Books

A survey of the [60′s] Monte Carlo methods [2]

May 17, 2011 | xi'an

The 24 questions asked by John Halton in the conclusion of his 1970 survey are Can we obtain a theory of convergence for random variables taking values in Fréchet spaces? Can the study of Monte Carlo estimates in separable Fréchet spaces give a theory of global approximation? When sampling functions, ... [Read more...]

A survey of [the 60’s] Monte Carlo methods

May 16, 2011 | xi'an

“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my [partial] history of MCM methods in Bristol two months ago, at the Julian Besag memorial, Christophe Andrieu mentioned a 1970 SIAM survey by John Halton on A retrospective and prospective survey ... [Read more...]

Le Monde puzzle [#14.2]

May 14, 2011 | xi'an

I received at last my weekend edition of Le Monde and hence the solution proposed by the authors (Cohen and Busser) to the puzzle #14. They obtain a strategy that only requires at most 19 steps. The idea is to start with a first test, which gives a reference score S0, and ... [Read more...]

The confusing gamma parameter

May 13, 2011 | xi'an

Boris from Ottawa sent me this email about Introducing Monte Carlo Methods with R: As I went through the exercises and examples, I believe I found a typo in exercise 6.4 on page 176 that is not in the list of typos posted on  your website.  For simulation of Gamma(a,1) random ... [Read more...]

Cuckoo eggs

May 6, 2011 | xi'an

In Tangente n⁰42, there was a [Latter, 1902] dataset about the size of cuckoo eggs against the species (goldcrest and warbler) which built the nest. (The whole dataset from Latter is analysed in Maindonald and Braun’s Data Analysis and Graphics Using R, with a degree of caution about how trustworthy ... [Read more...]

Another review of Introducing … R

May 2, 2011 | xi'an

The March 2011 issue of JASA contains a review of Introducing Monte Carlo Methods with R by Hedibert Lopes. As in the previous review, the poor quality of the figures is (rightly) pointed out by Hedie. However, the main message of the review remains very positive and, furthermore, Hedie advertises the ‘... [Read more...]

Statistical analyses using R

April 22, 2011 | xi'an

Another book I received from the Short Book Reviews section of the International Statistical Review is Everitt’s and Hothorn’s Handbook of statistical analyses using R. Here is a [blog-ified] version of my book review. This book is the second (blue) edition of a successful (violet) handbook that can ... [Read more...]

Mixtures in Madrid

April 10, 2011 | xi'an

As I already did two years ago, in connection with the double degree between UAM and Dauphine, I will give a short graduate course at the Universidad Autonoma de Madrid (UAM). It will be part of the regular fourth year statistics course and will focus on mixtures, as given in ... [Read more...]

Book: ggplot2 by Hadley Wickham

April 4, 2011 | Dzidorius Martinaitis

All my recent plots are built using ggplot2 package. I don’t know if my dear readers have noticed the difference, but from my point of view, ggplot2 allows to create nice looking and aesthetics plots. I was using this package before, but the real boost came after reading this ... [Read more...]

Time series

March 28, 2011 | xi'an

(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 ... [Read more...]

R [re-]exam

March 27, 2011 | xi'an

In what seems like an endless cuRse, I found this week I had to re-grade a dozen R exams a TA’s did not grade properly! The grades I (X) got are plotted below against those of my TA (Y). There is little connection between both gradings… As if this ... [Read more...]

R-ecap [-16]

March 26, 2011 | xi'an

This morning, I noticed that none of my R related posts had appeared on R-bloggers for the past fortnight… After investigating, this was caused by…cut-and-paste! Indeed, when advertising about the special issue of TOMACS Arnaud Doucet and I edit about Monte Carlo methods in Statistics, I copied the main ... [Read more...]

Typos sorted, at last!

March 23, 2011 | xi'an

After posting so many entries about typos in my books (making you wonder how there could be any text left!) and postponing their classification for so long, I decided on Saturday afternoon to collect those entries into a comprehensive pdf document that should be more useful for readers. I incidentally ... [Read more...]

Bertand’s paradox [R details]

March 19, 2011 | xi'an

Some may have had reservations about the “randomness” of the straws I plotted to illustrate Bertrand’s paradox. As they were all going North-West/South-East. I had actually made an inversion between cbind and rbind in the R code, which explained for this non-random orientation. Above is the corrected version, ...
[Read more...]

Special issue of TOMACS

March 9, 2011 | xi'an

TOMACS (ACM Transactions on Modeling and Computer Simulation) is launching a call for paper submission. The special topic is Monte Carlo Methods in Statistics and Arnaud Doucet and myself are the special issue editors. Here are the details.: Over the last two decades Monte Carlo methods have attracted much attention ... [Read more...]

cut&paste typo in R book

March 2, 2011 | xi'an

A casualty of cut-and-paste in Chapter 3 of Introducing Monte Carlo Methods with R. Brad McNeney from Simon Fraser sent me a nice email about the end of Example 3.6 missing a marginal estimate. Indeed, it does. And it should have been obvious from the “estimates” we derived, 19 and 16, which are not ... [Read more...]

Reaching 1000

February 14, 2011 | xi'an

This is the 1000th post on the ‘Og! Here are the entries that have had above 1000 views (not viewers) so far: In{s}a(ne)!! 5,353 “simply start over and build something better” 4,345 Julien on R shortcomings 1,966 Sudoku via simulated annealing 1,762 Of black swans and bleak prospects 1,462 Do we need an ... [Read more...]

Model weights for model choice

February 9, 2011 | xi'an

An ‘Og reader. Emmanuel Charpentier, sent me the following email about model choice: I read with great interest your critique of Peter Congdon’s 2006 paper (CSDA, 50(2):346-357) proposing a method of estimation of posterior model probabilities based on improper distributions for parameters not present in the model inder examination, as ... [Read more...]

Introductory R Books

January 31, 2011 | Daniel Hocking

Here's a link to another blog compiling information and recommendations are introductory books on R (not statistics books that use R).  I thought this might be useful for people.http://csgillespie.wordpress.com/2011/01/28/r-programming-books-updated/
[Read more...]

R programming books (updated)

January 28, 2011 | csgillespie

In a recent post, I asked for suggestions for introductory R computing books. In particular, I was looking for books that: Assume no prior knowledge of programming. Assume very little knowledge of statistics. For example, no regression. Are cheap, since they are for undergraduate students. Some of my cons aren’... [Read more...]
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