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MCMskv #5 [future with a view]

January 12, 2016

As I am flying back to Paris (with an afternoon committee meeting in München in-between), I am reminiscing on the superlative scientific quality of this MCMski meeting, on the novel directions in computational Bayesian statistics exhibited therein, and on the potential settings for the next meeting. If any. First, as hopefully obvious from my previous […]

MCMskv #4 [house with a vision]

January 9, 2016

Last day at MCMskv! Not yet exhausted by this exciting conference, but this was the toughest day with one more session and a tutorial by Art Own on quasi Monte-Carlo. (Not even mentioning the night activities that I skipped. Or the ski break that I did not even consider.) Krys Latunszynski started with a plenary […]

MCMskv #3 [town with a view]

January 8, 2016

Third day at MCMskv, where I took advantage of the gap left by the elimination of the Tweedie Race [second time in a row!] to complete and submit our mixture paper. Despite the nice weather. The rest of the day was quite busy with David Dunson giving a plenary talk on various approaches to approximate […]

MCMskv #2 [ridge with a view]

January 7, 2016

Tuesday at MCMSkv was a rather tense day for me, from having to plan the whole day “away from home” [8km away] to the mundane worry of renting ski equipment and getting to the ski runs over the noon break, to giving a poster over our new mixture paper with Kaniav Kamary and Kate Lee, […]

MCMskv #1 [room with a view]

January 6, 2016

That’s it!, MCMskv has now started! We hold our round-table Monday night, which ended with most of my interventions revolving about the importance of models. And of the fact that models are always approximate (and wrong), hence that uncertainty and uncertainty ascertainment is paramount. Even more with large datasets and high-dimensional models. Apologies to the […]