I am now in Chamonix, a week before MCMSki IV. The town is packed with tourists from all over Europe, English being the dominant language. There is not much snow so far, even though some runs reach town. (I did ski in the nearby Les Houches today and the red ... [Read more...]

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The programs of the talks, posters and workshop are now printed and available on Speaker Deck (talks, posters, workshop). Please let me know if you spot anything wrong (even though it will not be reprinted!). This is presumably the last news item till Jan. 5 as I am almost off to ... [Read more...]

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While in Warwick last week, one evening after having exhausted my laptop battery, I tried the following Sudoku (from Libération): and could not even start. As it happened, this was a setting with no deterministic move, i.e. all free/empty entries had multiple possible values. So after trying ... [Read more...]

Following a now well-established pattern, let me (re)warn (the few) unwary ‘Og readers that the links to Amazon.com and to Amazon.fr found on this blog are actually susceptible to earn me a monetary gain [from 4% to 8% on the sales] if a purchase is made by the reader ... [Read more...]

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This post follows the original one on the headline of the USA Today I read during my flight to Toronto last month. I remind you that the unusual pattern was about observing four U.S. mass murders happening within four days, “for the first time in at least seven years”. ... [Read more...]

Jeong Eun (Kate) Lee and I completed this paper, “Importance sampling schemes for evidence approximation in mixture models“, now posted on arXiv. (With the customary one-day lag for posting, making me bemoan the days of yore when arXiv would give a definitive arXiv number at the time of submission.) Kate ... [Read more...]

We are converging towards MCMSki IV getting closer and closer to the conference! I hope that by now all intended participants have registered (registration is still open!), found a place where to stay during and around the conference (still feasible!), and booked their flight to Geneva (or nearby). First, please ... [Read more...]

Here are two exercises I wrote for my R mid-term exam in Paris-Dauphine around Buffon’s needle problem. In the end, the problems sounded too long and too hard for my 3rd year students so I opted for softer questions. So recycle those if you wish (but do not ask ... [Read more...]

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Perrakis, Ntzoufras, and Tsionas just arXived a paper on marginal likelihood (evidence) approximation (with the above title). The idea behind the paper is to base importance sampling for the evidence on simulations from the product of the (block) marginal posterior distributions. Those simulations can be directly derived from an MCMC ... [Read more...]

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Bayesian Essentials with R is now available both as an e-book and as a hardcover book on amazon.com!Filed under: Books, R, Statistics, University life Tagged: Bayesian Core, Bayesian Essentials with R, e-book, Jean-Michel Marin, R, Springer-Verlag [Read more...]

This was one headline in the USA Today I picked from the hotel lobby on my way to Pittsburgh airport and then Toronto this morning. The unusual pattern was about observing four U.S. mass murders happening within four days, “for the first time in at least seven years”. The ... [Read more...]

The chapter (Chap. 3) on Bayesian updating or learning (a most appropriate term) for discrete data is well-done in Machine Learning, a probabilistic perspective if a bit stretched (which is easy with 1000 pages left!). I like the remark (Section 3.5.3) about the log-sum-exp trick. While lengthy, the chapter (Chap. 4) on Gaussian models ... [Read more...]

I have to admit the rather embarrassing fact that Machine Learning, A probabilistic perspective by Kevin P. Murphy is the first machine learning book I really read in detail…! It is a massive book with close to 1,100 pages and I thus hesitated taking it with me around, until I grabbed ... [Read more...]

As a result of a corridor conversation in Warwick, I started looking at distributions on the IR³ simplex, and wanted to plot the density in a nice way. As I could not find a proper package on CRAN, the closer being the BMAmevt (for Bayesian Model Averaging for Multivariate ... [Read more...]

While writing an introductory chapter on Bayesian analysis (in French), I came by the issue of computing an HPD region when the posterior distribution is a Beta B(α,β) distribution… There is no analytic solution and hence I resorted to numerical resolution (provided here for α=117.5, β=115.5): and got the following return: which ... [Read more...]