Posts Tagged ‘ Bayesian statistics ’

Time series

March 28, 2011
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Time series

(This post got published on The Statistics Forum yesterday.) The short book review section of the International Statistical Review sent me Raquel Prado’s and Mike West’s book, Time Series (Modeling, Computation, and Inference) to review. The current post is not about this specific book, but rather on why I am unsatisfied with the textbooks in

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Two short Bayesian courses in South’pton

January 12, 2011
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Two short Bayesian courses in South’pton

An announcement for two short-courses on Introduction to  Bayesian Analysis and MCMC, and Hierarchical Modelling of Spatial and Temporal Data by Alan Gelfand (Duke University, USA) and Sujit Sahu (University of Southampton, UK), are to take place in Southampton on June 7-10, this year. Course 1: Introduction to Bayesian Analysis and MCMC. Date: June 7,

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Galton & simulation

September 27, 2010
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Galton & simulation

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address

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NIPS 2010: Monte Carlo workshop

September 3, 2010
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NIPS 2010: Monte Carlo workshop

In the wake of the main machine learning NIPS 2010 meeting in Vancouver, Dec. 6-9 2010, there will be a very interesting workshop organised by Ryan Adams, Mark Girolami, and Iain Murray on Monte Carlo Methods for Bayesian Inference in Modern Day Applications, on Dec. 10. (And in Whistler, not Vancouver!) I wish I could

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Recent arXiv postings

August 4, 2010
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Recent arXiv postings

With too little time, too many things to do on my plate, here are some recent arXiv postings I won’t have time to comment: Adaptive Monte Carlo on multivariate binary sampling spaces. (arXiv:1008.0055v1) Mixture Decomposition of Distributions using a Decomposition of the Sample Space. (arXiv:1008.0204v1) Bayesian Model Selection for Beta Autoregressive Processes. (arXiv:1008.0121v1) Reference priors

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Already a competitor?!

December 11, 2009
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Already a competitor?!

When looking around on Amazon, I found that “Introducing Monte Carlo Methods with R” was associated with another very recently published (same day as ours!) book, “Understanding Computational Bayesian Statistics“, by William Bolstad, that seems to mostly cover the same ground as us (with some connections with Bayesian Core for prior modelling in regression and

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