As in previous years, let me warn unwary readers that the links to Amazon.com and Amazon.fr found on this blog are actually susceptible to earn me a monetary gain [from 4% to 7%] if a purchase is made in the 24 hours following the entry on Amazon through this link, thanks ... [Read more...]

Richard Everitt tweetted yesterday about a recent publication in JCGS by Rajib Paul, Steve MacEachern and Mark Berliner on convergence assessment via stratification. (The paper is free-access.) Since this is another clear interest of mine’s, I had a look at the paper in the train to Besançon. (And ... [Read more...]

I was wondering about the null distribution of successive differences of random sequences, and decided to do some numerical experiments. I quickly realized that successive differences equates to taking successively higher-order numerical derivatives, ... [Read more...]

I spotted on R-bloggers a post discussing optimising the efficiency of programming accept-reject algorithms. While it is about SAS programming, and apparently supported by the SAS company, there are two interesting features with this discussion. The first one is about avoiding the dreaded loop in accept-reject algorithms. For instance, taking ... [Read more...]

Here are my R midterm exams, version A and version B in English (as students are sitting next to one another in the computer rooms), on simulation methods for my undergrad exploratory statistics course. Nothing particularly exciting or innovative! Dedicated ‘Og‘s readers may spot a few Le Monde puzzles ... [Read more...]

  A short visit to ISU but and therefore a busy and proftable day! About ten appointments in Snedecor Hall after a nice morning run, a highly attended Zyskind Lecture, and many interesting discussions all over the day: e.g., I had a great time discussing using null recurrent Markov chains ... [Read more...]

The little half puzzle proposed a “dumb’ solution in that players play a minimax strategy. There are 34 starting values less than 100 guaranteeing a sure win to dumb players. If instead the players maximise their choice at each step, the R code looks like this: and there are now 66 (=100-34, indeed!) ... [Read more...]

I found this Le Monde puzzle of June 16 I had stored and then somehow forgotten with my trips to Japan and Australia: There are n beans in a box, with 98≤n≤102). Two players take at each round either one bean from the box or “the little half” (i.e. the ... [Read more...]

On October 14, the weekend edition of Le Monde had the following puzzle: consider four boxes that contain all integers between 1 and 9999, in such a way that for any N, N, 2N, 3N, and 4N are in four different boxes. If 1,2,3 and 4 are in boxes labelled 1,2,3 and 4, respectively, in [...] [Read more...]

Similar to last year, I am giving a series of lectures on simulation jointly as a Master course in Paris-Dauphine and as a 3rd year course in ENSAE. The course borrows from both the books Monte Carlo Statistical Methods and from Introduction to Monte Carlo Methods with R, with George ... [Read more...]

The next MCMSki IV conference will for the first time host contributed sessions as well as invited sessions. The scientific committee thus welcomes proposals for contributed talks and even more for contributed sessions. Contributed talks are scheduled to last 20 minutes, plus questions, and contributed sessions one hour and a half, ... [Read more...]

Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. ... [Read more...]

Another full day spent working with Jean-Michel Marin on the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) and the remaining hierarchical Bayes chapter… I have reread and completed the regression and GLM chapters, sent to very friendly colleagues for a last round of comments. Now, ... [Read more...]

As advertised on the ‘Og, the ISBA mailing list and now the birth certificate of BayesComp (!), MCMSki IV is taking place for sure in Chamonix-Mont-Blanc, January 6-8 2014. The webpage has been started, thanks to Merrill Liechty, and should grow with informations about the location, the hotels, registration, transportation, and of ... [Read more...]

Surrounding the great and exciting gathering of Bayesian statisticians in Kyoto last June, several ISBA sections have appeared in the past weeks, as already mentioned on the ‘Og. Along with Anto Mira and Nicolas Chopin (who did most of the organisational work while I was wandering down under!), we discussed ... [Read more...]

Among the books I received for review in CHANCE, here are some neither I nor my “usual suspects” had enough time or interest in to review: R Graphics (second edition) by Paul Murrell Biostatistics: A computing approach by Stewart Anderson Advanced Bayesian methods for medical test accuracy by Lyle Broemeling ... [Read more...]

Jean-Michel Marin visited me in Paris last week and, besides taking part in Pierre’s PhD defence, we made enough progress to close two more chapters of the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) This follows the good work session we had in Carnon ... [Read more...]

After a sunny weekend to unpack and unwind, I am now back to my normal schedule, on my way to Paris-Dauphine for an R (second-chance) exam. Except for confusing my turn signal for my wiper, thanks to two weeks of intensive driving in four Australian states!, things are thus back ... [Read more...]

In a political party, there are as many cells as there are members and each member belongs to at least one cell. Each cell has five members and an arbitrary pair of cells only shares one member. How many members are there in this political party? Back to the mathematical ... [Read more...]

Here are the slides for the second day of my course at Monash University, Melbourne, in the Special Lectures in Econometrics, with a strong strong similarity with the slides of my course in Roma this Spring. (Ah, sunny Roma…) The first day lecture was very well attended and I hope ... [Read more...]