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...]

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...]

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...]

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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The puzzle in Le Monde this week[end] is called the “square five” (sic!): Two players each have twenty-five cards with five times each of the digits 1,2,3,4,5. They alternate putting one card on top of the pile, except that they can instead take an arbitrary number of consecutive cards from ... [Read more...]

Those are the slides for the (basic) introduction of the paper by Mark Girolami and Ben Calderhead at the RSS next week. Not to be confused with my comments on the paper. Filed under: R, Statistics, Travel, University life Tagged: Hamiltonian, Langevi... [Read more...]

Since the puzzle in this week (-end) edition of Le Monde is not (easily) solvable via an R program, I chose to go back to an older puzzle that my students can solve. Eleven [distinguishable] token are [arbitrarily] distributed around a 200 meter perimeter-long ring. They all start moving at the ... [Read more...]

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Since I have resumed my R class, I will restart my resolution of Le Monde mathematical puzzles…as they make good exercises for the class. The puzzle this week is not that exciting: Find the four non-zero different digits a,b,c,d such that abcd is equal to the ... [Read more...]

Here is a (prompt!) reply from Mark Girolami corresponding to the earlier post: In preparation for the Read Paper session next month at the RSS, our research group at CREST has collectively read the Girolami and Calderhead paper on Riemann manifold Langevin and Hamiltonian Monte Carlo methods and I hope ... [Read more...]