While the deadline for Breaking News! submission is now over, with close to 20 submissions!, there is a new opening for cheaper lodging: The CUBE hotel in Savognin (20km away) has an offer at 110 CHF per person and per night, including breakfast, dinner, and skipass in a room for 3 people (or more). Be sure to mention MCMski in the subject of your email. As mentioned in the previous post, there are other opportunities in nearby villages, for instance Tiefencastel, 11km away with a 19mn bus connection, or Chur, 18km away with a slower 39mn bus connection, but with a very wide range of offers.
Archive for the Mountains Category
This edition of the MCMSki conference will include a Breaking News! session, covering the latest developments in the field, latest enough to be missed by the scientific committee when building the program. To be considered for this special session, please indicate you wish to compete for this distinction when submitting your poster. The deadline for submission is November 15, 2015. The selection will be made by the scientific committee and the time allocated to each talk will depend on the number of selected talks. Selected presenters will be notified by December 02, 2015, and they are expected to participate in the poster session to ensure maximal dissemination of their breaking news.
And since I got personal enquiries yesterday, the number of talks during that session will be limited to have real talks and not flash oral presentations of incoming posters. Unless the scientific committee cannot make its mind on which news to break..!
While my train ride to the fabulous De Gaulle airport was so much delayed that I had less than ten minutes from jumping from the carriage to sitting in my plane seat, I handled the run through security and the endless corridors of the airport in the allotted time, and reached Munich in time for my afternoon seminar and several discussions that prolonged into a pleasant dinner of Wiener Schnitzel and Eisbier. This was very exciting as I met physicists and astrophysicists involved in population Monte Carlo and parallel MCMC and manageable harmonic mean estimates and intractable ABC settings (because simulating the data takes eons!). I wish the afternoon could have been longer. And while this is the third time I come to Munich, I still have not managed to see the centre of town! Or even the nearby mountains. Maybe an unsuspected consequence of the Heisenberg principle…
Vivek Roy, Aixian Tan and James Flegal arXived a new paper, Estimating standard errors for importance sampling estimators with multiple Markov chains, where they obtain a central limit theorem and hence standard error estimates when using several MCMC chains to simulate from a mixture distribution as an importance sampling function. Just before I boarded my plane from Amsterdam to Calgary, which gave me the opportunity to read it completely (along with half a dozen other papers, since it is a long flight!) I first thought it was connecting to our AMIS algorithm (on which convergence Vivek spent a few frustrating weeks when he visited me at the end of his PhD), because of the mixture structure. This is actually altogether different, in that a mixture is made of unnormalised complex enough densities, to act as an importance sampler, and that, due to this complexity, the components can only be simulated via separate MCMC algorithms. Behind this characterisation lurks the challenging problem of estimating multiple normalising constants. The paper adopts the resolution by reverse logistic regression advocated in Charlie Geyer’s famous 1994 unpublished technical report. Beside the technical difficulties in establishing a CLT in this convoluted setup, the notion of mixing importance sampling and different Markov chains is quite appealing, especially in the domain of “tall” data and of splitting the likelihood in several or even many bits, since the mixture contains most of the information provided by the true posterior and can be corrected by an importance sampling step. In this very setting, I also think more adaptive schemes could be found to determine (estimate?!) the optimal weights of the mixture components.
By a great coincidence, I happened to be in Banff the same weekend as Salman Rushdie was giving a talk at the Banff Centre on his latest book! And got the news early enough to book a seat. The amphitheatre was unsurprisingly full and Salman Rushdie was interviewed by Eleanor Wachtel, first about the book and what led to its creation, especially the influence of his parents, and then second about his life and career, with an obvious focus on Khomeini’s fatwa. (The whole interview is podcasted on CBC.) Rushdie was witty and funny, even about the darkest moments, and discussed how in his youth no one would have imagined that religion would become such a central issue, defining and reducing people rather than being a part of them that would need no discussion. And how his family was de facto atheist, if not in words. The interview spent too little time on Rusdhie’s stand on freedom of expression, although he briefly spoke about the growing threats to this freedom, including those made in the name of religious freedom. (As we were reminded yesterday by the Warwick student union decision to bar Maryam Namazie from speaking on campus.) The experience was quite a treat, adding to the many bonuses of spending this weekend in Banff. Although I must admit I was fighting jetlag that late at night and hence must have dozed at points… (As an aside, I was rather surprised to see no security or police around the Banff Centre theatre, but of course this does not mean there was none. And this is Banff, not New York City or London.)