I am a professor of Statistics at Universit Paris Dauphine, with two teenage kids who are taking a lot of my free time, a definitely unhealthy but so far not fatal) fascination for mountains and (easy) climbing, in particular for Scotland in Winter, an almost-daily run, and a reading list mainly centered at fantasy books? Hence the categories on this blog (or 'og, because 'log and b'og did not sound good). The Statistics posts will be mainly centered on computational and Bayesian topics, on papers or preprints I find of interest (or worth criticising), and on the occasional trip abroad to a research center or to a conference.
Xi'an's Og's Latest Posts
In a comment on our Accelerating Metropolis-Hastings algorithms: Delayed acceptance with prefetching paper, Philip commented that he had experimented with an alternative splitting technique retaining the right stationary measure: the idea behind his alternative acceleration is again (a) to divide the target into bits and (b) run the acceptance step by parts, towards a major reduction […]
This new arXival by Chris Oates, Mark Girolami, and Nicolas Chopin (warning: all colleagues & friends of mine!) is a variation on control variates, but with a surprising twist namely that the inclusion of a control variate functional may produce a sub-root-n (i.e., faster than √n) convergence rate in the resulting estimator. Surprising as I […]
Filed under: Travel, Wines Tagged: carignan, Faugères, grenache, Languedoc, mourvèdre, red wine, Syrah
Taking advantage of his visit to Paris this month, Shravan Vasishth, from University of Postdam, Germany, will give a talk at 10.30am, next Friday, October 24, at ENSAE on: Using Bayesian Linear Mixed Models in Psycholinguistics: Some open issues With the arrival of the probabilistic programming language Stan (and JAGS), it has become relatively easy […]
Filed under: pictures, Running Tagged: geese, Parc de Sceaux
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