Archive for MCqMC 2018
unusual clouds [jatp]
Posted in pictures, Travel, Wines with tags ÌPA, beer, Brittany, Cité d'Ys, clouds, jatp, MCqMC 2018, Rennes, summer light, sunset, thunderstorm on July 19, 2018 by xi'an
subset sampling
Posted in Statistics with tags MCMC algorithms, MCqMC 2018, nested sampling, Probabilistic Engineering Mechanics, random walk, Rennes, subset sampling, tail events, tail probabilities on July 13, 2018 by xi'anA paper by Au and Beck (2001) was mentioned during a talk at MCqMC 2018 in Rennes and I checked Probabilistic Engineering Mechanics for details. There is no clear indication that the subset simulation advocated therein is particularly effective. The core idea is to obtain the probability to belong to a small set A by a cascading formula, namely the product of the probability to belong to A¹, then the conditional probability to belong to A² given A¹, &tc. When the subsets A¹, A², …, A constitute a decreasing embedded sequence. The simulation conditional on being in one of the subsets
Rennes street art #2 [jatp]
Posted in Kids, pictures, Travel, University life with tags Breizh, Bretagne, Brittany, jatp, Kodak, kodakerien, MCqMC 2018, murals, Rennes, street art on July 7, 2018 by xi'an
MCqMC 2018, Rennes [slides]
Posted in Statistics with tags bouncy particle sampler, MCMC algorithms, MCqMC 2018, non-reversible diffusion, Rennes, Zig-Zag on July 3, 2018 by xi'an
Here are my slides for the talk I give this morning at MCqMC 20188. Based on slides first written by Changye Wu and on our joint papers. As it happens, I was under the impression I would give a survey on partially deterministic Markov processes. But, as it goes (!), my talk takes place after a superb plenary talk by Christophe Andrieu on non-reversibility, where he gave motivations for recoursing to non-reversibility and general results for variance reduction, plus a whole session on the topic by Jorens Bierkens, Alex Thiéry, Alain Durmus, and Arnak Dalalyan (CREST), which covered the topics in the following slides, only better! Reducing the informative contents of my talk to the alternative to the Zig-Zag sampler Changye proposed, which makes the talk of limited appeal, I am afraid. (There are four other sessions at the same time, fortunately!)
Rennes street art [jatp]
Posted in Kids, pictures, Travel, University life with tags Breizh, Bretagne, Brittany, jatp, métro, MCqMC 2018, murals, Rennes, street art, TGV on July 2, 2018 by xi'an
