As posted earlier, this week is a Bayesian week at CIRM, the French mathematical society centre near Marseilles. Where we meet with about 80 researchers and students interested in Bayesian statistics, from all possible sides. (And possibly in climbing in the Calanques and trail running, if not swimming at this time of year…) With Jean-Michel we will be teaching a short course on Bayesian computational methods, namely ABC and MCMC, over the first two days… Here are my slides for the MCMC side:
As should be obvious from the first slides, this is a very introductory course that should only appeal to students with no previous exposure. The remainder of the week will see advanced talks on the state-of-the-art Bayesian computational methods, including some on noisy MCMC and on the mysterious expectation-propagation technique.