As I have already mentioned, I was invited to give a talk at the Southern California Probability Symposium 2001. After some thinking, I have decided to talk about the MCMC revolution that has happened over the last decade in the field of reliability engineering that lies at the boundary of engineering sciences and applied probability. This talk will be in the spirit of this paper by Persi Diaconis of Stanford.
Southern California Probability Symposiums have a reach history.
This is the schedule for SCPS-2011:
It is a great pleasure and honor for me to be in this company!
The arXiv is a free scientific repository hosted by Cornell University, where physicists, mathematicians, and statisticians post their preprints. It was estimated that (as of September 2011) the repository had accumulated approximately 700,000 papers, with more than 6,000 new submissions arriving each month.
I have been using arXiv for a long time already, but, by some mysterious reason (a mixture of laziness and modesty), I did not put my own papers on arXiv. A couple of days ago I did my first bit by uploading my last paper co-authored with J.L. Beck of Caltech. In this paper, we introduce a new scheme for Bayesian inference which is based on Markov chain Monte Carlo, importance sampling, and simulated annealing.
I was invited to give a talk at the Southern California Probability Symposium. This is an annual one-day event, attended by probabilists from UC San Diego, UC Irvine, UCLA, USC, Caltech, UC Santa Barbara and elsewhere. There will be five talks of 40-50 minutes duration. Mine would be one of them.
I have just proudly accepted this invitation.
The next step is to come up with a topic for my talk :)