As I was released all of a sudden from the Ospedale Civile di Venezia around noon, I managed to attend the last session of ISBA 2024 (after stopping by my airbnb for an emergency coffee next to the hospital and stopping for showering, changing clothes, and eating something more substantial than the contents of IV bags).
My first of these last talks was about coresets by Trevor Campbell, for reducing sample sizes while keeping the likelihood roughly the same (and making me wondering if possibly getting some privacy on the side??) Original algorithm almost completely blind to the data, but a new version by subsample-optimize (KL distance to the posterior) version bringing huge improvements (although I missed the practical details on how the algorithm is reaching this minimum), namely a KL distance of order O(1), i.e., not growing in the sample size. Then, in the same session, a talk by Aikihiko Nakamura on mixing and PDMP, resulting in the novel bouncy Hamiltonian dynamics, which proves time reversible and volume preserving, with no U turns and the time within a given general Hamiltonian value being itself generated w/o rejection. (I am quite sorry to have missed other PDMP talks during the conference, eg, Paul Fearnhead’s, as well as the last poster session…) And I finally jumped rooms to listen to Sam Power on hybrid slice sampling with an MCMC extension to avoid simulating from the Uniform conditional. Reminding me of nested sampling, which also faces this difficulty of sampling from a possibly complex set. This was the end of a wonderful (if shortened by my personal issue) meeting. Next round, see you in Nagoya, Japan (on the Tōkaidō road!).

As a final word about this ISBA 2024 conference in Ca’Foscari, on many levels, I want to most warmly thank my friend Roberto Casarin for his investment and dedication for making the event running so efficiently, in an ideal environment for a meeting of this (800+) size that kept to the Aristotelian unities, especially keeping people together on a unique site without feeling crowded (and very few falling in a Venice canal). And many thanks as well to the local organisers (discounting my nominal inclusion in that group!), the Ca’Foscari staff, and all the students involved in the event!