A new Metropolis-Hastings algorithm that I would call “universal” was posted by Somak Dutta yesterday on arXiv. Multiplicative random walk Metropolis-Hastings on the real line contains a different Metropolis-Hastings algorithm called the random dive. The proposed new value x’ given the current value x is defined by when is a ... [Read more...]

So, there’s probably an easier way to do this (please let me know if you know it)… Suppose you’re working with a system which creates (binary) files and posts them for download on a website. You know the names of the files that will be created. However, they ... [Read more...]

If I come across this kind of code when I'm checking (QCing) code it makes me want to punch the programmer's face. I find that it's impossible to step through and check each dataset with the previous incarnation. Which is how I check what h... [Read more...]

I know know...I've been away again...We (myself and Mark Lake) are presenting a paper at the CECD conference and we have still some to stuff to finish...so I'm really, really busy... I'll post asap a much more detailed post on the conference and o... [Read more...]

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