Archive for Telecom Lille

accelerating MCMC

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , on April 11, 2018 by xi'an

As forecasted a rather long while ago (!), I wrote a short and incomplete survey on some approaches to accelerating MCMC. With the massive help of Victor Elvira (Lille), Nick Tawn (Warwick) and Changye Wu (Dauphine). Survey which current version just got arXived and which has now been accepted by WIREs Computational Statistics. The typology (and even the range of methods) adopted here is certainly mostly arbitrary, with suggestions for different divisions made by a very involved and helpful reviewer. While we achieved a quick conclusion to the review process, suggestions and comments are most welcome! Even if we cannot include every possible suggestion, just like those already made on X validated. (WIREs stands for Wiley Interdisciplinary Reviews and its dozen topics cover several fields, from computational stats to biology, to medicine, to engineering.)

congrats [x3]

Posted in Kids, pictures, University life with tags , , , , on July 7, 2016 by xi'an

This was a time for thrice celebrating here as, a few weeks ago, my daughter Rachel was admitted to her French medical school after successfully passing the deadly entrance exam, Ingmar Schuster defended his PhD, and Victor Elvira [currently visiting us in Dauphine] got a permanent academic position offer in Telecom-Lille. Congrats!!! [The posting was delayed until the position became official. In the French sense.]