Arnak Dalalyan at the RSS Journal Webinar

My friend and CREST colleague Arnak Dalalyan will (re)present [online] a Read Paper at the RSS on 31 October with my friends Hani Doss and Alain Durmus as discussants:

‘Theoretical Guarantees for Approximate Sampling and Log-Concave Densities’

Arnak Dalalyan ENSAE Paris, France

Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, exact sampling from a given distribution is impossible or computationally expensive and, therefore, one needs to resort to approximate sampling strategies. However, there is no well-developed theory providing meaningful non-asymptotic guarantees for the approximate sampling procedures, especially in high dimensional problems. The paper makes some progress in this direction by considering the problem of sampling from a distribution having a smooth and log-concave density defined on ℝᵖ⁠, for some integer p > 0. We establish non-asymptotic bounds for the error of approximating the target distribution by the distribution obtained by the Langevin Monte Carlo method and its variants. We illustrate the effectiveness of the established guarantees with various experiments. Underlying our analysis are insights from the theory of continuous time diffusion processes, which may be of interest beyond the framework of log-concave densities that are considered in the present work.

Mike’s obituary in the IMS Bulletin

statistical aspects of climate change [discuss]

As part of its annual conference in Aberdeen, Scotland, the RSS is organising a discussion meeting on two papers presented on Wednesday 14 September 2022, 5.00PM – 7.00PM (GMT+1), with free on-line registration.

Two papers will be presented:

‘Assessing present and future risk of water damage using building attributes, meteorology, and topography’ by Heinrich-Mertsching et al.​
‘The importance of context in extreme value analysis with application to extreme temperatures in the USA and Greenland’ by Clarkson et al.​

“The Discussion Meeting at this year’s RSS conference in Aberdeen will feature two papers on the Statistical Aspects of Climate Change. The Discussion Meetings Committee chose this topic area motivated by the UN Climate Change Conference (COP26) held in Glasgow last year and because climate changes and the environment is one of the RSS’s six current campaigning priorities for 2022.

You are welcome to listen to the speakers and join in the discussion of the papers which follows the presentations. All the proceedings will be published in a forthcoming issue of Journal of the Royal Statistical Society, Series C (Applied Statistics) .”

Dr Shirley Coleman, Chair and Honorary Officer for Discussion Meetings

handbook of mixture analysis [review]

“In my opinion, the editors have done an excellent job when selecting the contents of the handbook and putting the different chapters together. For instance, this can be appreciated by the fact that, despite the large number of authors and contributions, all chapters have kept the same notation. Furthermore, in addition to a sound description of the underlying theory and methods, several chapters include information about how to fit the presented models using the R programming language. However, I missed pointers to repositories to download the code and datasets for some of the examples used in the book. To sum up, this is an excellent reference book on mixture models.” Virgilio Gómez-Rubio, JRSS A, 2021

congrats, Håvard!!!