Yves F. Atchadé

I'm Associate Professor of Statistics at the University of Michigan Ann Arbor, Department of Statistics. My current research interests revolve around computational methods in statistics, with an emphasis on high-dimensional problems.
  • A central theme of my research are Monte Carlo methods. My current research explores the possibilities and limits of Markov Chain Monte Carlo methods in dealing with posterior or quasi-posterior distributions that arise from high-dimensional Bayesian (or quasi-Bayesian) inference in regression and graphical models. In optimization, my current research revolves around the use of stochastic methods in optimization, and whether (and how) this can help tackle large scale statistical problems.
  • I also have a growing interest in the use of remote sensing data to study social and environmental issues in Africa.

New Technical Reports

  • On the contraction properties of some high-dimensional quasi-posterior distributions. (File in pdf).
  • Scalable Computation of Regularized Precision Matrices via Stochastic Optimization. (File in pdf). Joint with Rahul Mazumder, and Jie Chen.
  • A Moreau-Yosida approximation for high-dimensional posterior and quasi-posterior distributions. (File in pdf).

Some relevant links

The Arxiv.org /  The Institute of Mathematical Statistics  /  The American Statistical Association  /  The International Society for Bayesian Analysis  /  The University of Michigan Musical Society  /  Access to Global Research in Agriculture (AGORA)  /  An interesting repository of datasets (www.datawrangling.com)  /  A key publisher of african literature (Les Editions Presence Africaine)  /