"MCMSki": Markov chain Monte Carlo in Theory and Practice

 

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SATELLITE MEETING
 7-8 January 2008

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The third joint international meeting of the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis) will be held in Bormio, Italy from Wednesday, January 9 to Friday, January 11, 2008.
A central theme of the conference will be Markov chain Monte Carlo (MCMC) and related methods and applications in the 18 years since the publication of Gelfand and Smith (1990, JASA), the paper that introduced these methods to mainstream statisticians.


The conference will also feature 3 plenary speakers (Peter Green, Kerrie Mengersen, Xiao-Li Meng) and 6 invited sessions from internationally known experts covering a broad array of current and developing statistical practice:

  • Recent Advances in MCMC Methodology
  • Integrative genetics and bioinformatics
  • Bayesian Models for Financial Risk Management
  • State Space Methods and Applications
  • Complex Bayesian Models with Applications in Genomics
  • Bayesian Applications in Technology

As with the first joint IMS-ISBA meeting in Isla Verde, Puerto Rico,and the second joint meeting in Bormio, Italy, nightly poster sessions will offer substantial opportunity for informal learning and interaction.


Also similar to the first MCMSki meeting, a preliminary "satellite" workshop
on adaptive MCMC methods, "AdapSki", will be held just prior to the main
conference on January 7-8, 2008. This workshop is intended to provide a snapshot of the methodological, practical and theoretical aspects of an emerging group of methods (adaptive MCMC, adaptive population Monte Carlo, and various breeds of adaptive importance sampling amongst others) that attempt to automatically optimize their performance for a given task. Click the Satellite Meeting icon in the left task bar for more information.