Posts Tagged ‘ Simulation ’

In search of a random gamma variate…

March 16, 2010
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In search of a random gamma variate…

One of the most common exersices given to Statistical Computing,Simulation or relevant classes is the generation of random numbers from a gamma distribution. At first this might seem straightforward in terms of the lifesaving relation that exponential and gamma random variables share. So, it’s easy to get a gamma random variate using the fact that

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t-walk on the wild side

March 11, 2010
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t-walk on the wild side

When I read in the abstract of the recent A General Purpose Sampling Algorithm for Continuous Distributions, published by Christen and Fox in Bayesian Analysis that We develop a new general purpose MCMC sampler for arbitrary continuous distributions that requires no tuning. I am slightly bemused. The proposal of the authors is certainly interesting and

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Typos in Chapter 8

January 16, 2010
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Typos in Chapter 8

Phew!, we are now done with the solution manual in the sense that we have compiled solutions for all odd-numberedd exercises (but one!) and solved a fair number of even-numbered exercises. As it stands, the manual is 120 pages long and I am exhausted by the run to produce it over the past week. I

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Typos in Chapters 6-7

January 14, 2010
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Typos in Chapters 6-7

Over the weekend and during the R exams, I managed to complete the solution set for Chapters 6 and 7 of “Introducing Monte Carlo Methods with R”. Chapter 6 only exhibited a few typos, despite me covering most exercises in Chapter 6, hence the merging of both chapters. – in Exercise 6.13, both and

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Typos in Chapter 5

January 11, 2010
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Typos in Chapter 5

After writing the solutions to the odd-numbered exercises in Chapter 5 of “Introducing Monte Carlo Methods with R”., I alas found the following typos, two of which are rather major (Exercise 5.3 and Example 5.16). I apologise to the readers these typos may confuse. – Exercise 5.3 has no simple encompassing set and the constraint should

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Typos in Chapter 4

January 9, 2010
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Typos in Chapter 4

Chapter 4 of “Introducing Monte Carlo Methods with R” has four typos (so far) in the exercises: – In Exercise 4.5, the should not be in bold fonts (!) – In Exercise 4.9, I commented too many lines when revising and thus the variance terms vanished. It should read– In Exercise 4.13, following the removal of

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Typos in Chapter 3

January 7, 2010
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Typos in Chapter 3

Here are two more typos in the exercises of Chapter 3 of “Introducing Monte Carlo Methods with R”. – due to the (later) inclusion of an extra-exercise in the book, the “above exercise” in Exercise 3.5 actually means Exercise 3.3. – in Exercise 3.11, question c, a line got commented by mistake in the LaTeX file and

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Already a competitor?!

December 11, 2009
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Already a competitor?!

When looking around on Amazon, I found that “Introducing Monte Carlo Methods with R” was associated with another very recently published (same day as ours!) book, “Understanding Computational Bayesian Statistics“, by William Bolstad, that seems to mostly cover the same ground as us (with some connections with Bayesian Core for prior modelling in regression and

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Introduction à Monte Carlo en R

November 11, 2009
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Introduction à Monte Carlo en R

Following a proposal by Springer-Verlag Paris, I have decided to translate Introducing Monte Carlo Methods with R with George Casella into French, since a new collection of R books (in French) is planed for the Spring of 2010. The translation will a priori be done by Joachim Robert and Robin Ryder, under my supervision and

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Simulation of Burning Fire in R

June 11, 2009
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Simulation of Burning Fire in R

inlin Yan posted a cool (hot?) simulation of burning fire with R in the COS forum yesterday, which was indeed a warm welcome. I’m not sure whether our forum members will be scared by the “fire” under the title “Welcome to COS Forum”. The fire was mainly created by the function image() with

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