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