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Happy B’day, ‘Og!
This blog started a year ago with the definitely poor prediction that “I will most likely not update it fairly often”… I have been spending an increasing amount of time on the ‘Og, in reply to an...
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València 9 snapshot [4]
This one-before-last day at València 9 was fairly busy and I skipped the [tantalising] trip back to Sella to attend morning and afternoon talks. The first session involved Nicolas Chopin and Pierre...
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SMC²
Pierre Jacob, along with Nicolas Chopin and Omiros Papaspiliopoulos, completed a massive work on SMC², a sequential Monte Carlo method that builds on the particle MCMC discussion paper of Andrieu,...
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Paris Bandhit seeking postdoc
Our (ANR) research project BANDHIT (which stands for Bayesian nonparametrics, high dimensional techniques and simulation, so there is no spelling mistake!) is calling for applicants to a one-year...
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MCMSki IV in Chamonix-Mont-Blanc, Jan. 6-8, 2014!!!
As mentioned a few days ago (in tragic circumstances), the fourth MCMSki meeting will take place in Chamonix-Mont-Blanc on January 6-8, 2014. It will actually be focussing more on methodological and...
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interacting particles ABC
Carlo Albert and Hans Kuensch recently posted an arXiv paper which provides a new perspective on ABC. It relates to ABC-MCMC and to ABC-SMC in different ways, but the major point is to propose a...
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MCMski IV (homepage)
I have rewritten the text on the home page of the MCMSki IV website. Feel free to comment! I also want to signal the creation of a Facebook page. The next MCMSki meeting, MCMSki IV, will be held in...
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inference in Kingman’s coalescent with pMCMC
As I was checking the recent stat postings on arXiv, I noticed the paper by Chen and Xie entitled inference in Kingman’s coalescent with pMCMC. (And surprisingly deposited in the machine learning...
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Bayes 250th versus Bayes 2.5.0.
More than a year ago Michael Sørensen (2013 EMS Chair) and Fabrizzio Ruggeri (then ISBA President) kindly offered me to deliver the memorial lecture on Thomas Bayes at the 2013 European Meeting of...
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snapshot from Budapest (EMS 2013 #4)
Last day at EMS 2013! I started the day with an attempt to run inside the big necropolis on the east of town (Nemzeti sirkert), attempt that failed as I was too early. I then delivered my ISBA Thomas...
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MCqMC 2016 [#2]
In her plenary talk this morning, Christine Lemieux discussed connections between quasi-Monte Carlo and copulas, covering a question I have been considering for a while. Namely, when provided with a...
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rare events for ABC
Dennis Prangle, Richard G. Everitt and Theodore Kypraios just arXived a new paper on ABC, aiming at handling high dimensional data with latent variables, thanks to a cascading (or nested) approximation...
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anytime!
“An anytime algorithm is an algorithm that can be run continuously, generating progressively better solutions when afforded additional computation time. Traditional particle-based inference algorithms...
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anytime algorithm
Lawrence Murray, Sumeet Singh, Pierre Jacob, and Anthony Lee (Warwick) recently arXived a paper on Anytime Monte Carlo. (The earlier post on this topic is no coincidence, as Lawrence had told me about...
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SMC on a sequence of increasing dimension targets
Richard Everitt and co-authors have arXived a preliminary version of a paper entitled Sequential Bayesian inference for mixture models and the coalescent using sequential Monte Carlo samplers with...
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impressions from EcoSta2017 [guest post]
[This is a guest post on the recent EcoSta2017 (Econometrics and Statistics) conference in Hong Kong, contributed by Chris Drovandi from QUT, Brisbane.] There were (at least) two sessions on Bayesian...
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the Hyvärinen score is back
Stéphane Shao, Pierre Jacob and co-authors from Harvard have just posted on arXiv a new paper on Bayesian model comparison using the Hyvärinen score which thus uses the Laplacian as a natural and...
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Better together in Kolkata [slides]
Here are the slides of the talk on modularisation I am giving today at the PC Mahalanobis 125 Conference in Kolkata, mostly borrowed from Pierre’s talk at O’Bayes 2018 last month: [which made me...
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controlled sequential Monte Carlo [BiPS seminar]
The last BiPS seminar of the semester will be given by Jeremy Heng (Harvard) on Monday 11 June at 2pm, in room 3001, ENSAE, Paris-Saclay about his Controlled sequential Monte Carlo paper: Sequential...
View Articleparallelizable sampling method for parameter inference of large biochemical...
I came across this older (2016) arXiv paper by Jan Mikelson and Mustafa Khammash [antidated as of April 25, 2018] as another version of nested sampling. The novelty of the approach is in applying...
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