**H**ere 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):

## Archive for slides

## delayed in Seattle

Posted in Books, R, Statistics, Travel, University life with tags American Statistical Association, Bayesian computation, delayed acceptance, Institute of Mathematical Statistics, ISBA, JSM 2015, MCMC algorithms, Monte Carlo Statistical Methods, Omiros Papaspiliopoulos, Seattle, slides on August 9, 2015 by xi'an## off to New York

Posted in Books, pictures, Statistics, Travel, University life with tags Andrew Gelman, Bayesian hypothesis testing, Columbia University, finite mixtures, New York city, Nice, Paris, slides, SMILE seminar 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?!

## reading classics (The End)

Posted in Books, Kids, Statistics, University life with tags advanced Monte Carlo methods, classics, efficient importance sampling, evidence, Hamiltonian Monte Carlo, Monte Carlo Statistical Methods, nested sampling, seminar, slides, Université Paris Dauphine on February 24, 2015 by xi'an**T**oday was the final session of our Reading Classics Seminar for the academic year 2014-2015. I have not reported on this seminar much so far because it has had starting problems, namely hardly any student present on the first classes and therefore several re-starts until we reached a small group of interested students. And this is truly *The End* for this enjoyable experiment as this is the final year for my TSI Master at Paris-Dauphine, as it will become integrated within the new MASH Master next year.

As a last presentation for the entire series, my student picked John Skilling’s Nested Sampling, not that it was in my list of “classics”, but he had worked on the paper in a summer project and was thus reasonably fluent with the topic. As he did a good enough job (!), here are his slides.

Some of the questions that came to me during the talk were on how to run nested sampling sequentially, both in the data and in the number of simulated points, and on incorporating more deterministic moves in order to remove some of the Monte Carlo variability. I was about to ask about (!) the Hamiltonian version of nested sampling but then he mentioned his last summer internship on this very topic! I also realised during that talk that the formula (for positive random variables)

does not require absolute continuity of the distribution F.

## a week in Oxford

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags airbnb, Bayesian statistics, EPSRC, mountain bike, PhD course, PhD students, slides, slideshare, stolen bike, The Bayesian Choice, University of Oxford, University of Warwick on January 26, 2015 by xi'an**I** spent [most of] the past week in Oxford in connection with our joint OxWaSP PhD program, which is supported by the EPSRC, and constitutes a joint Centre of Doctoral Training in statistical science focussing on data-intensive environments and large-scale models. The first cohort of a dozen PhD students had started their training last Fall with the first year spent in Oxford, before splitting between Oxford and Warwick to write their thesis. Courses are taught over a two week block, with a two day introduction to the theme (Bayesian Statistics in my case), followed by reading, meetings, daily research talks, mini-projects, and a final day in Warwick including presentations of the mini-projects and a concluding seminar. (involving Jonty Rougier and Robin Ryder, next Friday). This approach by bursts of training periods is quite ambitious in that it requires a lot from the students, both through the lectures and in personal investment, and reminds me somewhat of a similar approach at École Polytechnique where courses are given over fairly short periods. But it is also profitable for highly motivated and selected students in that total immersion into one topic and a large amount of collective work bring them up to speed with a reasonable basis and the option to write their thesis on that topic. Hopefully, I will see some of those students next year in Warwick working on some Bayesian analysis problem!

On a personal basis, I also enjoyed very much my time in Oxford, first for meeting with old friends, albeit too briefly, and second for cycling, as the owner of the great Airbnb place I rented kindly let me use her bike to go around, which allowed me to go around quite freely! Even on a train trip to Reading. As it was a road racing bike, it took me a trip or two to get used to it, especially on the first day when the roads were somewhat icy, but I enjoyed the lightness of it, relative to my lost mountain bike, to the point of considering switching to a road bike for my next bike… I had also some apprehensions with driving at night, which I avoid while in Paris, but got over them until the very last night when I had a very close brush with a car entering from a side road, which either had not seen me or thought I would let it pass. Gave me the opportunity of shouting Oï!

## reflections on the probability space induced by moment conditions with implications for Bayesian Inference [slides]

Posted in Books, Statistics, University life with tags ABC, Arnold Zellner, Christian Gouriéroux, conference, empirical likelihood, fiducial distribution, measure theory, method of moments, Paris, R.A. Fisher, slides, structural model, Université Paris Dauphine on December 4, 2014 by xi'an**H**ere are the slides of my incoming discussion of Ron Gallant’s paper, tomorrow.

## a weird beamer feature…

Posted in Books, Kids, Linux, R, Statistics, University life with tags Beamer, bootstrap, course, fragile environment, LaTeX, R, random number generation, rnorm(), slides, Statistics, Université Paris Dauphine, verbatim, \end{frame} on September 24, 2014 by xi'an**A**s I was preparing my slides for my third year undergraduate stat course, I got a weird error that got a search on the Web to unravel:

! Extra }, or forgotten \endgroup. \endframe ->\egroup \begingroup \def \@currenvir {frame} l.23 \end{frame} \begin{slide} ?

which was related with a fragile environment

\begin{frame}[fragile] \frametitle{simulation in practice} \begin{itemize} \item For a given distribution $F$, call the corresponding pseudo-random generator in an arbitrary computer language \begin{verbatim} > x=rnorm(10) > x [1] -0.021573 -1.134735 1.359812 -0.887579 [7] -0.749418 0.506298 0.835791 0.472144 \end{verbatim} \item use the sample as a statistician would \begin{verbatim} > mean(x) [1] 0.004892123 > var(x) [1] 0.8034657 \end{verbatim} to approximate quantities related with $F$ \end{itemize} \end{frame}\begin{frame}

but not directly the verbatim part: the reason for the bug was that the \end{frame} command did not have a line by itself! Which is one rare occurrence where the carriage return has an impact in LaTeX, as far as I know… (The same bug appears when there is an indentation at the beginning of the line. Weird!) [Another annoying feature is wordpress turning > into > in the sourcecode environment…]

## my life as a mixture [slides]

Posted in pictures, Statistics, Travel, University life with tags Austria, BAYSM 2014, church, mixtures, Neue Jesuitenkirche, slides, Universitätkirche, Vienna, Wien on September 18, 2014 by xi'an**H**ere are the slides of my talk today at the BAYSM’14 conference in Vienna. Mostly an overview of some of my papers on mixtures, with the most recent stuff…