Our newly created Chaire “Economie et gestion des nouvelles données” in Paris-Dauphine, ENS Ulm, École Polytechnique and ENSAE is recruiting a data scientist starting as early as May 1, the call remaining open till the position is filled. The location is in one of the above labs in Paris, the duration for at least one […]
![fine-sliced Poisson [a.k.a. sashimi]](http://xianblog.files.wordpress.com/2014/03/slisson2.jpg?w=450&h=450)
As my student Kévin Guimard had not mailed me his own Poisson slice sampler of a Poisson distribution, I could not tell why the code was not working! My earlier post prompted him to do so and a somewhat optimised version is given below: As you can easily check by running the code, it does […]
One of my students complained that his slice sampler of a Poisson distribution was not working when following the instructions in Monte Carlo Statistical Methods (Exercise 8.5). This puzzled me during my early morning run and I checked on my way back, even before attacking the fresh baguette I had brought from the bakery… The […]
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 Casella. Here are the three [...]
