The paper Prequential posteriors Shreya Roy wrote as part of her PhD thesis at Warwick U, under the supervision of Rito Dutta, Richard Everitt and myself, got published on-line after earlier acceptance by the Japanese Journal of Statistics and Data Science, an official journal of the Japanese Federation of Statistical Science Associations. Coïncidental but unrelated to my Akaike Memorial Lecture prize. The paper will be part of a special issue on Recent Advances in Dynamical Monte Carlo Methods. Congrats to Shreya, soon to defend her viva in Warwick!
Archive for publication
prequential posteriors in the Japanese Journal of Statistics and Data Science
Posted in Books, Statistics, Travel, University life with tags Akaike Lecture, data assimilation, deep generative forecasting models, defense, generalised Bayesian inference, generative models, intractable likelihood, Japan, Japanese Federation of Statistical Science Associations, Japanese Journal of Statistics and Data Science, Monte Carlo methods, prequential loss, prequential priors, publication, sequential Monte Carlo, special issue, viva on September 22, 2026 by xi'anobjective Bayesian inference now in paperback
Posted in Books, Statistics with tags advertising, amazon associates, Bayesian foundations, Bayesian inference, Book, Dongchu Sun, JASA, Jim Berger, José Miguel Bernardo, noninformative priors, objective Bayes, paperback, publication, reference priors, technology on May 1, 2026 by xi'an
congrats, Dr. Robert!
Posted in Books, Kids, Statistics, University life with tags Department of Internal Medicine, Elsevier, first publication, Fort-de-France, internal medecine, Martinique, Martinique University Hospital, medical thesis, myopathy, publication, residency, Semin Arthritis Rheum, Seminars in Arthritis and Rheumatism on December 25, 2025 by xi'an
journal-to-conference track at AISTATS 2025!
Posted in Statistics with tags AISTATS 2025, Annals of Statistics, beach, Biometrika, deadline, JASA, JMLR, Journal of the American Statistical Association, Journal of the Machine Learning Research, Journal of the Royal Statistical Society, journal to conference, JRSS B, proceedings, publication, Thailand on February 18, 2025 by xi'an
An interesting initiative from the organisers of AISTATS 2025, namely, the creation of a journal-to-conference track for papers published in
- Annals of Statistics
- Biometrika
- Journal of the American Statistical Association
- Journal of the Machine Learning Research
- Journal of the Royal Statistical Society Series B
after 01 January 2023. They are be considered for a poster presentation at the upcoming AISTATS 2025 conference, held on 03-05 May in Mai Khao, Thailand, as an in-person event.. The submission details are available on the conference webpage. The chairs for this initiative are Pierre Alquier and Kamélia Daudel and the deadline is 15 March.
positive response to negative mixtures
Posted in pictures, Running with tags academic publisher, accept-reject algorithm, acceptance, acceptance probability, article, COVID-19, inverse cdf, master project, PSL Research University, publication, signed mixture, simulation, Statistics and Computing, Université Paris Dauphine, ziggurat algorithm on December 17, 2024 by xi'an
Hurray, our signed mixture simulation paper has been accepted by Statistics & Computing! If Og’s readers remember my earlier post about this problem, things get surprisingly more complicated when the mixture weights can take negative values. For instance, the naïve solution consisting in first simulating from the associated mixture of positive weight components and then using an accept-reject step may prove highly inefficient since the overall probability of acceptance can get arbitrarily close to zero. Substituting to this naïve version, we construct an alternative accept-reject scheme based on pairing positive and negative components as efficiently as possible, partitioning the real line, and finding tighter upper and lower bounds on positive and negative components, respectively, towards yielding a higher acceptance rate on average. In retrospect, the problem was beyond the reach of the undergraduate students we supervised (pre-COVID) on a research internship!
