Statisfaction

Back to blogging

Posted in General by Pierre Jacob on 9 July 2016
edwaert_collier_-_vanitas_-_still_life_with_books_and_manuscripts_and_a_skull_-_google_art_project

My new desk.

My last post dates back to May 2015… thanks to JB and Julyan for keeping the place busy! I’m not (quite) dead and intend to go back to posting stuff every now and then. And by the way, congrats to both for their new jobs!

Last July, I’ve also started a new job,  as an assistant professor in the Department of Statistics at Harvard University, after having spent two years in Oxford. At some point, I might post something on the cultural difference between the European English and American communities of statisticians.

In the coming weeks, I’ll tell you all about a new paper entitled Coupling of Particle Filters,  co-written with Fredrik Lindsten and Thomas B. Schön from Uppsala University in Sweden. We are excited about this coupling idea because it’s simple and yet brings massive gains in many important aspects of inference for state space models (including both parameter inference and smoothing). I’ll be talking about it at the World Congress in Probability and Statistics in Toronto next week and at JSM in Chicago, early in August.

I’ll also try to write about another exciting project, joint work with Christian Robert, Chris Holmes and Lawrence Murray, on modularization, cutting feedback, the infamous cut function of BUGS and all that funny stuff. I’ve talked about it in ISBA 2016, and intend to put the associated tech report on arXiv over the summer.

Stay tuned!

2 Responses

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  1. Back to blogging | A bunch of data said, on 10 July 2016 at 04:33

    […] Source link […]

  2. […] to one process can be modeled by unique correlation functions.’  In effect, the authors cut their model such that the identification of clusters is not informed by the nature of any inferred […]


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