Stanford statistics seminar, October 2018

slides

Joint with Hal Varian (Google)

- Monte Carlo, what, why and how
- Random vectors
- Variance reduction
- Importance sampling
- Introduction to MCMC

Conference for Charlie Geyer, April 2018, University of Minnesota, Minneapolis

slides

SAMSI workshop, December 2017, Duke University

slides

(The bonus material on thinning to improve statistical efficiency of MCMC was not presented here. It was shown at the Geyer conference; slides above.)

Monte Carlo Methods 2017, Montreal, July 2017

slides

11th Conference on Bayesian Nonparametrics, BNP 11, Paris, June 2017

slides

Statistical Perspectives on Uncertainty Quantification, GA Tech, May 2017

slides

University of Chicago, UC Davis, Stanford, 2017

slides

Grid Science 2017, Santa Fe NM, January 2017

slides

International Society for Non-parametric Statistics

ISNPS 3, Avignon France, June 2016

slides

I missed this meeting due to an Air France strike. These are the slides I would have given, with annotations for some things I would have said aloud.

Lausanne Switzerland, April 2016

slides

Lenzerheide Switzerland, January 2016

slides

With J. Wang

Bi-cross-validation slides

With K. Gao

Variance of estimated variance components slides

Keynote on sampling: slides

Canadian Journal of Statistics award 2014: talk| en Français

Talk in honour of David Sprott

A tutorial from MCQMC 2014 in Leuven

With A. Chen and M. Shi

JSM slides | U. Michigan slides

MASCOT-NUM Talk I| MASCOT-NUM Talk II

Stanford dept talk | Notation crib sheet

First part based on work with S. Emerson

The rest is unpublished notes on EL for regression

ICSA slides

With D. Eckles and S. Emerson

plenary

First 21 slides cover unpublished random projection work with S. Emerson on testing means when d >> n

The rest is crossed effects bootstrap with D. Eckles

tutorial

covering basic Monte Carlo

Based on work with S. Chen, J. Dick, M. Matsumoto, T. Nishimura

IMS Asia Pacific Rim version| MCQMC version

Based on a problem arising in the S. Kim dev bio lab

Wharton slides

With J. Dyer

NIPS slides

With D. Eckles

Google Stat Foo| Iowa State U. Snedecor Lecture

Based on Y. Xu's dissertation, and J. Dyer

ASA SF Chapter

With P. Perry

JSM version

U FL winter workshop

slides

With Kim lab and P. Perry

NIA slides

Snowbird slides

MCQMC 2004

With R. Liu

MCQMC 2004

With L. Lazzeroni

slides

With A. Villeneuve Lab and S. Kim Lab

Bay area worm meeting| World worm meeting| Synmuv phenotypes| Actual C elegans in action

With T. Jiang

slides

With F. Hickernell and C. Lemieux

slides

slides