Posts Tagged ‘ Valencia 9 ’

Particle learning [rejoinder]

November 9, 2010
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Particle learning [rejoinder]

Following the posting on arXiv of the Statistical Science paper of Carvalho et al., and the publication by the same authors in Bayesian Analysis of Particle Learning for general mixtures I noticed on Hedibert Lopes’ website his rejoinder to the discussion of his Valencia 9 paper has been posted. Since the discussion involved several points

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Parallel processing of independent Metropolis-Hastings algorithms

October 11, 2010
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Parallel processing of independent Metropolis-Hastings algorithms

With Pierre Jacob, my PhD student, and Murray Smith, from National Institute of Water and Atmospheric Research, Wellington, who actually started us on this project at the last and latest Valencia meeting, we have completed a paper on using parallel computing in independent Metropolis-Hastings algorithms. The paper is arXived and the abstract goes as follows:

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Multidimension bridge sampling (CoRe in CiRM [5])

July 13, 2010
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Multidimension bridge sampling (CoRe in CiRM [5])

Since Bayes factor approximation is one of my areas of interest, I was intrigued by Xiao-Li Meng’s comments during my poster in Benidorm that I was using the “wrong” bridge sampling estimator when trying to bridge two models of different dimensions, based on the completion (for and missing from the first model) When revising the

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On particle learning

June 4, 2010
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On particle learning

In connection with the Valencia 9 meeting that started yesterday, and with Hedie‘s talk there, we have posted on arXiv a set of comments on particle learning. The arXiv paper contains several discussions but they mostly focus on the inevitable degeneracy that accompanies particle systems. When Lopes et al. state that is not of interest

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