I am off to the MCMSki 2014 meeting in Chamonix. I am talking twice. The first talk is in a session on Computational and Methodological Challenges in evidence synthesis and multi-step (modular models). The title is a bit of a mouthful, but I will be talking about cuts. There is a demand for a cut function in JAGS but it is incredibly hard to implement it properly. In fact the cut function, as currently implemented in OpenBUGS does not work correctly. I have been saying this for years, without making any real progress or providing a solution in JAGS. I agreed to give the talk in order to explain myself to an expert audience.
The second talk is in a round-table discussion on Recent Developments in Software for MCMC with other software developers Andrew Thomas (BUGS), Bob Carpenter (Stan) and Adrien Todeschini (BiiPS). BiiPS is a fork of JAGS that uses the same front end, but sequential Monte Carlo as a back end instead of MCMC.
I will report back after the meeting. In the mean time, you should be able to find a conference diary by Christian Robert at Xi’an’s Og.