Here are the R codes of the second R lab organised by Serena Arima in supplement of my lectures (now completed!). This morning I covered ABC model choice and the following example is the benchmark used in the course (and in the paper) about the impact of summary statistics. (Warning! ... [Read more...]

Here are the R codes of the R labs organised by Serena Arima in supplement of my lectures. This is quite impressive and helpful to the students, as illustrated by the first example below (using the abc software). I am having a great time teaching this “ABC in Roma” course, ... [Read more...]

Today, I am going to Rome for a week, teaching my PhD course on ABC I first gave in Paris. The course takes place in La Sapienza Università di Roma, from Monday till Thursday. There will be an R lab in addition to the lectures. (I have no further item ... [Read more...]

A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) ... [Read more...]