Posts Tagged ‘ statistics ’

the Art of R Programming [guest post]

January 30, 2012
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the Art of R Programming [guest post]

(This post is the preliminary version of a book review by Alessandra Iacobucci, to appear in CHANCE. Enjoy !) As Rob J. Hyndman enthusiastically declares in his blog, “this is a gem of a book”. I would go even further and argue that The Art of R programming is...

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ABC [PhD] course

January 25, 2012
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ABC [PhD] course

As mentioned in the latest post on ABC, I am giving a short doctoral course on ABC methods and convergence at CREST next week. I have now made a preliminary collection of my slides (plus a few from Jean-Michel Marin’s), available on slideshare (as ABC in Roma, because I am also giving the course...

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Internet surveys

January 18, 2012
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I received the following email today: I am preparing a thesis … I need to conduct the widest possible poll, and it occurred to me that perhaps you could guide me toward an internet-based way in which this can be done easily. I have a ten-question questionnaire prepared, that I wish to have an...

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non-stationary AR(10)

January 18, 2012
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non-stationary AR(10)

In the revision of Bayesian Core on which Jean-Michel Marin and I worked together most of last week, having missed our CIRM break last summer (!), we have now included an illustration of what happens to an AR(p) time series when the customary stationarity+causality condition on the roots of the associated polynomial is not...

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Infidelity and econometrics

January 17, 2012
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Infidelity and econometrics

On http://www.bakadesuyo.com, there was recently an interesting discussion about infidelity, the key question being "at what ages are men and women most likely to have affairs?" The discussion is based on some graphs, e.g. The source is a paper b...

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Harmonic means, again again

January 9, 2012
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Harmonic means, again again

Another arXiv posting I had had no time to comment is Nial Friel’s and Jason Wyse’s “Estimating the model evidence: a review“. This is a review in the spirit of two of our papers, “Importance sampling methods for Bayesian discrimination between embedded models” with Jean-Michel Marin (published in Jim Berger Feitschrift, Frontiers of Statistical...

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1500th, 3000th, &tc

January 7, 2012
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1500th, 3000th, &tc

As the ‘Og reached its 1500th post and 3000th comment at exactly the same time, a wee and only mildly interesting Sunday morning foray in what was posted so far and attracted the most attention (using the statistics provided by wordpress). The most visited posts: Title Views Home page 203,727 In{s}a(ne)!! 7,422 “simply start...

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Example 7.17 in Introduction to Monte Carlo methods with R

January 4, 2012
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Example 7.17 in Introduction to Monte Carlo methods with R

I received the following email about Introducing Monte Carlo Methods with R a few days ago: Hallo Dr. Robert, I  am studying your fine book for myself. There´s a little problem in examples 7.17 and 8.1: in the R code a function “gu” is used and a reference given to ex. 5.17, but I...

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Coefplot: New Package for Plotting Model Coefficients

January 3, 2012
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Coefplot: New Package for Plotting Model Coefficients

By Joseph Rickert Even to the practiced eye, looking at coefficients in R model summaries can be tedious. And, capturing information about the significance of coefficients from scores or maybe even hundreds of models in a way that makes writing the final report a bit easier is a time consuming and thankless task. Of...

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Decoding a Substitution Cipher using Simulated Annealing

January 1, 2012
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Decoding a Substitution Cipher using Simulated Annealing

My last post discussed a method to decode a substitution cipher using a Metropolis-Hastings algorithm. It was brought to my attention that this code could be improved by using Simulated Annealing methods to jump around the sample space and avoid some of the local maxima. Here is a basic description of the difference: In...

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