University life

Monte Carlo Statistical Methods third edition

September 23, 2010 | xi'an

Last week, George Casella and I worked around the clock on starting the third edition of Monte Carlo Statistical Methods by detailing the changes to make and designing the new table of contents. The new edition will not see a revolution in the presentation of the material but rather a ...
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R tee-shirt

September 21, 2010 | xi'an

I gave my introduction to the R course in a crammed amphitheatre of about 200 students today. Had to wear my collectoR teeshirt from Revolution Analytics, even though it only made the kids pay attention for about 30 seconds… The other few “lines” that worked were using the Proctor & Gamble “car 54″ poster ...
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News on MCMSki III

September 14, 2010 | xi'an

Here is a message sent by the organisers of MCMSki III in Utah next early January. When registering, make sure to tick the free registration for Adap’skiii as well! The fourth joint international meeting of the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), nicknamed “... [Read more...]

10w2170, Banff [2]

September 13, 2010 | xi'an

Over the two days of the Hierarchical Bayesian Methods in Ecology workshop, we managed to cover normal models, testing, regression, Gibbs sampling, generalised linear models, Metropolis-Hastings algorithms and of course a fair dose of hierarchical modelling. At the end of the Saturday marathon session, we spent one and half discussing ... [Read more...]

“simply start over and build something better”

September 12, 2010 | xi'an

The post on the shortcomings of R has attracted a huge number of readers and Ross Ihaka has now posted a detailed comment that is fairly pessimistic… Given the directions drafted in this comment from the father of R (along with Robert Gentleman), I once again re-post this comment as ... [Read more...]

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...]

Julien on R shortcomings

September 8, 2010 | xi'an

Julien Cornebise posted a rather detailed set of comments (from Jasper!) that I thought was interesting and thought-provoking enough (!) to promote to a guest post. Here it is , then, to keep the debate rolling (with my only censoring being the removal of smileys!). (Please keep in mind that I do ... [Read more...]

Truly random?!

September 6, 2010 | xi'an

Having purchased the September edition of La Recherche because of its (disappointing!) coverage on black matter, I came by a short coverage on an Intel circuit producing “truly random” numbers… I already discussed this issue in an earlier post, namely that there is no reason physical generators are “more” random ... [Read more...]

NIPS 2010: Monte Carlo workshop

September 3, 2010 | xi'an

In the wake of the main machine learning NIPS 2010 meeting in Vancouver, Dec. 6-9 2010, there will be a very interesting workshop organised by Ryan Adams, Mark Girolami, and Iain Murray on Monte Carlo Methods for Bayesian Inference in Modern Day Applications, on Dec. 10. (And in Whistler, not Vancouver!) I wish ... [Read more...]


September 2, 2010 | xi'an

A collective blog has been started by the statistics students and postdocs at CREST, in the wake of the Valencia meeting. It is called Statisfaction. (The Rolling Stones of Statistics?! Actually, Andrew Gelman also has a post with that title… And it is even part of the Urban Dictionnary!) Since ... [Read more...]

Stochastic approximation in Bristol

September 2, 2010 | xi'an

This is very short notice, but for those in the vicinity and not at the RSS conference, there is a highly interesting workshop taking place in Bristol in ten days (I would certainly have gone, had I not been at the same time in Banff!): We would like to invite ... [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...]

Julian Besag 1945-2010

August 7, 2010 | xi'an

I have just learned that Julian Besag passed away last morning in Bristol after being admitted to the hospital two weeks ago. He was a leading figure of our field, a fiercely independent thinker, a brilliant statistician, and undoubtedly the clearest pretendent to having fathered MCMC. His influence on the ... [Read more...]

JSM 2010 [day 3]

August 4, 2010 | xi'an

The same pattern as yesterday occurred, namely that the sessions that most interested me were all together at the 10:30 and 2pm slots, while there was no talk (besides the official ones) after 4pm… After another run around Stanley Park, I took the opportunity of being late for the first session ...
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JSM 2010 [day 2]

August 3, 2010 | xi'an

After a very good early run in Stanley Park, I went to a morning session on new statistical challenges in genetics, but unfortunately could not keep focussed enough (due to a very short night, still being not tuned to Pacific time!) so I ended up chatting with Sid Chib at ...
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JSM 2010 [day 1]

August 2, 2010 | xi'an

The first day at JSM is always a bit sluggish, as people slowly drip in and get their bearings. Similar to last year in Washington D.C., the meeting takes place in a huge conference centre and thus there is no feeling of overcrowded [so far]. It may also be ...
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July 29, 2010 | xi'an

A most interesting paper by Adrian Raftery and Le Bao appeared in the Early View section of Biometrics.  It aims at better predictions for HIV prevalence—in the original UNAIDS implementation, a naïve SIR procedure was used, based on the prior as importance function, which sometimes resulted in terrible ...
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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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The wonderful world of vim

July 20, 2010 | xi'an

When searching for a way to recover control carriage return symbols ^M into genuine ones (under vim), I found this handy page of vim tips. And then saw that the enthusiastic author had even a blog about vim! Obviously, this post will be meaningless for all readers not aware of ... [Read more...]

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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