Archive for Scandinavian Journal of Statistics

AMIS on-line!

Posted in R, Statistics, University life with tags , , on February 15, 2012 by xi'an

After many delays and exchanges of emails, our AMIS paper with Jean-Marie Cornuet, Jean-Michel Marin and Antonietta Mira eventually made it into the Scandinavian Journal of Statistics. I am quite glad it is now published as it will publicize the method which brings an automatic (if not exactly free!) improvement for any SMC scheme. (AMIS stands for adaptive mixture importance sampling.)

Amis en Scandinavie

Posted in pictures, Statistics, University life with tags , , , on May 23, 2011 by xi'an

Admittedly, a poor pun (ami meaning friend in French)… Our AMIS paper (Adaptive multiple importance sampling, written with Jean-Marie Cornuet, Jean-Michel Marin and Antonietta Mira) has just been accepted for publication Scandinavian Journal of Statistics, which is a very good news. As mentioned in the earlier post, two weeks ago, I am very glad the paper is finally accepted as (a) the method is already in use in several other papers and (b) the theoretical question of convergence of the AMIS average may then be studied and hopefully solved by others! At this stage, I want to thank the friends and colleagues with whom we had helpful discussions on the (non-)convergence properties of the AMIS algorithm, in particular the members of the Adap’MC project, Olivier Cappé, Pierre Del Moral, Randal Douc, Nadia Oujdane, Judith Rousseau, and above all Vivek Roy who spent the best of two months in Paris trying all sorts of tricks with us…but could not unlock the convergence issue in the general case (despite achieving some measure of success in the compact case).