Articles by xi'an

Bayesian model selection

December 7, 2010 | xi'an

Last week, I received a box of books from the International Statistical Review, for reviewing them. I thus grabbed the one whose title was most appealing to me, namely Bayesian Model Selection and Statistical Modeling by Tomohiro Ando. I am indeed interested in both the nature of testing hypotheses or ... [Read more...]

Le Monde puzzle [49]

December 7, 2010 | xi'an

Here is a quick-and-dirty solution to Le Monde puzzle posted a few days ago: the R code counts the number of winning tickets between 1 and N, and stops when there is a proportion of 10% of winning tickets. #winning ticket win=function(n){ #decimal digits decomposition x=rep(0,4) x[4]=n%%10 m=(... [Read more...]

Bayesian adaptive sampling

December 5, 2010 | xi'an

In the continuation of my earlier post on computing evidence, I read a very interesting paper by Merlise Clyde, Joyee Ghosh and Michael Littman, to appear in JCGS. It is called  Bayesian adaptive sampling for variable selection and model averaging. The sound idea at the basis of the paper is ... [Read more...]

Le Monde puzzle [48: resolution]

December 4, 2010 | xi'an

The solution to puzzle 48 given in Le Monde this weekend is rather direct (which makes me wonder why the solution for 6 colours is still unavailable..) Here is a quick version of the solution: Consider one column, 1 say. Since 326=5×65+1, there exists one value c with at least 66 equal to c. Among [...] [Read more...]

Méthodes de Monte-Carlo avec R

December 2, 2010 | xi'an

The translation of the book Introducing Monte Carlo Methods with R is close to being completed. The copy-editing and page-setting are done, I have received the cover proposal and am happy with it, so it should now go to production and be ready by early January, (earlier than the tentative ... [Read more...]

Le Monde puzzle [48]

December 1, 2010 | xi'an

This week(end), the Le Monde puzzle can be (re)written as follows (even though it is presented as a graph problem): Given a square 327×327 symmetric matrix A, where each non-diagonal entry is in {1,2,3,4,5} and , does there exist a triplet (i,j,k) such that Solving this problem in R ... [Read more...]

Slices and crumbs [arXiv:1011.4722]

November 29, 2010 | xi'an

An interesting note was arXived a few days ago by Madeleine Thompson and Radford Neal. Beside the nice touch of mixing crumbs and slices, the neat idea is to have multiple-try proposals for simulating within a slice and to decrease the dimension of the simulation space at each try. This ... [Read more...]

Computing evidence

November 28, 2010 | xi'an

The book Random effects and latent variable model selection, edited by David Dunson in 2008 as a Springer Lecture Note. contains several chapters dealing with evidence approximation in mixed effect models. (Incidentally, I would be interested in the story behind the  Lecture Note as I found no explanation in the backcover ... [Read more...]

Random graphs with fixed numbers of neighbours

November 24, 2010 | xi'an

In connection with Le Monde puzzle #46, I eventually managed to write an R program that generates graphs with a given number n of nodes and a given number k of edges leaving each of those nodes. (My early attempt was simply too myopic to achieve any level of success when ... [Read more...]

The joys of teaching R

November 23, 2010 | xi'an

Just read a funny but much to the point blog entry on the difficulties of teaching proper programming skills to first year students! I will certainly make use of the style file as grading 180 exams is indeed a recurrent nightmare… Filed under: R,... [Read more...]

Robust adaptive Metropolis algorithm [arXiv:10114381]

November 23, 2010 | xi'an

Matti Vihola has posted a new paper on arXiv about adaptive (random walk) Metropolis-Hastings algorithms. The update in the (lower diagonal) scale matrix is where is the current acceptance probability and the target acceptance rate; is the current random noise for the proposal, ; is a step size sequence decaying to ... [Read more...]

R.I.P. StatProb?

November 22, 2010 | xi'an

As posted in early August from JSM 2010 in Vancouver, StatProb was launched as a way to promote an on-line encyclopedia/wiki with the scientific backup of expert reviewers. This was completely novel and I was quite excited to take part in the venture as a representative of the Royal Statistical ... [Read more...]

Graphical comparison of MCMC performance [arXiv:1011.445]

November 22, 2010 | xi'an

A new posting on arXiv by Madeleine Thompson on a graphical tool for assessing performance. She has developed a software called SamplerCompare, implemented in R and C. The graphical evaluation plots “log density evaluations per iteration times autocorrelation time against a tuning parameter in a grid of plots where rows ... [Read more...]

Introducing Monte Carlo in PaRis [more slides]

November 17, 2010 | xi'an

The class started yesterday with a small but focussed and responsive audience! Given the background of the students, and in particular their clear proficiency in R!, I switched between the original slides of Introducing Monte Carlo Methods with R and those of my Monte Carlo Statistical Methods: course, updated by ... [Read more...]

Postdoc in Wharton

November 16, 2010 | xi'an

Just received this email from José Bernardo about an exciting postdoc position in Wharton: POST-DOCTORAL FELLOW – DEPARTMENT OF STATISTICS, THE WHARTON SCHOOL The Department of Statistics at The Wharton School of the University of Pennsylvania is seeking candidates for a Post-Doctoral Fellowship. This research fellowship provides full funding without any ... [Read more...]

Introducing Monte Carlo in PaRis

November 14, 2010 | xi'an

As already announced on Statisfaction, I will start a short [14 hour] course in English based on Introducing Monte Carlo Methods with R at ENSAE next Tuesday. The slides were written by George Casella for a course he gave in Italy last spring and he kindly agreed on making them available ... [Read more...]

Bayesian Inference for Latent Gaussian Models

November 12, 2010 | xi'an

An exciting conference in Zurich next February, 02-05. (I think I will attend! And not for skiing reasons!) Latent Gaussian models have numerous applications, for example in spatial and spatio-temporal epidemiology and climate modelling. This workshop brings together researchers who develop and apply Bayesian inference in this broad model class. ... [Read more...]

Particle learning [rejoinder]

November 9, 2010 | xi'an

Following the posting on arXiv of the Statistical Science paper of Carvalho et al., and the publication by the same authors in Bayesian Analysis of Particle Learning for general mixtures I noticed on Hedibert Lopes’ website his rejoinder to the discussion of his Valencia 9 paper has been posted. Since the ... [Read more...]

Computational position in Texas

November 8, 2010 | xi'an

José Bernardo forwaded this announcement that sounds quite attractive (conditional upon living in a remote part of Texas!) Senior Faculty Position in Computational Statistics At Texas A&M University As part of a recognition of the increasing importance in the modeling and computational sciences, the Department of Statistics at Texas ... [Read more...]

Le Monde puzzle [43]

November 7, 2010 | xi'an

Here is the puzzle in Le Monde I missed last week: Given a country with 6 airports and a local company with three destinations from each of the six airports, is it possible to find a circular trip with three intermediate stops from one of the airports? From all of the ... [Read more...]
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