Archive for Bayesian computing

deadlines for BayesComp’2020

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on August 17, 2019 by xi'an

While 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

  1. BayesComp 2020 occurs on January 7-10 2020 in Gainesville, Florida, USA
  2. Registration is open with regular rates till October 14, 2019
  3. Deadline for submission of poster proposals is December 15, 2019
  4. Deadline for travel support applications is September 20, 2019
  5. There are four free tutorials on January 7, 2020, related with Stan, NIMBLE, SAS, and AutoStat

BayesComp 20: call for contributed sessions!

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , on March 20, 2019 by xi'an

Just to remind readers of the incoming deadline for BayesComp sessions:

The deadline for providing a title and brief abstract that the session is April 1, 2019. Please provide the names and affiliations of the organizer and the three speakers (the organizer can be one of them). Each session lasts 90 minutes and each talk should be 30 minutes long including Q&A. Contributed sessions can also consist of tutorials on the use of novel software. Decisions will be made by April 15, 2019. Please send your proposals to Christian Robert, co-chair of the scientific committee. We look forward to seeing you at BayesComp 20!

In case you do not feel like organising a whole session by yourself, contact the ISBA section you feel affinity with and suggest it helps building this session together!

a come-back of the harmonic mean estimator

Posted in Statistics with tags , , , , , , on September 6, 2018 by xi'an

Are we in for a return of the harmonic mean estimator?! Allen Caldwell and co-authors arXived a new document that Allen also sent me, following a technique that offers similarities with our earlier approach with Darren Wraith, the difference being in the more careful and practical construct of the partition set and use of multiple hypercubes, which is the smart thing. I visited Allen’s group at the Max Planck Institut für Physik (Heisenberg) in München (Garching) in 2015 and we confronted our perspectives on harmonic means at that time. The approach followed in the paper starts from what I would call the canonical Gelfand and Dey (1995) representation with a uniform prior, namely that the integral of an arbitrary non-negative function [or unnormalised density] ƒ can be connected with the integral of the said function ƒ over a smaller set Δ with a finite measure measure [or volume]. And therefore to simulations from the density ƒ restricted to this set Δ. Which can be recycled by the harmonic mean identity towards producing an estimate of the integral of ƒ over the set Δ. When considering a partition, these integrals sum up to the integral of interest but this is not necessarily the only exploitation one can make of the fundamental identity. The most novel part stands in constructing an adaptive partition based on the sample, made of hypercubes obtained after whitening of the sample. Only keeping points with large enough density and sufficient separation to avoid overlap. (I am unsure a genuine partition is needed.) In order to avoid selection biases the original sample is separated into two groups, used independently. Integrals that stand too much away from the others are removed as well. This construction may sound a bit daunting in the number of steps it involves and in the poor adequation of a Normal to an hypercube or conversely, but it seems to shy away from the number one issue with the basic harmonic mean estimator, the almost certain infinite variance. Although it would be nice to be completely certain this doom is avoided. I still wonder at the degenerateness of the approximation of the integral with the dimension, as well as at other ways of exploiting this always fascinating [if fraught with dangers] representation. And comparing variances.

advanced computational methods for complex models in Biology [talk]

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 29, 2016 by xi'an

St Pancras. London, Jan. 26, 2012

Here are the slides of the presentation I gave at the EPSRC Advanced Computational methods for complex models in Biology at University College London, last week. Introducing random forests as proper summaries for both model choice and parameter estimation (with considerable overlap with earlier slides, obviously!). The other talks of that highly interesting day on computational Biology were mostly about ancestral graphs, using Wright-Fisher diffusions for coalescents, plus a comparison of expectation-propagation and ABC on a genealogy model by Mark Beaumont and the decision theoretic approach to HMM order estimation by Chris Holmes. In addition, it gave me the opportunity to come back to the Department of Statistics at UCL more than twenty years after my previous visit, at a time when my friend Costas Goutis was still there. And to realise it had moved from its historical premises years ago. (I wonder what happened to the two staircases built to reduce frictions between Fisher and Pearson if I remember correctly…)

CRiSM workshop on estimating constants [slides]

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , on May 4, 2016 by xi'an

A short announcement that the slides of almost all talks at the CRiSM workshop on estimating constants last April 20-22 are now available. Enjoy (and dicuss)!

CRiSM workshop on estimating constants [#2]

Posted in pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , on March 31, 2016 by xi'an

The schedule for the CRiSM workshop on estimating constants that Nial Friel, Helen Ogden and myself host next April 20-22 at the University of Warwick is now set as follows. (The plain registration fees are £40 and accommodation on the campus is available through the online form.)

April 20, 2016
11:45 — 12:30: Adam Johansen
12:30 — 14:00: Lunch
14:00 — 14:45: Anne-Marie Lyne
14:45 — 15:30: Pierre Jacob
15:30 — 16:00: Break
16:00 — 16:45: Roberto Trotta
17:00 — 18:00: ‘Elevator’ talks
18:00 — 20:00: Poster session, Cheese and wine

April 21, 2016
9:00 — 9:45: Michael Betancourt
9:45 — 10:30: Nicolas Chopin
10:30 — 11:00: Coffee break
11:00 — 11:45: Merrilee Hurn
11:45 — 12:30: Jean-Michel Marin
12:30 — 14:00: Lunch
14:00 — 14:45: Sumit Mukherjee
14:45 — 15:30: Yves Atchadé
15:30 — 16:00: Break
16:00 — 16:45: Michael Gutmann
16:45 — 17:30: Panayiota Touloupou
19:00 — 22:00: Dinner

April 22, 2016
9:00 — 9:45: Chris Sherlock
9:45 — 10:30: Christophe Andrieu
10:30 — 11:00: Coffee break
11:00 — 11:45: Antonietta Mira

next BayesComp conference planned for Jan 2018, any volunteer?

Posted in Kids, Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on February 25, 2016 by xi'an

MCMSki III poster, 2010 (C.) IMS[A call from the BayesComp section of ISBA for the next Bayesian computation meeting! As suggested in an earlier post, the label MCMski is discontinued to allow for any location amenable to organise a 200 plus meeting in good and hopefully reasonably priced conditions.]

The Bayesian Computation Section of ISBA is soliciting proposals to host its flagship meeting: BayesComp 2018

The expectation is that the meeting will be held in January 2018, but the committee will consider proposals for other times through January 2019. This meeting is a continuation of the popular MCMSki on recent advances in the theory and application of Bayesian computational methods such as MCMC. The tradition was to hold MCMski meetings in ski resorts, but, as the name change suggests, we encourage applications from any venue that could support BC2018.

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 Nicolas Chopin (Program Chair) no later than May 31, 2016. The Board of Bayesian Computing Section will evaluate the proposals, choose a venue, and appoint the Program Committee for BayesComp 2018.