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550 billion particles
“Space,” it says, “is big. Really big. You just won’t believe how vastly, hugely, mindbogglingly big it is. I mean, you may think it’s a long way down the road to the chemist’s, but that’s just peanuts...
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MCMC at ICMS (1)
So this is the second meeting on computational statistics in a row for me and several other participants! Now in Edinburgh, in the terrific location of the ICMS, near the University of Edinburgh. The...
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MCMC at ICMS (2)
The second day of our workshop on computational statistics at the ICMS started with a terrific talk by Xiao-Li Meng. Although this talk related with his Inception talk in Paris last summer, and of the...
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ABC+EL=no D(ata)
It took us a loooong while [for various and uninteresting reasons] but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s...
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\STATE [algorithmic package]
I fought with my LαTεX compiler this morning as it did not want to deal with my code: looking on forums for incompatibilities between beamer and algorithmic, and adding all kinds of packages, to no...
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simulation, a ubiquitous tool
After struggling for quite a while on that AMSI public lecture talk, and dreading its loss with the problematic Macbook, I managed to complete a first draft last night in Adelaide, downloading [at high...
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simulating Nature
This book, Simulating Nature: A Philosophical Study of Computer-Simulation Uncertainties and Their Role in Climate Science and Policy Advice, by Arthur C. Petersen, was sent to me twice by the...
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AMSI-SSAI Lectures #4-5
Yesterday night I gave my AMSI-SSAI public lecture on simulation at the University of Melbourne. Following a seminar in the early afternoon on ABC (essentially the same as in Adelaide and UWS, although...
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AMSI Lectures #8-10
This is the last series of lectures for my AMSI Lecture tour: in Brisbane, I gave the Rao-Blackwellisation talk this afternoon at the University of Queensland and will give tomorrow both the public...
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nach Berlin [bankrott!]
I have started to make preparations for the Winter Simulation Conference (WSC) in Berlin next December, like booking a (cheap) plane, finding a (cheap) flat thru Airbnb, and registering for the...
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Gaia
Today, I attended a meeting at the Paris observatory about the incoming launch of the Gaia satellite and the associated data (mega-)challenges. To borrow from the webpage, “To create the largest and...
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ISBA towards higher computing goals [yet another new section!!!]
Surrounding the great and exciting gathering of Bayesian statisticians in Kyoto last June, several ISBA sections have appeared in the past weeks, as already mentioned on the ‘Og. Along with Anto Mira...
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slides for my simulation course
Similar 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...
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R midterms
Here are my R midterm exams, version A and version B in English (as students are sitting next to one another in the computer rooms), on simulation methods for my undergrad exploratory statistics...
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ICERM, Brown, Providence, RI (#2)
Just another perfect day in Providence! After a brisk run in the eearly morning which took me through Brown campus, I attended the lecture by Sean Meyn on feedback particle filters. As it was mostly on...
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ICERM, Brown, Providence, RI (#3)
Just yet another perfect day in Providence! Especially when I thought it was going to be a half-day: After a longer and slightly warmer run in the early morning around the peninsula, I attended the...
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Reuven Rubinstein (1938-2012)
I just learned last night that Professor Reuven Rubinstein passed away. While I was not a close collaborator of him, I met Reuven Rubinstein a few times at conferences and during a short visit to...
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Special Issue of ACM TOMACS on Monte Carlo Methods in Statistics
As posted here a long, long while ago, following a suggestion from the editor (and North America Cycling Champion!) Pierre Lécuyer (Université de Montréal), Arnaud Doucet (University of Oxford) and...
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WSC 2012, Berlin
For once, while being away at a conference (WSC 2012), I will not be reporting on every day and session, for the simple reason I attended very few sessions and have therefore little to report! Last...
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Reading classics (#4)
This week, my student Dona Skanji gave a presentation of the paper of Hastings “Monte Carlo sampling methods using Markov chains and their applications“, which set the rules for running MCMC...
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