Christian Robert

bayesian statistics abc algorithm mcmc methods abc mcmc simulation bayesian model choice summary statistics bayes factor monte carlo statistical methods statistics bayesian inference foundations sufficiency empirical likelihood model choice mixture models gibbs sampling r bayesian random forests importance sampling metropolis hastings algorithm approximate bayesian inference prior selection particles evidence mixtures model bayesian consistency improper priors intractable likelihood population genetics bridge sampling sampling likelihood-free methods misspecified models wasserstein distance hamiltonian monte carlo rao-blackwellisation bayesian statisics testing statistical hypotheses bayesian tests bootstrap nested choice cirm generative model speed of convergence consistency markov chains estimation noninformative priors bayesian nonparametrics big data reversibility empirical bayes methods unbiasedness adaptivity read paper label switching frequentist statistics harmonic mean warwick inference course selection dirichlet process mixture machine learning random generation normalising constant ergodicity delayed acceptance jeffreys prior acceleration of mcmc algorithms objective bayes modelliing snps smc rss slice sampling accept-reject algorithms sufficiency principle hierarchical models bernoulli factory julian besag parallelisation royal statistical society san antonio discussion k-means conjugate priors decision theory monte carlo methods nested sampling oxford monte carlo core sequential monte carlo reverse logistic regression normalising flows vae stan pdmp bouncy particle sampler abc consistency curse of dimension concentration abc-mcmc short course econometrics luc devroye university of warwick ratio of uniforms numerical integration bayesian analysis approximate likelihood gaussian process jeffreys-lindley paradox hpd region asymptotic normality score function information posterior error rate 1000 genome project dauphine parametric models exponential families jeffreys' prior andrew gelman examples kingman's coalescent effective dimension round table dic harold jeffreys loss functions prior determination université paris-dauphine p-values testing of hypotheses mathematical statistics simple null hypothesis conditionality principle foundations of statistics statistical inference marginal density maximum likelihood prediction error clustering art owen integration latent gaussian models maximum entropy hammersley-clifford theorem likelihood complexiity time series reversible jump nonparametrics amis frequentist prior theory bayes jeffreys importance linear regression statistical computing lecture bayesian computational methods untractable likelihood approximate bayesian computati limiting distribution tolerance bayesian computation distributed inference differential privacy bayesian regression privacy mrc biostatistics unit medical research council university of cambridge dirichlet process priors chib's formula marginalisation non-reversible algorithms stochastic approximation brownian motion restore algorithm regeneration diffusions chib's approximation university of padova cdt wgans gans bsl chib's estimator number of components scoring rule location-scale model manifold insufficient statistic neural networks partition function noise contrastive estimation gan autoencoders joint distribution compatibility markov processes non-reversibility marseille joint statistical meeting history of sciences ronald fisher annals of eugenics j.b.s. haldane karl pearson francis galton jsm 2020 eugenics history of statistics korean statistical society large dimension odes utility likelihood free methods optimal design asa denver iol jsm 2019 cisea 2019 moment constraints statistical models poster susceptible-infected-recovered model nuts no-u-turn sampler leapfrog integrator bayesian computational statistics hmc computational statistics empirical cdf hilbert curve singapore nus jsm 2018 vancouver partly deterministic markov process bernstein-von-mises theorem wales gregynog hall workshop statistical learning pkpd mahalanobis conference better together poisson process continuous time process uniform ergodicity imis isaac newton institute scalable inference harvard university dutch book modelling subjectivity jrss relativity philosophy masdoc master indirect inference identifiability method of moments banff non-parametrics rkhs birs one model one forest posterior normality markov random field abc-pmc probability transform fundamental theorem of simulation readng group ucl london asymptotic variance black box method transition kernel mcmc algorithms origamcmc noisy monte carlo reading pseudo-marginal lancaster kd-tree knn method discretisation infinite dimension convergence paradigm shift testing probabilistic numerics lindley-jeffreys paradox posterior probability mala random walk langevin algorithm reference-priors ultimixt cran invariance spatial statistics gams point processes all of statistics variance reduction nips 2015 scalability complex likelihood function seattle jsm 2015 subsampling stopping rule riemann integration order statistics non-informative prior socks conjudate priors posterior mean fiducial statistics structural model em algorithm optimisation gradient function missing data models mle likelihood cdf glivenko-cantelli perfect sampling same algorithm tempering pygmies admixture buffon's needle exam lda philogenies complex models information loss aic deviance log-score travelling salesman simulated annealing uniform generator sudokus randomness integrated likelihood infinite series buffon russian roulette jakob bernoulli pmcmc bruno de finetti pierre simon laplace dennis lindley thomas bayes isba kullback-leibler divergence roma garch fisher information detailed balance tree pruning u-turn ensae estimating equations annals of statistics shrinkage estimators integration by part normal mean estimation likelihood ratio statistical mathematics neyman-pearson theory composite null hypothesis type ii error critical region type i error r exam ks.test likelihood principle khajuraho george casella gainesville varanasi paris-dauphine efron classics ridge l1 peralty ridge regression least squares model selection journal of the royal statistical society c applied statistics hartigan algorithms optimization bayesian estimation normal model minimaxity gpus gibbs random fields conference independent metropolis hastings algorithm population monte carlo mark girolami hamiltonian royal statistical socie variance dark matter flat universe zero probability sets savage-dickey ratio measure theory jim berger bayesian core texas utsa introducing monte carlo method with r fruirth-schnatter geweke chibs method potts model classification image analysis scotland stationarity metropolis-hastings algorithm society royal statistical iii yes savagedickey eindhoven ratio software decision tests priors conjugate factor mean harmonic implementation analysis data jump reversible entropy maximum maxent obayes 09 probability objective rjmcmc bridge harold defensive normal metropolis-hastings models generalised