Archive for ABC in Roma

Rémi Bardenet’s seminar

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 7, 2016 by xi'an

Grand Palais from Esplanade des Invalides, Paris, Dec. 07, 2012Next week, Rémi Bardenet is giving a seminar in Paris, Thursday April 14, 2pm, in ENSAE [room 15] on MCMC methods for tall data. Unfortunately, I will miss this opportunity to discuss with Rémi as I will be heading to La Sapienza, Roma, for Clara Grazian‘s PhD defence the next day.  And on Monday afternoon, April 11, Nicolas Chopin will give a talk on quasi-Monte Carlo for sequential problems at Institut Henri Poincaré.

ABC in Roma (#2)

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , on June 1, 2013 by xi'an

Ponte Sisto (?), Roma, March 01, 2012Just a few more words written on my return home from Roma (on an uneventful and sunny trip). On a personal side (that readers can skip!), it was a pleasure as always to be two days in Roma, from running in the early morning, beating the rain and the traffic (and with no map nor camera!) and finding new routes, one on the banks of Tevere and another one along the city walls, to meeting old friends over a plate of pasta, to buying fresh bread and market fruits in the early morning, to enjoying the beauty of La Città Eterna… Too short a trip obviously, but this was/is a busy week!

Roma, March 01, 2012On the academic side, as mentioned yesterday, the program was quite in tune with my lines of research on ABC and I though a (wee) bit harder about the solutions proposed by the various speakers. One clear tendency is the idea of borrowing from pseudo- or simplified models, either to build estimates (as in indirect inference) or to run the simulation and the calibration (as in, e.g., Olli’s work). As remarked by Judith Rousseau after my talk, we may even have to move further when facing complex models, namely when the simulation of pseudo-samples gets too overwhelming. The issue is then on keeping a connection with the “true” model.

viale del Muro Torto, Roma, Feb. 28, 2012Another theme that crossed several talks is the tension between particle methods (incl. pMCMC) and ABC methods in dynamical models since they usually both apply in such cases. Darren Wilkinson’s talk (that I alas missed in order to catch my plane but recovered by email at the airport, soon to be on-line) did address this opposition, concluding in favour of ABC for the Lotka-Volterra system… My vague feeling is that ABC solutions could indeed come above when they do not rely on the hidden (Markov) structure, in the sense that they do not aim at simulating a joint distribution involving this latent structure…

BAYSM 2013: first Bayesian Young Statisticians Meeting

Posted in Kids, Statistics, Travel, University life with tags , , , , , , on December 28, 2012 by xi'an

Just got this email about the incoming first Bayesian Young Statisticians Meeting next June in Milano!

We would like to announce the first BAYESIAN YOUNG STATISTICIANS MEETING (BAYSM 2013), to be held in CNR IMATI in Milano on June 5-6, 2013.

BAYSM 2013 is a fantastic opportunity to present and discuss your work with other young statisticians in a relaxed and friendly atmosphere, with senior discussant giving you suggestions and comments aimed at improving your work. Attendees are encouraged to give a talk and/or submit a poster. The meeting is aimed at early career statisticians, i.e. people carrying out a PhD, post-doc or finishing the Master Degree with outstanding theses/projects dealing with Bayesian statistics. Presentations on current PhD research are therefore welcomed as well as talks on work in progress on applied experience.

The registration and submissions are now open, with the following deadlines:

  • *Submission closing*: February 28, 2013
  • *Notification of acceptance*: March 15, 2013

*No conference fee is due*, but *registration is mandatory*, using the form available on the website. Electronic submission by email is required by sending both the TeX file (together with enclosed pictures) and the pdf file to baysm2013[@robase] Accepted papers will be published on the meeting website. Moreover, the abstract contributions and plenary lectures will be also included in a Springer book from the series “Springer Proceedings in Mathematics & Statistics”.

Note that the email does not mention any age limit for attending! Also Milano is not that far from Roma, so you should consider attending ABC in Roma on May 30-31, then make your leisurly way up north to Milano for BAYSM 2013!

teaching Bayesian statistics in Ho Chi Min City

Posted in Statistics, Travel, University life with tags , , , , , , , on October 2, 2012 by xi'an

Next year I will give a short course on Bayesian Statistics at the SIOD 2013 conference in Ho Chi Min City, Vietnam. SIOD stands for Statistics and its Interactions with Other Disciplines and the conference covers all topics, not only Bayesian analysis (even though it is sponsored by ISBA). The conference being on June 5-7, 2013, I will presumably give my short course on the 4th of June… (Right after ABC in Roma!) I am looking forward meeting Vietnamese Bayesians and visiting Vietnam for the first time…

Course at Monash (#2)

Posted in Books, R, Statistics, University life with tags , , , , , , , , on July 20, 2012 by xi'an

Here are the slides for the second day of my course at Monash University, Melbourne, in the Special Lectures in Econometrics, with a strong strong similarity with the slides of my course in Roma this Spring. (Ah, sunny Roma…) The first day lecture was very well attended and I hope this remains true for the second! (I also think I should spend more time on particle filters in general, the next time I give a similar course…)

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