Follow-up on my previous post on covid deaths in France

In my previous post, I compared two sources of data regarding death counts (one from SPF, Santé Publique France, for covid deaths in hospitals; one from INSEE, for all-cause deaths), in order to get a better idea of the actual death toll of covid-19 in France. In this post, I would like to do theContinue reading “Follow-up on my previous post on covid deaths in France”

A quick, preliminary study of COVID death under-reporting in France

I guess I am not the only data scientist who cannot help checking frantically how COVID data evolve daily, looking at this dashboard, or this nice visualisation. However, case counts per country are not very reliable, given that countries have very different policies regarding testing and so on; see e.g. Nate Silver’s opinion on caseContinue reading “A quick, preliminary study of COVID death under-reporting in France”


I have released a few months ago a Python package for particle filtering, called particles; you can find it on Github here. You may want to have a look first at the documentation, in particular the tutorials here. This package has been developed to support our (with Omiros Papaspiliopoulos) forthcoming book called (tentatively): an introductionContinue reading “particles”

Gaussian variates truncated to a finite interval

Alan Rogers, an anthropologist at University of Utah, got in touch with me about my paper on the simulation of truncated Gaussian distributions (journal version, arxiv version). The method I proposed in this paper works for either a finite interval [a,b], or a semi-finite one [a,+inf[, but my C code implements only the latter, andContinue reading “Gaussian variates truncated to a finite interval”

post-doc positions at ENSAE

Hi, interested in doing a post-doc with me on anything related to Bayesian Computation? Please let me know, as there is currently a call for post-doc grants at the ENSAE, see below. Nicolas Chopin The Labex ECODEC is a research consortium in Economics and Decision Sciences common to three leading French higher education institutions basedContinue reading “post-doc positions at ENSAE”

Leave the Pima indians alone: the R package

Hi there, while everyone was away in July, James Ridgway and I posted our “leave (the) pima paper alone” paper on arxiv, in which we discuss to which extent probit/logit regression and not too big datasets (such as the now famous Pima Indians dataset) constitute a relevant benchmark for Bayesian computation. The actual title ofContinue reading “Leave the Pima indians alone: the R package”

Unfortunate typos in read paper

Mathieu and I have just realised that the version of our SQMC paper made available on the RSS web site contains several unfortunate typos. In particular, the symbol for “small o” has been replaced by a “big O” by editors. For instance, Theorem 9 should state the QMC beats standard SMC; i.e. the MSE (meanContinue reading “Unfortunate typos in read paper”