Archive for Bayesian computation

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

Posted in Kids, Mountains, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , on July 20, 2015 by xi'an

moonriseThe BayesComp MCMski V [or MCMskv for short] has now its official website, once again maintained by Merrill Lietchy from Drexel University, Philadelphia, and registration is even open! The call for contributed sessions is now over, while the call for posters remains open until the very end. The novelty from the previous post is that there will be a “Breaking news” [in-between the Late news sessions at JSM and the crash poster talks at machine-learning conferences] session to highlight major advances among poster submissions. And that there will be an opening talk by Steve [the Bayesian] Scott on the 4th, about the frightening prospect of MCMC death!, followed by a round-table and a welcome reception, sponsored by the Swiss Supercomputing Centre. Hence the change in dates. Which still allows for arrivals in Zürich on the January 4th [be with you].

Bayesian computation: a summary of the current state, and samples backwards and forwards

Posted in Books, Statistics, University life with tags , , , , , , , , on June 25, 2015 by xi'an

“The Statistics and Computing journal gratefully acknowledges the contributions for this special issue, celebrating 25 years of publication. In the past 25 years, the journal has published innovative, distinguished research by leading scholars and professionals. Papers have been read by thousands of researchers world-wide, demonstrating the global importance of this field. The Statistics and Computing journal looks forward to many more years of exciting research as the field continues to expand.” Mark Girolami, Editor in Chief for The Statistics and Computing journal

Our joint [Peter Green, Krzysztof Łatuszyński, Marcelo Pereyra, and myself] review [open access!] on the important features of Bayesian computation has already appeared in the special 25th anniversary issue of Statistics & Computing! Along with the following papers

which means very good company, indeed! And happy B’day to Statistics & Computing!

MCMskv, Lenzerheide, Jan. 5-7, 2016

Posted in Kids, Mountains, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on March 31, 2015 by xi'an

moonriseFollowing the highly successful [authorised opinion!, from objective sources] MCMski IV, in Chamonix last year, the BayesComp section of ISBA has decided in favour of a two-year period, which means the great item of news that next year we will meet again for MCMski V [or MCMskv for short], this time on the snowy slopes of the Swiss town of Lenzerheide, south of Zürich. The committees are headed by the indefatigable Antonietta Mira and Mark Girolami. The plenary speakers have already been contacted and Steve Scott (Google), Steve Fienberg (CMU), David Dunson (Duke), Krys Latuszynski (Warwick), and Tony Lelièvre (Mines, Paris), have agreed to talk. Similarly, the nine invited sessions have been selected and will include Hamiltonian Monte Carlo,  Algorithms for Intractable Problems (ABC included!), Theory of (Ultra)High-Dimensional Bayesian Computation, Bayesian NonParametrics, Bayesian Econometrics,  Quasi Monte Carlo, Statistics of Deep Learning, Uncertainty Quantification in Mathematical Models, and Biostatistics. There will be afternoon tutorials, including a practical session from the Stan team, tutorials for which call is open, poster sessions, a conference dinner at which we will be entertained by the unstoppable Imposteriors. The Richard Tweedie ski race is back as well, with a pair of Blossom skis for the winner!

As in Chamonix, there will be parallel sessions and hence the scientific committee has issued a call for proposals to organise contributed sessions, tutorials and the presentation of posters on particularly timely and exciting areas of research relevant and of current interest to Bayesian Computation. All proposals should be sent to Mark Girolami directly by May the 4th (be with him!).

Bayesian computation: fore and aft

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , on February 6, 2015 by xi'an

BagneuxWith 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.)

Advances in Scalable Bayesian Computation [group photo]

Posted in Kids, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , on March 8, 2014 by xi'an

MCKSki 5, where willst thou be?!

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , on February 10, 2014 by xi'an

ridge7[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 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.

BayesComp homepage

Posted in R, Statistics, University life with tags , , , , , , on April 15, 2013 by xi'an

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!


Get every new post delivered to your Inbox.

Join 893 other followers