WSC 2011, Phoenix

WSC stands for Winter Simulation Conference. I was not aware of those conferences that have been running since 1971 but I have been invited to give a tutorial on simulation in statistics at the 2011 edition of WSC in Phoenix, Arizona. Since it means meeting a completely new community of people using simulation, mostly outside statistics, I accepted the invitation and will thus spend a few days in December in Arizona… (If the culture gap proves too wide, I can always bike, run, or even climb in South Mountain Park!) In connection with this tutorial, I was requested to write a short paper that I just posted on arXiv. There is not much originality in the survey as it is mostly inspired from older chapters written for handbooks. I wished I had more space to cover particle MCMC in a few pages but 12 pages was the upper limit.