This week, at the Rmetrics conference, there has been an interesting discussion about heuristic optimization. The starting point was simple: in complex optimization problems (here we mean with a lot of local maxima, for instance), we do not ne...
Posts Tagged ‘ convergence ’
updated slides for ABC PhD course
Over the weekend, I have added a few slides referring to recent papers mentioning the convergence of ABC algorithms, in particular the very relevant paper by Dean et al. I had already discussed in an earlier post. (This is taking a larger chunk of my time than expected! I am glad I will use the 
A slice of infinity
Peng Yu sent me an email about the conditions for convergence of a Gibbs sampler: The following statement mentions convergence. But I’m not familiar what the regularity condition is. “But it is necessary to have a finite probability of moving away from the current state at all times in order to satisfy the regularity conditions on which 
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
