This week, I attend the MCqMC 2016 conference in Stanford, which is quite an exciting gathering of researchers involved in various aspects of Monte Carlo methods. As Art Owen put it in his welcoming talk, the whole Carlo family is there! (Not to mention how pleasant the Stanford Campus currently is, after the scorching heat we met the past week in Northern California inlands.) My talk is on folded Markov chains, which is a proposal Randal and I have been working on for quite a while, with Gareth joining us more recently. The basic idea was inspired from a discussion I had about a blog post, so long ago that I cannot even trace it! Namely, when defining an inside set A and an outside set, such that the outside set can be projected onto the inside set, one can fold both the target and the proposal, essentially looking at a collection of values for each step of the Markov chain. In other words, the problem can be reduced to A at essentially no cost and with the benefits of a compact support A and of a possibly uniformly ergodic Markov chain. We are still working on the paper, but the idea is both cool and straightforward, so we decided to talk about it at Nordstat 2016 and now MCqMC 2016.
Archive for Gareth Roberts
Series B news
Posted in Books, Statistics, University life with tags academic journals, Gareth Roberts, Ingrid van Keilegom, JRSSB, Louvain-la-Neuve, LSE, Piotr Fryzlewicz, Royal Statistical Society, Series B, UCL, University of Warwick on January 24, 2014 by xi'an
The Journal of the Royal Statistical Society, Series B, has a new cover, a new colour and a new co-editor. As can be seen from the above shots, the colour is now a greenish ochre, with a picture of pedestrians on a brick plaza as a background, not much related to statistical methodology as far as I can tell. More importantly, the new co-editor for the coming four years is Piotr Fryzlewicz, professor at the London School of Economics, who will share the burden with Ingrid van Keilegom professor from UCL (Louvain-la-Neuve) who is now starting her third year… My friend, colleague and successor as Series B editor Gareth Roberts is now retiring after four years of hard work towards making Series B one of the top journals in Statistics. Thanks Gareth and best wishes to Ingrid and Piotr!
Roberts and Speed elected to the Fellowship of the Royal Society
Posted in Books, Statistics, University life with tags Bill Bryson, Britain, FRS, Gareth Roberts, Royal Society, Terry Speed on May 4, 2013 by xi'an
I just found out that Gareth Roberts and Terry Speed have been elected as Fellows of the Royal Society (FRS). Congratulations to both for this prestigious recognition of their major contributions to Science! (Another Fellow elected this year is Bill Bryson, in recognition of his scientific popularisation books. Including one on the Royal Society I reviewed for CHANCE a few months ago.)
