Course of computational statistics
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: