## master project?

Posted in Books, Kids, Statistics, University life with tags , , , , , , , on July 25, 2022 by xi'an

A potential master project for my students next year inspired by an X validated question: given a Gaussian mixture density

$f(x)\propto\sum_{i=1}^m \omega_i \sigma^{-1}\,\exp\{-(x-\mu_i)^2/2\sigma^2\}$

with m known, the weights summing up to one, and the (prior) information that all means are within (-C,C), derive the parameters of this mixture from a sufficiently large number of evaluations of f. Pay attention to the numerical issues associated with the resolution.  In a second stage, envision this problem from an exponential spline fitting perspective and optimise the approach if feasible.

## Bayesian Core: a Madrilean poster

Posted in Statistics, Travel, University life with tags , , , , , , , , , on October 26, 2009 by xi'an

The Departamento de Matemáticas de la UAM has had a really nice poster made for my course! Further details are

Días: 28 y 30 de octubre de 2009
Horario: de 10 a 13 h.
Lugar: Facultad de Ciencias, módulo 16, aula 420

## Bayesian Core: a Madrilean introduction

Posted in Statistics, Travel, University life with tags , , , , , , , , , on October 25, 2009 by xi'an

Next week, I will give a short introduction to Bayesian Analysis through the first chapters of Bayesian Core at the Universidad Autonoma de Madrid (UAM). As already posted, the slides are available on Slideshare. The course will take place on Wednesday (October 28) and Friday (October 30) morning from 10am till 1pm in the Departamento de Matemáticas de la UAM, and will be in English (since my Spanish is at the survival level!). This course is given in connection with the double Master degree between UAM and Dauphine we started last year.(I presume anyone interested in attending the course may contact the Departamento de Matemáticas de la UAM for more details.)