Just received the good news that our paper Faster Hamiltonian Monte Carlo by Learning Leapfrog Scale by Wu Changye (吴昌烨), Pierre Pudlo, Julien Stoehr and myself, got accepted in Statistics & Computing! This is great in its own, but further concludes a story that started with Changye’s PhD thesis at Paris Dauphine in 2018, with a revision request from Statistics & Computing that stalled with Changye’s departing for industry in Shanghai and eventually resumed thanks to Julien’s massive investment in coding and improving the learning mechanism. It may also conclude my story with Statistics & Computing, where I am supposed to be the historically most prolific author (?), given the move by Springer to a cash-flow model on 01 January, 2027…
Archive for Università Ca’ Foscari Venezia
faster HMC by learning
Posted in Books, Kids, Statistics, University life with tags algorithm, conformal Hamiltonian dynamics, eHMC, Hamiltonian Monte Carlo, HMC, leapfrog integrator, mirror descent, No-U-Turn sampler, NUTS, PhD thesis, population Monte Carlo, publication fees, revision, Scholarly Open Access, Shanghai, Springer Nature, Statistics & Computing, tempering, Università Ca' Foscari Venezia on September 23, 2026 by xi'anVenice time series workshop
Posted in pictures, Statistics, Travel, University life with tags asymptotics, Ca' Foscari University, distribution-free inference, econometrics, ERC, instrumental variables, Italia, stationarity, time series, unit roots, Università Ca' Foscari Venezia, Venice, workshop on May 25, 2026 by xi'an![During my last visit to Ca' Foscari, it coïncided with a time series workshop organised by Christian Brownlees and Katerina Petrova. Hosted in the splendid conference room of the historical building. It had been a while since I attended an econometrics workshop and this proved an interesting refresher! Including the perplexing [imho] focus of some talks on issues I would not deem of importance. For instance, considering models with sample size dependent parameters. Or resorting to instrumental variables. But also mathematical techniques for establishing convergence or uniform results.](https://i0.wp.com/xianblog.fr/wp-content/uploads/2026/04/2026-04-22_18-03-20_797-e1776873936441.jpg?resize=450%2C576&ssl=1)
room with [what] a view [jatp]
Posted in pictures, Travel, University life with tags architecture, Canal Grande, conference room, historical building, Italia, jatp, Università Ca' Foscari Venezia, Venezia, view, visiting position, workshop on May 7, 2026 by xi'an
settimana scorsa a Venezia
Posted in pictures, Running, Travel, University life with tags airport, Cannaregio Canal, chemical complex, dawn, Italia, laguna, Marco Polo, Mestre, moonset, plane trip, Porto Marghera, Punta della Liberta, Serinissima, sunrise, supermoon, Università Ca' Foscari Venezia, Venezia, Venice, visiting position on April 21, 2026 by xi'an
Serinissime calar del solen [jatp]
Posted in Mountains, pictures, Running, Travel, University life with tags Cannaregio Canal, Fondamenta di San Girolamo, Italia, jatp, laguna, Mestre, Punta de la Liberta, San Girolamo, Serinissima, sunset, Università Ca' Foscari Venezia, vaporetto, Venezia, Venice, visiting position on April 14, 2026 by xi'an