The most visited post ever on the ‘Og was In{s}a(ne), my report on Radford Neal’s experiments with speeding up R by using different brackets (the second most populat was Ross Ihaka’s comments, “simply start over and build something better”). I just spotted two new entries ... [Read more...]

“We don’t need likelihood functions; we just need to know how to simulate from [them] (…) We don’t need models with sufficient statistics; we just need summary statistics (…) We don’t need to be Bayesian; we just need to be approximately so. We don’t need theory to tell ... [Read more...]

If your WordPress blog is hosted at WordPress.com (like this one), you may know that source code in posts is formatted and highlighted using a shortcode, as explained here. Until recently, R was not on the list of supported languages (neither was Perl), but I noticed today that both ... [Read more...]

Some years ago, Google discovered that when people are concerned about influenza, they search for flu-related information and that to some extent, search traffic is an indicator of flu activity. Google Flu Trends was born. Illness is sweeping through our department this week and I have succumbed. It’s not ... [Read more...]

The 24 questions asked by John Halton in the conclusion of his 1970 survey are Can we obtain a theory of convergence for random variables taking values in Fréchet spaces? Can the study of Monte Carlo estimates in separable Fréchet spaces give a theory of global approximation? When sampling functions, ... [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...]

What’s a “Friday fun project”? It’s a small computing project, perfect for a Friday afternoon, which serves the dual purpose of (1) keeping your programming/data analysis skills sharp and (2) providing a mental break from the grind of your day job. Ideally, the skills learned on the project are ... [Read more...]

Boris from Ottawa sent me this email about Introducing Monte Carlo Methods with R: As I went through the exercises and examples, I believe I found a typo in exercise 6.4 on page 176 that is not in the list of typos posted on  your website.  For simulation of Gamma(a,1) random ... [Read more...]

Following the post by Arthur Charpentier (Freakonometrics), I wondered what would be the outcome considering my current engagement (veterinary medicine, epidemiology, bovine mastitis). Briefly, Arthur Charpentier’s post looked at clusters of journals publishing the same kind of papers. So I looked at 25 journals (Journal of Dairy Science, Canadian Journal ... [Read more...]

Yet another paper on ABC model choice was posted on arXiv a few days ago, just prior to the ABC in London meeting that ended in the pub above (most conveniently located next to my B&B!). It is written by Olivier Francois and Guillaume Laval and the approach relies ... [Read more...]

In Tangente n⁰42, there was a [Latter, 1902] dataset about the size of cuckoo eggs against the species (goldcrest and warbler) which built the nest. (The whole dataset from Latter is analysed in Maindonald and Braun’s Data Analysis and Graphics Using R, with a degree of caution about how trustworthy ... [Read more...]

A lot of weird facts (?) can be found on the internet. For instance, about the height of the winner of Presidential elections in the US: the taller always win... "Still, being short does, on average, hurt a person's prospects...The tall guy gets th... [Read more...]

Julien just signaled an intermitent disappearance of the posts on the ‘Og, depending on the operating system: Ubuntu 10.10 seems to be working (most of the time!) while Mac and Windows are having problems… This is beyond my abilities, I have contacted WordPress support, maybe they are working on some new ... [Read more...]

The March 2011 issue of JASA contains a review of Introducing Monte Carlo Methods with R by Hedibert Lopes. As in the previous review, the poor quality of the figures is (rightly) pointed out by Hedie. However, the main message of the review remains very positive and, furthermore, Hedie advertises the ‘... [Read more...]

I’m a HUGE fan of Structural Equation Modeling. Heck, I’ve even begun teaching short SEM workshops. (seriously, if you want, email me and we’ll talk). For those of you unfamiliar with the technique, it’s awesome for three main reasons. It’s a method of teasing apart ... [Read more...]

I am not a big fan of those ceremonies, where some actors pretend that they are extremely happy to be there, and then some win a trophy, some don't, and those who win start to cry, and those who did not get a trophy try to pretend that they are ... [Read more...]

The latest release of Revolution R Enterprise shows how Revolution Analytics’ package for big data, RevoScaleR, is continuing add new capabilities for Big Data statistics. RevoScaleR removes the limits on the size of the data that can be processed in R through the use of the highly efficient .Xdf binary ... [Read more...]

Here is an email that could appeal to some readers: Job in Cambridge MRC-BSU – Bayesian statistician Career development fellow MRC Biostatistics Unit, Cambridge We are offering an exciting opportunity to work on Bayesian models for infectious disease dynamics. A statistician is required to contribute to a programme of research to ... [Read more...]

For a project I’m working on at work, I’m building a predictive model that categorizes something (I can’t tell you what) into two bins. There is a default bin that 95% of the things belong to and a bin that the business cares a lot about, containing 5% of ... [Read more...]

Another book I received from the Short Book Reviews section of the International Statistical Review is Everitt’s and Hothorn’s Handbook of statistical analyses using R. Here is a [blog-ified] version of my book review. This book is the second (blue) edition of a successful (violet) handbook that can ... [Read more...]