Yesterday I went to beautiful Bath for The Fifth Workshop on Bayesian Inference for Latent Gaussian Models with Applications and give a talk on our work on INLA-SPDE to compute the Expected Value of Partial Perfect Information.
I couldn’t stay for the whole three days, which is a shame because yesterday was really interesting. In the morning, Mike Betancourt (I’m not sure the page I’m linking here is his “official” one, as he’s left UCL now) gave an excellent tutorial on Stan. I really enjoyed the morning playing around with the code $-$ in fact, I think we’ll try and use it more and more (for example, I will try and integrate this into survHE).
Then in the afternoon, there were two interesting sessions, on talks that had obviously the common thread of LGMs, but were in fact quite diverse. I liked that too!