Blog Archives

Off to Banff!!

September 9, 2010
By
Off to Banff!!

Today I am travelling from Paris to Banff, via Amsterdam and Calgary, to take part in the Hierarchical Bayesian Methods in Ecology two day workshop organised at BIRS by Devin Goodsman (University of Alberta),  François Teste (University of Alberta), and myself. I am very excited both by the opportunity to meet young researchers in ecology

Read more »

Typo in Chapter 5

September 9, 2010
By
Typo in Chapter 5

Gilles Guillot from Technical University of Denmark taught a course based on our R book and he pointed out to me several typos in Chapter 5 of “Introducing Monte Carlo Methods with R”: p.137 second equation from bottom should be p. 138  Example 5.7 denominator in the gradient should be

Read more »

Julien on R shortcomings

September 8, 2010
By
Julien on R shortcomings

Julien Cornebise posted a rather detailed set of comments (from Jasper!) that I thought was interesting and thought-provoking enough (!) to promote to a guest post. Here it is , then, to keep the debate rolling (with my only censoring being the removal of smileys!). (Please keep in mind that I do not endorse everything

Read more »

Truly random?!

September 6, 2010
By
Truly random?!

Having purchased the September edition of La Recherche because of its (disappointing!) coverage on black matter, I came by a short coverage on an Intel circuit producing “truly random” numbers… I already discussed this issue in an earlier post, namely that there is no reason physical generators are “more” random than congruential pseudo-random generators, but

Read more »

In{s}a(ne)!!

September 5, 2010
By
In{s}a(ne)!!

Having missed the earliest entry by Radford last month, due to disconnection in Yosemite, I was stunned to read his three entries of the past month about R performances being significantly modify when changing brackets with curly brackets! I (obviously!) checked on my own machine and found indeed the changes in system.time uncovered by Radford…

Read more »

NIPS 2010: Monte Carlo workshop

September 3, 2010
By
NIPS 2010: Monte Carlo workshop

In the wake of the main machine learning NIPS 2010 meeting in Vancouver, Dec. 6-9 2010, there will be a very interesting workshop organised by Ryan Adams, Mark Girolami, and Iain Murray on Monte Carlo Methods for Bayesian Inference in Modern Day Applications, on Dec. 10. (And in Whistler, not Vancouver!) I wish I could

Read more »

Statisfaction

September 2, 2010
By
Statisfaction

A collective blog has been started by the statistics students and postdocs at CREST, in the wake of the Valencia meeting. It is called Statisfaction. (The Rolling Stones of Statistics?! Actually, Andrew Gelman also has a post with that title… And it is even part of the Urban Dictionnary!) Since I have no responsability nor

Read more »

Stochastic approximation in Bristol

September 2, 2010
By
Stochastic approximation in Bristol

This is very short notice, but for those in the vicinity and not at the RSS conference, there is a highly interesting workshop taking place in Bristol in ten days (I would certainly have gone, had I not been at the same time in Banff!): We would like to invite you to contribute to our

Read more »

Random dive MH

September 1, 2010
By
Random dive MH

A new Metropolis-Hastings algorithm that I would call “universal” was posted by Somak Dutta yesterday on arXiv. Multiplicative random walk Metropolis-Hastings on the real line contains a different Metropolis-Hastings algorithm called the random dive. The proposed new value x’ given the current value x is defined by when is a random variable on . Thus,

Read more »

Hyper-g priors

August 30, 2010
By
Hyper-g priors

Earlier this month, Daniel Sabanés Bové and Leo Held posted a paper about g-priors on arXiv. While I glanced at it for a few minutes, I did not have the chance to get a proper look at it till last Sunday. The g-prior was first introduced by the late Arnold Zellner for (standard) linear models,

Read more »