Blog Archives

beta HPD

October 17, 2013
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beta HPD

While writing an introductory chapter on Bayesian analysis (in French), I came by the issue of computing an HPD region when the posterior distribution is a Beta B(α,β) distribution… There is no analytic solution and hence I resorted to numerical resolution (provided here for α=117.5, β=115.5): and got the following return: which was enough for

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accelerated ABC

October 16, 2013
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accelerated ABC

On the flight back from Warwick, I read a fairly recently arXived paper by Umberto Picchini and Julie Forman entitled “Accelerating inference for diffusions observed with measurement error and large sample sizes using Approximate Bayesian Computation: A case study” that relates to earlier ABC works (and the MATLAB abc-sde package) by the first author (earlier

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #10)

October 14, 2013
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #10)

This a final reminder about the October 15 deadlines for MCMSki IV: First, the early bird rate for the registration ends up on October 15. Second, the young investigator travel support can only be requested up to October 15 as well. (For those waiting for the decision about the support to register, the registration deadline will be

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Argentan half-marathon [split times]

October 7, 2013
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Argentan half-marathon [split times]

Filed under: R, Running Tagged: Argentan, background, half-marathon, Normandy, race, road races, running, splits

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Le Monde puzzle [#835]

September 28, 2013
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Le Monde puzzle [#835]

The current puzzle is apparently suffering from combinatoric complexity : N persons (with 20≤N≤23) are sitting around a round table and everyone has a green or red token. Both colours are represented. First, each player with a red token take the token of the player immediately to her or his left. Second, each player with

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #9)

September 22, 2013
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #9)

This a reminder about the October 15 deadlines for MCMSki IV: First, the early bird rate for the registration ends up on October 15. Second, the young investigator travel support can only be requested up to October 15 as well. Be sure to book your hotel or rental place early too as Chamonix is quite popular in

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informative hypotheses (book review)

September 18, 2013
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informative hypotheses (book review)

The title of this book Informative Hypotheses somehow put me off from the start: the author, Hebert Hoijtink, seems to distinguish between informative and uninformative (deformative? disinformative?) hypotheses. Namely, something like H0: μ1=μ2=μ3=μ4 is “very informative” and the alternative Ha is completely uninformative, while the “alternative null” H1: μ1<μ2=μ3<μ4 is informative. (Hence the < signs on

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

September 13, 2013
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #6)

A reposted item of news about MCMSki IV: as posted by Brad Carlin this afternoon to the Biometrics Section and Bayesian Statistical Science Section of the ASA, The fifth joint international meeting of the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), nicknamed “MCMSki IV”, will be held in Chamonix Mont-Blanc,

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #7)

August 26, 2013
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #7)

More exciting (and important!) news about MCMSki IV: First, some if not all of the 9 invited and the 16 contributed sessions are about now documented by abstracts. The program is completely set! If you plan to present a poster, remember to send me by email (a) surname, name (institution): title as the subject, (b)

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Le Monde puzzle [#825]

July 20, 2013
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Le Monde puzzle [#825]

The current puzzle is the last one before the summer break and not exciting enough to take along: Take the first ten digits, create five pairs out of those, and for each pair (x,y) derive the quantity (min(x,y)+1.5max(x,y)). What is the collection of pairs that maximises the product of those quantities? I wrote the following

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