A while ago I wrote this post with some R code to visualize the updating of a beta distribution as the outcome of Bernoulli trials are observed. The code provided a single plot of this process, with all the curves overlayed on top of one another. Then John Myles White (... [Read more...]

One of the most straightforward examples of how we use Bayes to update our beliefs as we acquire more information can be seen with a simple Bernoulli process. That is, a process which has only two  possible outcomes. Probably the most commonly thought of example is that of a coin ... [Read more...]

The paper “Exact sampling for intractable probability distributions via a Bernoulli factory” by James Flegal and Radu Herbei got posted on arXiv without me noticing, presumably because it came out just between Larry Brown’s conference in Philadelphia and my skiing vacations! I became aware of it only yesterday and ... [Read more...]

Last week, during the workshop on Statistical Methods for Meteorology and Climate Change (here), I discovered how powerful bayesian techniques could be, and that there were more and more bayesian statisticians. So, if I was to fully understand app... [Read more...]

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