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Conference Booklet ii This booklet contains the abstracts of the 6th IMS-ISBA joint meeting, Bayes Comp at MCMSki V,held in Lenzerheide, January 4-7 2016. The booklet is organized as follows: • Plenary speakers • Tutorials • Invited sessions • Contributed sessions • Breaking News! • Posters (in alphabetical order) In case of multiple authorships, known speakers are highlighted in boldface. We hope you will enjoy the scientific as well as the entertainment part of the program. The Organizing Commettee Brad Carlin, Antonietta Mira, and Christian Robert (chairs) Cecilia Aquila, Federica Bianchi, Alberto Caimo, Chiara Legnazzi, Merrill Liechty, and Filippo Macaluso Free WIFI: Network: FreeHotelSchweizerhof Username: 2585660918 Password: 6421 In the conference room there is a 2nd WIFI (no username/password required) Network: Zyxel 1 PROGRAM Monday,Jan. 4 ACTIVITY SPEAKER(S) TITLE ORGANIZERS 14:00 -17:00 Registration - Schweizerhof lobby 17:00 - 18:00 Plenary talk - Plenum Steve Scott Cloudy with a Chance of Bayes 18:00 - 19:00 Welcoming reception at the Aufenthalmstraum offered by CSCS 19.00 - 20:00 Round table discussion - Plenum Thomas Schulthess PANELISTS: Data Science in The Next 50 Years Michael Jordan D. Draper, H. K§nsch, A. Lee C. Robert, G. Roberts, A. Sepe, M. Troyer 20:00 - 20:30 Outdoor activities presentation 20:45 - 22:00 Guided hike in the wood Tuesday,Jan. 5 08:00 - 09:00 Registration - Schweizerhof lobby 08:30Ê- 09:15 Plenary talk - Plenum Michael Jordan On the Computational Complexity of High-dimensional Bayesian Variable Selection 09:15 - 10:45 Sessions in parallel 3 speakers 2 Invited - Plenum I. session n. 4 Bayesian Molecular Biology A. Frigessi and C. Di Serio Contributed - Activityraum C. session n. 8 Modeling and Computing with Latent Ê Peter Mueller Feature Models and Repulsive Point ProcessesÊ 10:45 - 11:00 Coffee break 11:00 - 13:00 Tutorial - Plenum Mike Betancourt STAN 13:00 - 15e:30 Lunch break 15:30 - 16:15 Plenary talk - Plenum Tony Lelièvre Computational Challenges in Molecular Dynamics 16:15 -17:45 Sessions in parallel 4 speakers Invited - Plenum I. session n. 1 Hamiltonian Monte Carlo Michael Betancourt Contributed - Activityraum C. session n. 4 Bayesian Computation for Spatiotemporal Models Galin Jones 17:45 - 18:15 Coffee break 18:15 - 19:45 Session and Breaking News in parallel 6 and 4 speakers Breaking News! - Plenum 6 Breaking News talks L. Bornn, J. Cockayne, G. Fort M. Gutmann, J.M. Marin, A. Norets Contributed - Activityraum C. session n. 5 Recent Developments in James Flegal Markov Chain Monte Carlo Methodology 21:00 - 23:30 Posters - Aufenthalmstraum From Aquila to Norets Wednesday,Jan. 6 ACTIVITY SPEAKER(S) TITLE ORGANIZERS 08:00 - 09:00 Registration - Schweizerhof lobby 08:30Ê- 09:15 Plenary talk - Plenum David Dunson Is MCMC Dead? 09:15 - 10:45 Sessions in parallel 3 speakers Invited - Plenum I. session n. 6 High-Dimensional MCMC Gareth Roberts Contributed - Activityraum C. session n. 10 Model Selection and Advanced Donatello Telesca Scientific Computation 10:45 - 11:00 Coffee break 11:00 - 15:30 Tweedie Ski Cup Dietshen ski run 15 min walk from hotel Starting time: noon At the end of the ski race: mulled wine and a taste of local food 15:30 -17:00 Sessions in parallel 3 speakers Invited - Plenum I. session n. 5 Algorithms for Intractable ProblemsÊ N. Friel, K. Mengersen Invited - Activityraum I. session n. 7 Uncertainty Quantification in Mathematical Models Patrick R. Conrad 17:00 - 17:30 Coffee break 17:30 - 19:00 Sessions in parallel 4 speakers 3 Invited - Plenum I. session n. 3 Bayesian Nonparametrics T.Broderick, ÊI. Pruenster Contributed - Activityraum C. session n. 1 Exact Techniques Krys Latuszynski in Monte Carlo Sampling and Inference 19:00 - 19:45 Breaking news sessions Breaking News! - Plenum 3 Breaking News talks M. Pollack, M. Rabinovich, Y.Wang Breaking News! - Activityraum 3 Breaking News talks R. Steorts, A. Terenin, G. Zanella 21:00 - 23:30 Posters - Aufenthalmstraum From Pollack to Zanella Thursday,Jan. 7 ACTIVITY SPEAKER(S) TITLE ORGANIZERS 08:30Ê- 09:15 Plenary talk - Plenum Krys Latuszynski Exact Inference for Diffusion Models and Related MCMC Methodology 09:15 - 10:45 Sessions in parallel 4 speakers Invited - Plenum C. session n. 3 Bayesian Inference for Big Environmental Data Dorit Hammerling Contributed - Activityraum C. session n. 12 Advances in Adaptive MCMC Radu Craiu 10:45 - 11:00 Coffee break 11:00 - 13:00 Tutorial - Activityraum Art Owen QMC 13:00 - 14:45 Lunch break 14:45 - 16:15 Sessions in parallel 4 speakers Contributed - Plenum C. session n. 7 Recent Approximate MCMC AlgorithmsÊ P.Jenkins and A. Johansen Contributed - Activityraum C. session n. 6 Recent Advances in Sequential Monte Carlo Anthony Lee 16:15 - 16:45 Coffee break 16:45 - 18:15 Sessions in parallel 4 speakers Contributed - Plenum C. session n. 9 Computational Aspects in Bayesian Nonparametrics Antonio Lijoi Invited - Activityraum I. session n.2 QMC Nicolas Chopin 18:15 - 19:45 Sessions in parallel 4 speakers Contributed - Plenum C. session n. 11 Recent Advances in Variational Bayesian Methods Tamara Broderick 4 Contributed - Activityraum C. session n. 2 Probabilistic Numerics: Integrating M. Osborne, C. Oates, F.Briol Inference With Integration 20:30 - 22:00 Buffet at the Schweizerhof (50 CHF) Plenum 22:00 - 24:00+ Cabaret at the Schweizerhof (free) Plenum Contents On the Computational Complexity of High-Dimensional Bayesian Variable Selection (Michael Jordan).......................................... 10 Is MCMC Dead? (David Dunson)................................. 10 Cloudy with a Chance of Bayes (Steven L. Scott)......................... 11 Exact Inference for Diffusion Models and Related MCMC Methodology (Krys Latuszynski)... 11 Computational Challenges in Molecular Dynamics (Tony Lelièvre)................ 11 QMC Tutorial (Art B. Owen)................................... 12 Stan Tutorial (Michael Betancourt)................................ 12 On the Geometric Ergodicity of Hamiltonian Monte Carlo (Sam Livingstone).......... 13 Mix & Match Hamiltonian Monte Carlo (Elena Akhmatskaya & Tijana Radivojevic)........ 13 Large Scale Bayesian Inference in Cosmology (Jens Jasche).................. 14 Barn Swallow Post-fledging Survival: Using Stan to Fit a Hierarchical Ecological Model (Fränzi Korner-Nievergelt, Beat Naef-Daenzer & Martin Gruebler)................. 14 Quasi-Monte Carlo Sampling: Beyond the Unit Cube (Art Owen)................. 15 Improving Simulated Annealing through Derandomization (Mathieu Gerber & Luke Bornn).... 15 Measuring Sample Quality with Stein’s Method (Lester Mackey)................. 15 Comparing MCMC to Variational Approaches in a Model for Bayesian Ordination of Multitable, Discrete Data (Sergio Bacallado).............................. 16 Bayesian Nonparametric Sparse Graph Models (François Caron)................ 16 Posterior Contraction of the Latent Population Polytope in Admixture Models (XuanLong Nguyen) 16 Posteriors, Conjugacy, and Exponential Families for Completely Random Measures (Tamara Broderick)......................................... 17 Modeling the Neutral Evolution of Bacterial Genomes (Jukka Corander)............. 17 Informative Selection Priors in Risk Prediction with Molecular Data (Manuela Zucknick).... 18 Bayesian Approaches for Complex Biological Networks (Francesco Stingo)........... 18 Bayesian Parametric Bootstrap for Models with Intractable Likelihoods (Brenda Vo)...... 19 Variance Reduction for Doubly Intractable Likelihood Problems (Chris Oates).......... 19 On Consistency of Approximate Bayesian Computation (Gael Martin).............. 19 Markov Chain Monte Carlo in High-dimension with Heavy-tailed Target Probability Distributions (Kengo Kamatani)..................................... 20 Scaling Limits of Non-Reversible Metropolis-Hastings Chains (Joris Bierkens)......... 20 Proximal MCMC Methods and the Confidence in Image Processing with Convex Models (Marcelo Pereyra).......................................... 20 Forecast and Parameter Uncertainty of Chaotic Dynamic Systems (Heikki Haario)....... 21 On the Low-dimensional Structure of Bayesian Inference with Transport Maps (Alessio Spantini) 21 Fitting Lateral Transfer: MCMC for a Phylogenetic Likelihood Obtained from a Sequence of Mas- sive Linear Systems of ODE Initial Value Problems (Geoff Nicholls & Luke Kelly)...... 21 Exact Simulation of the Wright-Fisher Diffusion (Paul Jenkins)................. 22 Perfect Simulation from the Stationary Distribution of a Uniformly Ergodic Markov Chain with a Proper Atom (Anthony Lee)................................ 22 A Study in Scarlet and Other Shades of Red (Chang-han Rhee)................. 22 5 Practical Unbiased Monte Carlo for Intractable Models (Sebastian Vollmer)........... 23 Probabilistic Numerics: Treating Numerical Computation as Learning (Roman Garnett)..... 23 On the Relation between Bayesian and Classical Quadratures (Simo Sarkka).......... 23 Obtaining Probabilistic Integration Rules from Monte Carlo-based Methods (François-Xavier Briol) 24 Multi-resolution Approximations for Big Spatial Data (Matthias Katzfuss)............ 24 Identifying Trends in the Spatial Errors of a Regional Climate Model via Clustering (Veronica Berrocal).......................................... 25 Information from Cosmology Experiments (Adam Amara).................... 25 Observation-based Blended Projections from Ensembles of Regional Climate Models (Dorit Ham- merling).......................................... 26 On Nearest-Neighbor Gaussian Process Models for High-Dimensional
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