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
Michael Gutmann and Jukka Corander arXived this paper two weeks ago. I read part of it (mostly the extended introduction part) on the flight from Edinburgh to Birmingham this morning. I find the reflection it contains on the nature of the ABC approximation quite deep and thought-provoking. Indeed, the major theme of the paper is […]
Just heard about a security vulnerability on Linux machines running Red Hat version 5 to 7, Ubuntu 10.04 and 12.04, Debian version 7, Fedora versions 19 and older, and SUSE versions 11 and older. The vulnerability occurs through a buffer overflow from some functions in the C library Glibc, which allows for a remote code […]
On Wednesday afternoon, Richard Everitt and Dennis Prangle organised an RSS workshop in Reading on Bayesian Computation. And invited me to give a talk there, along with John Hemmings, Christophe Andrieu, Marcelo Pereyra, and themselves. Given the proximity between Oxford and Reading, this felt like a neighbourly visit, especially when I realised I could take […]
On Cross Validated, I had a rather extended discussion with a user about a probability density as I thought it could be decomposed in two manageable conditionals and simulated by Gibbs sampling. The first component led to a Gumbel like density wirh y being restricted to either (0,1) or (1,∞) depending on β. The density […]
I spent [most of] the past week in Oxford in connection with our joint OxWaSP PhD program, which is supported by the EPSRC, and constitutes a joint Centre of Doctoral Training in statistical science focussing on data-intensive environments and large-scale models. The first cohort of a dozen PhD students had started their training last Fall […]
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