Introduction à Monte Carlo en R

Posted in Books, Statistics with tags , , , , , , , on November 12, 2009 by xi'an

Introducting Monte CarloFollowing a proposal by Springer-Verlag Paris, I have decided to translate Introducing Monte Carlo Methods with R with George Casella into French, since a new collection of R books (in French) is planed for the Spring of 2010. The translation will a priori be done by Joachim Robert and Robin Ryder, under my supervision and with the support of Springer-Verlag Paris. I have already translated the first chapter as I needed to cut most of the R coverage, since this collection assumes a prior knowledge of R and aims at a smaller number of pages (around 200) to keep the price as low as possible.

Not yet another pigeon!

Posted in pictures with tags , on November 11, 2009 by xi'an

Pigeon crashThere must be some seasonal reason like a special sun position or something like that for pigeons to repeatedly come crashing into my office window pane! About one year after the first one, another unaware pigeon hit my window pane this morning! This time, it apparently survived the trauma as I have not found a dead pigeon under my window… The outline of the pigeon body left on the glass is also less well-marked compared with last time.

Patagonia videos

Posted in Mountains with tags , on November 11, 2009 by xi'an

I came by chance upon this webpage of videos sponsored by Patagonia (the brand, not the place!) such as that one:

Enjoy! Or skip…

Monte Carlo Statistical Methods

Posted in Books, Statistics, University life with tags , , , , on November 10, 2009 by xi'an

Yesterday, I started my annual course on Monte Carlo Statistical Method, open to the last year Master students in Paris Dauphine. This is a seven week course covering the first half and then more of the book Monte Carlo Statistical Method, with George Casella. Here are the (yes, 584) slides

These slides have not changed from last year (no time and no need to!) but this year I have distributed a preliminary copy of Introducing Monte Carlo Methods with R to the students so that they can practice Monte Carlo methods, spot typos in the book (only 10 cents per typo because I have no prior about the number of typos!), and write the(ir) solutions to the exercises as homework.

Postdoc in Denmark

Posted in Statistics, University life with tags , , on November 9, 2009 by xi'an

I just received the following email for a two year postodc offer in Lyngby, Denmark:

The Technical University of Denmark (DTU) has a dynamic and active group in Statistics, with a number of researchers concentrating on probabilistic forecasting and renewable energy applications. Focus is given to applied research, but also to new methodological developments. Owing to interesting recent results on spatio-temporal modeling of forecast error fields, we have decided to open a post-doc position for a duration of 2 years, which will mainly relate to that area of  research.