Archive for SIAM

why should I pay $350 for an on-line conference?!

Posted in Statistics, Travel, University life with tags , , , , , , , on February 11, 2021 by xi'an

Last year, I was invited to the SIAM-CSE20 conference for a session on ABC, in München, and was about ready to leave when the conference was posponed for pandemic reasons. My hotel in Garching charged me the entire stay, Danke sehr!,  and I am uncertain about having been fully reimbursed for the reservation. The conference is taking place this year as an on-line meeting and I got re-invited. However, when trying to register, I found that the fees were the same as last year. And did not see the point, given the possibility of delivering a high quality virtual conference for free!, except to support SIAM. Hence withdrew my participation to the meeting, which was not particularly high on my list anyway… (On the same day I received another invitation for an Insurance conference, but they got me confused with my namesake!)

Bayesian probabilistic numerical methods

Posted in Books, pictures, Statistics, University life with tags , , , , , , on December 5, 2019 by xi'an

“…in isolation, the error of a numerical method can often be studied and understood, but when composed into a pipeline the resulting error structure maybe non-trivial and its analysis becomes more difficult. The real power of probabilistic numerics lies in its application to pipelines of numerical methods, where the probabilistic formulation permits analysis of variance (ANOVA) to understand the contribution of each discretisation to the overall numerical error.”

Jon Cockayne (Warwick), Chris Oates (formerly Warwick), T.J. Sullivan, and Mark Girolami (formerly Warwick) got their survey on Bayesian probabilistic numerical methods in the SIAM (Society for Industrial and Applied Mathematics) Review, which is quite a feat given the non-statistical flavour of the journal (although Art Owen is now one of the editors of the review). As already reported in some posts on the ‘Og, the concept relies on the construction of a prior measure over a set of potential solutions, and numerical methods are assessed against the associated posterior measure. Not only is this framework more compelling in a conceptual sense, but it also leads to novel probabilistic numerical methods managing to solve quite challenging numerical tasks. Congrats to the authors!

Hausdorff school on MCMC [28 March-02 April, 2020]

Posted in pictures, Statistics, Travel with tags , , , , , , , , , , , , , on September 26, 2019 by xi'an

The Hausdorff Centre for Mathematics will hold a week on recent advances in MCMC in Bonn, Germany, March 30 – April 3, 2020. Preceded by two days of tutorials. (“These tutorials will introduce basic MCMC methods and mathematical tools for studying the convergence to the invariant measure.”) There is travel support available, but the application deadline is quite close, as of 30 September.

Note that, in a Spring of German conference, the SIAM Conference on Uncertainty Quantification will take place in Munich (Garching) the week before, on March 24-27. With at least one likelihood-free session. Not to mention the ABC in Grenoble workshop in France, on 19-20 March. (Although these places are not exactly nearby!)

G²S³18, Breckenridge, CO, June 17-30, 2018

Posted in Statistics with tags , , , , , , , , , , , , on October 3, 2017 by xi'an

prix Jacques Neveu goes to Pierre Jacob!

Posted in Kids, University life with tags , , , , , , , on March 28, 2013 by xi'an

My former student Pierre Jacob (now at NUS in Singapore and soon in Oxford, England) got the 2012 PhD thesis Jacques Neveu prize. (Jacques Neveu, French probabilist specialist of Markov chains, was also the founder of the SMAI Probability and Statistics branch, which is why this prize is named after him. SMAI is the French version of SIAM.) As a coincidence, Pierre also got the PhD prize of Fondation Dauphine last week… Great news! And well-deserved rewards.