Our survey paper on “computing Bayes“, written with my friends Gael Martin [who led this project most efficiently!] and David Frazier, has now been revised and resubmitted, the new version being now available on arXiv. Recognising that the entire range of the literature cannot be encompassed within a single review, esp. wrt the theoretical advances made on MCMC, the revised version is more focussed on the approximative solutions (when considering MCMC as “exact”!). As put by one of the referees [which were all very supportive of the paper], “the authors are very brave. To cover in a review paper the computational methods for Bayesian inference is indeed a monumental task and in a way an hopeless one”. This is the opportunity to congratulate Gael on her election to the Academy of Social Sciences of Australia last month. (Along with her colleague from Monash, Rob Hyndman.)
Archive for Bayesian computing
computing Bayes 2.0
Posted in Books, Statistics, University life with tags Approximate Bayesian computation, arXiv, ASSA, Australia, Bayesian computing, MCMC, Monash University, Monte Carlo methods, Monte Carlo Statistical Methods, review, revision, survey on December 11, 2020 by xi'anISBA2020 program
Posted in Kids, Statistics, Travel, University life with tags approximate Bayesian inference, Bayesian computing, Bayesian statistics, China, conference, coronavirus epidemcs, high dimensions, ISBA 2020, Kunming, nCo-2019, program, variational Bayes methods, Yunnan on January 29, 2020 by xi'an
The scheduled program for ISBA 2020 is now on-line. And full of exciting sessions, many with computational focus. With dear hopes that the nCo-2019 epidemics will have abated by then (and not solely for the sake of the conference, most obviously!). While early registration ends by 15 April, the deadline for junior travel support ends up this month. And so does the deadline for contributions.
MCMC, with common misunderstandings
Posted in Books, pictures, R, Statistics, University life with tags ABC, Bayesian computing, computational statistics, Gibbs sampling, Handbook of Computational Statistics and Data Science, HMC, IMS Lawrence D. Brown PhD Student Award, MCMC, PhD thesis, Q&A format, Statistics and Computing, survey, variational Bayes methods on January 27, 2020 by xi'an
As I was asked to write a chapter on MCMC methods for an incoming Handbook of Computational Statistics and Data Science, published by Wiley, rather than cautiously declining!, I decided to recycle the answers I wrote on X validated to what I considered to be the most characteristic misunderstandings about MCMC and other computing methods, using as background the introduction produced by Wu Changye in his PhD thesis. Waiting for the opinion of the editors of the Handbook on this Q&A style. The outcome is certainly lighter than other recent surveys like the one we wrote with Peter Green, Krys Latuszinski, and Marcelo Pereyra, for Statistics and Computing, or the one with Victor Elvira, Nick Tawn, and Changye Wu.
don’t be late for BayesComp’2020
Posted in Statistics with tags AutoStat, BayesComp 2020, Bayesian computing, conference, conference fees, Florida, Gainesville, ISBA, MCMSki, Nimble, SAS, STAN, tutorial, University of Florida on October 4, 2019 by xi'an
An important reminder that October 14 is the deadline for regular registration to BayesComp 2020 as late fees will apply afterwards!!! The conference looks attractive enough to agree to pay more, but still…
deadlines for BayesComp’2020
Posted in pictures, Statistics, Travel, University life with tags AutoStat, BayesComp 2020, Bayesian computing, conference, Florida, Gainesville, ISBA, Nimble, SAS, STAN, tutorial, University of Florida on August 17, 2019 by xi'anWhile I have forgotten to send a reminder that August 15 was the first deadline of BayesComp 2020 for the early registrations, here are further deadlines and dates
- BayesComp 2020 occurs on January 7-10 2020 in Gainesville, Florida, USA
- Registration is open with regular rates till October 14, 2019
- Deadline for submission of poster proposals is December 15, 2019
- Deadline for travel support applications is September 20, 2019
- There are four free tutorials on January 7, 2020, related with Stan, NIMBLE, SAS, and AutoStat
Xi'an's Og 