Archive for California

winning entry at MCqMC’16

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

mcqmc4The nice logo of MCqMC 2016 was a collection of eight series of QMC dots on the unit (?) cube. The organisers set a competition to identify the principles behind those quasi-random sets and as I had no idea for most of them I entered very random sets unconnected with algorithmia, for which I got an honourable mention and a CD prize (if not the conference staff tee-shirt I was coveting!) Art Owen sent me back my entry, posted below and hopefully (or not!) readable.dots

home-grown food [mush/bathroom]

Posted in pictures, Travel, University life with tags , , , , , , , , on August 27, 2016 by xi'an

unmistakable hints of being in the US

Posted in pictures, Travel with tags , , , , , , , , on August 27, 2016 by xi'an

Amtrak [jatp]

Posted in Kids, pictures, Travel with tags , , , , , on August 22, 2016 by xi'an

MCqMC 2016 [#4]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on August 21, 2016 by xi'an

In his plenary talk this morning, Arnaud Doucet discussed the application of pseudo-marginal techniques to the latent variable models he has been investigating for many years. And its limiting behaviour towards efficiency, with the idea of introducing correlation in the estimation of the likelihood ratio. Reducing complexity from O(T²) to O(T√T). With the very surprising conclusion that the correlation must go to 1 at a precise rate to get this reduction, since perfect correlation would induce a bias. A massive piece of work, indeed!

The next session of the morning was another instance of conflicting talks and I hoped from one room to the next to listen to Hani Doss’s empirical Bayes estimation with intractable constants (where maybe SAME could be of interest), Youssef Marzouk’s transport maps for MCMC, which sounds like an attractive idea provided the construction of the map remains manageable, and Paul Russel’s adaptive importance sampling that somehow sounded connected with our population Monte Carlo approach. (With the additional step of considering transform maps.)

An interesting item of information I got from the final announcements at MCqMC 2016 just before heading to Monash, Melbourne, is that MCqMC 2018 will take place in the city of Rennes, Brittany, on July 2-6. Not only it is a nice location on its own, but it is most conveniently located in space and time to attend ISBA 2018 in Edinburgh the week after! Just moving from one Celtic city to another Celtic city. Along with other planned satellite workshops, this occurrence should make ISBA 2018 more attractive [if need be!] for participants from oversea.