Blog Archives

Postdoc on adaptive MCMC in Paris

May 2, 2011
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Postdoc on adaptive MCMC in Paris

Although the official deadline is long past, I just became aware of this call for a postdoctoral position in Paris starting next Fall. Please feel free to apply: Summary Adaptive Markov Chain Monte Carlo (MCMC) methods are currently a very active field of research. MCMC methods are sampling methods, based on Markov Chains which are

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Bayesian job in Cambridge

April 26, 2011
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Bayesian job in Cambridge

Here is an email that could appeal to some readers: Job in Cambridge MRC-BSU – Bayesian statistician Career development fellow MRC Biostatistics Unit, Cambridge We are offering an exciting opportunity to work on Bayesian models for infectious disease dynamics. A statistician is required to contribute to a programme of research to develop inferential approaches to

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Statistical analyses using R

April 22, 2011
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Statistical analyses using R

Another book I received from the Short Book Reviews section of the International Statistical Review is Everitt’s and Hothorn’s Handbook of statistical analyses using R. Here is a version of my book review. This book is the second (blue) edition of a successful (violet) handbook that can benefit a wide audience interested in using

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Lack of confidence [revised]

April 21, 2011
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Lack of confidence [revised]

Following the comments on our earlier submission to PNAS, we have written (and re-arXived) a revised version where we try to spell out (better) the distinction between ABC point (and confidence) estimation and ABC model choice, namely that the problem was at another level for Bayesian model choice (using posterior probabilities). When doing point estimation

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Thomas Bayes, 250 years later

April 21, 2011
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Thomas Bayes, 250 years later

A link on R-bloggers signaled a series of blogs and videos by IBM Netezza about Thomas Bayes and the consequences of his theorem. Which made me realise this was indeed the 250th anniversary of his death, and that maybe we (as a collective, incl. ISBA) should have done something on April 17th… Before the Revolution

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Mixtures in Madrid (3)

April 14, 2011
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Mixtures in Madrid (3)

For my second lecture today, I need to plot a likelihood surface for a basic two-component mixture with only the means unknown: here is the R code to speed up things llsurf=function(trumyn=2.,wayt=.3,var2=1.,ssiz=500){ # draws the log-likelihood surface and a random sample sd2=sqrt(var2) parti=(runif(ssiz)>wayt) sampl=(1-parti)*rnorm(ssiz)+parti*(trumyn+sd2*rnorm(ssiz)) mu2=mu1=seq(min(sampl),max(sampl),.1) mo1=mu1%*%t(rep(1,length(mu2))) mo2=(rep(1,length(mu2)))%*%t(mu2) ca1=-0.5*mo1*mo1 ca2=-0.5*mo2*mo2 like=.1*(ca1+ca2) # log prior N(0,10) for

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Le Monde puzzle #13

April 13, 2011
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Le Monde puzzle #13

This week, Le Monde offers not one but three related puzzles: Is it possible to label the twelve edges of a cube by consecutive numbers such that the sum of the edge numbers at any of the eight nodes is constant? Is it possible to label the eight nodes of a cube by consecutive numbers

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Mixtures in Madrid

April 10, 2011
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Mixtures in Madrid

As I already did two years ago, in connection with the double degree between UAM and Dauphine, I will give a short graduate course at the Universidad Autonoma de Madrid (UAM). It will be part of the regular fourth year statistics course and will focus on mixtures, as given in of Bayesian Core. It will

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Buffon versus Bertrand in R

April 7, 2011
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Buffon versus Bertrand in R

Following my earlier post on Buffon’s needle and Bertrand’s paradox, above are four outcomes corresponding to four different generations (among many) of the needle locations. The upper right-hand side makes a difference in the number of hits (out of 1000). The R code corresponding to this generation was made in the métro, so do not

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When Buffon meets Bertrand

April 6, 2011
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When Buffon meets Bertrand

When Peter Diggle gave his “short history” of spatial statistics this morning (I typed this in the taxi from Charles de Gaulle airport, after waiting one hour for my bag!), he started with a nice slide about Buffon’s needle (and Buffon’s portrait), since Julian Besag was often prone to give this problem as a final

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