Just read a funny but much to the point blog entry on the difficulties of teaching proper programming skills to first year students! I will certainly make use of the style file as grading 180 exams is indeed a recurrent nightmare… Filed under: R,... [Read more...]

Matti Vihola has posted a new paper on arXiv about adaptive (random walk) Metropolis-Hastings algorithms. The update in the (lower diagonal) scale matrix is where is the current acceptance probability and the target acceptance rate; is the current random noise for the proposal, ; is a step size sequence decaying to ... [Read more...]

As posted in early August from JSM 2010 in Vancouver, StatProb was launched as a way to promote an on-line encyclopedia/wiki with the scientific backup of expert reviewers. This was completely novel and I was quite excited to take part in the venture as a representative of the Royal Statistical ... [Read more...]

A new posting on arXiv by Madeleine Thompson on a graphical tool for assessing performance. She has developed a software called SamplerCompare, implemented in R and C. The graphical evaluation plots “log density evaluations per iteration times autocorrelation time against a tuning parameter in a grid of plots where rows ... [Read more...]

The class started yesterday with a small but focussed and responsive audience! Given the background of the students, and in particular their clear proficiency in R!, I switched between the original slides of Introducing Monte Carlo Methods with R and those of my Monte Carlo Statistical Methods: course, updated by ... [Read more...]

Just received this email from José Bernardo about an exciting postdoc position in Wharton: POST-DOCTORAL FELLOW – DEPARTMENT OF STATISTICS, THE WHARTON SCHOOL The Department of Statistics at The Wharton School of the University of Pennsylvania is seeking candidates for a Post-Doctoral Fellowship. This research fellowship provides full funding without any ... [Read more...]

As already announced on Statisfaction, I will start a short [14 hour] course in English based on Introducing Monte Carlo Methods with R at ENSAE next Tuesday. The slides were written by George Casella for a course he gave in Italy last spring and he kindly agreed on making them available ... [Read more...]

An exciting conference in Zurich next February, 02-05. (I think I will attend! And not for skiing reasons!) Latent Gaussian models have numerous applications, for example in spatial and spatio-temporal epidemiology and climate modelling. This workshop brings together researchers who develop and apply Bayesian inference in this broad model class. ... [Read more...]

Following the posting on arXiv of the Statistical Science paper of Carvalho et al., and the publication by the same authors in Bayesian Analysis of Particle Learning for general mixtures I noticed on Hedibert Lopes’ website his rejoinder to the discussion of his Valencia 9 paper has been posted. Since the ... [Read more...]

José Bernardo forwaded this announcement that sounds quite attractive (conditional upon living in a remote part of Texas!) Senior Faculty Position in Computational Statistics At Texas A&M University As part of a recognition of the increasing importance in the modeling and computational sciences, the Department of Statistics at Texas ... [Read more...]

Here is the puzzle in Le Monde I missed last week: Given a country with 6 airports and a local company with three destinations from each of the six airports, is it possible to find a circular trip with three intermediate stops from one of the airports? From all of the ... [Read more...]

The latest version of my ABC slides is on slideshare. To conclude with a pun, I took advantage of the newspaper clipping generator once pointed out by Andrew. (Note that nothing written in the above should be taken seriously.) On the serious side, I managed to cover most of the 300 ... [Read more...]

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An interesting suduko-like puzzle for this week puzzle in Le Monde thi A 10×10 grid is filled by a random permutation of {0,…,99}. The 4 largest figures in each row are coloured in yellow and the 4 largest values in each column are coloured in red. What is the range of the number of ... [Read more...]

Michael Blum and Olivier François, along with Katalin Csillery, just released an R package entitled abc. (I am surprised the name was not already registered!) Its aim is obviously to implement ABC approximations for Bayesian inference: Description The ’abc’ package provides various functions for parameter estimation and model selection ... [Read more...]

Last weekend, my friend and coauthor Jean-Michel Marin was interviewed (as Jean-Claude Marin, sic!) by a national radio about the probability of the replication of a draw on the Israeli Lottery. Twice the same series of numbers appeared within a month. This lotery operates on a principle of 6/37 + 1/8: 6 numbers are ... [Read more...]

We have just posted the (mostly definitive) program for Adap’skii, January 3-4, The Canyons, Utah. This is taking place just before and as a satellite of the larger MCMSki III conference, January 4-7, same location. The registration for the conference and for lodging is available through the  MCMCSki III ... [Read more...]

The current puzzle in Le Monde this week is again about prime numbers: The control key on a credit card is an integer η(a) associated with the card number a such that, if the card number is c=ab, its key η(c) satisfies η(c)=η(a)+η(b)-1. There is only ... [Read more...]

Here is an announcement I received that should interest potential postdocs (willing to come to Paris). The location is on the Orsay campus, south of Paris. In the framework of the ANR-funded Metacoli project which aims at identifying the metabolic underpinnings of the lifestyle diversity in the E. coli species, ... [Read more...]

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