**I**n the few past days, there has been so many arXiv postings of interest—presumably the NIPS submission effect!—that I cannot hope to cover them in the coming weeks! Hopefully, some will still come out on the ‘Og in a near future:

- arXiv:1506.06629: Scalable Approximations of Marginal Posteriors in Variable Selection by Willem van den Boom, Galen Reeves, David B. Dunson
- arXiv:1506.06285: The MCMC split sampler: A block Gibbs sampling scheme for latent Gaussian models by Óli Páll Geirsson, Birgir Hrafnkelsson, Daniel Simpson, Helgi Sigurðarson
*[also deserves a special mention for gathering only ***son authors!]* - arXiv:1506.06268: Bayesian Nonparametric Modeling of Higher Order Markov Chains by Abhra Sarkar, David B. Dunson
- arXiv:1506.06117: Convergence of Sequential Quasi-Monte Carlo Smoothing Algorithms by Mathieu Gerber, Nicolas Chopin
- arXiv:1506.06101: Robust Bayesian inference via coarsening by Jeffrey W. Miller, David B. Dunson
- arXiv:1506.05934: Expectation Particle Belief Propagation by Thibaut Lienart, Yee Whye Teh, Arnaud Doucet
- arXiv:1506.05860: Variational Gaussian Copula Inference by Shaobo Han, Xuejun Liao, David B. Dunson, Lawrence Carin
- arXiv:1506.05855: The Frequentist Information Criterion (FIC): The unification of information-based and frequentist inference by Colin H. LaMont, Paul A. Wiggins
- arXiv:1506.05757: Bayesian Inference for the Multivariate Extended-Skew Normal Distribution by Mathieu Gerber, Florian Pelgrin
- arXiv:1506.05741: Accelerated dimension-independent adaptive Metropolis by Yuxin Chen, David Keyes, Kody J.H. Law, Hatem Ltaief
- arXiv:1506.05269: Bayesian Survival Model based on Moment Characterization by Julyan Arbel, Antonio Lijoi, Bernardo Nipoti
- arXiv:1506.04778: Fast sampling with Gaussian scale-mixture priors in high-dimensional regression by Anirban Bhattacharya, Antik Chakraborty, Bani K. Mallick
- arXiv:1506.04416: Bayesian Dark Knowledge by Anoop Korattikara, Vivek Rathod, Kevin Murphy, Max Welling
*[a special mention for this title!]* - arXiv:1506.03693: Optimization Monte Carlo: Efficient and Embarrassingly Parallel Likelihood-Free Inference by Edward Meeds, Max Welling
- arXiv:1506.03074: Variational consensus Monte Carlo by Maxim Rabinovich, Elaine Angelino, Michael I. Jordan
- arXiv:1506.02564: Gradient-free Hamiltonian Monte Carlo with Efficient Kernel Exponential Families by Heiko Strathmann, Dino Sejdinovic, Samuel Livingstone, Zoltan Szabo, Arthur Gretton
*[comments coming soon!]*