Having missed the earliest entry by Radford last month, due to disconnection in Yosemite, I was stunned to read his three entries of the past month about R performances being significantly modify when changing brackets with curly brackets! I (obviously!) checked on my own machine and found indeed the changes ... [Read more...]

In the wake of the main machine learning NIPS 2010 meeting in Vancouver, Dec. 6-9 2010, there will be a very interesting workshop organised by Ryan Adams, Mark Girolami, and Iain Murray on Monte Carlo Methods for Bayesian Inference in Modern Day Applications, on Dec. 10. (And in Whistler, not Vancouver!) I wish ... [Read more...]

A collective blog has been started by the statistics students and postdocs at CREST, in the wake of the Valencia meeting. It is called Statisfaction. (The Rolling Stones of Statistics?! Actually, Andrew Gelman also has a post with that title… And it is even part of the Urban Dictionnary!) Since ... [Read more...]

This is very short notice, but for those in the vicinity and not at the RSS conference, there is a highly interesting workshop taking place in Bristol in ten days (I would certainly have gone, had I not been at the same time in Banff!): We would like to invite ... [Read more...]

A new Metropolis-Hastings algorithm that I would call “universal” was posted by Somak Dutta yesterday on arXiv. Multiplicative random walk Metropolis-Hastings on the real line contains a different Metropolis-Hastings algorithm called the random dive. The proposed new value x’ given the current value x is defined by when is a ... [Read more...]

Earlier this month, Daniel Sabanés Bové and Leo Held posted a paper about g-priors on arXiv. While I glanced at it for a few minutes, I did not have the chance to get a proper look at it till last Sunday. The g-prior was first introduced by the late ... [Read more...]

Once my team of four translators had handed back to me all the chapters of the French version of Introducing Monte Carlo Methods with R to me, I had to go over the book to ensure some minimal consistency between the chapters. I started the editing in the plane to ... [Read more...]

I have just learned that Julian Besag passed away last morning in Bristol after being admitted to the hospital two weeks ago. He was a leading figure of our field, a fiercely independent thinker, a brilliant statistician, and undoubtedly the clearest pretendent to having fathered MCMC. His influence on the ... [Read more...]

With too little time, too many things to do on my plate, here are some recent arXiv postings I won’t have time to comment: Adaptive Monte Carlo on multivariate binary sampling spaces. (arXiv:1008.0055v1) Mixture Decomposition of Distributions using a Decomposition of the Sample Space. (arXiv:1008.0204v1) Bayesian Model ... [Read more...]

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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...]

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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...]

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