Blog Archives

Congruential generators all are RANDUs!

January 30, 2010
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Congruential generators all are RANDUs!

In case you did not read all the slides of Regis Lebrun’s talk on pseudo-random generators I posted yesterday, one result from Marsaglia’s (in a 1968 PNAS paper) exhibited my ignorance during Regis’ Big’ MC seminar on Thursday. Marsaglia indeed showed that all multiplicative congruential generators lie on a series of hyperplanes whose number gets ridiculously

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Big’MC seminar

January 29, 2010
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Big’MC seminar

Two very interesting talks at the Big’ MC seminar on Thursday: – Phylogenetic models and MCMC methods for the reconstruction of language history by Robin Ryder – Uniform and non-uniform random generators by Régis Lebrun which are both on topics close to my interest, evolution of languages (I’ll be a philologist in another life!) and uniform random generators. Filed

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Looking for a Bayésien PhD

January 28, 2010
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Looking for a Bayésien PhD

I just got this email (yes, in French) looking for a Bayesian ready to work on algorithms: Dans le cadre de la société Vekia, nous recherchons un Docteur en statistiques bayésiennes pour un poste sur Lille à pourvoir dès que possible. Vekia est  un éditeur de logiciel pour le commerce fondée en 2007 par deux chercheurs (Pierre-Arnaud

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Bayesian courses in København

January 26, 2010
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Bayesian courses in København

I received this announcement about two incoming courses given in København by Andrew Lawson: 1) “*An Introduction to Bayesian Disease Mapping*” A Two-Day Course, April 12.- 13. 2010, University of Southern Denmark This course is designed to provide an introduction to the area of Bayesian disease mapping in applications to Public Health and Epidemiology: 2) “*Advanced Bayesian Disease Mapping*” A

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Short Monte Carlo course in San Antonio

January 21, 2010
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Short Monte Carlo course in San Antonio

Just a reminder that I will teach a very short course on March 17 in San Antonio, Texas, based on our “Introducing Monte Carlo Methods with R” book, in the first day of the meeting  Frontiers of Statistical Decision Making and Bayesian Analysis, in honour of Jim Berger, There still are a

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Solution manual for Introducing Monte Carlo Methods with R

January 19, 2010
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Solution manual for Introducing Monte Carlo Methods with R

After the complete solution manual for Bayesian Core, the solution manual for the odd numbered exercises of “Introducing Monte Carlo Methods with R” is now arXived. The fuller 133 page version for instructors is available from Springer Verlag by demand only, in order to keep the appeal of the book as a textbook (even

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Typos in Chapter 8

January 16, 2010
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Typos in Chapter 8

Phew!, we are now done with the solution manual in the sense that we have compiled solutions for all odd-numberedd exercises (but one!) and solved a fair number of even-numbered exercises. As it stands, the manual is 120 pages long and I am exhausted by the run to produce it over the past week. I

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Typos in Chapters 6-7

January 14, 2010
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Typos in Chapters 6-7

Over the weekend and during the R exams, I managed to complete the solution set for Chapters 6 and 7 of “Introducing Monte Carlo Methods with R”. Chapter 6 only exhibited a few typos, despite me covering most exercises in Chapter 6, hence the merging of both chapters. – in Exercise 6.13, both and

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Typos in Chapter 5

January 11, 2010
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Typos in Chapter 5

After writing the solutions to the odd-numbered exercises in Chapter 5 of “Introducing Monte Carlo Methods with R”., I alas found the following typos, two of which are rather major (Exercise 5.3 and Example 5.16). I apologise to the readers these typos may confuse. – Exercise 5.3 has no simple encompassing set and the constraint should

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R exams

January 11, 2010
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R exams

As posted yesterday, today was the day of my Exploratory Statistics exam, turned into 3 R exams because of the lack of terminals for the students to work on. (We tried to encourage students to use their own laptop but less than twenty registered…) If you happen to be interested in those exams, they are

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