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PMC for combinatoric spaces

July 28, 2014

I received this interesting [edited] email from Xiannian Fan at CUNY: I am trying to use PMC to solve Bayesian network structure learning problem (which is in a combinatorial space, not continuous space). In PMC, the proposal distributions qi,t can be very flexible, even specific to each iteration and each instance. My problem occurs due […]

inference in Kingman’s coalescent with pMCMC

May 22, 2013

As I was checking the recent stat postings on arXiv, I noticed the paper by Chen and Xie entitled inference in Kingman’s coalescent with pMCMC.  (And surprisingly deposited in the machine learning subdomain.) The authors compare a pMCMC implementation for Kingman’s coalescent with importance sampling (à la Stephens & Donnelly), regular MCMC and SMC.  The […]

ABC vs. PMCMC for MRFs

April 3, 2012

Prior to me going to the Banff meeting, Richard Everitt posted on arXiv a paper “Bayesian Parameter Estimation for Latent Markov Random Fields and Social Networks” which I only finished reading in the limo from JFK to Princeton… It is a fairly interesting comparison of ABC and MCMC algorithms applied to the cases of MRFs […]

cosmoPMC in action

March 18, 2011

Martin Kilbinger pointed out to me this morning that a recent posting on arXiv, Forecasts of non-Gaussian parameter spaces using Box-Cox transformations by Joachimi and Taylor from Edinburgh, is using cosmoPMC, apparently with very good performances. Here is the abstract: Forecasts of statistical constraints on model parameters using the Fisher matrix abound in many fields […]

CosmoPMC released

January 13, 2011

Martin Kilbinger, an astronomer (cosmologist) with whom we had worked on population Monte Carlo for cosmological inference [during the ANR-05-BLAN-0283- 04 ANR ECOSSTAT grant], has made the PMC C codes available on the CosmoPMC webpage. He has also written a CosmoPMC manual that is now available from arXiv. And he very kindly associated me to […]