## MCqMC 2016 [#1]

Posted in Statistics, Travel, University life with tags , , , , , , , , on August 16, 2016 by xi'an

This week, I attend the MCqMC 2016 conference in Stanford, which is quite an exciting gathering of researchers involved in various aspects of Monte Carlo methods. As Art Owen put it in his welcoming talk, the whole Carlo family is there! (Not to mention how pleasant the Stanford Campus currently is, after the scorching heat we met the past week in Northern California inlands.) My talk is on folded Markov chains, which is a proposal Randal and I have been working on for quite a while, with Gareth joining us more recently. The basic idea was inspired from a discussion I had about a blog post, so long ago that I cannot even trace it! Namely, when defining an inside set A and an outside set, such that the outside set can be projected onto the inside set, one can fold both the target and the proposal, essentially looking at a collection of values for each step of the Markov chain. In other words, the problem can be reduced to A at essentially no cost and with the benefits of a compact support A and of a possibly uniformly ergodic Markov chain. We are still working on the paper, but the idea is both cool and straightforward, so we decided to talk about it at Nordstat 2016 and now MCqMC 2016.

## CRiSM workshop on estimating constants [slides]

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , on May 4, 2016 by xi'an

A short announcement that the slides of almost all talks at the CRiSM workshop on estimating constants last April 20-22 are now available. Enjoy (and dicuss)!

## seminar in Harvard

Posted in Statistics, Travel with tags , , , , , , , , , , on March 16, 2016 by xi'an

Next week, I will be in Harvard Monday and Tuesday, visiting friends in the Department of Statistics and giving a seminar. The slides for the talk will be quite similar to those of my talk in Bristol, a few weeks ago. Hopefully, there will not be too much overlap between both audiences! And hopefully I’ll manage to get to my conclusion before all hell breaks loose (which is why I strategically set my conclusion in the early slides!)

## off to Oxford

Posted in Kids, pictures, Travel, University life with tags , , , , , , , on January 31, 2016 by xi'an

I am off to Oxford this evening for teaching once again in the Bayesian module of the OxWaSP programme. Joint PhD programme between Oxford and Warwick, supported by the EPSRC. And with around a dozen new [excellent!] PhD students every year. Here are the slides of a longer course that I will use in the coming days:

And by popular request (!) here is the heading of my Beamer file:

\documentclass[xcolor=dvipsnames,professionalfonts]{beamer}
\usepackage{colordvi}
\usetheme{Montpellier}
\usecolortheme{beaver}
% Rather be using my own color
\definecolor{LightGrey}{rgb}{0.84,0.83,0.83}
\definecolor{LightYell}{rgb}{0.90,0.83,0.70}
\definecolor{StroYell}{rgb}{0.95,0.88,0.72}
\definecolor{myem}{rgb}{0.797,0.598,0.598}
\definecolor{lightred}{rgb}{0.75,0.033,0}
\setbeamercovered{transparent=20}
\setbeamercolor{structure}{fg=myem!120}


## delayed in Seattle

Posted in Books, R, Statistics, Travel, University life with tags , , , , , , , , , , on August 9, 2015 by xi'an

Here are the slides of my talk on delayed acceptance I present this afternoon at JSM 2015, in Seattle, in the Bayesian Computation I (2pm, room CC-4C1) and II (4pm, room CC-3A) sessions Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA):

## off to New York

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , on March 29, 2015 by xi'an

I am off to New York City for two days, giving a seminar at Columbia tomorrow and visiting Andrew Gelman there. My talk will be about testing as mixture estimation, with slides similar to the Nice ones below if slightly upgraded and augmented during the flight to JFK. Looking at the past seminar speakers, I noticed we were three speakers from Paris in the last fortnight, with Ismael Castillo and Paul Doukhan (in the Applied Probability seminar) preceding me. Is there a significant bias there?!

$\int_0^\infty(1-F(x))\text{d}x = \mathbb{E}_F[X]$