** T**his 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.

## Archive for slideshare

## MCqMC 2016 [#1]

Posted in Statistics, Travel, University life with tags folded Markov chain, Gareth Roberts, MCqMC 2016, Monte Carlo Statistical Methods, Nordstat 2016, Randal Douc, simulation, slides, slideshare on August 16, 2016 by xi'an## seminar in Harvard

Posted in Statistics, Travel with tags Bayes factors, Bayesian hypothesis testing, Cambridge, Harvard University, Massachusset, Objective Bayesian hypothesis testing, seminar, slides, slideshare, testing as mixture estimation, University of Bristol on March 16, 2016 by xi'an**N**ext 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!)

## seminar im München, am Max-Planck-Institut für Astrophysik

Posted in Statistics, Travel, University life with tags ABC, ABC model choice, Bayesian model choice, Germany, John Skilling, Max Planck Institute, München, Oxford, random forests, seminar, slideshare, The Bayesian Choice, Think Bayes on October 15, 2015 by xi'an**O**n Friday, I give a talk in München on ABC model choice. At the Max-Planck Institute for Astrophysics. As coincidence go, I happen to talk the week after John Skilling gave a seminar there. On Bayesian tomography, not on nested sampling. And the conference organisers put the cover of the book *Think Bayes: Bayesian Statistics Made Simple*, written by Allen Downey, a book I reviewed yesterday night for CHANCE (soon to appear on the ‘Og!) [not that I understand the connection with the Max-Planck Institute or with my talk!, warum nicht?!] The slides are the same as in Oxford for SPA 2015:

## 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!

## seminars at CMU and University of Toronto

Posted in Statistics, Travel, University life with tags ABC model choice, Asian beetle, Canada, Carnegie Mellon University, CMU, DIYABC, Ontario, Pennsylvania, Pennsylvn, seminar, slides, slideshare, University of Toronto on October 29, 2013 by xi'an**H**ere are the slides for my seminar talks at Carnegie Mellon University (Pittsburgh) and the University of Toronto, tomorrow and the day after, respectively:

## from Jakob Bernoulli to Hong Kong

Posted in Books, Statistics, Travel, University life with tags 2013 WSC, ABC, ars conjectandi, Bayesian Analysis, Bernoulli factory, Hong Kong, ISI, Jacob Bernoulli, Krzysztof Burdzy, MCMC, Russian roulette, simulation, slideshare, The Search for Certainty on August 24, 2013 by xi'an**H**ere are my slides (or at least the current version thereof) for my talk in Hong Kong at the 2013 (59th ISI) World Statistical Congress. *(I stopped embedding my slideshare links in the posts as they freeze my broswer. I wonder if anyone else experiences the same behaviour.)*

**T**his talk will feature in the **History I: Jacob Bernoulli’s “Ars Conjectandi” and the emergence of probability** invited paper session organised by Adam Jakubowski. While my own research connection with Bernoulli is at most tenuous, besides using the Law of Large Numbers and Bernoulli rv’s…, I [of course!] borrowed from earlier slides on our vanilla Rao-Blackwellisation paper (if only because of the Bernoulli factory connection!) and ask Mark Girolami for his Warwick slides on the Russian roulette (another Bernoulli factory connection!), before recycling my Budapest slides on ABC. The other talks in the session are by Edith Dudley Sylla on Ars Conjectandi and by Krzys Burdzy on his book The Search for Certainty. Book that I critically reviewed in Bayesian Analysis. This will be the first time I meet Krzys in person and I am looking forward to the opportunity!

## slides for my simulation course

Posted in Books, Kids, R, Statistics, University life with tags ENSAE, Introduction to Monte Carlo Methods with R, MCMC, Monte Carlo Statistical Methods, R, simulation, slides, slideshare, Université Paris Dauphine on October 18, 2012 by xi'an**S**imilar to last year, I am giving a series of lectures on simulation jointly as a Master course in Paris-Dauphine and as a 3rd year course in ENSAE. The course borrows from both the books *Monte Carlo Statistical Methods* and from *Introduction to Monte Carlo Methods with R*, with George Casella. Here are the three series of slides I will use throughout the course this year, mostly for the benefit of the students:

*(the last series is much improved when compared with an earlier version, thanks to Olivier Cappé!)*