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.
Archive for Aussois
[summer Astrostat school] room with a view [jatp]
Posted in Mountains, pictures, R, Running, Statistics, Travel, University life with tags astrostatistics, Aussois, Banff, Bayesian statistics, France, Grenoble, Les Diablerets, R, RStudio, summer school, Vercors on October 9, 2017 by xi'anO’Bayes17, next December in Austin
Posted in pictures, Statistics, Travel, University life with tags Aussois, Austin, ISBA, ISBA section, longhorn, O'Bayes, O'Bayes03, O'Bayes17, Shanghai, Texas, The University of Texas at Austin, West Lafayette on April 5, 2017 by xi'anThe 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!
Improving convergence of Data Augmentation algorithms
Posted in Mountains, Statistics, University life with tags Aussois, convergence, Data augmentation, mixture estimation, Statistical Science on June 7, 2011 by xi'anFollowing 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]
Posted in R, Statistics, University life with tags Aussois, independent Metropolis-Hastings algorithm, JCGS, O'Bayes, parallel processing, R, Rao-Blackwellisation on February 13, 2011 by xi'anWe 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.)