This week, at the Rmetrics conference, there has been an interesting discussion about heuristic optimization. The starting point was simple: in complex optimization problems (here we mean with a lot of local maxima, for instance), we do not ne... [Read more...]

Over the weekend, I have added a few slides referring to recent papers mentioning the convergence of ABC algorithms, in particular the very relevant paper by Dean et al. I had already discussed in an earlier post. (This is taking a larger chunk of my time than expected! I am ... [Read more...]

Peng Yu sent me an email about the conditions for convergence of a Gibbs sampler: The following statement mentions convergence. But I’m not familiar what the regularity condition is. “But it is necessary to have a finite probability of moving away from the current state at all times in ... [Read more...]