Blog Archives

Postdoc position in computational Bayesian statistics

October 14, 2010
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Postdoc position in computational Bayesian statistics

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, Genoscope (the genomics institute of

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Parallel processing of independent Metropolis-Hastings algorithms

October 11, 2010
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Parallel processing of independent Metropolis-Hastings algorithms

With Pierre Jacob, my PhD student, and Murray Smith, from National Institute of Water and Atmospheric Research, Wellington, who actually started us on this project at the last and latest Valencia meeting, we have completed a paper on using parallel computing in independent Metropolis-Hastings algorithms. The paper is arXived and the abstract goes as follows:

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Le Monde puzzle [40]

October 10, 2010
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Le Monde puzzle [40]

The puzzle in Le Monde this week 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 the top of the pile

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Pre-ordinary meeting

October 7, 2010
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Pre-ordinary meeting

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...

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Typos…

October 5, 2010
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Typos…

Edward Kao just sent another typo found both in  Monte Carlo Statistical Methods (Problem 3.21) and in Introducing Monte Carlo Methods with R (Exercise 3.17), namely that should be I also got another email from Jerry Sin mentioning that matrix summation in the matrix commands of Figure 1.2 of Introducing Monte Carlo Methods with R

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Le Monde puzzle [34]

October 3, 2010
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Le Monde puzzle [34]

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 token are distributed around a 200 meter perimeter-long ring. They all start moving at the same speed, 18km/h, in

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Typo in Example 5.18

October 2, 2010
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Typo in Example 5.18

Edward Kao pointed out several typos in Example 5.18 of Monte Carlo Statistical Methods. First, the customers in area i should be double-indexed, i.e. which implies in turn that . Then the summary T should be defined as and as given that the first m customers have the fifth plan missing. Filed under: Books, R,

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Le Monde puzzle [38]

September 29, 2010
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Le Monde puzzle [38]

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 sum of all two digit numbers made by picking

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Galton & simulation

September 27, 2010
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Galton & simulation

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address

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Riemann, Langevin & Hamilton [reply]

September 27, 2010
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Riemann, Langevin & Hamilton [reply]

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 we will again produce a

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