Introducing Monte Carlo Methods with R

Off to Banff!!

September 9, 2010 | xi'an

Today I am travelling from Paris to Banff, via Amsterdam and Calgary, to take part in the Hierarchical Bayesian Methods in Ecology two day workshop organised at BIRS by Devin Goodsman (University of Alberta),  François Teste (University of Alberta), and myself. I am very excited both by the opportunity ... [Read more...]

Typo in Chapter 5

September 9, 2010 | xi'an

Gilles Guillot from Technical University of Denmark taught a course based on our R book and he pointed out to me several typos in Chapter 5 of “Introducing Monte Carlo Methods with R”: p.137 second equation from bottom should be [right, another victim of cut-and-paste] p. 138  Example 5.7 denominator in the gradient ... [Read more...]

Beta translation done!

August 29, 2010 | xi'an

Once my team of four translators had handed back to me all the chapters of the French version of Introducing Monte Carlo Methods with R to me, I had to go over the book to ensure some minimal consistency between the chapters. I started the editing in the plane to ... [Read more...]

A summer of books

July 27, 2010 | xi'an

The summer started with a research in pair session in CiRM on the R edition of Bayesian Core, but I am also involved two other book projects. The first one was mentioned in a previous post, namely the translation of Introducing Monte Carlo Methods with R into French. I have ...
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CoRe in CiRM [end]

July 17, 2010 | xi'an

Back home after those two weeks in CiRM for our “research in pair” invitation to work on the new edition of Bayesian Core, I am very grateful for the support we received from CiRM and through it from SMF and CNRS. Being “locked” away in such a remote place brought ...
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Confusing slice sampler

May 18, 2010 | xi'an

Most embarrassingly, Liaosa Xu from Virginia Tech sent the following email almost a month ago and I forgot to reply: I have a question regarding your example 7.11 in your book Introducing Monte Carlo Methods with R.  To further decompose the uniform simulation by sampling a and b step by step, ...
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May 12, 2010 | xi'an

The function pimax from our package mcsm is used in to reproduce Figure 5.11 of our book Introducing Monte Carlo Methods with R. (The name comes from using the Pima Indian R benchmark as the reference dataset.) I got this email from Josué I ran the ‘pimax’ example from the mcsm ...
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Bayes vs. SAS

May 6, 2010 | xi'an

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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Difficulty with mcsm?

May 4, 2010 | xi'an

An email from Keith I got this morning: Professor Robert, I have loaded the mcsm package to windows. The following messages appear in the R console: trying URL '' Content type 'application/zip' length 193590 bytes (189 Kb) opened URL downloaded 189 Kb package ... [Read more...]

An obscure integral

April 7, 2010 | xi'an

Here is an email from Thomas I received yesterday about a computation in our book Introducing Monte Carlo Methods with R: I’m currently reading your book “Introduction to Monte Carlo Methods with R” and I quite highly appreciate your work. I’m not able to see how the integral ... [Read more...]

Chinese versus Japanese editions

March 8, 2010 | xi'an

Last week, I got news from Springer Verlag about possibly two new editions of my books, one in Chinese and one in Japanese. These were bad news and good news: the bad news was that the Chinese edition was actually a reprint of our original book,  Monte Carlo Statistical Method, ... [Read more...]

How to use mcsm

February 27, 2010 | xi'an

Within the past two days, I received this email Dear Prof.Robert I have just bought your recent book on Introducing Monte Carlo Methods with R.  Although I have checked your web page for the R programs (bits of the code in the book, codes for generating the figures and ...
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Springer solution manuals on line

February 17, 2010 | xi'an

Springer Verlag has just posted on its webpage both the student and the instructor solution manuals to “Introducing Monte Carlo Methods with R”. Yes, both! Before you rush there, the Catch-22 in this announcement is that the access to the instructor version is restricted to registered instructors. So, if you ...
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Typos in Chapters 1, 4 & 8

February 10, 2010 | xi'an

Thomas Clerc from Fribourg pointed out an embarassing typo in Chapter 8 of “Introducing Monte Carlo Methods with R”, namely that I defined on page 247 the complex number as the squared root of 1 and not of -1! Not that this impacts much on the remainder of the book but still an ... [Read more...]

Congruential generators all are RANDUs!

January 30, 2010 | xi'an

In case you did not read all the slides of Regis Lebrun’s talk on pseudo-random generators I posted yesterday, one result from Marsaglia’s (in a 1968 PNAS paper) exhibited my ignorance during Regis’ Big’ MC seminar on Thursday. Marsaglia indeed showed that all multiplicative congruential generators lie on a ... [Read more...]

Solution manual for Introducing Monte Carlo Methods with R

January 19, 2010 | xi'an

After the complete solution manual for Bayesian Core, the solution manual for the odd numbered exercises of “Introducing Monte Carlo Methods with R” is now arXived. The fuller 133 page version for instructors is available from Springer Verlag by demand only, in order to keep the appeal of the book as ...
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Typos in Chapter 8

January 16, 2010 | xi'an

Phew!, we are now done with the solution manual in the sense that we have compiled solutions for all odd-numberedd exercises (but one!) and solved a fair number of even-numbered exercises. As it stands, the manual is 120 pages long and I am exhausted by the run to produce it over ...
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Typos in Chapters 6-7

January 14, 2010 | xi'an

Over the weekend and during the R exams, I managed to complete the solution set for Chapters 6 and 7 of “Introducing Monte Carlo Methods with R”. Chapter 6 only exhibited a few typos, despite me covering most exercises in Chapter 6, hence the merging of both chapters. – in Exercise 6.13, both and [...]
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Typos in Chapter 5

January 11, 2010 | xi'an

After writing the solutions to the odd-numbered exercises in Chapter 5 of “Introducing Monte Carlo Methods with R”., I alas found the following typos, two of which are rather major (Exercise 5.3 and Example 5.16). I apologise to the readers these typos may confuse. – Exercise 5.3 has no simple encompassing set and the constraint ...
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Typos in Chapter 4

January 9, 2010 | xi'an

Chapter 4 of “Introducing Monte Carlo Methods with R” has four typos (so far) in the exercises: – In Exercise 4.5, the should not be in bold fonts (!) – In Exercise 4.9, I commented too many lines when revising and thus the variance terms vanished. It should read – In Exercise 4.13, following the removal of [...]
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