barokní Praha

my life as a mixture [slides]

Here are the slides of my talk today at the BAYSM’14 conference in Vienna. Mostly an overview of some of my papers on mixtures, with the most recent stuff…

Edinburgh snapshot (#1)

snapshot of Solta, Croatia

Alésia sunset

Mark Girolami came on Monday for a short visit at CREST this week, to discuss further the Russian roulette with Nicolas and I (and evacuate some of my “worries”), exploit the potential links with vanilla Rao-Blackwellisation, and look at other directions of common interest. In the conversation, we spent a while pondering about the “sign problem”, namely the difficulty with signed unbiased estimates of positive normalising constants. Quickly bumping into the impossibility of simulating from a negative density. Not that we had high expectations of solving in a single afternoon an NP hard problem, and one of the major unsolved problems in the physics of many-particle systems… Although Mark had made the “mistake” of picking a Monday for his visit, reducing considerably the potential for wine bars and great restaurants in the area, we undertook to play Russian roulette with sea-shells, at a brasserie in the shadow of Alésia church, without any of us being hit by a bacterial bullet. (Mark then played the Parisian roulette by biking back to the north of Paris and his hotel, again managing to foil the automotive bullet!)