Over the last Sunday breakfast I went through Naked Statistics: Stripping the Dread from the Data. The first two pages managed to put me in a prejudiced mood for the rest of the book. To wit: the author starts with some math bashing (like, no one ever bothers to tell ... [Read more...]

[Read more...]

An announcement for an Icelandic meeting next September, meeting I would have loved to attend (darn!)… This meeting is sponsored by the BayesComp session, of course!!! We are pleased to announce that the University of Iceland will host the 3rd Workshop on Bayesian Inference for Latent Gaussian Models with Applications (... [Read more...]

Needless to say, it is with great pleasure I am back in beautiful Padova for the workshop Recent Advances in statistical inference: theory and case studies, organised by Laura Ventura and Walter Racugno. Esp. when considering this is one of the last places I met with George Casella, in June 2010. ... [Read more...]

More news about MCMSki IV! Remember, the call is still open for contributed sessions for a few more weeks, till March. 20 to be precise (make sure to contact me at [email protected] if you are considering putting one session together). To all those who already submitted a session, thanks ... [Read more...]

[Read more...]

While a random walk Metropolis-Hastings algorithm cannot be uniformly ergodic in a general setting (Mengersen and Tweedie, AoS, 1996), because it needs more energy to leave far away starting points, it can be geometrically ergodic depending on the target (and the proposal). In a recent Annals of Statistics paper, Leif Johnson ... [Read more...]

(My colleague Jean-Louis Fouley, now at I3M, Montpellier, kindly agreed to write a review on the BUGS book for CHANCE. Here is the review, en avant-première! Watch out, it is fairly long and exhaustive! References will be available in the published version. The additions of book covers with ... [Read more...]

[Read more...]

I got this email from a student: (1) I used the following R function in package “emdbook“ more precisely I did (2) instead I use the following R function in package “VGAM“ more precisely I did and I get two different curves! Sad! to which I replied only the following as the ... [Read more...]

The special issue of CHANCE on George Casella’s books has now appeared and it contains both my earlier post on George passing away and  reviews of several of his books, as follows: Andrew Gelman on Introducing Monte Carlo Methods with R Bill Strawderman on Statistical Inference Jean-Louis Foulley on ... [Read more...]

Deliverance!!! We have at last completed our book! Bayesian Essentials with R is off my desk! In a final nitty-gritty day of compiling and recompiling the R package bayess and the LaTeX file, we have reached versions that were in par with our expectations. The package has been submitted to ... [Read more...]

[Read more...]

On the morning I returned from Varanasi and the ISBA meeting there, I had to give my R final exam (along with three of my colleagues in Paris-Dauphine). This year, the R course was completely in English, exam included, which means I can post it here as it may attract ... [Read more...]

When Jean-Michel and I left Berlin, a month ago, I really thought we were that close to sending the new edition of Bayesian Core. Alas, we are not done yet for a series of reasons: leaving for India did not give me enough time to complete the help manual, some ... [Read more...]

The dataset used in Bayesian Core for the chapter on image processing is a Landsat picture of Lake of Menteith in Scotland (close to Loch Lomond). (Yes, Lake of Menteith, not Loch Menteith!) Here is the image produced in the book. I just got an email from Matt Moores at ... [Read more...]

Simon Barthelmé just sent me the announcement that the next French R conference (Rencontres R) will be in Lyon, on June 27-28, 2013, and that the call for propositions is now open. (No possible confusion with MCMSki IV: the later is not in Lyon but Chamonix, not in June but January, ... [Read more...]

Here is the mathematical puzzle of the weekend edition of Le Monde: Consider a sequence where the initial number is between 1 and 10³, and each term in the sequence is derived from the previous term as follows: if the last digit of the previous term is between 6 and 9, multiply it by 9; [...] [Read more...]

As posted here a long, long while ago, following a suggestion from the editor (and North America Cycling Champion!) Pierre Lécuyer (Université de Montréal), Arnaud Doucet (University of Oxford) and myself acted as guest editors for a special issue of ACM TOMACS on Monte Carlo Methods in Statistics. (... [Read more...]

As in previous years, let me warn unwary readers that the links to Amazon.com and Amazon.fr found on this blog are actually susceptible to earn me a monetary gain [from 4% to 7%] if a purchase is made in the 24 hours following the entry on Amazon through this link, thanks ... [Read more...]