Statistical methods for Hawkes processes

There will be a workshop on Hawkes processes in Paris, 10 March 2020, Sorbonne University, with the following speakers

• Martin Bompaire (Critéo)
• Félix Cheysson (AgroParisTech/INRA)
• Simon Clinet (Keio University)
• Eva Löcherbach (Université Paris 1 Panthéon-Sorbonne)
• Marcello Rambaldi (Capital Fund Management)
• Judith Rousseau (Université Paris-Dauphine & Oxford University)

SMC 2020 [en Madrid]

An announcement for the incoming SMC 2020 workshop, taking place in Madrid next 27-29 of May! The previous workshops were in Paris in 2015 (at ENSAE-CREST) and Uppsala in 2017.  This workshop is organised by my friends Víctor Elvira and Joaquín Míguez. With very affordable registration fees and an open call for posters. Here are the invited speakers (so far):

Deniz Akyildiz (University of Warwick)
Christophe Andrieu (University of Bristol)
Nicolas Chopin (ENSAE-CREST)
Dan Crisan (Imperial College London)
Jana de Wiljes (University of Potsdam)
Pierre Del Moral (INRIA)
Petar M. Djuric (Stony Brook University)
Randal Douc (TELECOM SudParis)
Arnaud Doucet (University of Oxford)
Ajay Jasra (National University of Singapore)
Nikolas Kantas (Imperial College London)
Simon Maskell (University of Liverpool)
Lawrence Murray (Uber AI)
François Septier (Université Bretagne Sud)
Sumeetpal Singh (University of Cambridge)
Arno Solin (Aalto University)
Matti Vihola (University of Jyväskylä)
Anna Wigren (Uppsala University)

MiMo2020

On 26 and 27 March 2020, the maths department of the Université of Rouen, Normandy, France, organizes a (free) workshop on mixture distributions. With the following speakers

• • Christophe Biernacki  (Laboratoire Paul Painlevé, Univ. Lille 1 et INRIA)
  • Vincent Brault (Laboratoire Jean Kuntzmann, Univ. Grenoble Alpes)
  • Gilles Celeux  (Laboratoire de Mathématiques d’Orsay, Univ. Paris Sud et INRIA)
  • Elisabeth Gassiat  (Laboratoire de Mathématiques d’Orsay, Univ. Paris Sud)
  • Van Hà Hoang  (Laboratoire de Mathématique Raphaël Salem, Univ. Rouen Normandie)
  • Hajo Holzmann  (Philipps-University Marburg, Germany)
  • Dimitri Karlis  (Department of Statistics, Athens University of Economics and Business, Greece)
  • Trung Tin Nguyen (LMNO, Univ. Caen Normandie)
  • Andrea Rau  (Département de Génétique Animale, INRA, Jouy en Josas)
  • Pierre Vandekerkhove  (Laboratoire d’Analyse et de Mathématiques Appliquées, Univ. Paris-Est Marne-la-Vallée)
  • Cinzia Viroli  (Department of Statistical Sciences, Universita di Bologna, Italia)

Unfortunately, since this is my former department, I will not be able to attend as I am taking part into the SIAM Conference on Uncertainty Quantification (UQ20), on the very same days. In a session on likelihood-free inference.

off to Vancouver

Today I am flying to Vancouver for an ABC workshop, the second Symposium on Advances in Approximate Bayesian Inference, which is a pre-NeurIPS workshop following five earlier editions, to some of which I took part. With an intense and exciting programme. Not attending the following NeurIPS as I had not submitted any paper (and was not considering relying on a lottery!). Instead, I will give a talk at ABC UBC on Monday 4pm, as, coincidence, coincidence!, I was independently invited by UBC to the IAM-PIMS Distinguished Colloquium series. Speaking on ABC on a broader scale than in the workshop. Where I will focus on ABC-Gibbs. (With alas no time for climbing, missing an opportunity for a winter attempt at The Stawamus Chief!)

probabilistic methods in computational statistics [workshop]

A  one-day workshop is organised at Telecom Sudparis, Évry, on 22 November by R. Douc, F. Portier and F. Roueff. On the “hot topics” concerned with probabilistic methods in computational statistics. The workshop is funded by the project “Big-Pomm”, which strengthens the links between LTCI (Telecom Paristech) and SAMOVAR (Telecom Sudparis) around research projects implying partially observed Markov models. The participation to the workshop is free but registration is required for having access to the lunch buffet (40 participants max). (Évry is located 20km south of Paris, with trains on the RER C line.)

ABC in Svalbard, April 12-13 2021

This post is a very preliminary announcement that Jukka Corander, Judith Rousseau and myself are planning an ABC in Svalbard workshop in 2021, on 12-13 April, following the “ABC in…” franchise that started in 2009 in Paris… It would be great to hear expressions of interest from potential participants towards scaling the booking accordingly. (While this is a sequel to the highly productive ABCruise of two years ago, between Helsinki and Stockholm, the meeting will take place in Longyearbyen, Svalbard, and participants will have to fly there from either Oslo or Tromsø, Norway, As boat cruises from Iceland or Greenland start later in the year. Note also that in mid-April, being 80⁰ North, Svalbard enjoys more than 18 hours of sunlight and that the average temperature last April was -3.9⁰C with a high of 4⁰C.) The scientific committee should be constituted very soon, but we already welcome proposals for sessions (and sponsoring, quite obviously!).

off to SimStat2019, Salzburg

Today, I am off to Salzburg for the SimStat 2019 workshop, or more formally the 10th International Workshop on Simulation and Statistics, where I give a talk on ABC. The program of the workshop is quite diverse and rich and so I do not think I will have time to take advantage of the Hohe Tauern or the Berchtesgaden Alps to go climbing. Especially since I am also discussing papers in an ABC session.