Diego Salmerón and Juan Antonio Cano from Murcia, Spain (check the movie linked to the above photograph!), kindly included me in their recent integral prior paper, even though I mainly provided (constructive) criticism. The paper has just been arXived. A few years ago (2008 to be precise), we wrote together ... [Read more...]

I just updated my short review on Bayesian computational tools I first wrote in April for the Annual Review of Statistics and Its Applications. The coverage is quite restricted, as I took advantage of two phantom papers I had started a while ago, one with Jean-Michel Marin, on hierarchical Bayes ... [Read more...]

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My .Rprofile contains a collection of convenience functions and function abbreviations. These are either functions I use dozens of times a day and prefer not to type in full:## my abbreviation of head() h Or problems that I'd rather figure out once, and only once: ## example: ## between( 1:10, 5.5, 6.5 ) between = low & x ... [Read more...]

In a paper arXived on Friday, Roberto Fontana relates the generation of Sudoku grids to the one of Latin squares (which is unsurprising) and to maximum cliques of a graph (more surprising). The generation of a random Latin square proceeds in three steps: generate a random Latin square L with ... [Read more...]

Here are comments by Olli following my post: I think we found a general means to obtain accurate ABC in the sense of matching the posterior mean or MAP exactly, and then minimising the KL distance between the true posterior and its ABC approximation subject to this condition. The construction ... [Read more...]

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Here is the cover of the Japanese translation of our Introducing Monte Carlo methods with R book.  A few year after the French translation. It actually appeared last year in August but I was not informed of this till a few weeks ago. The publisher is Maruzen, with an associated ... [Read more...]

Following Le Monde puzzle #810, I tried to code an R program (not reproduced here) to optimise an awalé game but the recursion was too rich for R: even with a very small number of holes and seeds in the awalé… Searching on the internet, it seems the computer simulation of ... [Read more...]

I already mentioned R for dummies a while ago on the ‘Og and never got around to read it from cover to back. Now that I am reduced to a dummy state with too much free time!, I can produce a full review of the book. R for dummies was ... [Read more...]

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After reading the arXiv paper by Korattikara, Chen and Welling, I wondered about the expression of the acceptance step of the Metropolis-Hastings algorithm as a mean of log-likelihoods over the sample. More specifically the long sleepless nights at the hospital led me to ponder the rather silly question of the ... [Read more...]

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More exciting news about MCMSki IV! First thing first, the 16 contributed sessions are now all-set, having gotten the stamp of approval from the scientific committee! Thanks to everyone who submitted a session proposal. (There were so many proposals that we alas had to reject some, as well as every single ... [Read more...]

Today, the BayesComp section of ISBA launched its website. It is organised as a wiki and members of the section are strongly incited to take part into the construction of the website. To quote from Peter Green’s introduction: This new Wikidot site aims to be a community-edited resource on ... [Read more...]

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As I wanted to simulate truncated normals in a hurry, I coded the inverse cdf approach: instead of using my own accept-reject algorithm. Poor shortcut as the method fails when a and b are too far from μ So I introduced a control (and ended up wasting more time than if ... [Read more...]

If you have missed the item of information, Håvard Rue is giving an ISBA webinar tomorrow on INLA: the ISBA Webinar on INLA is scheduled for April 4th, 2013 from 8:30 - 12:30 EDT. ------------------------------------------------------- To join the online meeting (Now from mobile devices using the Cisco WebEx Meeting App) ------------------------------------------------------- 1. Go ... [Read more...]