bentornato a Venezia!

short course on MCMC at CiRM [slides]

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]…

free Fall

Summer is off, Fall is back, as now the open air swimming pool has closed, the park opens too late for my schedule, shorts have all but disappeared from the streets and classrooms, the last raspberries have dried out, green tomatoes in my garden are unlikely to get any redder, the ant traps are no longer needed, the watering hose has been stored inside along the umbrella, and eating outdoors becomes a challenge, but the return from the traditional August vacation break has seen an explosion in the number of cyclists on my way to Dauphine, meaning I end up on most trips biking with (or against) other [100% nuke free] cyclists, with an improved trip duration (if not safer trips!). And no connection with the free fall tee!

ABC in Les Diablerets

Since I could not download the slides of my ABC course in Les Diablerets in one go, I broke them by chapters as follows. (Warning: there is very little novelty in those slides, except for the final part on consistency.)

Although I did not do it on purpose (!), starting with indirect inference and other methods inspired from econometrics induced some discussion in the first hour of the course with econometricians in the room. Including Elvezio Ronchetti.

I also regretted piling too much material in the alphabet soup, as it was too widespread for a new audience. And as I could not keep the coherence of the earlier parts by going thru so many papers at once. Especially since I was a bit knackered after a day of skiing….

I managed to get to the final convergence chapter on the last day, even though I had to skip some of the earlier material. Which should be reorganised anyway as the parts between model choice with random forests and inference with random forests are not fully connected!

whiteout in Les Diablerets [jatp]