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 Statistical Methods and from Introduction to Monte Carlo Methods with R, with George ... [Read more...]

Thursday, June 28th, 2012  19h. [Read more...]

For the past few meetings of the Greater Boston useR Group, we have been opened with an introductory “useR Vignette” talk on a topic which may be helpful for new R users. This week, I presented an overview of accessing databases from R. Several people have tweeted and blogged nice ... [Read more...]

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Tomorrow I am headed out of town for a few weeks, so posting will be lighter than the usual lightness. My first stop is Chicago, and tomorrow night I will be speaking about my R package for the infochimps API at the Chicago R Users Group. If you are in ... [Read more...]

The class started yesterday with a small but focussed and responsive audience! Given the background of the students, and in particular their clear proficiency in R!, I switched between the original slides of Introducing Monte Carlo Methods with R and those of my Monte Carlo Statistical Methods: course, updated by ... [Read more...]

I was in useR! last week, it was great to catch up with friends, see what people are doing with R, tell people what I am doing with R, etc ... the conference was great This year I presented with Dirk in Laurel and Hardy mode and I've uploaded our ... [Read more...]

I presented Rcpp at the Rmetrics conference earlier today, this was a really good opportunity to look back at all the work Dirk and I have been commiting into Rcpp. I've uploaded my slides here (pdf) and on slideshare : Rcpp: Seemless R and C++V... [Read more...]

This is the talk I am giving at the workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick, on May 30-June 1. Careful readers will notice there is not much difference with my previous talk on the topic, as I only ... [Read more...]

A few months ago, Latuszyński, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) estimating f(... [Read more...]

Here are the slides for the Savage-Dickey paradox paper that I gave in San Antonio this morning: (Any suspected coincidence of the first part with earlier talks is for real!) I have tried to spell out as clearly as possible in the second part the issues of version choices that ... [Read more...]

Yesterday, I gave my short (3 hours) introduction to computational Bayesian statistics to a group of 25-30 highly motivated students. I managed to cover “only” the first three chapters, as I included some material on Bayes factor approximation and only barely reached Metropolis-Hastings. Here are the slides, modified from the original ... [Read more...]