Blog Archives

Le Monde puzzle [38]

September 29, 2010
By
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

Read more »

Galton & simulation

September 27, 2010
By
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

Read more »

Riemann, Langevin & Hamilton [reply]

September 27, 2010
By
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

Read more »

Effective sample size

September 23, 2010
By
Effective sample size

In the previous days I have received several emails asking for clarification of the effective sample size derivation in “Introducing Monte Carlo Methods with R” (Section 4.4, pp. 98-100). Formula (4.3) gives the Monte Carlo estimate of the variance of a self-normalised importance sampling estimator (note the change from the original version in Introducing Monte

Read more »

Monte Carlo Statistical Methods third edition

September 23, 2010
By
Monte Carlo Statistical Methods third edition

Last week, George Casella and I worked around the clock on starting the third edition of Monte Carlo Statistical Methods by detailing the changes to make and designing the new table of contents. The new edition will not see a revolution in the presentation of the material but rather a more mature perspective on what

Read more »

R tee-shirt

September 21, 2010
By
R tee-shirt

I gave my introduction to the R course in a crammed amphitheatre of about 200 students today. Had to wear my collectoR teeshirt from Revolution Analytics, even though it only made the kids pay attention for about 30 seconds… The other few “lines” that worked were using the Proctor & Gamble “car 54″ poster and

Read more »

Typo in Example 3.6

September 16, 2010
By
Typo in Example 3.6

Edward Kao pointed out the following difficulty about Example 3.6 in Chapter 3 of “Introducing Monte Carlo Methods with R”: I have two questions that have puzzled me for a while. I hope you can shed some lights. They are all about Example 3.6 of your book. 1. On page 74, there is a term

Read more »

News on MCMSki III

September 14, 2010
By
News on MCMSki III

Here is a message sent by the organisers of MCMSki III in Utah next early January. When registering, make sure to tick the free registration for Adap’skiii as well! The fourth joint international meeting of the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), nicknamed “MCMSki III“, will be held at

Read more »

10w2170, Banff [2]

September 13, 2010
By
10w2170, Banff [2]

Over the two days of the Hierarchical Bayesian Methods in Ecology workshop, we managed to cover normal models, testing, regression, Gibbs sampling, generalised linear models, Metropolis-Hastings algorithms and of course a fair dose of hierarchical modelling. At the end of the Saturday marathon session, we spent one and half discussing some models studied by the

Read more »

“simply start over and build something better”

September 12, 2010
By
“simply start over and build something better”

The post on the shortcomings of R has attracted a huge number of readers and Ross Ihaka has now posted a detailed comment that is fairly pessimistic… Given the directions drafted in this comment from the father of R (along with Robert Gentleman), I once again re-post this comment as a main entry to advertise

Read more »