Gibbs sampling

workshop in Columbia [day 3]

September 26, 2011 | 0 Comments

Although this was only a half-day of talks, the third day of the workshop was equally thought-challenging and diverse.  (I managed to miss the ten first minutes by taking a Line 3 train to 125th street, having overlooked the earlier split from Line 1… Crossing south Harlem on a Sunday morning is ... [Read more...]

A slice of infinity

July 27, 2011 | 0 Comments

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...]

Bayes vs. SAS

May 6, 2010 | 0 Comments

Glancing perchance at the back of my Amstat News, I was intrigued by the SAS advertisement Bayesian Methods Specify Bayesian analysis for ANOVA, logistic regression, Poisson regression, accelerated failure time models and Cox regression through the GENMOD, LIFEREG and PHREG procedures. Analyze a wider variety of models with the MCMC ...
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Already a competitor?!

December 11, 2009 | 0 Comments

When looking around on Amazon, I found that “Introducing Monte Carlo Methods with R” was associated with another very recently published (same day as ours!) book, “Understanding Computational Bayesian Statistics“, by William Bolstad, that seems to mostly cover the same ground as us (with some connections with Bayesian Core for ...
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