Blog Archives

evaluating stochastic algorithms

February 19, 2014
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evaluating stochastic algorithms

Reinaldo sent me this email a long while ago Could you recommend me a nice reference about measures to evaluate stochastic algorithms (in particular focus in approximating posterior distributions). and I hope he is still reading the ‘Og, despite my lack of prompt reply! I procrastinated and procrastinated in answering this question as I did not

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Statistics and Computing special MCMSk’issue [call for papers]

February 6, 2014
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Statistics and Computing special MCMSk’issue [call for papers]

Following the exciting and innovative talks, posters and discussions at MCMski IV, the editor of Statistics and Computing, Mark Girolami (who also happens to be the new president of the BayesComp section of ISBA, which is taking over the management of future MCMski meetings), kindly proposed to publish a special issue of the journal open

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cut, baby, cut!

January 28, 2014
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cut, baby, cut!

At MCMSki IV, I attended (and chaired) a session where Martyn Plummer presented some developments on cut models. As I was not sure I had gotten the idea [although this happened to be one of those few sessions where

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Statistical modeling and computation [book review]

January 21, 2014
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Statistical modeling and computation [book review]

Dirk Kroese (from UQ, Brisbane) and Joshua Chen (from ANU, Canberra) just published a book entitled Statistical Modeling and Computation, distributed by Springer-Verlag (I cannot tell which series it is part of from the cover or frontpages…) The book is intended mostly for an undergrad audience (or for graduate students with no probability or statistics

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Le Monde puzzle [#849]

January 18, 2014
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Le Monde puzzle [#849]

A straightforward Le Monde mathematical puzzle: Find a pair (a,b) of integers such that a has an odd number d of digits larger than 2 and ab is written as 10d+1+10a+1. Find the smallest possible values of a and of b. I ran the following R code which produced a=137 (and b=83) as the unique

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MCMSki IV [mistakes and regrets]

January 12, 2014
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MCMSki IV [mistakes and regrets]

Now that the conference and the Bayesian non-parametric satellite workshop (thanks to Judith!) are over, with (almost) everyone back home, and that the post-partum conference blues settles in (!), I can reflect on how things ran for those meetings and what I could have done to improve them… (Not yet considering to propose a second

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MCMSki IV [day #3]

January 8, 2014
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MCMSki IV [day #3]

Already on the final day..! And still this frustration in being unable to attend three sessions at once… Andrew Gelman started the day with a non-computational talk that broached on themes that are familiar to readers of his blog, on the misuse of significance tests and on recommendations for better practice. I then picked the

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MCMSki IV [day 1.5]

January 7, 2014
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MCMSki IV [day 1.5]

The afternoon sessions I attended were “Computational and Methodological Challenges in evidence synthesis and multi-step” organised by Nicky Best and Sylvia Richardson and “Approximate inference” put together by Dan Simpson. Since both Nicky and Sylvia were alas unable to attend MCMSki, I chaired their session, which I found most interesting as connected to a recurrent

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #18)

January 6, 2014
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #18)

MCMSki IV is about to start! While further participants may still register (registration is still open!), we are currently 223 registered participants, without accompanying people. I do hope most of these managed to reach the town of Chamonix-Mont-Blanc despite the foul weather on the East Coast. Unfortunately, three speakers (so far) cannot make it: Yugo

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #17)

January 3, 2014
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #17)

We are a few days from the start, here are the latest items of information for the participants: The shuttle transfer on January 5th, from Geneva Airport to Chamonix lasts 1 hour 30 minutes. At your arrival in the airport , follow the “Swiss Exit”. After the customs, the bus driver (handling a sign “MCMC’Ski

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