Martin Kilbinger, an astronomer (cosmologist) with whom we had worked on population Monte Carlo for cosmological inference [during the ANR-05-BLAN-0283- 04 ANR ECOSSTAT grant], has made the PMC C codes available on the CosmoPMC webpage. He has also written a CosmoPMC manual that is now available from arXiv. And ...

Following Ashley’s latest comments on Chapter 5 of Introducing Monte Carlo Methods with R, I realised Example 5.5 was totally off-the-mark! Not only the representation of the likelihood should have used prod instead of mean, not only the constant should call the val argument of integrate, not only integrate  uses lower ...

Edward Kao just sent another typo found both in  Monte Carlo Statistical Methods (Problem 3.21) and in Introducing Monte Carlo Methods with R (Exercise 3.17), namely that should be I also got another email from Jerry Sin mentioning that matrix summation in the matrix commands of Figure 1.2 of Introducing Monte Carlo Methods ...

Edward Kao pointed out several typos in Example 5.18 of Monte Carlo Statistical Methods. First, the customers in area i should be double-indexed, i.e. which implies in turn that . Then the summary T should be defined as and as given that the first m customers have the fifth plan missing. ...

Last week, George Casella and I worked around the clock on starting the third edition of Monte Carlo Statistical Methods by detailing the changes to make and designing the new table of contents. The new edition will not see a revolution in the presentation of the material but rather a ...

Reza Seirafi from Virginia Tech sent me the following email about Bayesian Core, which alas is pointing out a real typo in the reversible jump acceptance probability for the mixture model: With respect to the expression provided on page 178 for the acceptance probability of the split move, I was wondering ...

That’s it!, “Introducing Monte Carlo Methods with R” is out, truly out, I have received a copy from Springer by express mail today! (If you need any further proof, it is also advertised as In stock by Amazon.) Given that the printer exactly reproduces the pdf file sent to ...