Christian P. Robert | |
---|---|
Born | September 9, 1961 |
Nationality | French |
Alma mater | ENSAE Université de Rouen |
Scientific career | |
Fields | Statistics |
Institutions | Université Paris-Dauphine University of Warwick |
Thesis | Résultats nouveaux sur les estimateurs à rétrécisseurs scalaires et matriciels (1987) |
Doctoral advisor | Jean-Pierre Raoult |
Doctoral students | Judith Rousseau |
Website | www xianblog |
Christian P. Robert is a French statistician, specializing in Bayesian statistics and Monte Carlo methods.
Christian Robert studied at ENSAE then defended his PhD in 1987 at Université de Rouen. [1] He held temporary positions at Purdue and Cornell before being an associate professor at Université Paris 6, and then Professor at Université de Rouen. He was also Professor of Statistics at École Polytechnique and director of Center for Research in Economics and Statistics. [2] As of 2021, he is Professor at CEREMADE, Université Paris-Dauphine and a part-time member of the Department of Statistics, University of Warwick.
Christian Robert is the author of several textbooks on Bayesian inference and Monte Carlo methods, including:
Robert served as the editor in chief of the Journal of the Royal Statistical Society, Series B, from 2006 to 2009. He was president of the International Society for Bayesian Analysis in 2008. In 2016 he was joint program chair of the AIStats conference. [3]
In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's equilibrium distribution matches the target distribution. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution.
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