Posts Tagged ‘ history of statistics ’

PLoS topic page on ABC

June 6, 2012
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PLoS topic page on ABC

A few more comments on the specific entry on ABC written by Mikael SunnÃ¥ker et al…. The entry starts with the representation of the posterior probability of an hypothesis, rather than with the posterior density of a model parameter, which seems to lead the novice reader astray. After all, (a) ABC was not introduced for

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Handbook of Markov chain Monte Carlo

September 21, 2011
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Handbook of Markov chain Monte Carlo

At JSM, John Kimmel gave me a copy of the Handbook of Markov chain Monte Carlo, as I had not (yet?!) received it. This handbook is edited by Steve Brooks, Andrew Gelman, Galin Jones, and Xiao-Li Meng, all first-class jedis of the MCMC galaxy. I had not had a chance to get a look at

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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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