Posts Tagged ‘ Annals of Statistics ’

Short versus long papers, in academic journals

April 24, 2012
By
Short versus long papers, in academic journals

This Monday, during my talk on quantile regressions (at the Montreal R-meeting), we've seen how those nice graphs could be interpreted, with the evolution of the slope of the linear regression, as a function of the probability level. One illustrati...

Read more »

MCMC with errors

March 25, 2011
By
MCMC with errors

I received this email last week from Ian Langmore, a postdoc in Columbia: I’m looking for literature on a subject and can’t find it:  I have a Metropolis sampler where the acceptance probability is evaluated with some error.  This error is not simply error in evaluation of the target density.  It occurs due to the

Read more »