This may sound like a paradoxical title given my recent production in this area of ABC approximations, especially after the disputes with Alan Templeton, but I have come to the conclusion that ABC approximations to the Bayes factor are not to be trusted. When working one afternoon in Park City ...

This was my first trip to Lyon in about… 35 years, I think, but I did not have much time to tour the city! My original plan was to go climbing with Ivan near La Meije right after the talk, but our respective knees were hurting for the past week at ...

Martin Kilbinger, an astronomer (cosmologist) with whom we had worked on population Monte Carlo for cosmological inference [during the ANR-05-BLAN-0283- 04 ANR ECOSSTAT grant], has made the PMC C codes available on the CosmoPMC webpage. He has also written a CosmoPMC manual that is now available from arXiv. And ...

David Scott wrote a review of Introducing Monte Carlo Methods with R in the International Statistical Review that is rather negative, since the main bulk reads as follows: I found some aspects of the book very disappointing. The first chapter (“Basic R Programming”) has some unfortunate mistakes and some statements, ...

Another exciting day at Adap’skiii!!! Yves Atchadé presented a very recent work on the fundamental issue of estimating the asymptotic variance estimation for adaptive MCMC algorithms, with an intriguing experimental observation that a non-converging bandwidth with rate 1/n was providing better coverage than the converging rate. (I always found ...

The conference in honour of Larry Brown was quite exciting, with lots of old friends gathered in Philadelphia and lots of great talks either recollecting major works of Larry and coauthors or presenting fairly interesting new works. Unsurprisingly, a large chunk of the talks was about admissibility and minimaxity, with ...