With most of the World being more or less confined at home, conferences cancelled one after the other, including ABC in Grenoble!, we are launching a fortnightly webinar on approximation Bayesian computation, methods, and inference. The idea is to gather members and disseminate results and innovation during these coming weeks and months under lock-down. And hopefully after!
At this point, the interface will be Blackboard Collaborate, run from Edinburgh by Michael Gutmann, for which neither registration nor software is required. Before each talk, a guest link will be mailed to the mailing list. Please register here to join the list.
The seminar [...]
When visiting Vancouver last December [at a time when traveling was still possible], I had the opportunity to revisit White Dwarf Books [thirty years after my first visit] and among other books bought a Richard Morgan‘s novel, Thin Air, that I did not know existed and which was recommended by the [friendly] book seller. As superior to Morgan’s foray into dark fantasy (that I did not dislike so much). As I had really enjoyed the Altered Carbon series, I jumped on this new novel, which is a form of sequel to Th1rt3en, and very very similar in its futuristic pastiche [...]
Just received the news that the COMPSTAT 2020 meeting that was supposed to take place in Bologna, late August 2020, has been postponed by a year. Meaning that, reasonably, all future COMPSTAT conferences are postponed by a year. This gap policy should apply to all conference cycles, I believe. [...]
“We show that by implementing a special type of [sequential Monte Carlo] sampler that takes two im-portance sampling paths at each iteration, one obtains an analogous SMC method to [nested sampling] that resolves its main theoretical and practical issues.”
A paper by Queenslander Robert Salomone, Leah South, Chris Drovandi and Dirk Kroese that I had missed (and recovered by Grégoire after we discussed this possibility with our Master students). On using SMC in nested sampling. What are the difficulties mentioned in the above quote?
Dependence between the simulated samples, since only the offending particle is moved by one or several MCMC steps. [...]