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...]

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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...]

Richard Everitt tweetted yesterday about a recent publication in JCGS by Rajib Paul, Steve MacEachern and Mark Berliner on convergence assessment via stratification. (The paper is free-access.) Since this is another clear interest of mine’s, I had a look at the paper in the train to Besançon. (And ... [Read more...]

I was wondering about the null distribution of successive differences of random sequences, and decided to do some numerical experiments. I quickly realized that successive differences equates to taking successively higher-order numerical derivatives, ... [Read more...]

I spotted on R-bloggers a post discussing optimising the efficiency of programming accept-reject algorithms. While it is about SAS programming, and apparently supported by the SAS company, there are two interesting features with this discussion. The first one is about avoiding the dreaded loop in accept-reject algorithms. For instance, taking ... [Read more...]

Here are my R midterm exams, version A and version B in English (as students are sitting next to one another in the computer rooms), on simulation methods for my undergrad exploratory statistics course. Nothing particularly exciting or innovative! Dedicated ‘Og‘s readers may spot a few Le Monde puzzles ... [Read more...]

  A short visit to ISU but and therefore a busy and proftable day! About ten appointments in Snedecor Hall after a nice morning run, a highly attended Zyskind Lecture, and many interesting discussions all over the day: e.g., I had a great time discussing using null recurrent Markov chains ... [Read more...]

The little half puzzle proposed a “dumb’ solution in that players play a minimax strategy. There are 34 starting values less than 100 guaranteeing a sure win to dumb players. If instead the players maximise their choice at each step, the R code looks like this: and there are now 66 (=100-34, indeed!) ... [Read more...]

I found this Le Monde puzzle of June 16 I had stored and then somehow forgotten with my trips to Japan and Australia: There are n beans in a box, with 98≤n≤102). Two players take at each round either one bean from the box or “the little half” (i.e. the ... [Read more...]

On October 14, the weekend edition of Le Monde had the following puzzle: consider four boxes that contain all integers between 1 and 9999, in such a way that for any N, N, 2N, 3N, and 4N are in four different boxes. If 1,2,3 and 4 are in boxes labelled 1,2,3 and 4, respectively, in [...] [Read more...]

Similar to last year, I am giving a series of lectures on simulation jointly as a Master course in Paris-Dauphine and as a 3rd year course in ENSAE. The course borrows from both the books Monte Carlo Statistical Methods and from Introduction to Monte Carlo Methods with R, with George ... [Read more...]