Adap’skiii program

We have just posted the (mostly definitive) program for Adap’skii, January 3-4, The Canyons, Utah. This is taking place just before and as a satellite of the larger MCMSki III conference, January 4-7, same location. The registration for the conference and for lodging is available through the  MCMCSki III registration page, Remember also that this Friday is the deadline for applying for MCMSki III Young Investigator travel funding!

3 Responses to “Adap’skiii program”

  1. […] with the stable number of attendees—for the poster session on the evening of January 4 at Adap’skii, I have decided to cancel this session. The posters will be presented on the evenings of Wednesday, […]

  2. […] to point out there still is room for more participants to the Adap’skiii workshop! We have now reached 60 participants for this Utah workshop and would welcome more, quite obviously! […]

  3. […] The spirit of the adaptation is therefore a Robbins-Monro type adaptation of the covariance matrix in the random walk, with a target acceptance rate. It follows the lines Christophe Andrieu and I had drafted in our [most famous!] unpublished paper, Controlled MCMC for optimal sampling. The current paper shows that the fixed point for is proportional to the scale of the target if the latter is elliptically symmetric (but does not establish a sufficient condition for convergence). It concludes with a Law of Large Numbers for the empirical average of the under rather strong assumptions (on f, the target, and the matrices ). The simulations run on formalised examples show a clear improvement over the existing adaptive algorithms (see above) and the method is implemented within Matti Vihola’s Grapham software. I presume Matti will present this latest work during his invited talk at Adap’skiii. […]

Leave a Reply to Robust adaptive Metropolis algorithm [arXiv:10114381] « Xi'an's Og Cancel reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.