Statisfaction

Course of computational statistics

Posted in Statistics by Julyan Arbel on 12 November 2010

This is an advert: Christian P. Robert will give a course at ENSAE on Computational statistics from next week until the begining of January. He will cover the content of his new book with George Casella, Introducing Monte Carlo methods with R. I will give three lab sessions, mainly on Monte Carlo integration, Metropolis-Hastings algorithms and Gibbs samplers. Do not hesitate to contact me if you wish to intend the class.

Updates with Pierre and Xian’s comments:

The slides are on slideshare:

There is a R package associated to the book, called MCSM:
http://cran.r-project.org/web/packages/mcsm/index.html

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7 Responses

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  1. Arthur said, on 13 November 2010 at 02:13

    Hi Julyan,
    I’d love to, but I won’t be in France… will there be slides, R code on your blog, etc ?

    • Julyan said, on 13 November 2010 at 17:31

      Hi Arthur,
      we won’t make the slides available online since they are George Casella’s ones. Exercises can be found at the end of each chapter in the textbook. I’ll will see if I post some R code at some point!

  2. xi'an said, on 13 November 2010 at 18:19

    Hi Julyan, actually George let me put the slides on slideshare so here they are:
    http://www.slideshare.net/xianblog/introducing-monte-carlo-methods-with-r

  3. nicolas said, on 15 November 2010 at 12:05

    Hi, is the course open to anyone ? cheers Nicolas

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