Home Page for Yves F. Atchade

Postal Address: Department of Statistics, University of Michigan, 445D West Hall 1089 S. University Ann Arbor, MI, 48109 USA Telephone: 1-734-763-5238  Fax: 1-734-763-4676 E-mail: yvesa@umich.edu

I am an assistant professor  of Statistics working in the area of applied probability, statistical modeling and applications. The central theme of my research is Monte Carlo methods; particularly methodological and theoretical aspects of Adaptive Markov Chain Monte Carlo (MCMC).  The following review (pdf) gives a gentle introduction to adaptive MCMC. I'm also genuinely interested in statistical modeling (particularly form a Bayesian perspective). I have some applied ongoing projects in social science and biology.

Check out my latest technical reports:

1. A computational framework for empirical Bayes inference. (file in pdf).

2. Adaptive Markov Chain Monte Carlo: Theory and Methods. Joint with Gersende Fort, Eric Moulines and Pierre Priouret. (file in pdf).

3. A strong law of large numbers for martingale arrays. (file in pdf).

Curriculum vitae

Publications and preprints

Links and other writings