Archive for Richard Tweedie

Markov Chains [not a book review]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , on January 14, 2019 by xi'an

As Randal Douc and Éric Moulines are both very close friends and two authors of this book on Markov chains,  I cannot engage into a regular book review! Judging from the table of contents, the coverage is not too dissimilar to the now classic Markov chain Stochastic Stability book by Sean Meyn and the late Richard Tweedie (1994), called the Bible of Markov chains by Peter Glynn, with more emphasis on convergence matters and a more mathematical perspective. The 757 pages book also includes a massive appendix on maths and probability background. As indicated in the preface, “the reason [the authors] thought it would be useful to write a new book is to survey some of the developments made during the 25 years that have elapsed since the publication of Meyn and Tweedie (1993b).” Connecting with the theoretical developments brought by MCMC methods. Like subgeometric rates of convergence to stationarity, sample paths, limit theorems, and concentration inequalities. The book also reflects on the numerous contributions of the authors to the field. Hence a perfect candidate for teaching Markov chains to mathematically well-prepared. graduate audiences. Congrats to the authors!

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #2]

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 7, 2015 by xi'an

moonriseA quick reminder that the early bird registration deadline for BayesComp MCMski V is drawing near. And reminding Og’s readers that there will be a “Breaking news” session to highlight major advances among poster submissions. For which they can apply when sending the poster template. In addition, there is only a limited number of hotel rooms at the Schweizerhof, the main conference hotel and the first 40 participants who will make a reservation there will get a free one-day skipass!

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

Posted in Kids, Mountains, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , on July 20, 2015 by xi'an

moonriseThe BayesComp MCMski V [or MCMskv for short] has now its official website, once again maintained by Merrill Lietchy from Drexel University, Philadelphia, and registration is even open! The call for contributed sessions is now over, while the call for posters remains open until the very end. The novelty from the previous post is that there will be a “Breaking news” [in-between the Late news sessions at JSM and the crash poster talks at machine-learning conferences] session to highlight major advances among poster submissions. And that there will be an opening talk by Steve [the Bayesian] Scott on the 4th, about the frightening prospect of MCMC death!, followed by a round-table and a welcome reception, sponsored by the Swiss Supercomputing Centre. Hence the change in dates. Which still allows for arrivals in Zürich on the January 4th [be with you].

MCMskv, Lenzerheide, Jan. 5-7, 2016

Posted in Kids, Mountains, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on March 31, 2015 by xi'an

moonriseFollowing the highly successful [authorised opinion!, from objective sources] MCMski IV, in Chamonix last year, the BayesComp section of ISBA has decided in favour of a two-year period, which means the great item of news that next year we will meet again for MCMski V [or MCMskv for short], this time on the snowy slopes of the Swiss town of Lenzerheide, south of Zürich. The committees are headed by the indefatigable Antonietta Mira and Mark Girolami. The plenary speakers have already been contacted and Steve Scott (Google), Steve Fienberg (CMU), David Dunson (Duke), Krys Latuszynski (Warwick), and Tony Lelièvre (Mines, Paris), have agreed to talk. Similarly, the nine invited sessions have been selected and will include Hamiltonian Monte Carlo,  Algorithms for Intractable Problems (ABC included!), Theory of (Ultra)High-Dimensional Bayesian Computation, Bayesian NonParametrics, Bayesian Econometrics,  Quasi Monte Carlo, Statistics of Deep Learning, Uncertainty Quantification in Mathematical Models, and Biostatistics. There will be afternoon tutorials, including a practical session from the Stan team, tutorials for which call is open, poster sessions, a conference dinner at which we will be entertained by the unstoppable Imposteriors. The Richard Tweedie ski race is back as well, with a pair of Blossom skis for the winner!

As in Chamonix, there will be parallel sessions and hence the scientific committee has issued a call for proposals to organise contributed sessions, tutorials and the presentation of posters on particularly timely and exciting areas of research relevant and of current interest to Bayesian Computation. All proposals should be sent to Mark Girolami directly by May the 4th (be with him!).

MCMSki IV [day 1.5]

Posted in Mountains, pictures, R, Statistics, Travel, University life with tags , , , , , , on January 7, 2014 by xi'an

ridge2The afternoon sessions I attended were “Computational and Methodological Challenges in evidence synthesis and multi-step” organised by Nicky Best and Sylvia Richardson and “Approximate inference” put together by Dan Simpson. Since both Nicky and Sylvia were alas unable to attend MCMSki, I chaired their session, which I found most interesting as connected to a recurrent questioning of mine about conducting inference with partial likelihoods. Chris Paciorek also introduced a new software, Nimble, that he is currently developing.  There will be a round table on Wednesday on MCMC related software, after the ski race, so will wait till then before commenting on my reticence to engage into new softwares like Stan or Nimble… Dan’s session was also closely related with my interests, esp. Nicolas Chopin talking about quasi-Monte-Carlo versions of SMC and Clare McGrory mixing variational Bayes and sequential Monte-Carlo. In the setting of mixtures, Clare mentioned using variational Bayes as a way of estimating the number of components, which somewhat surprises me in a sequential framework because it is likely to underestimate the true number…

The poster session was successful, I think, even though a growing fever (from a cold caught on a freezing lift on Sunday!) prevented me from appreciating it fully. As usual, I wish I had had more time to discuss with all of the 35 poster presenters. (I still enjoyed very much discussing ABC at length with Jukka Corander and his students. And seeing some of my PhD students giving their first poster ever. While managing to cook a decent scallop risotto in the dinner break.) Any contribution of  a guest post on the poster sessions is most welcome!

Overall, a very full day (which ended up to late to include this part in the summary of my sessions). With very few cancellations due to the bad weather. And a very enjoyable setting in the Majestic (former) palace! Incidentally, it seems like the periphrase “French side of the Italian Alps” Antonietta Mira used for the first announcement of the conference is getting into a recurrent joke, with new variants (“Swiss side of the Italian Alps”, &tc.)

Blossom skis [Tweedie race prize]

Posted in Mountains, Running, University life with tags , , , , on January 6, 2014 by xi'an


Here are the two pairs of beautiful skies offered by Blossom for the Richard Tweedie ski race of Wednesday! Provided the snow cover holds till then on the ski track. So far, the chances are very good, according to the ski school organisers. Confirmation this afternoon! It will definitely take part: registration tomorrow morning (Jan. 7, closing at half past noon) and meeting for the race at the top of the Parsa ski-lift (reached via the Brévent cable-car) on the stade (stadium) from 1pm onwards.

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #17)

Posted in Mountains, R, Statistics, University life with tags , , , , , , , , , , , , , on January 3, 2014 by xi'an

We are a few days from the start, here are the latest items of information for the participants:

The shuttle transfer on January 5th, from Geneva Airport to Chamonix lasts 1 hour 30 minutes. At your arrival in the airport , follow the “Swiss Exit”. After the customs, the bus driver (handling a sign “MCMC’Ski Chamonix”) will be waiting for you at the Meeting Point in the Arrival Hall. The bus driver will arrive 10 minutes before the time of the meeting and will check for each participant on his or her list. There may be delays in case of poor weather.  The bus will drop you in front of or close to your hotel. If you miss the bus initially booked, you can get the next one. If you miss the last transfer, taking a taxi will be the only solution (warning, about 250 Euros!!!)

The registration will start on Monday January 6th at 8am, the conference will start at 8.45am. The conference will take place at the Majestic Congress Center, located 241 Allée du Majestic, in downtown Chamonix. There are signs all over town directing to Majestic Congrés. (No skiing equipment, i.e., skis, boots, boards, is allowed inside the building.) Speakers are advised to check with their chair in advance about downloading their talk.

The Richard Tweedie ski race should take place on Wednesday at 1pm, weather and snow permitting. There will be a registration line at the registration desk. (The cost is 10€ per person and does not include lift passes or equipment.) Thanks to Antonietta Mira, there will be two pairs of skis to be won!)