Books

Monte Carlo Statistical Methods third edition

September 23, 2010 | xi'an

Last week, George Casella and I worked around the clock on starting the third edition of Monte Carlo Statistical Methods by detailing the changes to make and designing the new table of contents. The new edition will not see a revolution in the presentation of the material but rather a ...
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R tee-shirt

September 21, 2010 | xi'an

I gave my introduction to the R course in a crammed amphitheatre of about 200 students today. Had to wear my collectoR teeshirt from Revolution Analytics, even though it only made the kids pay attention for about 30 seconds… The other few “lines” that worked were using the Proctor & Gamble “car 54″ poster ...
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Typo in Example 3.6

September 16, 2010 | xi'an

Edward Kao pointed out the following difficulty about Example 3.6 in Chapter 3 of “Introducing Monte Carlo Methods with R”: I have two questions that have puzzled me for a while. I hope you can shed some lights. They are all about Example 3.6 of your book. 1. On page 74, there is a term [...] [Read more...]

10w2170, Banff

September 11, 2010 | xi'an

Yesterday night, we started the  Hierarchical Bayesian Methods in Ecology workshop by trading stories. Everyone involved in the programme discussed his/her favourite dataset and corresponding expectations from the course. I found the exchange most interesting, like the one we had two years ago in Gran Paradiso, because of the ... [Read more...]

Off to Banff!!

September 9, 2010 | xi'an

Today I am travelling from Paris to Banff, via Amsterdam and Calgary, to take part in the Hierarchical Bayesian Methods in Ecology two day workshop organised at BIRS by Devin Goodsman (University of Alberta),  François Teste (University of Alberta), and myself. I am very excited both by the opportunity ... [Read more...]

Typo in Chapter 5

September 9, 2010 | xi'an

Gilles Guillot from Technical University of Denmark taught a course based on our R book and he pointed out to me several typos in Chapter 5 of “Introducing Monte Carlo Methods with R”: p.137 second equation from bottom should be [right, another victim of cut-and-paste] p. 138  Example 5.7 denominator in the gradient ... [Read more...]

Julien on R shortcomings

September 8, 2010 | xi'an

Julien Cornebise posted a rather detailed set of comments (from Jasper!) that I thought was interesting and thought-provoking enough (!) to promote to a guest post. Here it is , then, to keep the debate rolling (with my only censoring being the removal of smileys!). (Please keep in mind that I do ... [Read more...]

Truly random?!

September 6, 2010 | xi'an

Having purchased the September edition of La Recherche because of its (disappointing!) coverage on black matter, I came by a short coverage on an Intel circuit producing “truly random” numbers… I already discussed this issue in an earlier post, namely that there is no reason physical generators are “more” random ... [Read more...]

Hyper-g priors

August 30, 2010 | xi'an

Earlier this month, Daniel Sabanés Bové and Leo Held posted a paper about g-priors on arXiv. While I glanced at it for a few minutes, I did not have the chance to get a proper look at it till last Sunday. The g-prior was first introduced by the late ... [Read more...]

Beta translation done!

August 29, 2010 | xi'an

Once my team of four translators had handed back to me all the chapters of the French version of Introducing Monte Carlo Methods with R to me, I had to go over the book to ensure some minimal consistency between the chapters. I started the editing in the plane to ... [Read more...]

Julian Besag 1945-2010

August 7, 2010 | xi'an

I have just learned that Julian Besag passed away last morning in Bristol after being admitted to the hospital two weeks ago. He was a leading figure of our field, a fiercely independent thinker, a brilliant statistician, and undoubtedly the clearest pretendent to having fathered MCMC. His influence on the ... [Read more...]

JSM 2010 [day 3]

August 4, 2010 | xi'an

The same pattern as yesterday occurred, namely that the sessions that most interested me were all together at the 10:30 and 2pm slots, while there was no talk (besides the official ones) after 4pm… After another run around Stanley Park, I took the opportunity of being late for the first session ...
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JSM 2010 [day 2]

August 3, 2010 | xi'an

After a very good early run in Stanley Park, I went to a morning session on new statistical challenges in genetics, but unfortunately could not keep focussed enough (due to a very short night, still being not tuned to Pacific time!) so I ended up chatting with Sid Chib at ...
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A summer of books

July 27, 2010 | xi'an

The summer started with a research in pair session in CiRM on the R edition of Bayesian Core, but I am also involved two other book projects. The first one was mentioned in a previous post, namely the translation of Introducing Monte Carlo Methods with R into French. I have ...
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CoRe in CiRM [end]

July 17, 2010 | xi'an

Back home after those two weeks in CiRM for our “research in pair” invitation to work on the new edition of Bayesian Core, I am very grateful for the support we received from CiRM and through it from SMF and CNRS. Being “locked” away in such a remote place brought ...
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CoRe in CiRM [6]

July 15, 2010 | xi'an

This is the last day at CiRM for our “research in pair” working on the new edition of Bayesian Core. I mostly completed the revision of the chapter on Bayesian imaging, including stuff on Markov random fields and mainly on ABC algorithms. All that remains to be done about this ...
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Multidimension bridge sampling (CoRe in CiRM [5])

July 13, 2010 | xi'an

Since Bayes factor approximation is one of my areas of interest, I was intrigued by Xiao-Li Meng’s comments during my poster in Benidorm that I was using the “wrong” bridge sampling estimator when trying to bridge two models of different dimensions, based on the completion (for and missing from ... [Read more...]

A quantum leap (CoRe in CiRM [4])

July 12, 2010 | xi'an

Today, as I was trying to install SpatialEpi to use the Scotland lip cancer data in the last chapter of Bayesian Core, I realised my version of R, R Version 2.6.1, was hopelessly out of date! As I am also using Hardy Heron, a somehow antiquated version of Ubuntu on my ...
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CoRe in CiRM [3]

July 10, 2010 | xi'an

Still drudging along preparing the new edition of Bayesian Core. I am almost done with the normal chapter, where I also changed the Monte Carlo section to include specific tools (bridge) for evidence/Bayes factor approximation. Jean-Michel has now moved to the new hierarchical model chapter and analysed longitudinal  datasets ...
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Core in CiRM [2]

July 8, 2010 | xi'an

We are making slow progress on the normal and regression chapters as we decided to write the package at the same time we revise the chapters… Jean-Michel transformed the variable selection and model choice R codes of the regression chapter into generic functions that will fit within the package. I ...
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