Archive for Reykjavik
Sumardagurinn fyrsti
Posted in Mountains, pictures, Travel with tags Esja, first day of Summer, Iceland, Reykjavik, Sumardagurinn fyrsti on April 24, 2014 by xi'an
a day for comments
Posted in Mountains, Statistics, Travel, University life with tags AISTATS 2014, Bayesian variable selection, Brad Carlin, Cuillin ridge, Gaussian mixture, Gibbs sampler, hierarchical models, Iceland, ICML, Langevin MCMC algorithm, MCMC, Metropolis-Hastings algorithms, mixtures, model complexity, penalisation, reference priors, Reykjavik, RJMCMC, Russian doll, Scotland, sequential Monte Carlo, Sid Chib, Skye, speedup, spike-and-slab prior, variable dimension models on April 21, 2014 by xi'an
As I was flying over Skye (with [maybe] a first if hazy perspective on the Cuillin ridge!) to Iceland, three long sets of replies to some of my posts appeared on the ‘Og:
- Dan Simpson replied to my comments of last Tuesday about his PC construction;
- Arnaud Doucet precised some issues about his adaptive subsampling paper;
- Amandine Schreck clarified why I had missed some points in her Bayesian variable selection paper;
- Randal Douc defended the efficiency of using Carlin and Chib (1995) method for mixture simulation.
Thanks to them for taking the time to answer my musings…
AI and Statistics 2014
Posted in Kids, Mountains, Statistics, Travel, University life with tags ABC, AISTATS 2014, Iceland, Reykjavik, tutorial, vacations on April 18, 2014 by xi'an
Today, I am leaving Paris for a 8 day stay in Iceland! This is quite exciting, for many reasons: first, I missed the AISTATS 2013 last year as I was still in the hospital; second, I am giving a short short tutorial on ABC methods which will be more like a long (two hours) talk; third, it gives me the fantastic opportunity to visit Iceland for a few days, a place that was top of my wish list of countries to visit. The weather forecast is rather bleak but I am carrying enough waterproof layers to withstand a wee bit of snow and rain… The conference proper starts next Tuesday, April 22, with the tutorials taking place next Friday, April 25. Hence leaving me three completely free days for exploring the area near Reykjavik.
variational particle approximations
Posted in Mountains, pictures, Statistics, Travel, University life with tags AISTATS, Canada, Montréal, Newfoundland, optimisation, particle methods, Reykjavik, variational Bayes methods on February 28, 2014 by xi'an
In the plane to Montréal, today, I read this paper by Kulkarni, Saeedi and Gershman, which will be presented at AISTATS. The main idea is to create a mix between particle Monte Carlo and a kind of quasi-Monte Carlo technique (qNC is not mentionned in the paper), using variational inference (and coordinate ascent) to optimise the location and weight of the particles. It is however restricted to cases with finite support (as a product of N latent variables) as in an HMM with a finite state space. There is also something I do not get in the HMM case, which is that the variational approximation to the filtering is contracted sequentially. This means that at time the K highest weight current particles are selected while the past remains unchanged. Is this due to the Markovian nature of the hidden model? (Blame oxygen deprivation, altitude dizziness or travelling stress, then!) I also fail to understand how for filtering, “at each time step, the algorithm selects the K continuations (new variable assignments of the current particle set) that maximize the variational free energy.” Because the weight function to be optimised (eqn (11)) seems to freeze the whole past path of particles… I presume I will find an opportunity while in Reykjavik to discuss those issues with the authors.
AISTATS 2014 in Reykjavik, Iceland
Posted in Mountains, Statistics, Travel, University life with tags AISTATS, artificial intelligence, Iceland, machine learning, Phoenix, Reykjavik on June 26, 2013 by xi'an
The next AISTATS conference will take place in Reykjavik, Iceland. On April 22-25, 2014. This conference “is an interdisciplinary gathering of researchers at the intersection of computer science, artificial intelligence, machine learning, statistics, and related areas.” The deadline for paper submissions is November 1, 2013. And there is a deadline for late-breaking poster abstract submissions, namely January 24. Given my heavy travel schedule next year, I am not sure I can attend, but I am definitely tempted! Esp. since I missed AISTATS 2013 in Phoenix, where I was kindly invited, due to The Accident…
