Posts Tagged ‘ Books ’

Terry’s spiel

May 22, 2011
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Terry’s spiel

“We don’t need likelihood functions; we just need to know how to simulate from (…) We don’t need models with sufficient statistics; we just need summary statistics (…) We don’t need to be Bayesian; we just need to be approximately so. We don’t need theory to tell us our method works; we just need

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

May 17, 2011
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A survey of the [60′s] Monte Carlo methods [2]

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, what constitutes a representative sample

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

May 16, 2011
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A survey of [the 60's] Monte Carlo methods

“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my 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 of the Monte Carlo

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Le Monde puzzle [#14.2]

May 14, 2011
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Le Monde puzzle [#14.2]

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 then work on

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The confusing gamma parameter

May 13, 2011
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The confusing gamma parameter

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 variables with  candidate distribution

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Cuckoo eggs

May 6, 2011
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Cuckoo eggs

In Tangente n⁰42, there was a 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 this data is…) This is

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Another review of Introducing … R

May 2, 2011
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Another review of Introducing … R

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 ‘Og itself in the

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Statistical analyses using R

April 22, 2011
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Statistical analyses using R

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 version of my book review. This book is the second (blue) edition of a successful (violet) handbook that can benefit a wide audience interested in using

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Mixtures in Madrid

April 10, 2011
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Mixtures in Madrid

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 of Bayesian Core. It will

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Book: ggplot2 by Hadley Wickham

April 4, 2011
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Book: ggplot2 by Hadley Wickham

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 book: ggplot2: Elegant Graphics for Data Analysis (Use R).

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