University life

Multidimension bridge sampling (CoRe in CiRM [5])

July 13, 2010 | xi'an

Since Bayes factor approximation is one of my areas of interest, I was intrigued by Xiao-Li Meng’s comments during my poster in Benidorm that I was using the “wrong” bridge sampling estimator when trying to bridge two models of different dimensions, based on the completion (for and missing from ... [Read more...]

A quantum leap (CoRe in CiRM [4])

July 12, 2010 | xi'an

Today, as I was trying to install SpatialEpi to use the Scotland lip cancer data in the last chapter of Bayesian Core, I realised my version of R, R Version 2.6.1, was hopelessly out of date! As I am also using Hardy Heron, a somehow antiquated version of Ubuntu on my ...
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CoRe in CiRM [3]

July 10, 2010 | xi'an

Still drudging along preparing the new edition of Bayesian Core. I am almost done with the normal chapter, where I also changed the Monte Carlo section to include specific tools (bridge) for evidence/Bayes factor approximation. Jean-Michel has now moved to the new hierarchical model chapter and analysed longitudinal  datasets ...
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Core in CiRM [2]

July 8, 2010 | xi'an

We are making slow progress on the normal and regression chapters as we decided to write the package at the same time we revise the chapters… Jean-Michel transformed the variable selection and model choice R codes of the regression chapter into generic functions that will fit within the package. I ...
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Core in CiRM [1]

July 6, 2010 | xi'an

Jean-Michel Marin and myself have thus started our “research in pair” in CIRM, Luminy, for a fortnight. We are working on the second edition of Bayesian Core and, despite working round the clock on the project (except for a one hour run around Mont Puget this morning), we are not ...
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Conferenza a Padova

June 16, 2010 | xi'an

Today and tomorrow, I am attending the annual Italian statistical society meeting. While I appreciate very much the invitation, as well as the opportunity to walk through  Padova and Venezia for a short (and alas rainy!) hour on the way there (leaving home at 8am, walking in Venezia at noon!), ... [Read more...]

plagiarism exposed!

June 14, 2010 | xi'an

Last morn, I had the surprise of receiving the following email: This is to inform you that the following abstract has been submitted to the 3rd International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM’10) Ab#: 114 Title: Goodness of Fit Via Mixtures of Beta distributions Keywords: nonparametric estimation, posterior ... [Read more...]

On particle learning

June 4, 2010 | xi'an

In connection with the Valencia 9 meeting that started yesterday, and with Hedie‘s talk there, we have posted on arXiv a set of comments on particle learning. The arXiv paper contains several discussions but they mostly focus on the inevitable degeneracy that accompanies particle systems. When Lopes et al. state ... [Read more...]

Talk at CRiSM

May 30, 2010 | xi'an

This is the talk I am giving at the workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick, on May 30-June 1. Careful readers will notice there is not much difference with my previous talk on the topic, as I only ... [Read more...]

ACM Transactions on Modeling and Computer Simulation

May 20, 2010 | xi'an

Pierre Lecuyer is the new editor of the ACM Transactions on Modeling and Computer Simulation (TOMACS) and he has asked me to become an Area Editor for the new area of simulation in Statistics. I am quite excited by this new Æditor’s hat, since this is a cross-disciplinary journal: ... [Read more...]

Research in pair next summer

April 29, 2010 | xi'an

Today I received the very good news that our proposal with Jean-Michel Marin to undertake “research in pair” in CIRM, Luminy, a fortnight next summer was accepted! This research centre in Mathematics is a southern and French version of the renowned German centre of Oberwolfach and, while I would have ... [Read more...]

Course in San Antonio, Texas

March 18, 2010 | xi'an

Yesterday, I gave my short (3 hours) introduction to computational Bayesian statistics to a group of 25-30 highly motivated students. I managed to cover “only” the first three chapters, as I included some material on Bayes factor approximation and only barely reached Metropolis-Hastings. Here are the slides, modified from the original ... [Read more...]

Introducing R on video

March 9, 2010 | xi'an

Darren Wraith pointed out to me this site proposing a whole series of videos introducing to R. (Unfortunately in a Windows environment.) This can be handy when facing students with no R background… Filed under: R, Statistics, University life Tagged: course, video [Read more...]

Welcome, Robin!

February 25, 2010 | xi'an

Robin Ryder started his new blog with his different solutions to Le Monde puzzle of last Saturday (about the algebraic sum of products…), solutions that are much more elegant than my pedestrian rendering. I particularly like the one based on the Jacobian of a matrix! (Robin is doing a postdoc ... [Read more...]

R exam postprocessing

February 19, 2010 | xi'an

Following my three-fold R exam of last month, I had a depressing afternoon meeting (with other faculty members) some students who had submitted R codes that were suspiciously close to other submitted R codes… In other words, it looked very  likely they had cheated. (A long-term issue with my R ... [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...]

Big’MC seminar

January 29, 2010 | xi'an

Two very interesting talks at the Big’ MC seminar on Thursday: – Phylogenetic models and MCMC methods for the reconstruction of language history by Robin Ryder – Uniform and non-uniform random generators by Régis Lebrun which are both on topics close to my interest, evolution of languages (I’ll be a ... [Read more...]

Looking for a Bayésien PhD

January 28, 2010 | xi'an

I just got this email (yes, in French) looking for a Bayesian ready to work on algorithms: Dans le cadre de la société Vekia, nous recherchons un Docteur en statistiques bayésiennes pour un poste sur Lille à pourvoir dès que possible. Vekia est  un éditeur de logiciel pour ... [Read more...]

Bayesian courses in København

January 26, 2010 | xi'an

I received this announcement about two incoming courses given in København by Andrew Lawson: 1) “*An Introduction to Bayesian Disease Mapping*” A Two-Day Course, April 12.- 13. 2010, University of Southern Denmark This course is designed to provide an introduction to the area of Bayesian disease mapping in applications to Public Health ... [Read more...]

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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