Archive for Bayesian computation

afternoon on Bayesian computation

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 6, 2016 by xi'an

Richard Everitt organises an afternoon workshop on Bayesian computation in Reading, UK, on April 19, the day before the Estimating Constant workshop in Warwick, following a successful afternoon last year. Here is the programme:

1230-1315  Antonietta Mira, Università della Svizzera italiana
1315-1345  Ingmar Schuster, Université Paris-Dauphine
1345-1415  Francois-Xavier Briol, University of Warwick
1415-1445  Jack Baker, University of Lancaster
1445-1515  Alexander Mihailov, University of Reading
1515-1545  Coffee break
1545-1630  Arnaud Doucet, University of Oxford
1630-1700  Philip Maybank, University of Reading
1700-1730  Elske van der Vaart, University of Reading
1730-1800  Reham Badawy, Aston University
1815-late  Pub and food (SCR, UoR campus)

and the general abstract:

The Bayesian approach to statistical inference has seen major successes in the past twenty years, finding application in many areas of science, engineering, finance and elsewhere. The main drivers of these successes were developments in Monte Carlo methods and the wide availability of desktop computers. More recently, the use of standard Monte Carlo methods has become infeasible due the size and complexity of data now available. This has been countered by the development of next-generation Monte Carlo techniques, which are the topic of this meeting.

The meeting takes place in the Nike Lecture Theatre, Agriculture Building [building number 59].

MCMskv, Lenzerheide, 4-7 Jan., 2016 [breaking news #6]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , on December 2, 2015 by xi'an

moonriseAs indicated in an earlier MCMskv news, the scientific committee kept a session open for Breaking news! proposals, in conjunction with poster submissions. We received 21 proposals and managed to squeeze 12 fifteen minute presentations in an already tight program. (I advise all participants to take a relaxing New Year break and to load in vitamins and such in preparation for a 24/7 or rather 24/3 relentless and X’citing conference!) Here are the selected presentations, with (some links to my posts on the related papers and) abstracts available on the conference website. Note to all participants that there are still a few days left for submitting posters!

Luke Bornn

Jon Cockayne

Gersende Fort

Michael Gutmann

James Johndrow

Jean-Michel Marin

Murray Pollock

Maxim Rabinovich

Rebecca Steorts

Alexander Terenin

Yazhen Wang

Giacomo Zanella

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #5]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , on November 18, 2015 by xi'an

moonriseWhile the deadline for Breaking News! submission is now over, with close to 20 submissions!, there is a new opening for cheaper lodging: The CUBE hotel in Savognin (20km away) has an offer at 110 CHF per person and per night, including breakfast, dinner, and skipass in a room for 3 people (or more). Be sure to mention MCMski in the subject of your email. As mentioned in the previous post, there are other opportunities in nearby villages, for instance Tiefencastel, 11km away with a 19mn bus connection, or Chur, 18km away with a slower 39mn bus connection, but with a very wide range of offers.

MCMskv, Lenzerheide, 4-7 Jan., 2016 [(breaking) news #4]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , on November 6, 2015 by xi'an

moonriseAs the deadline draws near, a week from now!, I want to remind participants to the next MCMSki conference in Lenzerheide that they can candidate to the Breaking News! session:

This edition of the MCMSki conference will include a Breaking News! session, covering the latest developments in the field, latest enough to be missed by the scientific committee when building the program. To be considered for this special session, please indicate you wish to compete for this distinction when submitting your poster. The deadline for submission is November 15, 2015. The selection will be made by the scientific committee and the time allocated to each talk will depend on the number of selected talks. Selected presenters will be notified by December 02, 2015, and they are expected to participate in the poster session to ensure maximal dissemination of their breaking news.

And since I got personal enquiries yesterday, the number of talks during that session will be limited to have real talks and not flash oral presentations of incoming posters. Unless the scientific committee cannot make its mind on which news to break..!

MCMskv, Lenzerheide, 4-7 Jan., 2016 on a shoestring [news #3]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , on September 16, 2015 by xi'an

moonriseAs the ‘Og received several comments about the accommodation costs for BayesComp MCMski V, which are indeed rather high if one only follows the suggestions on the lodging webpage, I started checking for cheaper alternatives in Lenzerheide and around. On booking.com, I found several local hotels and studios from 100€ to 200€ per night for two or three guests, with breakfast included. The offer on airbnb was quite limited but I still managed to secure a small chalet at about 50€ per person and per night. There are more opportunities in nearby villages, for instance Tiefencastel, 11km away with a 19mn bus connection. Chur is 18km away with a slower 39mn bus connection, but with a very wide range of offers. Savognin, near the pricey Sankt Moritz is 20km away, with other cheap alternatives. Which may even make renting a car worth the expense if split between 3 or 4. Note also that low-cost airlines fly to Zürich from major European cities. For instance, Easyjet is currently offering a round trip from London for 72€…

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #2]

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 7, 2015 by xi'an

moonriseA quick reminder that the early bird registration deadline for BayesComp MCMski V is drawing near. And reminding Og’s readers that there will be a “Breaking news” session to highlight major advances among poster submissions. For which they can apply when sending the poster template. In addition, there is only a limited number of hotel rooms at the Schweizerhof, the main conference hotel and the first 40 participants who will make a reservation there will get a free one-day skipass!

SMC 2015

Posted in Statistics, Travel, University life with tags , , , , , , , , , , on September 7, 2015 by xi'an

Nicolas Chopin ran a workshop at ENSAE on sequential Monte Carlo the past three days and it was a good opportunity to get a much needed up-to-date on the current trends in the field. Especially given that the meeting was literally downstairs from my office at CREST. And given the top range of researchers presenting their current or past work (in the very amphitheatre where I attended my first statistics lectures, a few dozen years ago!). Since unforeseen events made me miss most of the central day, I will not comment on individual talks, some of which I had already heard in the recent past, but this was a high quality workshop, topped by a superb organisation. (I started wondering why there was no a single female speaker in the program and so few female participants in the audience, then realised this is a field with a massive gender imbalance, which is difficult to explain given the different situation in Bayesian statistics and even in Bayesian computation…)  Some key topics I gathered during the talks I could attend–apologies to the other speakers for missing their talk due to those unforeseen events–are unbiasedness, which sounds central to the SMC methods [at least those presented there] as opposed to MCMC algorithms, and local features, used in different ways like hierarchical decomposition, multiscale, parallelisation, local coupling, &tc., to improve convergence and efficiency…

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