[summer Astrostat school] room with a view [jatp]

I just arrived in Autrans, on the Plateau du Vercors overlooking Grenoble and the view is fabulistic! Trees have started to turn red and yellow, the weather is very mild, and my duties are restricted to teaching ABC to a group of enthusiastic astronomers and cosmologists..! Second advanced course on ABC in the mountains this year, hard to beat (except by a third course). The surroundings are so serene and peaceful that I even conceded to install RStudio for my course! Instead of sticking to my favourite vim editor and line commands.

O’Bayes17, next December in Austin

The next edition of the OBayes meetings is taking place this December in Austin, Texas! On the campus of the University of Texas (UT), organised by Carlos Carvalho, Peter Mueller,  James Scott, and Tom Shively. On December 10-13. Following a tradition of more than 20 years—I went to most meetings although I missed the very first conference in West Lafayette, Indiana, and only stayed 27 hours in Shanghai!, plus adopted the O’Bayes logo for the Aussois meeting, even though I meant the number of the year rather than for the edition!!—, this meeting brings together researchers interested in objective Bayes theory, methodology, and applications, and related topics, to provide opportunities for young researchers, and to establish new collaborations and partnerships. (The meeting is the biennial meeting of the Objective Bayes section of the International Society for Bayesian Analysis, of which I happen to be the current president.)

The list of speakers and discussants this year is quite impressive and far reaching, and everyone is more than welcome to present a poster at the workshop. The first (Sun)day will see a series of tutorials, given by members of the scientific committee (myself included), followed by three days of invited talks with discussions,  plus a poster session on Monday night. And possibly a desert excursion on Thursday! It should be a great meeting and I most warmly invite all ‘Og’s readers to join us in Texas!

Forte di Bard

After our aborted attempt at Monte Rosa, Abele Blanc treated us to a quick visit to Forte di Bard, a 19th Century military fortress in the Valley of Aosta [a first version of which was razed by Napoleon’s troops in 1800] on top the medieval village of Bard. Ironically, the current fortress never saw action as Napoleon’s siege was the last invasion of the kingdom of Savoy by French troops.

The buildings are impressive, so seamlessly connected to the rock spur that supports them that they appear to have grown out of it. They reminded me of Vauban’s fortresses, with the feeling that they were already outdated when they got built. (On the French Savoy side, there is a series of fortresses that similarly faced no battle as they were designed to keep the French out, becoming overnight useless when this part of Savoy was ceded to France in exchange for its support of the unification of Italy. For instance, there is such a fort in Aussois, which now houses an hostel, a gastronomical restaurant [we enjoyed at O’Bayes 03], and a via ferrata…)

The fortress has been recently and beautifully renovated with the help of the Italian State and of the European Union. It houses conferences and art exhibits. Like those on Marc Chagall and Elliot Erwitt that we briefly saw, missing the massive museum of the Alps… A few dozen kilometers from Torino, it would be a perfect location for a small workshop, albeit not large enough for a future MCMski.

Improving convergence of Data Augmentation algorithms

Following an earlier submission to Statistical Science, we have now resubmitted and arXived the new version of our paper “Improving the convergence properties of the Data Augmentation algorithm with an application to Bayesian mixture modelling”, written with Jim Hobert (University of Florida), and Vivek Roy (Iowa State University). Given that both referees were quite positive about the earlier version, the changes are truly minor and overwhelmingly stylistic. Again, I am I am very glad to be part of this paper because of the results but also because it relates to a problem I discussed at length with Richard Tweedie when I visited him in Colorado in 1993… (The above picture of Richard, along with Gareth Roberts and Anto Mira, was taken during the TMR Workshop on Computational and Spatial Statistics I organised in Aussois in 1998, with unfortunately no remaining webpage! A pre-MCMC’ski of sorts, when I had not yet started skiing!)

Parallel computation [back]

We have now received reports back from JCGS for our parallel MCMC paper and they all are very nice and supportive! The reviewers essentially all like the Rao-Blackwellisation concept we developed in the paper and ask for additions towards a more concrete feeling for the practical consequences of the method. We should thus be able to manage a revision in the coming week or so. Especially because we have had further ideas about the extension of the method to regular Metropolis-Hastings algorithms like the random walk avatar. (The above picture is completely unrelated with the paper, but conveys some feeling of parallelism. I made it [in R] for the poster of the O’Bayes 03 meeting I organised in Aussois in 2003.)