Blog Archives

abcfr 0.9-3

August 26, 2015
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abcfr 0.9-3

In conjunction with our reliable ABC model choice via random forest paper, about to be resubmitted to Bioinformatics, we have contributed an R package called abcrf that produces a most likely model and its posterior probability out of an ABC reference table. In conjunction with the realisation that we could devise an approximation to the

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Seattle histogram

August 16, 2015
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Seattle histogram

Filed under: pictures, R, Statistics, Travel Tagged: histogram, sculpture, Seattle, Washington Convention Center

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STAN trailer [PG+53]

August 13, 2015
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STAN trailer [PG+53]

Filed under: Kids, R, Statistics, University life Tagged: Andrew Gelman, Hami...

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STAN trailer [PG+53]

August 13, 2015
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STAN trailer [PG+53]

Filed under: Kids, R, Statistics, University life Tagged: Andrew Gelman, Hami...

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JSM 2015 [day #2]

August 10, 2015
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JSM 2015 [day #2]

Today, at JSM 2015, in Seattle, I attended several Bayesian sessions, having sadly missed the Dennis Lindley memorial session yesterday, as it clashed with my own session. In the morning sessions on Bayesian model choice, David Rossell (Warwick) defended non-local priors à la Johnson (& Rossell) as having better frequentist properties. Although I appreciate the concept

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JSM 2015 [day #2]

August 10, 2015
By
JSM 2015 [day #2]

Today, at JSM 2015, in Seattle, I attended several Bayesian sessions, having sadly missed the Dennis Lindley memorial session yesterday, as it clashed with my own session. In the morning sessions on Bayesian model choice, David Rossell (Warwick) defended non-local priors à la Johnson (& Rossell) as having better frequentist properties. Although I appreciate the concept

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JSM 2015 [day #1]

August 9, 2015
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JSM 2015 [day #1]

This afternoon, at JSM 2015, in Seattle, we had the Bayesian Computation I and II sessions that Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA). Despite this being Sunday and hence having some of the participants still arriving, the sessions went on well in terms of audience. Thanks to Mark Girolami’s strict

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JSM 2015 [day #1]

August 9, 2015
By
JSM 2015 [day #1]

This afternoon, at JSM 2015, in Seattle, we had the Bayesian Computation I and II sessions that Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA). Despite this being Sunday and hence having some of the participants still arriving, the sessions went on well in terms of audience. Thanks to Mark Girolami’s strict

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delayed in Seattle

August 8, 2015
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delayed in Seattle

Here are the slides of my talk on delayed acceptance I present this afternoon at JSM 2015, in Seattle, in the Bayesian Computation I (2pm, room CC-4C1) and II (4pm, room CC-3A) sessions Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA):Filed under: Books, R, Statistics, Travel, University life Tagged: American Statistical Association,

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Moment conditions and Bayesian nonparametrics

August 5, 2015
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Moment conditions and Bayesian nonparametrics

Luke Bornn, Neil Shephard, and Reza Solgi (all from Harvard) have arXived a pretty interesting paper on simulating targets on a zero measure set. Although it is not initially presented this way, but rather in non-parametric terms as moment conditions where θ is the parameter of the sampling distribution, constrained by the value of β. (Which

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