Blog Archives

NIPS 2010: Monte Carlo workshop

September 3, 2010
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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

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Statisfaction

September 2, 2010
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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

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Stochastic approximation in Bristol

September 2, 2010
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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

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Random dive MH

September 1, 2010
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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,

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Hyper-g priors

August 30, 2010
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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,

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Beta translation done!

August 29, 2010
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Beta translation done!

Once my team of four translators had handed back to me all the chapters of the French version of Introducing Monte Carlo Methods with R to me, I had to go over the book to ensure some minimal consistency between the chapters. I started the editing in the plane to Vancouver but did not get

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Julian Besag 1945-2010

August 7, 2010
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Julian Besag 1945-2010

I have just learned that Julian Besag passed away last morning in Bristol after being admitted to the hospital two weeks ago. He was a leading figure of our field, a fiercely independent thinker, a brilliant statistician, and undoubtedly the clearest pretendent to having fathered MCMC. His influence on the field of spatial statistics will

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Recent arXiv postings

August 4, 2010
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Recent arXiv postings

With too little time, too many things to do on my plate, here are some recent arXiv postings I won’t have time to comment: Adaptive Monte Carlo on multivariate binary sampling spaces. (arXiv:1008.0055v1) Mixture Decomposition of Distributions using a Decomposition of the Sample Space. (arXiv:1008.0204v1) Bayesian Model Selection for Beta Autoregressive Processes. (arXiv:1008.0121v1) Reference priors

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JSM 2010 [day 3]

August 4, 2010
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JSM 2010 [day 3]

The same pattern as yesterday occurred, namely that the sessions that most interested me were all together at the 10:30 and 2pm slots, while there was no talk (besides the official ones) after 4pm… After another run around Stanley Park, I took the opportunity of being late for the first session to sit outside and

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JSM 2010 [day 2]

August 3, 2010
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JSM 2010 [day 2]

After a very good early run in Stanley Park, I went to a morning session on new statistical challenges in genetics, but unfortunately could not keep focussed enough (due to a very short night, still being not tuned to Pacific time!) so I ended up chatting with Sid Chib at the Springer booth about the

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