Articles by xi'an

JSM 2010 [day 1]

August 2, 2010 | xi'an

The first day at JSM is always a bit sluggish, as people slowly drip in and get their bearings. Similar to last year in Washington D.C., the meeting takes place in a huge conference centre and thus there is no feeling of overcrowded [so far]. It may also be ...
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StatProb [wiki]

July 31, 2010 | xi'an

Via the [financial and technical] support of Springer, probability and statistics societies are launching a specialised wiki called StatProb. It operates as a wiki in that authors can submit short articles on any topic, with further co-authors joining in later to improve those articles, but with the contents guaranteed via ...
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IMIS & AMIS

July 29, 2010 | xi'an

A most interesting paper by Adrian Raftery and Le Bao appeared in the Early View section of Biometrics.  It aims at better predictions for HIV prevalence—in the original UNAIDS implementation, a naïve SIR procedure was used, based on the prior as importance function, which sometimes resulted in terrible ...
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A summer of books

July 27, 2010 | xi'an

The summer started with a research in pair session in CiRM on the R edition of Bayesian Core, but I am also involved two other book projects. The first one was mentioned in a previous post, namely the translation of Introducing Monte Carlo Methods with R into French. I have ...
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Asher’s enigma

July 25, 2010 | xi'an

On his Probability and statistics blog, Matt Asher put a funny question (with my rephrasing): Take a unit square. Now pick two spots at random along the perimeter, uniformly. For each of these two locations, pick another random point from one of the three other sides of the square and ... [Read more...]

Bugs [genuine]

July 21, 2010 | xi'an

Nothing related with programming, I am afraid! Just a few bugs visiting my passion vine… I find the green bugs quite interesting with their back “engravings”, even though they are most likely pests … Filed under: pictures, ...
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The wonderful world of vim

July 20, 2010 | xi'an

When searching for a way to recover control carriage return symbols ^M into genuine ones (under vim), I found this handy page of vim tips. And then saw that the enthusiastic author had even a blog about vim! Obviously, this post will be meaningless for all readers not aware of ... [Read more...]

CoRe in CiRM [end]

July 17, 2010 | xi'an

Back home after those two weeks in CiRM for our “research in pair” invitation to work on the new edition of Bayesian Core, I am very grateful for the support we received from CiRM and through it from SMF and CNRS. Being “locked” away in such a remote place brought ...
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CoRe in CiRM [6]

July 15, 2010 | xi'an

This is the last day at CiRM for our “research in pair” working on the new edition of Bayesian Core. I mostly completed the revision of the chapter on Bayesian imaging, including stuff on Markov random fields and mainly on ABC algorithms. All that remains to be done about this ...
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Multidimension bridge sampling (CoRe in CiRM [5])

July 13, 2010 | xi'an

Since Bayes factor approximation is one of my areas of interest, I was intrigued by Xiao-Li Meng’s comments during my poster in Benidorm that I was using the “wrong” bridge sampling estimator when trying to bridge two models of different dimensions, based on the completion (for and missing from ... [Read more...]

A quantum leap (CoRe in CiRM [4])

July 12, 2010 | xi'an

Today, as I was trying to install SpatialEpi to use the Scotland lip cancer data in the last chapter of Bayesian Core, I realised my version of R, R Version 2.6.1, was hopelessly out of date! As I am also using Hardy Heron, a somehow antiquated version of Ubuntu on my ...
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CoRe in CiRM [3]

July 10, 2010 | xi'an

Still drudging along preparing the new edition of Bayesian Core. I am almost done with the normal chapter, where I also changed the Monte Carlo section to include specific tools (bridge) for evidence/Bayes factor approximation. Jean-Michel has now moved to the new hierarchical model chapter and analysed longitudinal  datasets ...
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Core in CiRM [2]

July 8, 2010 | xi'an

We are making slow progress on the normal and regression chapters as we decided to write the package at the same time we revise the chapters… Jean-Michel transformed the variable selection and model choice R codes of the regression chapter into generic functions that will fit within the package. I ...
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Core in CiRM [1]

July 6, 2010 | xi'an

Jean-Michel Marin and myself have thus started our “research in pair” in CIRM, Luminy, for a fortnight. We are working on the second edition of Bayesian Core and, despite working round the clock on the project (except for a one hour run around Mont Puget this morning), we are not ...
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Another harmonic mean approximation

June 26, 2010 | xi'an

Martin Weinberg posted on arXiv a revision of his paper, Computing the Bayesian Factor from a Markov chain Monte Carlo Simulation of the Posterior Distribution, that is submitted to Bayesian Analysis. I have already mentioned this paper in a previous post, but I remain unconvinced of the appeal of the ... [Read more...]

Conferenza a Padova

June 16, 2010 | xi'an

Today and tomorrow, I am attending the annual Italian statistical society meeting. While I appreciate very much the invitation, as well as the opportunity to walk through  Padova and Venezia for a short (and alas rainy!) hour on the way there (leaving home at 8am, walking in Venezia at noon!), ... [Read more...]

plagiarism exposed!

June 14, 2010 | xi'an

Last morn, I had the surprise of receiving the following email: This is to inform you that the following abstract has been submitted to the 3rd International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM’10) Ab#: 114 Title: Goodness of Fit Via Mixtures of Beta distributions Keywords: nonparametric estimation, posterior ... [Read more...]

bug in schoolmath

June 13, 2010 | xi'an

Neil Gunther has pointed out on his blog that the prime number decomposition R package schoolmath contains mistakes in the function primes, listing 1 as a prime number but also including decomposable numbers like 133 in its list of prime numbers: __ primes(100,140) [1] 101 107 111 113 123 129 131 137 __ primes(50,140) [1]  [...] [Read more...]

Stratified sampling

June 9, 2010 | xi'an

The recently arXived paper of Goldstein, Rinott and Scarsini studies the impact of refining a partition on the precision of a stratified maximising/integration Monte Carlo approach. Quite naturally, if the partition gets improved, simulating points in each set of the partition can only improve the quality of the approximation, ... [Read more...]

On particle learning

June 4, 2010 | xi'an

In connection with the Valencia 9 meeting that started yesterday, and with Hedie‘s talk there, we have posted on arXiv a set of comments on particle learning. The arXiv paper contains several discussions but they mostly focus on the inevitable degeneracy that accompanies particle systems. When Lopes et al. state ... [Read more...]
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