Pierre Jacob and Robin Ryder (from Paris-Dauphine, CREST, and Statisfaction) have just arXived (and submitted to the Annals of Applied Probability) a neat result on the Wang-Landau algorithm. (This algorithm, which modifies the target in a sort of reweighted partioned sampling to achieve faster convergence, has always been perplexing to ... [Read more...]

[R] is an excellent open-source statistics language. It's cross-platform and free and I think it will eventually displace proprietary stat's packages due to its rapid development, speed and ease of use. So there's no time like the present to get used... [Read more...]

At the Bay Area R User Group meeting this week, Antonio Piccolboni gave an overview of the design goals and implementation of the RHadoop Project packages that connect Hadoop and R: rhdfs, rhbase and rmr: (The image above was captured from Antionio's slides.) The most revealing part of the talk ... [Read more...]

“Bayes Theorem is a simple consequence of the axioms of probability, and is therefore accepted by all as valid. However, some who challenge the use of personal probability reject certain applications of Bayes Theorem.“  J. Kadane, p.44 Principles of uncertainty by Joseph (“Jay”) Kadane (Carnegie Mellon University, Pittsburgh) is a ... [Read more...]

I should state right away that I know almost nothing about queuing theory. That’s one of the reasons I wanted to do some queuing simulations. Another reason: when I’m waiting in line at the bank, I tend to do mental calculations for how long it should take me ... [Read more...]

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The two translators of our book in Japanese, Kazue & Motohiro Ishida, contacted me about some R code mistakes in the book. The translation is nearly done and they checked every piece of code in the book, an endeavour for which I am very grateful! Here are the two issues they ... [Read more...]

As Le Monde weekend has yet again changed its format (with so much more advertisements for luxurious items that I sometimes wonder whether or not this is the weekend edition of Le Monde!], it took me a while to locate the mathematical puzzle. The good news is there now is ... [Read more...]

TheBestColleges.org has just published their list of the "Top 50 Statistics Blogs of 2011", and I'm pleased say that not only did our own Revolutions blog make the list, but it's in fine company with some truly excellent blogs. Several of my personal favourites made the list, including: Guardian columnist Ben ... [Read more...]

I have just finished reading this book by Bill Bolstad (University of Waikato, New Zealand) which a previous ‘Og post pointed out when it appeared, shortly after our Introducing Monte Carlo Methods with R. My family commented that the cover was nicer than those of my own books, which is ... [Read more...]

(Contributing blogger Joseph Rickert reports from the Stanford University Statistics Seminar series - ed.) Stanford University is very gracious about letting the general public attend many university events. Yesterday, it caught my eye that Bradley Efron was going to speak on Bayesian inference and the parametric bootstrap at the weekly ... [Read more...]

In previous Monitoring Productivity Experiment post I looked into the hours I spent in computer, now will look into the hours Others spend in computer, which is far more interesting :) To find things like what day people spend more time on computer, ho... [Read more...]

Pierre Pudlo and I worked this morning on a distribution related to philogenic trees and got stuck on the following Bessel integral where In is the modified Bessel function of the first kind. We could not find better than formula 6.611(4) in Gradshteyn and Ryzhik. which is for a=0… Anyone in ... [Read more...]

Although this was only a half-day of talks, the third day of the workshop was equally thought-challenging and diverse.  (I managed to miss the ten first minutes by taking a Line 3 train to 125th street, having overlooked the earlier split from Line 1… Crossing south Harlem on a Sunday morning is ... [Read more...]

At JSM, John Kimmel gave me a copy of the Handbook of Markov chain Monte Carlo, as I had not (yet?!) received it. This handbook is edited by Steve Brooks, Andrew Gelman, Galin Jones, and Xiao-Li Meng, all first-class jedis of the MCMC galaxy. I had not had a chance ... [Read more...]

Antoniak's 1974 article titled Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems (Annals of Statistics 2(6):1152-1174) is a fundamental work for most modern developments in this area. The article gives two expressions for the expected number of distinct values in a sample of size n, drawn from a Dirichlet ... [Read more...]

Hey, Since a new paper that I’ve co-written has appeared on arXiv, here is a quick post summarizing it. The paper is named: An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration and describes improvements over the Wang-Landau algorithm described … Continue reading → [Read more...]

Julien Cornebise has [once again!] pointed out a recent Guardian article. It is about commercial publishers of academic journals, mainly Elsevier, Springer, and Wiley, with a clear stand from its title: “Academic publishers make Murdoch look like a socialist“! The valuable argument therein is that academic publishers make hefty profits (... [Read more...]

This week's Economist has an in-depth article on the consequences of failures reproducible research, adding more detail to the report in the New York Times in July. Errors in data analysis by researchers at Duke University led to patients in clinical trials being assigned the wrong drug: Dr Potti and ... [Read more...]

Julien Cornebise pointed me to this Guardian article that itself summarises the findings of a Nature Neuroscience article I cannot access. The core of the paper is that a large portion of comparative studies conclude to a significant difference between protocols when one protocol result is significantly different from zero ... [Read more...]