A rather common question about using importance sampling, posted on X validated: why is importance sampling helping in the event the function used in the expectation has restricted support, i.e., is equal to zero with positive probability? Which is a recommendation I make each time I teach about importance sampling, namely that estimating zero is rarely necessary! In my Saturday Night answer, I tried to give some intuition about the gain brought by a correct support for the importance function, carried in the ideal case when the truncated importance function remains available with its normalising constant. But it is unclear this set of explanations managed to reach the OP.
Archive for support
CIRM in dire need of help
Posted in Mountains, pictures, Running, Statistics, Travel, University life, Wines with tags Cassis, Centre International de Rencontres Mathématiques, CIRM, cofunding, COVID-19, France, Luminy campus, Marseiile, pandemic, Parc National des Calanques, SMF, Société Mathématique de France, sunrise, support, trail running, workshop on November 24, 2020 by xi'an
The International Mathematics Conference Centre, CIRM, located in Luminy, Marseille, France, has been deeply disrupted by the COVID-19 pandemic. Up to 60 % of the events planned there have been cancelled so far and all remaining conferences have gone virtual or at best hybrid, open to a remote audience, including in an interactive way. This has required important and unexpected investments. Furthermore, this crisis happened at the worst possible moment as CIRM had just finished doubling its infrastructure capacities. This is why I strongly support the call from the French Mathematical Society (SMF) to make a donation to CIRM before the end of the year, especially from researchers who benefited from its hospitality and unique environment.
support Wikipedia
Posted in Books, University life with tags support, wikimedia foundation, wikipedia on March 15, 2020 by xi'an
support red X
Posted in Kids with tags Croix-Rouge, help, national campaign, support, Xmas on December 24, 2018 by xi'an
BNP12
Posted in pictures, Statistics, Travel, University life with tags Bayesian nonparametrics, BNP12, Coventry, England, ISBA, Midlands, O'Bayes 2019, objective Bayes, Oxford, support, UK, University of Oxford, University of Warwick on October 9, 2018 by xi'an
The next BNP (Bayesian nonparametric) conference is taking place in Oxford (UK), prior to the O’Bayes 2019 conference in Warwick, in June 24-28 and June 29-July 2, respectively. At this stage, the Scientific Committee of BNP12 invites submissions for possible contributed talks. The deadline for submitting a title/abstract is 15th December 2018. And the submission of applications for travel support closes on 15th December 2018. Currently, there are 35 awards that could be either travel awards or accommodation awards. The support is for junior researchers (students currently enrolled in a Dphil (PhD) programme or having graduated after 1st October 2015). The applicant agrees to present her/his work at the conference as a poster or oraly if awarded the travel support.
As for O’Bayes 2019, we are currently composing the programme, following the 20 years tradition of these O’Bayes meetings of having the Scientific Committee (Marilena Barbieri, Ed George, Brunero Liseo, Luis Pericchi, Judith Rousseau and myself) inviting about 25 speakers to present their recent work and 25 discussants to… discuss these works. With a first day of introductory tutorials to Bayes, O’Bayes and beyond. I (successfully) proposed this date and location to the O’Bayes board to take advantage of the nonparametric Bayes community present in the vicinity so that they could attend both meetings at limited cost and carbon impact.
Xi'an's Og 