As I was asked to write a chapter on MCMC methods for an incoming Handbook of Computational Statistics and Data Science, published by Wiley, rather than cautiously declining!, I decided to recycle the answers I wrote on X validated to what I considered to be the most characteristic misunderstandings about MCMC and other computing methods, using as background the introduction produced by Wu Changye in his PhD thesis. Waiting for the opinion of the editors of the Handbook on this Q&A style. The outcome is certainly lighter than other recent surveys like the one we wrote with Peter Green, Krys Latuszinski, and Marcelo Pereyra, for Statistics and Computing, or the one with Victor Elvira, Nick Tawn, and Changye Wu.
Archive for IMS Lawrence D. Brown PhD Student Award
MCMC, with common misunderstandings
Posted in Books, pictures, R, Statistics, University life with tags ABC, Bayesian computing, computational statistics, Gibbs sampling, Handbook of Computational Statistics and Data Science, HMC, IMS Lawrence D. Brown PhD Student Award, MCMC, PhD thesis, Q&A format, Statistics and Computing, survey, variational Bayes methods on January 27, 2020 by xi'anLawrence D. Brown PhD Student Award
Posted in Kids, Statistics, Travel, University life with tags IMS, IMS Annual Meeting, IMS Lawrence D. Brown PhD Student Award, JSM, Larry Brown, travel award, Wharton Business School on June 3, 2019 by xi'an[Reproduced from the IMS Bulletin, an announcement of a travel award for PhD students in celebration of my friend Larry Brown!]
Lawrence D. Brown (1940-2018), Miers Busch Professor and Professor of Statistics at The Wharton School, University of Pennsylvania, had a distinguished academic career with groundbreaking contributions to a range of fields in theoretical and applied statistics. He was an IMS Fellow, IMS Wald Lecturer, and a former IMS President. Moreover, he was an enthusiastic and dedicated mentor to many graduate students. In 2011, he was recognized for these efforts as a recipient of the Provost’s Award for Distinguished PhD Teaching and Mentoring at the University of Pennsylvania.
Brown’s firm dedication to all three pillars of academia — research, teaching and service — sets an exemplary model for generations of new statisticians. Therefore, the IMS is introducing a new award for PhD students created in his honor: the IMS Lawrence D. Brown PhD Student Award.
This annual travel award will be given to three PhD students, who will present their research at a special invited session during the IMS Annual Meeting. The submission process is now open and applications are due by July 15th, 2019 for the 2020 award. More details, including eligibility and application requirements, can be found at: https://www.imstat.org/ims-awards/ims-lawrence-d-brown-ph-d-student-award/
Donations are welcome as well, through https://www.imstat.org/contribute-to-the-ims/ under “IMS Lawrence D. Brown Ph.D. Student Award Fund”
Xi'an's Og 