personal photo

Yves Atchade

Associate Professor of Statistics


272 West Hall
Department of Statistics
University of Michigan
1085 South University
Ann Arbor, MI 48109-1107

Phone: (734)-763-5238
Fax:(734)-763-4676
E-Mail: yvesa@umich.edu
Website: http://www.stat.lsa.umich.edu/~yvesa/


Research Interests

Computational statistics, Monte Carlo methodology. Limit Theorems for Markov Chains and adaptive Markov chains. Scientific applications: causal inference, bioinformatics.

Courses Taught

Statistics 425, Introduction to Probability

Education

Ph.D., 2003 (statistics); MS, 2001 (statistics), Department of mathematics and statistics, University of Montreal. Advisor: Francois Perron.
Engineer degree in statistics and quantitative economics (1998), ENSEA Côte d'Ivoire.

Selected Publications

Y. F. Atchade (2006). An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. Methodol. and Comput. in Applied Probab. 8: 235-254

Y. F. Atchade and J. S. Liu (2006) Discussion of the \Equi-Energy sampler". Annals of Statistics 34, No. 4

Y. F. Atchade and F. Perron (2006). Geometric Ergodicity of the Metropolis-Hastings Algorithm. Statistics (to appear)

Y. F. Atchade and J. S. Rosenthal (2005). On Adaptive Markov Chain Monte Carlo Algorithms. Bernoulli 11, 815-828

Y. F. Atchade and F. Perron (2005). Improving on the Independent Metropolis-Hastings Algorithm. Statistica Sinica 15, 3-18

Awards

NSERC (Natural Sciences and Engineering Research Council of Canada) Postdoctoral Fellowship at Harvard University
2003 Carl Herz Prize (best finishing PhD student in Quebec's universities)
2002-2004: NSERC and FQRNT Scholarships at University of Montreal

Back to Faculty List