Publications by xi'an

Already a competitor?!

11.12.2009

When looking around on Amazon, I found that “Introducing Monte Carlo Methods with R” was associated with another very recently published (same day as ours!) book, “Understanding Computational Bayesian Statistics“, by William Bolstad, that seems to mostly cover the same ground as us (with some connections with Bayesian Core for prior model...

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Typos in Chapter 2

05.01.2010

When grading homeworks for my Monte Carlo graduate class, I found that my students had pointed out two typos in the exercises of Chapter 2 of “Introducing Monte Carlo Methods with R”. – In Exercise 2.17, question d. should be “d. Show that the maximum of is attained at .“ – In Exercise 2.21, in item (ii), should be replaced by and ...

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Typos in Chapter 3

07.01.2010

Here are two more typos in the exercises of Chapter 3 of “Introducing Monte Carlo Methods with R”. – due to the (later) inclusion of an extra-exercise in the book, the “above exercise” in Exercise 3.5 actually means Exercise 3.3. – in Exercise 3.11, question c, a line got commented by mistake in the LaTeX file and it should read “Ex...

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Typos in Chapter 4

09.01.2010

Chapter 4 of “Introducing Monte Carlo Methods with R” has four typos (so far) in the exercises: – In Exercise 4.5, the should not be in bold fonts (!) – In Exercise 4.9, I commented too many lines when revising and thus the variance terms vanished. It should read – In Exercise 4.13, following the removal of one exercise, Exercise 4.2 ...

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R exams

11.01.2010

As posted yesterday, today was the day of my Exploratory Statistics exam, turned into 3 R exams because of the lack of terminals for the students to work on. (We tried to encourage students to use their own laptop but less than twenty registered…) If you happen to be interested in those exams, they are available here, there, and there. The stud...

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Typos in Chapter 5

11.01.2010

After writing the solutions to the odd-numbered exercises in Chapter 5 of “Introducing Monte Carlo Methods with R”., I alas found the following typos, two of which are rather major (Exercise 5.3 and Example 5.16). I apologise to the readers these typos may confuse. – Exercise 5.3 has no simple encompassing set and the constraint should be r...

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Typos in Chapters 6-7

14.01.2010

Over the weekend and during the R exams, I managed to complete the solution set for Chapters 6 and 7 of “Introducing Monte Carlo Methods with R”. Chapter 6 only exhibited a few typos, despite me covering most exercises in Chapter 6, hence the merging of both chapters. – in Exercise 6.13, both and must use a double exponential proposal in ...

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Typos in Chapter 8

16.01.2010

Phew!, we are now done with the solution manual in the sense that we have compiled solutions for all odd-numberedd exercises (but one!) and solved a fair number of even-numbered exercises. As it stands, the manual is 120 pages long and I am exhausted by the run to produce it over the past week. I hope this will be helpful for readers of “Introd...

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Solution manual for Introducing Monte Carlo Methods with R

19.01.2010

After the complete solution manual for Bayesian Core, the solution manual for the odd numbered exercises of “Introducing Monte Carlo Methods with R” is now arXived. The fuller 133 page version for instructors is available from Springer Verlag by demand only, in order to keep the appeal of the book as a textbook (even though this is open to d...

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Short Monte Carlo course in San Antonio

21.01.2010

Just a reminder that I will teach a very short course on March 17 in San Antonio, Texas, based on our “Introducing Monte Carlo Methods with R” book, in the first day of the meeting  Frontiers of Statistical Decision Making and Bayesian Analysis, in honour of Jim Berger, There still are a few places left on the four courses provided that d...

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