Publications by xi'an
Bayesian model selection
Last week, I received a box of books from the International Statistical Review, for reviewing them. I thus grabbed the one whose title was most appealing to me, namely Bayesian Model Selection and Statistical Modeling by Tomohiro Ando. I am indeed interested in both the nature of testing hypotheses or more accurately of assessing models, as discu...
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Truly random [again]
“The measurement outputs contain at the 99% confidence level 42 new random bits. This is a much stronger statement than passing or not passing statistical tests, which merely indicate that no obvious non-random patterns are present.” arXiv:0911.3427 As often, I bought La Recherche in the station newsagent for the wrong reason! The cover of t...
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Adap’skiii [latest]
Just to point out there still is room for more participants to the Adap’skiii workshop! We have now reached 60 participants for this Utah workshop and would welcome more, quite obviously! All participants are also free to present a poster on the evening of the 4th, in the bar. Filed under: pictures, R, Statistics, Travel, University life Tagged...
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Disas-tea-R at dawn
This was bound to happen sooner or later, given my addiction to tea and sleepless nights, so I eventually managed to spill a cup of tea over my Mac… I had been working for a few hours in my hotel room in Philadelphia, completing an ABC paper with Jean-Michel Marin and Robin Ryder. We had been running experiments in R with Jean-Michel over the p...
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AMIS revised & resubmitted
After a thorough revision that removed most of the theoretical attempts at improving our understanding of AMIS convergence, we have now resubmitted the AMIS paper to Scandinavian Journal of Statistics and arXived the new version as well. (I remind the reader that AMIS stands for adaptive mixture importance sampling and that it implements an adapt...
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Back from Philly
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 John Hartigan starting the ...
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Questions on the parallel Rao-Blackwellisation
Pierre Jacob and I got this email from a student about our parallel Rao-Blackwellisation paper. Here are some parts of the questions and our answer: Although I understand how the strategy proposed in the paper helps in variance reduction, I do not understand why you set b=1 (mentioned in Section 3.2) and why it plays no role in the comparison. I...
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Poster at MCMSki III
Here is the poster presented at MCMSki III next week by Pierre Jacob about our joint paper on parallelisation: Filed under: R, Statistics, Travel Tagged: Adapski, MCMC, MCMSki, Metropolis-Hastings, Monte Carlo Statistical Methods, parallelisation, poster, simulation, Utah Related To leave a comment for the author, please follow the lin...
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nlm [unused argument(s) (iter = 1)]
Ashley put the following comment on Chapter 5 of Introducing Monte Carlo Methods with R”: I am reading chapter 5. I try to reproduced the result on page 128. The R codes don’t work on my laptop. When I try to run the following codes on page 128 > for (i in 1:(nlm(like,sta)$it)){ + mmu=rbind(mmu,nlm(like,sta,iter=i)$est)} I always get the er...
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More typos in Chapter 5
Following Ashley’s latest comments on Chapter 5 of Introducing Monte Carlo Methods with R, I realised Example 5.5 was totally off-the-mark! Not only the representation of the likelihood should have used prod instead of mean, not only the constant should call the val argument of integrate, not only integrate uses lower and upper rather than fr...
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