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...]

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...]

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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 bayesianstatistics@gmail.com if you are considering putting one session together). To all those who already submitted a session, thanks ... [Read more...]

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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...]

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