MCM’Ski / Adap’ski

Posted in Uncategorized by Pierre Jacob on 6 December 2010


I will attend Adap’ski / MCM’ski from January 3rd to January 7th.

MCM’ski is a conference organized jointly by ISBA and IMS. This year it takes place in Utah, in a ski resort (not bad, heh!). The theme is Markov Chain Monte Carlo methods and their applications. Adap’ski is a satellite workshop taking place just before, focusing on adaptive MCMC methods. Hence, these four days of talks and posters are focused on a specific topic of Computational Statistics, with a reasonably small audience, whereas the last conference I’ve been to, the Valencia Meeting, was a huge gathering of all kinds of (Bayesian) statisticians. I’m looking forward to this different format, hoping that it would lead to fruitful conversations with the world’s specialists on MCMC.

I will present a poster on an article I’ve talked about here, and available on arXiv here. It describes a method to make the most of each target density evaluation in a Independent Metropolis-Hastings algorithm, in order to reduce the variance of estimators based on the Markov chain generated by the algorithm.


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  1. […] currently attending Adap’ski / MCM’ski, in Park City, Utah, as I was saying in this other post. This is a great opportunity to learn about recent advances in the MCMC methodology, as well as to […]

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