FML

In a low-research day, Hou gave a lunch-time talk on Monte-Carlo methods for doing difficult integrals in probabilistic inference, and Sven Kreiss (NYU) continued a short course he is doing on the Higgs discovery. Hou's methods all are forms of adaptive importance sampling, even his nested sampling method; there really are no new ideas. His main advantages over other equally simple methods are, for one, that his method works well on our specific problem and, for another, that he produces an unbiased estimate of the integral plus an uncertainty.