visit to ISU

October 30, 2012 | xi'an

  A short visit to ISU but and therefore a busy and proftable day! About ten appointments in Snedecor Hall after a nice morning run, a highly attended Zyskind Lecture, and many interesting discussions all over the day: e.g., I had a great time discussing using null recurrent Markov chains ... [Read more...]

structure and uncertainty, Bristol, Sept. 26

September 26, 2012 | xi'an

Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. ... [Read more...]

Core [still] minus one…

September 22, 2012 | xi'an

Another full day spent working with Jean-Michel Marin on the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) and the remaining hierarchical Bayes chapter… I have reread and completed the regression and GLM chapters, sent to very friendly colleagues for a last round of comments. Now, ... [Read more...]

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #1)

September 21, 2012 | xi'an

As advertised on the ‘Og, the ISBA mailing list and now the birth certificate of BayesComp (!), MCMSki IV is taking place for sure in Chamonix-Mont-Blanc, January 6-8 2014. The webpage has been started, thanks to Merrill Liechty, and should grow with informations about the location, the hotels, registration, transportation, and of ... [Read more...]

ISBA towards higher computing goals [yet another new section!!!]

September 19, 2012 | xi'an

Surrounding the great and exciting gathering of Bayesian statisticians in Kyoto last June, several ISBA sections have appeared in the past weeks, as already mentioned on the ‘Og. Along with Anto Mira and Nicolas Chopin (who did most of the organisational work while I was wandering down under!), we discussed ... [Read more...]

Core minus one!

September 9, 2012 | xi'an

Jean-Michel Marin visited me in Paris last week and, besides taking part in Pierre’s PhD defence, we made enough progress to close two more chapters of the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) This follows the good work session we had in Carnon ... [Read more...]

back from down under

August 29, 2012 | xi'an

After a sunny weekend to unpack and unwind, I am now back to my normal schedule, on my way to Paris-Dauphine for an R (second-chance) exam. Except for confusing my turn signal for my wiper, thanks to two weeks of intensive driving in four Australian states!, things are thus back ... [Read more...]

Carnon [and Core, end]

June 15, 2012 | xi'an

Yet another full day working on Bayesian Core with Jean-Michel in Carnon… This morning, I ran along the canal for about an hour and at last saw some pink flamingos close enough to take pictures (if only to convince my daughter that there were flamingos in the area!). Then I ... [Read more...]

\STATE [algorithmic package]

June 7, 2012 | xi'an

I fought with my LαTεX compiler this morning as it did not want to deal with my code: looking on forums for incompatibilities between beamer and algorithmic, and adding all kinds of packages, to no avail. Until I realised one \STATE was missing: (This is connected with my ... [Read more...]

PLoS topic page on ABC

June 6, 2012 | xi'an

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...]

ABC+EL=no D(ata)

May 27, 2012 | xi'an

It took us a loooong while [for various and uninteresting reasons] but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/... [Read more...]

simulated annealing for Sudokus [2]

March 16, 2012 | xi'an

On Tuesday, Eric Chi and Kenneth Lange arXived a paper on a comparison of numerical techniques for solving sudokus. (The very Kenneth Lange who wrote this fantastic book on numerical analysis.) One of these techniques is the simulated annealing approach I had played with a long while ago.  They seem ... [Read more...]

di Roma

March 4, 2012 | xi'an

It has been a wonderful week in Roma, a mix of pleasant work and enjoyable free-time! I gave the ABC advanced course for the second time in a month so it did not require much in terms of preparation and there was a good sized audience with attentive (if too ... [Read more...]

A Roma

February 25, 2012 | xi'an

Today, I am going to Rome for a week, teaching my PhD course on ABC I first gave in Paris. The course takes place in La Sapienza Università di Roma, from Monday till Thursday. There will be an R lab in addition to the lectures. (I have no further item ... [Read more...]

updated slides for ABC PhD course

February 7, 2012 | xi'an

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...]

semi-automatic ABC

December 17, 2011 | xi'an

The talk of Wednesday afternoon Ordinary Meeting of the Royal Statistical Society went on quite well, I think. I would have expected a few people (in general) and some specific people (in particular) but this being the last week of term the schedule was not the best of times. Paul ... [Read more...]

Andrew gone NUTS!

November 23, 2011 | xi'an

Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) ... [Read more...]

National Gallery of Ireland

October 15, 2011 | xi'an

During a short if profitable visit to Dublin for a SFI meeting on Tuesday/Friday, I had the opportunity to visit the National Gallery of Ireland in my sole hour of free time (as my classy hotel was very close). The building itself is quite nice, being well-inserted between brick ... [Read more...]
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