Publications by xi'an
Missing reference in Monte Carlo Statistical Methods
A few days ago, Peng Yu sent me this email Dear Prof. Robert, The citation Edwards and Sokal (1988) appears on page 326 of your book MCSM2. However, I don’t find in in the Reference section (it would have appear on page 601 if it is in the reference section). I don’t find this error in the errata. Could you please fix it in the errata? Thank...
1237 sym R (418 sym/1 pcs) 18 img
Méthodes de Monte-Carlo avec R [out]
The translation of the book Introducing Monte Carlo Methods with R is now published and out! I have received five copies in the mail yesterday, although it was not produced in time for my R class students to get it before the exam today. The book is still indicated on amazon.com as appearing in February, while amazon.fr announces the publication...
1009 sym 18 img
Introducing Monte Carlo Methods with R [precision]
Doug Rivers, professor of Political Sciences in Stanford, kindly sent me this email yesterday night: The 2nd displayed equation in section 2.1.2 on p. 44 is garbled (it might be interpreted as saying that U and X have the same distribution). I think you intended: And indeed we should have stated the implicit convention that u=F(x) before this e...
953 sym 22 img
Séminaire à Lyon
Next week, I am going to Lyon to give a seminar in Université Lyon I. I will talk about the recent Rao-Blackwellisation papers we wrote, hopefully managing to make sense with both statisticians and probabilists, unlike in recent talks of mine in probability seminars… The slides are close to those I presented in Wharton last month, except for r...
922 sym 18 img
The ultimate exam excuse…
A few days after my R exam (available in French here), I received this email from the department secretary: Pour information cet étudiant est venu me trouver jeudi soir, catastrophé car il venait de constater que son stylo “PILOT Frixion”, stylo semble-t-il recommandé par certains enseignants, ne se contentait pas d’effacer la page sur ...
1492 sym 16 img
Trip to Lyon
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 least (since Utah in my case…), so we decided to postpone. I think the talk itself went on rathe...
1165 sym 18 img
ABC model choice not to be trusted
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 with Jean-Michel and Natesh Pillai (drinking tea in f...
3572 sym 22 img
ABC model choice not to be trusted [2]
As we were completing our arXiv summary about ABC model choice, we were helpfully pointed to a recent CRiSM tech. report by X. Didelot, R. Everitt, A. Johansen and D. Lawson on Likelihood-free estimation of model evidence. This paper is quite related to our study of the performances of the ABC approximation to the Bayes factor, deriving in part...
2555 sym 22 img
R exam
I spent most of my Saturday perusing R codes to check the answers written by my students to the R exam I gave two weeks ago… The outcome is mostly poor, even though some managed to solve a fair part of the long problem. Except for the few hopeless cases who visibly never wrote a single line of R code before the exam, all students have managed t...
1273 sym 18 img
ABC model choice not to be trusted [3]
On Friday, I received a nice but embarrassing email from Xavier Didelot. He indeed reminded me that I attended the talk he gave at the model choice workshop in Warwick last May, as, unfortunately but rather unsurprisingly giving my short span memory!, I had forgotten about it! Looking at the slides he joined to his email, I indeed remembered atte...
5789 sym 18 img