I managed to include a short comment inspired by Geoff Nicholls, following a conversation we had at CRiSM. Namely, the three expressions we recover for the Monte Carlo approximations to the Bayes factor […]