Archive for Hammersley-Clifford theorem

Julian Besag memorial

Posted in Statistics, Travel, University life with tags , , , , , , on April 3, 2011 by xi'an

Homme libre, toujours tu chériras la mer!
La mer est ton miroir; tu contemples ton âme
Dans le déroulement infini de sa lame,
Et ton esprit n’est pas un gouffre moins amer.
Charles Baudelaire, Les Fleurs du Mal

The first afternoon of the memorial session for Julian Besag in Bristol was an intense and at times emotional moment, where friends and colleagues of Julian shared memories and stories. This collection of tributes showed how much of a larger-than-life character he was, from his long-termed and wide-ranged impact on statistics to his very high expectations, both for himself and for others, leading to a total and uncompromising research ethics, to his passion for [extreme] sports and outdoors. (The stories during and after diner were of a more personal nature, but at least as much enjoyable!) The talks on the second day showed how much and how deeply Julian had contributed to spatial statistics and agricultural experiments, to pseudo-likelihood, to Markov random fields and image analysis, and to MCMC methodology and practice. I hope I did not botch too much my presentation on the history of MCMC, while I found reading through the 1974, 1986 and 1993 Read Papers and their discussions an immensely rewarding experiment (I wish I had done prior to completing our Statistical Science paper, but it was bound to be incomplete by nature!). Some interesting links made by the audience were the prior publication of proofs of the Hammersley-Clifford theorem in 1973 (by Grimmet, Preston, and Steward, respectively), as well as the proposal of a Gibbs sampler by Brian Ripley as early as 1977 (even though Hastings did use Gibbs steps in one of his examples). Christophe Andrieu also pointed out to me a very early Monte Carlo review by John Halton in the 1970 SIAM Rewiew, review that I will read (and commment) as soon as possible. Overall, I am quite glad I could take part in this memorial and I am grateful to both Peters for organising it as a fitting tribute to Julian.

A short history of MCMC [slides]

Posted in Statistics, Travel, University life with tags , , , , on April 1, 2011 by xi'an

For the Julian Besag memorial at the University of Bristol next Saturday, I will give a talk on our Short history of MCMC paper with George. Here are the current slides, feel free to comment, I may still have time to add items:

Julian Besag 1945-2010

Posted in Books, R, Statistics, University life with tags , , , , , on August 7, 2010 by xi'an

I have just learned that Julian Besag passed away last morning in Bristol after being admitted to the hospital two weeks ago. He was a leading figure of our field, a fiercely independent thinker, a brilliant statistician, and undoubtedly the clearest pretendent to having fathered MCMC. His influence on the field of spatial statistics will be felt for years, but he will be sorely missed… My first meeting with Julian was in 1993 in Laramie, Wyoming, and my last memory of him will be this visit George Casella and I made to Bath and Bristol in October 2008, and where Julian attended both of our talks as well as the dinner in Bath and the after-seminar beer in Bristol… He will be missed.