Following 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!
Archive for Richard Tweedie
The 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.)
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.
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!)
Our paper with Jim Hobert and Vivek Roy, Improving the Convergence Properties of the Data Augmentation Algorithm with an Application to Bayesian Mixture Modeling, has now appeared in Statistical Science and is available on Project Euclid. (For IMS members, at least.) Personally, this is an important paper, not only for providing an exact convergence evaluation for mixtures, not only for sharing exciting research days with my friends Jim and Vivek, but also for finalising a line of research somehow started in 1993 when Richard Tweedie visited me in Paris and when I visited him in Fort Collins… Coincidentally, my discussion of Don Fraser’s provocative Is Bayes Posterior just Quick and Dirty Confidence? also appeared in this issue of Statistical Science.