on estimating constants…

While I discussed on the ‘Og in the past the difference I saw between estimating an unknown parameter from a distribution and evaluating a normalising constant, evaluating such constants and hence handling [properly] doubly intractable models is obviously of the utmost importance! For this reason, Nial Friel, Helen Ogden and myself have put together a CRiSM workshop on the topic (with the tongue-in-cheek title of Estimating constants!), to be held at the University of Warwick next April 20-22.

The CRiSM workshop will focus on computational methods for approximating challenging normalising constants found in Monte Carlo, likelihood and Bayesian models. Such methods may be used in a wide range of problems: to compute intractable likelihoods, to find the evidence in Bayesian model selection, and to compute the partition function in Physics. The meeting will bring together different communities working on these related problems, some of which have developed original if little advertised solutions. It will also highlight the novel challenges associated with large data and highly complex models. Besides a dozen invited talks, the schedule will highlight two afternoon poster sessions with speed (2-5mn) oral presentations called ‘Elevator’ talks.

While 2016 is going to be quite busy with all kinds of meetings (MCMSkv, ISBA 2016, the CIRM Statistics month, AISTATS 2016, …), this should be an exciting two-day workshop, given the on-going activity in this area, and I thus suggest interested readers to mark the dates in their diary. I will obviously keep you posted about registration and accommodation when those entries are available.

One Response to “on estimating constants…”

  1. Any chance you’ll be in Warwick or Oxford between October 3rd – October 23rd, as I’ll have Brendon Brewer visiting me then to collaborate on new versions of nested sampling for marginal likelihood and partition function applications?

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