Model uncertainty in Warwick

Yet another workshop: Prior to the Valencia 9/ISBA 2010 meeting, there will be a workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick, on May 30-June 1. The purpose of the meeting is to discuss recent developments and research on topics related to model uncertainty and model choice. The workshop largely follows the format of the 2006 CRiSM workshop on Bayesian Inference for Stochastic Systems. As in 2006, the timing of the conference has been chosen to ease the transition, for all interested participants, to the Valencia International Meetings on Bayesian Statistics, starting on June 3. The invited speakers are
Jim Berger (Duke)
Carlos Carvalho (Chicago)
David Dunson (Duke)
Jon Forster (Southampton)
Arnoldo Frigessi (Oslo)
Alan Gelfand (Duke)
Ed George (Pennsylvania)
Chris Holmes (Oxford)
Michael Jordan (Berkeley)
Robert Kohn (Sydney)
Athanasios Kottas (California)
Antonio Lijoi (Pavia)
David Madigan (Columbia)
Peter Müller (Texas)
Christian Robert (Paris)
David Spiegelhalter (Cambridge)
Yee Whye Teh (UCL)
Nanny Wermuth (Gothenburg)
Henry Wynn (LSE)
and I am looking forward this topical meeting because this is an area central to my research interests. Since most attendees will also be in Benidorm the following week, we can envision ten days of exciting debates about the nature of Bayesian model choice!

MaxEnt2009 impressions

As I am getting ready to leave Oxford and the MaxEnt2009 meeting, a few quick impressions. First, this is a meeting like no other I have attended in that the mix of disciplines there is much wider and that I find myself at the very (statistical) end of the spectrum. There are researchers from astronomy, physics, chemistry, computer science, engineering, and hardly any from statistics. Second, the audience being of a decent (meaning small enough) size, the debates are numerous and often focus on the foundations of Bayesian statistics, a feature that has almost disappeared from the Valencia meetings. Some of the talks were actually mostly philosophical on the nature of deduction and inference, and I could not always see the point, but this is also enjoyable (once in a while). For instance, during the poster session, I had a long and lively discussion with David Blower on the construction of Jeffreys versus Haldane priors, as well as another long and lively discussion with Subhadeep Mukhopadhyay on fast exploration stochastic approximation algorithms. It was also an opportunity to reflect on nested sampling, given the surroundings and the free time, and I now perceive this technique primarily as a particular importance sampling method. So, overall, an enjoyable time! (Since MaxEnt2010 will take place in Grenoble, I may even attend the next conference.)