Category: University of Warwick

Stein’s method in machine learning [workshop]

There will be an ICML workshop on Stein’s method in machine learning & statistics, next July 14 or 15, located in Long Beach, CA. Organised by François-Xavier Briol (formerly Warwick), Lester Mckey, Chris Oates (formerly Warwick), Qiang Liu, and Larry Golstein. To quote from the webpage of the workshop Stein’s method is a technique from […]

Stein’s method in machine learning [workshop]

There will be an ICML workshop on Stein’s method in machine learning & statistics, next July 14 or 15, located in Long Beach, CA. Organised by François-Xavier Briol (formerly Warwick), Lester Mckey, Chris Oates (formerly Warwick), Qiang Liu, and Larry Golstein. To quote from the webpage of the workshop Stein’s method is a technique from […]

O’Bayes 2019, more posters if you please!

As the announcement for O’Bayes 2019 appeared in the March issue of the IMS Bulletin I just received, let me call for further poster submissions to the meeting. The deadline for travel support submission is past, but poster submissions are welcomed till June 15. (Overlap with BNP12 is not an issue!) Submissions should be sent […]

a new rule for adaptive importance sampling

Art Owen and Yi Zhou have arXived a short paper on the combination of importance sampling estimators. Which connects somehow with the talk about multiple estimators I gave at ESM last year in Helsinki. And our earlier AMIS combination. The paper however makes two important assumptions to reach optimal weighting, which is inversely proportional to […]

distributed posteriors

Another presentation by our OxWaSP students introduced me to the notion of distributed posteriors, following a 2018 paper by Botond Szabó and Harry van Zanten. Which corresponds to the construction of posteriors when conducting a divide & conquer strategy. The authors show that an adaptation of the prior to the division of the sample is […]

particular degeneracy in ABC model choice

In one of the presentations by the last cohort of OxWaSP students, the group decided to implement an ABC model choice strategy based on sequential ABC inspired from Toni et al.  (2008). and this made me reconsider this approach (disclaimer: no criticism of the students implied in the following!). Indeed, the outcome of the simulation […]

Bayesian intelligence in Warwick

This is an announcement for an exciting CRiSM Day in Warwick on 20 March 2019: with speakers 10:00-11:00 Xiao-Li Meng (Harvard): “Artificial Bayesian Monte Carlo Integration: A Practical Resolution to the Bayesian (Normalizing Constant) Paradox” 11:00-12:00 Julien Stoehr (Dauphine): “Gibbs sampling and ABC” 14:00-15:00 Arthur Ulysse Jacot-Guillarmod (École Polytechnique Fedérale de Lausanne): “Neural Tangent Kernel: […]

Bayesian intelligence in Warwick

This is an announcement for an exciting CRiSM Day in Warwick on 20 March 2019: with speakers 10:00-11:00 Xiao-Li Meng (Harvard): “Artificial Bayesian Monte Carlo Integration: A Practical Resolution to the Bayesian (Normalizing Constant) Paradox” 11:00-12:00 Julien Stoehr (Dauphine): “Gibbs sampling and ABC” 14:00-15:00 Arthur Ulysse Jacot-Guillarmod (École Polytechnique Fedérale de Lausanne): “Neural Tangent Kernel: […]

O’Bayes 19: registration and travel support

An update about the O’Bayes 19 conference next June-July:  the early registration period has now opened. And there should be funds for supporting early-career researchers, thanks to Google and CNRS sponsorships, as detailed below: Early-career researchers less than four years from PhD, are invited to apply for early-career scholarships. If you are a graduate student, […]

revisiting marginalisation paradoxes [Bayesian reads #1]

As a reading suggestion for my (last) OxWaSP Bayesian course at Oxford, I included the classic 1973 Marginalisation paradoxes by Phil Dawid, Mervyn Stone [whom I met when visiting UCL in 1992 since he was sharing an office with my friend Costas Goutis], and Jim Zidek. Paper that also appears in my (recent) slides as […]

O’Bayes 2019: poster deadline extension

For potential participants to the ISBA O’Bayes 2019 conference in Warwick next June 28 – July 02, that is, almost everyone except the participants who have already submitted!, this post is to announce that the deadline for poster submission has just been extended till March 15, to account for BNP 12 potential participants having not […]

plenary speakers for BayesComp 20[20]

As a co-chair of the incoming ISBA BayesComp 2020 in Gainesville, Florida, 7-10 January 2020. I am very glad to broadcast that the four plenary speakers for the conference are David Blei (Columbia U) Paul Fearnhead (U Lancaster) Emily Fox (U Washington) Max Welling (U Amsterdam) There will soon be a call for contributed sessions, […]

Monte Carlo fusion

Hongsheng Dai, Murray Pollock (University of Warwick), and Gareth Roberts (University of Warwick) just arXived a paper we discussed together last year while I was at Warwick. Where fusion means bringing different parts of the target distribution f(x)∝f¹(x)f²(x)… together, once simulation from each part has been done. In the same spirit as in Scott et […]

O’Bayes 2019: speakers, discussants, posters!

The program for the next O’Bayes conference in Warwick, 28 June-02 July, 2019, is now set. Speakers and discussants have been contacted by the scientific committee and accepted our invitation! As usual, there will be poster sessions on the nights of 29 and 30 June and the call is open for poster submissions, until January […]

Le Monde puzzle [#1076]

A cheezy Le Monde mathematical puzzle : (which took me much longer to find [in the sense of locating] than to solve, as Warwick U does not get a daily delivery of the newspaper [and this is pre-Brexit!]): Take a round pizza (or a wheel of Gruyère) cut into seven identical slices and turn one […]