(This post got published on The Statistics Forum yesterday.) The short book review section of the International Statistical Review sent me Raquel Prado’s and Mike West’s book, Time Series (Modeling, Computation, and Inference) to review. The current post is not about this specific book, but rather on why ... [Read more...]

An announcement for two short-courses on Introduction to  Bayesian Analysis and MCMC, and Hierarchical Modelling of Spatial and Temporal Data by Alan Gelfand (Duke University, USA) and Sujit Sahu (University of Southampton, UK), are to take place in Southampton on June 7-10, this year. Course 1: Introduction to Bayesian Analysis and ... [Read more...]

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of ... [Read more...]

In the wake of the main machine learning NIPS 2010 meeting in Vancouver, Dec. 6-9 2010, there will be a very interesting workshop organised by Ryan Adams, Mark Girolami, and Iain Murray on Monte Carlo Methods for Bayesian Inference in Modern Day Applications, on Dec. 10. (And in Whistler, not Vancouver!) I wish ... [Read more...]

With too little time, too many things to do on my plate, here are some recent arXiv postings I won’t have time to comment: Adaptive Monte Carlo on multivariate binary sampling spaces. (arXiv:1008.0055v1) Mixture Decomposition of Distributions using a Decomposition of the Sample Space. (arXiv:1008.0204v1) Bayesian Model ... [Read more...]

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