Articles by xi'an

sliced Poisson

March 17, 2014 | xi'an

One of my students complained that his slice sampler of a Poisson distribution was not working when following the instructions in Monte Carlo Statistical Methods (Exercise 8.5). This puzzled me during my early morning run and I checked on my way back, even before attacking the fresh baguette I had brought ... [Read more...]

Approximate Bayesian model choice

March 16, 2014 | xi'an

The above is the running head of the arXived paper with full title “Implications of  uniformly distributed, empirically informed priors for phylogeographical model selection: A reply to Hickerson et al.” by Oaks, Linkem and Sukuraman. That I (again) read in the plane to Montréal (third one in this series!, ... [Read more...]

where did the normalising constants go?! [part 2]

March 11, 2014 | xi'an

Coming (swiftly and smoothly) back home after this wonderful and intense week in Banff, I hugged my loved ones,  quickly unpacked, ran a washing machine, and  then sat down to check where and how my reasoning was wrong. To start with, I experimented with a toy example in R: and (... [Read more...]

where did the normalising constants go?! [part 1]

March 10, 2014 | xi'an

When listening this week to several talks in Banff handling large datasets or complex likelihoods by parallelisation, splitting the posterior as and handling each term of this product on a separate processor or thread as proportional to a probability density, then producing simulations from the mi‘s and attempting at ... [Read more...]

Advances in scalable Bayesian computation [day #4]

March 7, 2014 | xi'an

Final day of our workshop Advances in Scalable Bayesian Computation already, since tomorrow morning is an open research time ½ day! Another “perfect day in paradise”, with the Banff Centre campus covered by a fine snow blanket, still falling…, and making work in an office of BIRS a dream-like moment. Still ... [Read more...]

Advances in scalable Bayesian computation [day #3]

March 6, 2014 | xi'an

We have now gone over the midpoint of our workshop Advances in Scalable Bayesian Computation with three talks in the morning and an open research or open air afternoon. (Maybe surprisingly I chose to stay indoors and work on a new research topic rather than trying cross-country skiing!) If I ... [Read more...]

Advances in scalable Bayesian computation [day #2]

March 5, 2014 | xi'an

And here is the second day of our workshop Advances in Scalable Bayesian Computation gone! This time, it sounded like the “main” theme was about brains… In fact, Simon Barthelmé‘s research originated from neurosciences, while Dawn Woodard dissected a brain (via MRI) during her talk! (Note that the BIRS ... [Read more...]

Advances in scalable Bayesian computation [day #1]

March 4, 2014 | xi'an

This was the first day of our workshop Advances in Scalable Bayesian Computation and it sounded like the “main” theme was probabilistic programming, in tune with my book review posted this morning. Indeed, both Vikash Mansinghka and Frank Wood gave talks about this concept, Vikash detailing the specifics of a ... [Read more...]

Foundations of Statistical Algorithms [book review]

February 27, 2014 | xi'an

There is computational statistics and there is statistical computing. And then there is statistical algorithmic. Not the same thing, by far. This 2014 book by Weihs, Mersman and Ligges, from TU Dortmund, the later being also a member of the R Core team, stands at one end of this wide spectrum ... [Read more...]

Nonlinear Time Series just appeared

February 25, 2014 | xi'an

My friends Randal Douc and Éric Moulines just published this new time series book with David Stoffer. (David also wrote Time Series Analysis and its Applications with Robert Shumway a year ago.) The books reflects well on the research of Randal and Éric over the past decade, namely convergence results ... [Read more...]

evaluating stochastic algorithms

February 19, 2014 | xi'an

Reinaldo sent me this email a long while ago Could you recommend me a nice reference about measures to evaluate stochastic algorithms (in particular focus in approximating posterior distributions). and I hope he is still reading the ‘Og, despite my lack of prompt reply! I procrastinated and procrastinated in answering ...
[Read more...]

Statistics and Computing special MCMSk’issue [call for papers]

February 6, 2014 | xi'an

Following the exciting and innovative talks, posters and discussions at MCMski IV, the editor of Statistics and Computing, Mark Girolami (who also happens to be the new president of the BayesComp section of ISBA, which is taking over the management of future MCMski meetings), kindly proposed to publish a special ... [Read more...]

cut, baby, cut!

January 28, 2014 | xi'an

At MCMSki IV, I attended (and chaired) a session where Martyn Plummer presented some developments on cut models. As I was not sure I had gotten the idea [although this happened to be one of those few sessions where [Read more...]

Statistical modeling and computation [book review]

January 21, 2014 | xi'an

Dirk Kroese (from UQ, Brisbane) and Joshua Chen (from ANU, Canberra) just published a book entitled Statistical Modeling and Computation, distributed by Springer-Verlag (I cannot tell which series it is part of from the cover or frontpages…) The book is intended mostly for an undergrad audience (or for graduate students ... [Read more...]

Le Monde puzzle [#849]

January 18, 2014 | xi'an

A straightforward Le Monde mathematical puzzle: Find a pair (a,b) of integers such that a has an odd number d of digits larger than 2 and ab is written as 10d+1+10a+1. Find the smallest possible values of a and of b. I ran the following R code which produced ...
[Read more...]

MCMSki IV [mistakes and regrets]

January 12, 2014 | xi'an

Now that the conference and the Bayesian non-parametric satellite workshop (thanks to Judith!) are over, with (almost) everyone back home, and that the post-partum conference blues settles in (!), I can reflect on how things ran for those meetings and what I could have done to improve them… (Not yet considering ... [Read more...]

MCMSki IV [day #3]

January 8, 2014 | xi'an

Already on the final day..! And still this frustration in being unable to attend three sessions at once… Andrew Gelman started the day with a non-computational talk that broached on themes that are familiar to readers of his blog, on the misuse of significance tests and on recommendations for better ... [Read more...]

MCMSki IV [day 1.5]

January 7, 2014 | xi'an

The afternoon sessions I attended were “Computational and Methodological Challenges in evidence synthesis and multi-step” organised by Nicky Best and Sylvia Richardson and “Approximate inference” put together by Dan Simpson. Since both Nicky and Sylvia were alas unable to attend MCMSki, I chaired their session, which I found most interesting ... [Read more...]

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #18)

January 6, 2014 | xi'an

MCMSki IV is about to start! While further participants may still register (registration is still open!), we are currently 223 registered participants, without accompanying people. I do hope most of these managed to reach the town of Chamonix-Mont-Blanc despite the foul weather on the East Coast. Unfortunately, three speakers (so far) ... [Read more...]

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #17)

January 3, 2014 | xi'an

We are a few days from the start, here are the latest items of information for the participants: The shuttle transfer on January 5th, from Geneva Airport to Chamonix lasts 1 hour 30 minutes. At your arrival in the airport , follow the “Swiss Exit”. After the customs, the bus driver (handling a ... [Read more...]
1 23 24 25 26 27 47

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)