Forte di Bard

After our aborted attempt at Monte Rosa, Abele Blanc treated us to a quick visit to Forte di Bard, a 19th Century military fortress in the Valley of Aosta [a first version of which was razed by Napoleon’s troops in 1800] on top the medieval village of Bard. Ironically, the current fortress never saw action as Napoleon’s siege was the last invasion of the kingdom of Savoy by French troops.

The buildings are impressive, so seamlessly connected to the rock spur that supports them that they appear to have grown out of it. They reminded me of Vauban’s fortresses, with the feeling that they were already outdated when they got built. (On the French Savoy side, there is a series of fortresses that similarly faced no battle as they were designed to keep the French out, becoming overnight useless when this part of Savoy was ceded to France in exchange for its support of the unification of Italy. For instance, there is such a fort in Aussois, which now houses an hostel, a gastronomical restaurant [we enjoyed at O’Bayes 03], and a via ferrata…)

The fortress has been recently and beautifully renovated with the help of the Italian State and of the European Union. It houses conferences and art exhibits. Like those on Marc Chagall and Elliot Erwitt that we briefly saw, missing the massive museum of the Alps… A few dozen kilometers from Torino, it would be a perfect location for a small workshop, albeit not large enough for a future MCMski.

snapshot from the Alps [#3]

snapshot from the Alps [#2]

snapshot from the Alps

tramway du Mont-Blanc

9th IMACS seminar on Monte Carlo Methods, Annecy

As astute ‘Og’s readers may have gathered (!), I am now in Annecy, Savoie, for the 9th IMACS seminar on Monte Carlo Methods. Where I was kindly invited to give a talk on ABC. IMACS stands for “International Association for Mathematics and Computers in Simulation” and the conference gathers themes and sensibilities I am not familiar with. And very few statisticians. For instance, I attended a stochastic particle session that had nothing to do with my understanding of particle systems (except for Pierre Del Moral’s mean field talk). The overall focus seems to stand much more around SDEs and quasi-Monte Carlo methods. Both items for which I have a genuine interest but little background, so I cannot report much on the talks I have attended beyond reporting their title. I for instance discovered the multilevel Monte Carlo techniques for SDEs, which sounds like a control variate methodology to reduce the variance w/o reducing the discretisation step. (Another instance is that the proceedings will be published in Mathematics and Computers in Simulation or Monte Carlo Methods and Applications. Two journals I have never published in.) Although I have yet a few months before attending my first MCQMC conference, I presume this is somehow a similar spirit and mix of communities.

At another level, attending a conference in Annecy is a blessing: the city is beautiful, the lake pristine and tantalising in the hot weather, and the surrounding mountains (we are actually quite close to Chamonix!) induce me to go running on both mornings and evenings.

snapshot from Annecy (#3)