People rave about Sweave and the literate programing paradigm and I am guilty as charged. I speak Sweave, I think Sweave, I dream Sweave. As a matter of fact my default mode of operation is Sweave and anything else is an … Continue reading →

As so often happens these days, a brief post at FriendFeed got me thinking about data analysis. Entitled “So how many retractions are there every year, anyway?”, the post links to this article at Retraction Watch. It discusses ways to estimate the number of retractions and in particular, a recent article in the Journal of

An interesting note was arXived a few days ago by Madeleine Thompson and Radford Neal. Beside the nice touch of mixing crumbs and slices, the neat idea is to have multiple-try proposals for simulating within a slice and to decrease the dimension of the simulation space at each try. This dimension diminution is achieved via

The Joy of Stats really is a joy. It will be shown on BBC4, apparently scheduled for December 7. (That date comes from Hans Rosling on twitter, I haven’t found scheduling evidence at the BBC.) I saw its debut at the Royal Statistical Society on World Statistics Day. Here is a five minute excerpt: You … Continue reading...

The book Random effects and latent variable model selection, edited by David Dunson in 2008 as a Springer Lecture Note. contains several chapters dealing with evidence approximation in mixed effect models. (Incidentally, I would be interested in the story behind the Lecture Note as I found no explanation in the backcover or in the preface.

As I mentioned in a recent post, I’ve just received a copy of Advanced Markov Chain Monte Carlo Methods. Chapter 1.4 in the book (very quickly) covers random variable generation. Inverse CDF Method A standard algorithm for generating random numbers is the inverse cdf method. The continuous version of the algorithm is as follows: 1.

I’ve just received my copy of Advanced Markov Chain Monte Carlo Methods, by Liang, Liu, & Carroll. Although my PhD didn’t really involve any Bayesian methodology (and my undergrad was devoid of any Bayesian influence), I’ve found that the sort of problems I’m now tackling in systems biology demand a Bayesian/MCMC approach. There are a