A few more comments on the specific entry on ABC written by Mikael Sunnåker et al…. The entry starts with the representation of the posterior probability of an hypothesis, rather than with the posterior density of a model parameter, which seems to lead the novice reader astray. After all, (... [Read more...]

At JSM, John Kimmel gave me a copy of the Handbook of Markov chain Monte Carlo, as I had not (yet?!) received it. This handbook is edited by Steve Brooks, Andrew Gelman, Galin Jones, and Xiao-Li Meng, all first-class jedis of the MCMC galaxy. I had not had a chance ... [Read more...]

“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my [partial] history of MCM methods in Bristol two months ago, at the Julian Besag memorial, Christophe Andrieu mentioned a 1970 SIAM survey by John Halton on A retrospective and prospective survey ... [Read more...]