Blog Archives

Trip to Lyon

January 20, 2011
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Trip to Lyon

This was my first trip to Lyon in about… 35 years, I think, but I did not have much time to tour the city! My original plan was to go climbing with Ivan near La Meije right after the talk, but our respective knees were hurting for the past week at least (since Utah in

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The ultimate exam excuse…

January 19, 2011
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The ultimate exam excuse…

A few days after my R exam (available in French here), I received this email from the department secretary: Pour information cet étudiant est venu me trouver jeudi soir, catastrophé car il venait de constater que son stylo “PILOT Frixion”, stylo semble-t-il recommandé par certains enseignants, ne se contentait pas d’effacer la page sur son

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Séminaire à Lyon

January 17, 2011
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Séminaire à Lyon

Next week, I am going to Lyon to give a seminar in Université Lyon I. I will talk about the recent Rao-Blackwellisation papers we wrote, hopefully managing to make sense with both statisticians and probabilists, unlike in recent talks of mine in probability seminars… The slides are close to those I presented in Wharton last

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Introducing Monte Carlo Methods with R [precision]

January 17, 2011
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Introducing Monte Carlo Methods with R [precision]

Doug Rivers, professor of Political Sciences in Stanford, kindly sent me this email yesterday night: The 2nd displayed equation in section 2.1.2 on p. 44 is garbled (it might be interpreted as saying that U and X have the same distribution). I think you intended: And indeed we should have stated the implicit convention that

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Méthodes de Monte-Carlo avec R [out]

January 17, 2011
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Méthodes de Monte-Carlo avec R [out]

The translation of the book Introducing Monte Carlo Methods with R is now published and out! I have received five copies in the mail yesterday, although it was not produced in time for my R class students to get it before the exam today. The book is still indicated on amazon.com as appearing in February,

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Missing reference in Monte Carlo Statistical Methods

January 15, 2011
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Missing reference in Monte Carlo Statistical Methods

A few days ago, Peng Yu sent me this email Dear Prof. Robert, The citation Edwards and Sokal (1988) appears on page 326 of your book MCSM2. However, I don’t find in in the Reference section (it would have appear on page 601 if it is in the reference section). I don’t find this error

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CosmoPMC released

January 12, 2011
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CosmoPMC released

Martin Kilbinger, an astronomer (cosmologist) with whom we had worked on population Monte Carlo for cosmological inference , 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 he very kindly associated me to

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Two short Bayesian courses in South’pton

January 12, 2011
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Two short Bayesian courses in South’pton

An announcement for two short-courses on Introduction to  Bayesian Analysis and MCMC, and Hierarchical Modelling of Spatial and Temporal Data by Alan Gelfand (Duke University, USA) and Sujit Sahu (University of Southampton, UK), are to take place in Southampton on June 7-10, this year. Course 1: Introduction to Bayesian Analysis and MCMC. Date: June 7,

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Le Monde puzzle [1]

January 10, 2011
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Le Monde puzzle [1]

Following the presentation of the first Le Monde puzzle of the year, I tried a simulated annealing solution on an early morning in my hotel room. Here is the R code, which is unfortunately too rudimentary and too slow to be able to tackle n=1000. #minimise \sum_{i=1}^I x_i #for 1\le x_i\le 2n+1, 1\e i\le I

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Arrogance sampling

January 7, 2011
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Arrogance sampling

A new posting on arXiv by Benedict Escoto on a simulation method for approximating normalising constants (i.e. evidence) with an eye-catching name! Here is the abstract This paper describes a method for estimating the marginal likelihood or Bayes factors of Bayesian models using non-parametric importance sampling (“arrogance sampling”). This method can also be used to

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