Blog Archives

density()

June 27, 2011
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density()

Following my earlier posts on the revision of Lack of confidence, here is an interesting outcome from the derivation of the exact marginal likelihood in the Laplace case. Computing the posterior probability of a normal model versus a Laplace model in the normal (gold) and the Laplace (chocolate) settings leads to the above histogram(s), which

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Bayesian Fall school in La Rochelle

June 26, 2011
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Bayesian Fall school in La Rochelle

The French agronomy research institute INRA is organising a Fall school in La Rochelle, Nov. 28 – Dec. 02, on Bayesian methods, oriented towards the applications in food sciences, environmental sciences, and biology. The provisional program (in French) is ■ Initiation aux outils informatiques R et WinBUGS (TP et réalisation de projets sur ordinateur) ■

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Normal tail precision

June 25, 2011
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Normal tail precision

In conjunction with the normal-Laplace comparison mentioned in the most recent post about our lack of confidence in ABC model choice, we have been working on the derivation of the exact Bayes factor and I derived an easy formula for the marginal likelihood in the Laplace case that boils down to a weighted sum of

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A heap of PhD studentships at UCL

June 21, 2011
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A heap of PhD studentships at UCL

Mark Girolami sent me this announcement for six PhD studentships in Statistical Methodology and Its Application at University College London (UCL) that are great opportunities for anyone interested in computational statistics! The studentships are attached to the Department of Statistical Science at University College London, and a subset of them are UCL Impact awards. Impact

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Summer school in Gran Paradiso

June 19, 2011
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Summer school in Gran Paradiso

The Parco Nazionale Gran Paradiso and the Università di Pavia are organising a summer school on “Advances in species distribution modelling in ecological studies and conservation” in Pavia and Cogne, 12-18 September 2011. This school includes R and Winbugs tutorials, regular classes, plus a field trip to the park, so this sounds quite exciting (at

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Efficient loops in R — the complexity versus speed trade-off

June 18, 2011
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I've written before about the up- and downsides of the plyr package -- I love it's simplicity, but it can't be mindlessly applied, no pun intended. This week, I started building a agent-based model for a large population, and I figured I'd use something like a binomial per-timestep birth-death process for between-agent connections. My ballpark...

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Further Bernoulli factories

June 15, 2011
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Further Bernoulli factories

Yesterday, Andrew Thomas and José Blanchet posted a note on the Bernouilli factory on arXiv. This short paper links with the recent paper of Flegal and Herbei I commented earlier. Considering the special target Thomas and Blanchet develop an elaborate scheme of cascading envelopes that converge to f from above. Their paper is very clear

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The importance of being unoriginal (and befriending google)

June 11, 2011
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In search of bin countsI look at histograms and density functions of my data in R on a regular basis. I have some idea of the algorithms behind these, but I've never had any reason to go under the hood until now. Lately, I've been looking using the b...

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Cross de Bercy 2011 [v2&3]

June 10, 2011
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Cross de Bercy 2011 [v2&3]

Following my (un)reasonable time last year, I registered again for the annual “Cross de Bercy”  run by the Sport Club of the Finance Ministry (with whom/which CREST is affiliated). This is a two loop 10km race taking

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Rotating disks

June 9, 2011
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Rotating disks

My neighbour is an half-retired entrepreneur who still runs his electric engine company. A few weekends ago, he came to me with the following physics question related with one of those engines: given a primary disk rotating at the angular speed of ω0 and a secondary disk located on the first one with a centre

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