Statisfaction

Adap’skiing / MCM’skiing

Posted in Uncategorized by Pierre Jacob on 5 January 2011

Hi everyone, and happy new year!

I’m 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 discover challenging applications of the methods. We are here:

At this meeting, thanks to my PhD advisor Christian Robert I had the opportunity to be the discussant of a talk given by Faming Liang on an adaptive MCMC algorithm, designed to draw samples from the posterior distribution when the likelihood is intractable. There are numerous examples of such models, such as the spatial autologistic model taken as an example in Faming’s talk, or the Potts model. I will put my discussion online when Faming’s article will be available.

In the next days, I will be attending MCM’ski where I will present a poster based on our article on parallel post-processing of the IMH algorithm. This poster is available here.

Luke Bornn, whom I have been working with in Vancouver, will present a poster and a talk on our ongoing work about a particle-stabilized Wang-Landau algorithm. His poster is available here.

Hopefully the feedback is going to be very useful for my future research. If not… well the snow was certainly worth the trip.

 

2 Responses

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  1. xi'an said, on 21 January 2011 at 10:29

    Great: When you zoom on the google map, you can spot all the ski runs!!!

  2. MCM’Ski lessons | Statisfaction said, on 16 January 2014 at 01:21

    […] to the previous instance three years ago (in Utah), the main themes have significantly changed. Scalability, approximate methods, non-asymptotic […]


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