“Overall this book is a very helpful and useful introduction to Bayesian methods of data analysis. I found the use of R, the code in the book, and the companion R package, bayess, to be helpful

Following my post of yesterday about the missing condition in Lynch’s R code, Gérard Letac sent me a paper he recently wrote with Luc Devroye on correlation matrices and copulas. Paper written for the memorial volume in honour of Marc Yor. It considers the neat problem of the existence of a copula (on x…x) associated

A s I figured out while working with astronomer colleagues last week, a strange if understandable difficulty proceeds from the simplest and most studied statistical model, namely the Normal model x~N(θ,1) Indeed, if one reparametrises this model as x~N(υ⁻¹,1) with υ>0, a single observation x brings very little information about υ! (This is not a

Quite a coincidence! I just came across another bug in Lynch’s (2007) book, Introduction to Applied Bayesian Statistics and Estimation for Social Scientists. Already discussed here and on X validated. While working with one participant to the post-ISBA softshop, we were looking for efficient approaches to simulating correlation matrices and came across the

A game-related Le Monde mathematical puzzle: Starting with a pile of 10⁴ tokens, Bob plays the following game: at each round, he picks one of the existing piles with at least 3 tokens, takes away one of the tokens in this pile, and separates the remaining ones into two non-empty piles of arbitrary size. Bob

In what I hope is the first occurrence of a new part of ISBA conferences, Booking.com is launching a data challenge at ISBA 2016 next week. The prize being a trip to take part in their monthly hackathon. In Amsterdam. It would be terrific if our Bayesian conferences, including BayesComp, could gather enough data and

A new version of the R package abcrf has been posted on Friday by Jean-Michel Marin, in conjunction with the recent arXival of our paper on point estimation via ABC and random forests. The new R functions come to supplement the existing ones towards implementing ABC point estimation: covRegAbcrf, which predicts the posterior covariance between

A not so enticing Le Monde mathematical puzzle: Find the minimal value of a five digit number divided by the sum of its digits. This can formalised as finding the minimum of N/(a+b+c+d+e) when N writes abcde. And solved by brute force. Using a rough approach to finding the digits of a five-digit number, the

Although this is far from a paradox when realising why the phenomenon occurred, it took me a few lines to understand why the empirical average of a log-normal sample is apparently a biased estimator of its mean. And why the biased plug-in estimator does not appear to present a bias. The picture below compares two

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