With my friends Peter Green (Bristol), Krzysztof Łatuszyński (Warwick) and Marcello Pereyra (Bristol), we just arXived the first version of “Bayesian computation: a perspective on the current state, and sampling backwards and forwards”, which first title was the title of this post. This is a survey of our own perspective on Bayesian computation, from what occurred in the last 25 years [a lot!] to what could occur in the near future [a lot as well!]. Submitted to Statistics and Computing towards the special 25th anniversary issue, as announced in an earlier post.. Pulling strength and breadth from each other’s opinion, we have certainly attained more than the sum of our initial respective contributions, but we are welcoming comments about bits and pieces of importance that we miss and even more about promising new directions that are not posted in this survey. (A warning that is should go with most of my surveys is that my input in this paper will not differ by a large margin from ideas expressed here or in previous surveys.)
Archive for Bayesian computation
[Here is a call from the BayesComp Board for proposals for MCMSki 5, renamed as below to fit the BayesComp section. The earlier poll on the ‘Og helped shape the proposal, with the year, 2016 vs. 2017, remaining open. I just added town to resort below as it did not sound from the poll people were terribly interested in resorts.]
The Bayesian Computation Section of ISBA is soliciting proposals to host its flagship conference:
Bayesian Computing at MCMSki
The expectation is that the meeting will be held in January 2016, but the committee will consider proposals for other times through January 2017.
This meeting will be the next incarnation of the popular MCMSki series that addresses recent advances in the theory and application of Bayesian computational methods such as MCMC, all in the context of a world-class ski resort/town. While past meetings have taken place in the Alps and the Rocky Mountains, we encourage applications from any venue that could support MCMSki. A three-day meeting is planned, perhaps with an additional day or two of satellite meetings and/or short courses.
One page proposals should address feasibility of hosting the meeting including
1. Proposed dates.
2. Transportation for international participants (both the proximity of international airports and transportation to/from the venue).
3. The conference facilities.
4. The availability and cost of hotels, including low cost options.
5. The proposed local organizing committee and their collective experience organizing international meetings.
6. Expected or promised contributions from the host organization, host country, or industrial partners towards the cost of running the meetings.
Proposals should be submitted to David van Dyk (dvandyk, BayesComp Program Chair) at imperial.ac.uk no later than May 31, 2014.
The Board of Bayesian Computing Section will evaluate the proposals, choose a venue, and appoint the Program Committee for Bayesian Computing at MCMSki.
Today, the BayesComp section of ISBA launched its website. It is organised as a wiki and members of the section are strongly incited to take part into the construction of the website. To quote from Peter Green’s introduction:
This new Wikidot site aims to be a community-edited resource on all aspects of Bayesian computation, available for all to read; here ‘community’ means members of the section – we hope that interested members will help us create pages of information and advice to help disseminate new research ideas in an accessible way, and promote good practice. Members can also submit links to a directory of papers, slides, videos and software, and to a diary of upcoming events such as conferences and workshops, all through easy-to-use forms.
Please visit BayesComp, read the Quick Start Guide there, actively contribute to the site’s content, and let us have feedback using the blog facility provided. Once you have editing credentials on the site, you do not need permission to make edits, just do it! Section officers may tidy things up later, if no one else does, but we won’t delete anything unless it is offensive or plainly wrong.
Thanks to the inputs of Peter Green and of Nicolas Chopin, this could be a wonderful exchange tool for the community, but only if this community strives to keep it alive!
Today, our reply to the discussion of our American Statistician paper “Not only defended but also applied” by Stephen Fienberg, Wes Johnson, Deborah Mayo, and Stephen Stiegler,, was posted on arXiv. It is kind of funny that this happens the day I am visiting Iowa State University Statistics Department, a department that was formerly a Fisherian and thus anti-Bayesian stronghold. (Not any longer, to be sure! I was also surprised to discover that before the creation of the department, Henry Wallace, came to lecture on machine calculations for statistical methods…in 1924!)
The reply to the discussion was rewritten and much broadened by Andrew after I drafted a more classical point-by-point reply to our four discussants, much to its improvement. For one thing, it reads well on its own, as the discussions are not yet available on-line. For another, it gives a broader impact of the discussion, which suits well the readership of The American Statistician. (Some of my draft reply is recycled in this post.)
News from ISBA: good time to join for new members! (There is a section on Bayesian non-parametrics and another one on Objective Bayesian methodology. Feel free to propose new sections, like…Bayesian computing.)
ISBA elections are underway and as part of the Bayesian community we hope that you will participate! We are updating the electoral lists nightly so if you added a membership after the 15th of October you will have the opportunity to vote.
We are running a new member promotion: all new members who join ISBA now will have their membership extended by an extra year (except for Lifetime memberships which never expire)! For example, a 1 year Student membership will expire December 31, 2012, rather than December 31 2011. Member dues are modest – $15 for student or reduced rate memberships or $35 for regular memberships. This promotion also applies to all new section memberships in the Objective Bayes or the Bayesian Nonparametrics sections! Section dues are $5 annually and are available with 1-3 year options to synchronize with ISBA dues; Section Lifetime memberships are available for $75. You must be a section member to vote in the section elections.
The fourth joint international meeting of the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), nicknamed “MCMSki III“, will be held at The Canyons resort in Park City, Utah from Wednesday, January 5 to Friday, January 7, 2011. The central (but not sole) theme of the conference will be Markov chain Monte Carlo (MCMC) and related methods and applications, and will feature 3 plenary speakers (Nicky Best, Mike Newton, Jeff Rosenthal) and six invited sessions from internationally known experts covering a broad array of current and developing statistical practice:
* Environmental Health Statistics (organized by: Montse Fuentes)
* Modeling Dependence for High Throughput Data (organized by: Peter Mueller)
* Advances in MCMC for Genomics (organized by: Giovanni Parmigiani and Clelia DiSerio)
* MCMC for Computationally Intensive Inverse Problems (organized by: Dave Higdon)
* Bayes versus Frequentism in Observational Studies (organized by: Sander Greenland)
In addition, a pre-conference “AdapSki” satellite meeting on adaptive and other advanced MCMC methods will take place on January 3-4, 2011, with Profs. Christian Robert and Christophe Andrieu again serving as lead organizers.
From our registration page, you will find links to the IMS-sponsored conference registration page, the Canyons lodging page, and our abstract submission page. Please note the “early bird” registration deadline of *November 1, 2010*.
Finally (and most importantly for some), we are very pleased to announce that we have received funds from NSF, NSA, NIH, and ISBA sufficient to help support the travel expenses of perhaps 30 junior investigators (defined as current PhD student, or less than 5 years since PhD). Some of these funds (NSA) are restricted to students from the U.S., while others (ISBA) are primarily intended for students from economically disadvantaged countries. At the time you register for this support, in addition to the three required items you send by email (copy of your CV, copy of your paper, and *brief* supporting note from your advisor), please also submit your abstract and indicate whether or not you would like to be considered for one of 4 oral presentation slots in our new Young Investigator Invited Session (10 am on Thursday Jan 6). Please note that the deadline for applying for this support is *October 22, 2010*; again, the deadline to register for the conference itself without a late fee is November 1, 2010.
We look forward to welcoming you in Park City this January!
Brad Carlin and Antonietta Mira, MCMSki III conference co-organizers
Shane Reese, MCMSki III local arrangements chair