Publications by xi'an
A repulsive random walk
Matt Asher posted an R experiment on R-bloggers yesterday simulating the random walk which has the property of avoiding zero by quickly switching to a large value as soon as is small. He was then wondering about the “convergence” of the random walk given that it moves very little once is large enough. The values he found for various horizo...
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Talk at CRiSM
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 included the Savage-Dickey slides from the talk in San Anto...
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Vanilla Rao-Blackwellisation [re]revised
Although the revision is quite minor, it took us two months to complete from the time I received the news in the Atlanta airport lounge… The vanilla Rao-Blackwellisation paper with Randal Douc has thus been resubmitted to the Annals of Statistics. And rearXived. The only significant change is the inclusion of two tables detailing computing time...
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On particle learning
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 that is not of interest as the ...
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Stratified sampling
The recently arXived paper of Goldstein, Rinott and Scarsini studies the impact of refining a partition on the precision of a stratified maximising/integration Monte Carlo approach. Quite naturally, if the partition gets improved, simulating points in each set of the partition can only improve the quality of the approximation, whether the problem...
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bug in schoolmath
Neil Gunther has pointed out on his blog that the prime number decomposition R package schoolmath contains mistakes in the function primes, listing 1 as a prime number but also including decomposable numbers like 133 in its list of prime numbers: > primes(100,140) [1] 101 107 111 113 123 129 131 137 > primes(50,140) [1] 51 53 59 61 67�...
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plagiarism exposed!
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 conditional...
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Conferenza a Padova
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!), I am rather skeptical of the impact of my talk on Ba...
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Another harmonic mean approximation
Martin Weinberg posted on arXiv a revision of his paper, Computing the Bayesian Factor from a Markov chain Monte Carlo Simulation of the Posterior Distribution, that is submitted to Bayesian Analysis. I have already mentioned this paper in a previous post, but I remain unconvinced of the appeal of the paper method, given that it recovers the har...
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Core in CiRM [1]
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 going as fast as planned… Today, we worked in parallel on ...
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