My Paris colleague (and fellow-runner) Aurélien Garivier has produced an interesting comparison of 4 (or 6 if you consider scilab and octave as different from matlab) computer languages in terms of speed for producing the MLE in a hidden Markov model, using EM and the Baum-Welch algorithms. His conclusions are that matlab is a...
I just received this announcement for the opening of a (tenured/civil servant) position in the national research institute in biostatistics, genetics, and agronomy, INRA: Position opening with profile Approximate inference techniques in complex systems Key activities and required skills: You will develop methodological research in the field of statistical inference for models used in...
![the birthday problem [X'idated]](http://xianblog.files.wordpress.com/2012/02/birthday.jpg?w=450&h=450)
The birthday problem (i.e. looking at the distribution of the birthdates in a group of n persons, assuming a uniform distribution of the calendar dates of those birthdates) is always a source of puzzlement ! For instance, here is a recent post on Cross Validated: I have 360 friends on facebook, and,...
One of my students wrote the following code for his R exam, trying to do accept-reject simulation (of a Rayleigh distribution) and constant approximation at the same time: which I find remarkable if alas doomed to fail! I wonder if there exists a (real as opposed to fantasy) computer language where you could introduce...
![the Art of R Programming [guest post]](http://akamaicovers.oreilly.com/images/9781593273842/lrg.jpg)
(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...
![ABC [PhD] course](http://feeds.wordpress.com/1.0/comments/xianblog.wordpress.com/14394/)
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...
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...
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...
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...
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...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).