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
Yesterday, Rasmus Bååth [of puppies' fame!] posted a very nice blog using ABC to derive the posterior distribution of the total number of socks in the laundry when only pulling out orphan socks and no pair at all in the first eleven draws. Maybe not the most pressing issue for Bayesian inference in the era […]
Yesterday night, I realised I had about 30 versions of my “mother of all .bib” bib file, spread over directories and with broken links with the original mother file… (I mean, I always create bib files in new directories by a hard link, ln ~/mother.bib but they eventually end up with a life of their […]
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 […]
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