Blog Archives

Selecting statistics for ABC model choice [R code]

November 1, 2011
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Selecting statistics for ABC model choice [R code]

As supplementary material to the ABC paper we just arXived, here is the R code I used to produce the Bayes factor comparisons between summary statistics in the normal versus Laplace example. (Warning: running the R code takes a while!) Filed under: R, Statistics, University life Tagged: ABC, Bayesian model choice, Laplace distribution, R, summary

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Bayesian ideas and data analysis

October 30, 2011
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Bayesian ideas and data analysis

Here is another Bayesian textbook that appeared recently. I read it in the past few days and, despite my obvious biases and prejudices, I liked it very much! It has a lot in common (at least in spirit) with our Bayesian Core, which may explain why I feel so benevolent towards Bayesian ideas and

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Dennis Ritchie 1941-2011

October 28, 2011
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Dennis Ritchie 1941-2011

I just got the “news” that Dennis Ritchie died, although this happened on October 12… The announcement was surprisingly missing from my information channels and certainly got little media coverage, compared with Steve Jobs‘ demise. (I did miss the obituaries in the New York Times and in the Guardian. The Economist has the most appropriate

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Catching up faster by switching sooner

October 25, 2011
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Catching up faster by switching sooner

Here is our discussion (with Nicolas Chopin) of the Read Paper of last Wednesday by T. van Erven, P. Grünwald and S. de Rooij (Centrum voor Wiskunde en Informatica, Amsterdam), entitled Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the Akaike information criterion–Bayesian information criterion dilemma. It

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Approximate Bayesian computational methods on-line

October 25, 2011
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Approximate Bayesian computational methods on-line

Fig. 4 – Boxplots of the evolution of ABC approximations to the Bayes factor. The representation is made in terms of frequencies of visits to models MA(1) and MA(2) during an ABC simulation when ε corresponds to the 10,1,.1,.01% quantiles on the simulated autocovariance distances. The data is a time

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understanding computational Bayesian statistics: a reply from Bill Bolstad

October 23, 2011
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understanding computational Bayesian statistics: a reply from Bill Bolstad

Bill Bolstad wrote a reply to my review of his book Understanding computational Bayesian statistics last week and here it is, unedited except for the first paragraph where he thanks me for the opportunity to respond, “so readers will see that the book has some good features beyond having a “nice cover”.” (!) I simply processed

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le Monde puzzle [#745]

October 20, 2011
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le Monde puzzle [#745]

The puzzle in Le Monde this weekend is not that clear (for a change!), so I may be confused in the following exposition: Three card players are betting with a certain (and different) number of chips each, between 4 and 9. After each game, the looser doubles the number of chips of the winner (while

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postdoctoral positions in Paris

October 20, 2011
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postdoctoral positions in Paris

There is a call for postdoctoral positions supported by the Paris Mathematical Sciences Foundation. The deadline is December 13 and the on-line application is available. If you are interested in working with me on Bayesian statistics  (model choice, time series model) or computational methods (SMC, MCMC, ABC, &c.) thru this call, please contact me at

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the Wang-Landau algorithm reaches the flat histogram in finite time

October 19, 2011
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the Wang-Landau algorithm reaches the flat histogram in finite time

Pierre Jacob and Robin Ryder (from Paris-Dauphine, CREST, and Statisfaction) have just arXived (and submitted to the Annals of Applied Probability) a neat result on the Wang-Landau algorithm. (This algorithm, which modifies the target in a sort of reweighted partioned sampling to achieve faster convergence, has always been perplexing to me.)  They show that some

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National Gallery of Ireland

October 15, 2011
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National Gallery of Ireland

During a short if profitable visit to Dublin for a SFI meeting on Tuesday/Friday, I had the opportunity to visit the National Gallery of Ireland in my sole hour of free time (as my classy hotel was very close). The building itself is quite nice, being well-inserted between brick houses from the outside, while providing

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