I am a professor of Statistics at both Université Paris Dauphine, Paris, France, and University of Warwick, Coventry, United Kingdom, with 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 centred on fantasy books… Plus an addiction to bloggin’ since 2008! Hence the categories on this blog (or ‘og, because ‘log and b’og did not sound good). The Statistics posts do mainly focus on computational and Bayesian topics, on papers or preprints I find of interest (or worth criticising), and on the (not so) occasional trip abroad to a research centre or to a conference.

Needless to say (?), this blog is not approved by, supported by, or in any other way affiliated with the Université Paris Dauphine, CREST-INSEE, University of Warwick, or any other organization, and it only reflects my opinions. This is also one of the reasons why it is posted on wordpress rather than on my University webpage, another one being that wordpress provides a handy (if sometimes slow) tool for editing blogs…

45 Responses to “About”

  1. Remy MacDonald Says:

    Hello ,

    I am looking into using RJMCMC to select the number and location of knot locations for a spatial model. At each step of the MCMC algorithm, we propose adding, deleting, or moving a knot location with equal probability 1/3. I wish to find out if I’d be breaking any rules (e.g., violating detailed balance) by letting these probabilities differ from 1/3 by adapting to the data. For example, if there is high variability, we may favor adding a knot. The literature on RJMCMC is difficult to grasp so I was hoping I could make a post on stack exchange to provide more details and get your thoughts. I’m sure you’re very busy and I completely understanding if you do not have time. Thank you!

  2. […] who inspired me to do this. First is the statistician Christian Robert, whose blog can be found here. In addition to running a great blog, I have a high opinion of Christian Robert’s character […]

  3. Hello,

    I am trying to write winbugs codes for a latent variable w.

    My outcome y follows Bernoulli distribution and I want to use the latent one (w) in my analysis.

    y=1 if w>0 and y=0 if =<0

    W is continuous

    Could you please help me about the codes?

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