Blog Archives

debunking a (minor and personal) myth

September 9, 2015
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debunking a (minor and personal) myth

For quite a while, I entertained the idea that Beta and Dirichlet proposals  were more adequate than (log-)normal random walks proposals for parameters on (0,1) and simplicia (simplices, simplexes), respectively, when running an MCMC. For instance, for p in (0,1) the value of the Markov chain at time t-1, the proposal at time t could

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ABC model choice via random forests [and no fire]

September 3, 2015
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ABC model choice via random forests [and no fire]

While my arXiv newspage today had a puzzling entry about modelling UFOs sightings in France, it also broadcast our revision of Reliable ABC model choice via random forests, version that we resubmitted today to Bioinformatics after a quite thorough upgrade, the most dramatic one being the realisation we could also approximate the posterior probability of

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reaching transcendence for Gaussian mixtures

September 2, 2015
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reaching transcendence for Gaussian mixtures

“…likelihood inference is in a fundamental way more complicated than the classical method of moments.” Carlos Amendola, Mathias Drton, and Bernd Sturmfels arXived a paper this Friday on “maximum likelihood estimates for Gaussian mixtures are transcendental”. By which they mean that trying to solve the five likelihood equations for a two-component Gaussian mixture does not

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likelihood-free inference in high-dimensional models

August 31, 2015
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likelihood-free inference in high-dimensional models

“…for a general linear model (GLM), a single linear function is a sufficient statistic for each associated parameter…” The recently arXived paper “Likelihood-free inference in high-dimensional models“, by Kousathanas et al. (July 2015), proposes an ABC resolution of the dimensionality curse by turning

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abcfr 0.9-3

August 26, 2015
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abcfr 0.9-3

In conjunction with our reliable ABC model choice via random forest paper, about to be resubmitted to Bioinformatics, we have contributed an R package called abcrf that produces a most likely model and its posterior probability out of an ABC reference table. In conjunction with the realisation that we could devise an approximation to the

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Seattle histogram

August 16, 2015
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Seattle histogram

Filed under: pictures, R, Statistics, Travel Tagged: histogram, sculpture, Seattle, Washington Convention Center

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STAN trailer [PG+53]

August 13, 2015
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STAN trailer [PG+53]

Filed under: Kids, R, Statistics, University life Tagged: Andrew Gelman, Hami...

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JSM 2015 [day #2]

August 10, 2015
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JSM 2015 [day #2]

Today, at JSM 2015, in Seattle, I attended several Bayesian sessions, having sadly missed the Dennis Lindley memorial session yesterday, as it clashed with my own session. In the morning sessions on Bayesian model choice, David Rossell (Warwick) defended non-local priors à la Johnson (& Rossell) as having better frequentist properties. Although I appreciate the concept

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JSM 2015 [day #1]

August 9, 2015
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JSM 2015 [day #1]

This afternoon, at JSM 2015, in Seattle, we had the Bayesian Computation I and II sessions that Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA). Despite this being Sunday and hence having some of the participants still arriving, the sessions went on well in terms of audience. Thanks to Mark Girolami’s strict

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delayed in Seattle

August 8, 2015
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delayed in Seattle

Here are the slides of my talk on delayed acceptance I present this afternoon at JSM 2015, in Seattle, in the Bayesian Computation I (2pm, room CC-4C1) and II (4pm, room CC-3A) sessions Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA):Filed under: Books, R, Statistics, Travel, University life Tagged: American Statistical Association,

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