optimal scaling for proximal MALA [All about that Bayes seminar, 21/03, Palaiseau]

An All about that Bayes seminar next Tuesday, at 2pm, at AgroParisTech, Francesca Crucinio (formerly Warwick and now ENSAE):

We consider a recently proposed class of MCMC methods which uses proximity maps instead of gradients to build proposal mechanisms which can be employed for both differentiable and non-differentiable targets. These methods have been shown to be stable for a wide class of targets, making them a valuable alternative to Metropolis-adjusted Langevin algorithms (MALA); and have found wide application in imaging contexts. The wider stability properties are obtained by building the Moreau-Yoshida envelope for the target of interest, which depends on a parameter λ. In this work, we investigate the optimal scaling problem for this class of algorithms, which encompasses MALA, and provide practical guidelines for the implementation of these methods.
Joint work with Alain Durmus, Pablo Jiménez, Gareth O. Roberts.

assistant/associate professor position in statistics/machine-learning at ENSAE

ENSAE (my Alma Mater) is opening a new position for next semester in statistics or/and machine-learning. At the Assistant Professor level, the position is for an initial three-year term, renewable for another three years, before the tenure evaluation. The school is located on the Université Paris-Saclay campus, only teaches at the Master and PhD levels, and the deadline for application is 31 March 2020. Details and contacts on the call page.

postdoc on missing data at École Polytechnique

Julie Josse contacted me for advertising a postdoc position at École Polytechnique, in Palaiseau, south of Paris. “The fellowship is focusing on missing data. Interested graduates should apply as early as possible since the position will be filled when a suitable candidate is found. The Centre for Applied Mathematics (CMAP) is  looking for highly motivated individuals able to develop a general multiple imputation method for multivariate continuous and categorical variables and its implementation in the free R software. The successful candidate will be part of research group in the statistical team on missing values. The postdoc will also have excellent opportunities to collaborate with researcher in public health with partners on the analysis of a large register from the Paris Hospital (APHP) to model the decisions and events when severe trauma patients are handled by emergency doctors. Candidates should contact Julie Josse at polytechnique.edu.”