Latest News

  • A New Academic Year, New Faces at CREST September 15, 2025
  • L’IA générative est-elle un gain pour la recherche ? September 12, 2025
  • Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting September 12, 2025
  • Do Billionaires Pay Taxes? September 12, 2025
  • Summer School on Environmental Data Collection and Analysis for the Social Sciences September 12, 2025
  • Quand l’identité du codon n’altère pas la structure secondaire des protéines September 11, 2025
  • Anna Korba receives an ERC Starting Grant for her project OptInfinite September 4, 2025
  • Quand l’histoire économique éclaire les accord commerciaux September 2, 2025

Upcoming Events & Seminars

  1. Ashley MEARS (University of Amsterdam) – “Learning to Like the Likes and the Hate: The Labor of Internet Fame in the New Attention Economy”

    September 18 @ 12:00 pm - 1:30 pm
  2. Workshop Chaire Assurabilité des Risques Émergents

    September 23 @ 9:00 am - 6:00 pm
  3. Matt GORDON (PSE) – “Dumps”

    September 23 @ 12:15 pm - 1:30 pm
  4. Pawel DOLIGALSKI (Bristol UK) – “Optimal Redistribution via Income Taxation and Market Design (with P. Dworczak, M. Akbarpour and S. D. Kominers)”

    September 24 @ 12:15 pm - 1:30 pm

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Financial Aid is available for all students enrolled in classes. Click here for financial aid information.

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Publications


Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets


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CREST Working Papers Series No. 2017-40

by Florian Maire, Nial Friel and Pierre Alquier

Working Papers

Concentration of tempered posteriors and of their variational approximations


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CREST Working Papers Series No. 2017-39

by Pierre Alquier and James Ridgway

Working Papers

Simultaneous Dimension Reduction and Clustering via the NMF-EM Algorithm


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CREST Working Papers Series No. 2017-38

by Léna Carel and Pierre Alquier

Working Papers

Improving approximate Bayesian computation via quasi Monte Carlo


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CREST Working Papers Series No. 2017-37

by Alexander Buchholz and Nicolas Chopin

Working Papers

Negative association, ordering and convergence of resampling methods


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CREST Working Papers Series No. 2017-36

by Mathieu Gerber, Nicolas Chopin and Nick Whiteley

Working Papers

Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes


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CREST Working Papers Series No. 2017-35

by Nicolas Chopin and Mathieu Gerber

Working Papers

Modelling dependency completion in sentence comprehension as a Bayesian hierarchical mixture process: A case study involving Chinese relative clauses


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CREST Working Papers Series No. 2017-34

by Shravan Vasishth, Nicolas Chopin, Robin Ryder and Bruno Nicenboim

Working Papers

Bayesian Hierarchical Finite Mixture Models of Reading Times: A Case Study


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CREST Working Papers Series No. 2017-33

by Shravan Vasishth, Bruno Nicenboim, Nicolas Chopin and Robin Ryder

Working Papers

Robust machine learning by median-of-means : theory and practice


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CREST Working Papers Series No. 2017-32

by Guillaume Lecué and Mathieu Lerasle

Working Papers

An IHT algorithm for sparse recovery from subexponential measurements


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CREST Working Papers Series No. 2017-31

by Simon Foucart and Guillaume Lecué

Working Papers

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