Archive for Marseiile

short course on MCMC at CiRM [slides]

Posted in Statistics with tags , , , , , , , , , , , , , , , on October 23, 2018 by xi'an

Here are the [recycled] slides for the introductory lecture I gave this morning at CIRM, with the side information that it appears Slideshare has gone to another of these stages when slides cannot be played on this blog [when using Firefox]…

calanques snapshot [jatp]

Posted in Mountains, pictures, Running, Travel, University life with tags , , , , , , , , , , on October 22, 2018 by xi'an

air static

Posted in Kids, Travel with tags , , , , , , , , on April 27, 2017 by xi'an

[On an Air France flight for Birmingham, two young French students apparently studying in Warwick kept blathering the entire time, with an utter lack of concern for their surroundings. Note: Les Marseillais is a particularly idiotic reality show on French TV.]

  •  …j’ai arrêté de regarder les Marseillais, c’est même pas conscient, tu vois…
  • …grave, c’est sûr, moi aussi j’ai arrêté, j’avais trop d’épisodes à rattraper…

at CIRM

Posted in Books, Mountains, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , on March 1, 2016 by xi'an

Crêt Saint-Michel, Morgiou, Marseille, June 8, 2010Thanks to a very early start from Paris, and despite horrendous traffic jams in Marseilles, I managed to reach CIRM with ten minutes to spare before my course. After my one-hour class, I was suddenly made aware of the (simplistic) idea that the slice sampling uniforms are simply auxiliary, meaning they can be used in many different ways.

I noticed Natesh Pillai just arXived an extension of his earlier Cauchy paper with XL. He proves that the result on the Cauchy distribution of any convex combination of normal ratios still holds when the pair of vectors is distributed from a product of elliptically symmetric functions. Some of Natesh’s remarks reminded me of the 1970 Sankhyã paper by Kelker on spherically symmetric variables. Especially because of Kelker’s characterisation of elliptically symmetric functions as scale mixtures of normals, which makes perfect sense since the scale cancels.

As I skimmed through my slides yesterday, fearing everyone knew about the MCMC basics, I decided to present today the Rao-Blackwellisation slides I gave in Warwick a few months ago.

Bayesian week in a statistics month at CIRM

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , on February 28, 2016 by xi'an

Calanque de Morgiou, Marseille, July 7, 2010As 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.

Séminaire à Marseille

Posted in Statistics, Travel with tags , , , , , , , , on April 16, 2010 by xi'an


Next week, on Tuesday, I am giving a(nother) seminar about computing Bayes factors in Marseille, at GREQAM. The Centre for Research in Quantitative Economics of Aix and Marseille is in a magnificent 17th-18th century almshouse built by Puget, l’Hospice de la Vieille Charité, located in a fascinating part of Marseille, le quartier du Panier.