Blog Archives

CoRe in CiRM [3]

July 10, 2010
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CoRe in CiRM [3]

Still drudging along preparing the new edition of Bayesian Core. I am almost done with the normal chapter, where I also changed the Monte Carlo section to include specific tools (bridge) for evidence/Bayes factor approximation. Jean-Michel has now moved to the new hierarchical model chapter and analysed longitudinal  datasets that will constitute the core of

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Core in CiRM [2]

July 8, 2010
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Core in CiRM [2]

We are making slow progress on the normal and regression chapters as we decided to write the package at the same time we revise the chapters… Jean-Michel transformed the variable selection and model choice R codes of the regression chapter into generic functions that will fit within the package. I rewrote the section on testing,

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Core in CiRM [1]

July 6, 2010
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Core in CiRM [1]

Jean-Michel Marin and myself have thus started our “research in pair” in CIRM, Luminy, for a fortnight. We are working on the second edition of Bayesian Core and, despite working round the clock on the project (except for a one hour run around Mont Puget this morning), we are not going as fast as planned…

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Another harmonic mean approximation

June 26, 2010
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Another harmonic mean approximation

Martin Weinberg posted on arXiv a revision of his paper, Computing the Bayesian Factor from a Markov chain Monte Carlo Simulation of the Posterior Distribution, that is submitted to Bayesian Analysis. I have already mentioned this paper in a previous post, but I remain unconvinced of the appeal of the paper method, given that it

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Conferenza a Padova

June 16, 2010
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Conferenza a Padova

Today and tomorrow, I am attending the annual Italian statistical society meeting. While I appreciate very much the invitation, as well as the opportunity to walk through  Padova and Venezia for a short (and alas rainy!) hour on the way there (leaving home at 8am, walking in Venezia at noon!), I am rather skeptical of

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plagiarism exposed!

June 14, 2010
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plagiarism exposed!

Last morn, I had the surprise of receiving the following email: This is to inform you that the following abstract has been submitted to the 3rd International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM’10) Ab#: 114 Title: Goodness of Fit Via Mixtures of Beta distributions Keywords: nonparametric estimation, posterior conditional predictive p-value.

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bug in schoolmath

June 13, 2010
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bug in schoolmath

Neil Gunther has pointed out on his blog that the prime number decomposition R package schoolmath contains mistakes in the function primes, listing 1 as a prime number but also including decomposable numbers like 133 in its list of prime numbers: > primes(100,140) 101 107 111 113 123 129 131 137 > primes(50,140)  

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Stratified sampling

June 9, 2010
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Stratified sampling

The recently arXived paper of Goldstein, Rinott and Scarsini studies the impact of refining a partition on the precision of a stratified maximising/integration Monte Carlo approach. Quite naturally, if the partition gets improved, simulating points in each set of the partition can only improve the quality of the approximation, whether the problem is in maximising

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On particle learning

June 4, 2010
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On particle learning

In connection with the Valencia 9 meeting that started yesterday, and with Hedie‘s talk there, we have posted on arXiv a set of comments on particle learning. The arXiv paper contains several discussions but they mostly focus on the inevitable degeneracy that accompanies particle systems. When Lopes et al. state that is not of interest

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Vanilla Rao-Blackwellisation [re]revised

May 31, 2010
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Vanilla Rao-Blackwellisation [re]revised

Although the revision is quite minor, it took us two months to complete from the time I received the news in the Atlanta airport lounge… The vanilla Rao-Blackwellisation paper with Randal Douc has thus been resubmitted to the Annals of Statistics. And rearXived. The only significant change is the inclusion of two tables detailing computing

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