MCqMC 2016 [#4]

In his plenary talk this morning, Arnaud Doucet discussed the application of pseudo-marginal techniques to the latent variable models he has been investigating for many years. And its limiting behaviour towards efficiency, with the idea of introducing correlation in the estimation of the likelihood ratio. Reducing complexity from O(T²) to O(T√T). With the very surprising conclusion that the correlation must go to 1 at a precise rate to get this reduction, since perfect correlation would induce a bias. A massive piece of work, indeed!

The next session of the morning was another instance of conflicting talks and I hoped from one room to the next to listen to Hani Doss’s empirical Bayes estimation with intractable constants (where maybe SAME could be of interest), Youssef Marzouk’s transport maps for MCMC, which sounds like an attractive idea provided the construction of the map remains manageable, and Paul Russel’s adaptive importance sampling that somehow sounded connected with our population Monte Carlo approach. (With the additional step of considering transform maps.)

An interesting item of information I got from the final announcements at MCqMC 2016 just before heading to Monash, Melbourne, is that MCqMC 2018 will take place in the city of Rennes, Brittany, on July 2-6. Not only it is a nice location on its own, but it is most conveniently located in space and time to attend ISBA 2018 in Edinburgh the week after! Just moving from one Celtic city to another Celtic city. Along with other planned satellite workshops, this occurrence should make ISBA 2018 more attractive [if need be!] for participants from oversea.

2 Responses to “MCqMC 2016 [#4]”

  1. Rennes is indeed a very nice and well-located place, close to Saint-Malo, Cancale, Mont St-Michel, Cap Fréhel, and many other beautiful places arounds. Great food (seafood, bakeries, crêpes, and gallettes in particular), wine, medieval pedestrian streets with cafés, a fabulous farmer’s market, etc. I go there every spring and enjoy cycling the thousands of small quiet roads of Brittany around. I will be there for MCQMC 2018. Come along and pad your visit with a few days to visit either before or after the conference!

    • Thank you, Pierre!, this is certainly a most beautiful place to visit and enjoy, as a town and as the gateway to Brittany, the French part of Britain.

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