Blog Archives

Florid’AISTATS

August 30, 2016
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Florid’AISTATS

The next AISTATS conference is taking place in Florida, Fort Lauderdale, on April 20-22. (The website keeps the same address one conference after another, which means all my links to the AISTATS 2016 conference in Cadiz are no longer valid. And that the above sunset from Florida is named… cadiz.jpg!) The deadline for paper submission […]

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Bayesian Essentials with R [book review]

July 27, 2016
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Bayesian Essentials with R [book review]

[A review of Bayesian Essentials that appeared in Technometrics two weeks ago, with the first author being rechristened Jean-Michael!] “Overall this book is a very helpful and useful introduction to Bayesian methods of data analysis. I found the use of R, the code in the book, and the companion R package, bayess, to be helpful […]

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the curious incident of the inverse of the mean

July 14, 2016
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the curious incident of the inverse of the mean

A s I figured out while working with astronomer colleagues last week, a strange if understandable difficulty proceeds from the simplest and most studied statistical model, namely the Normal model x~N(θ,1) Indeed, if one reparametrises this model as x~N(υ⁻¹,1) with υ>0, a single observation x brings very little information about υ! (This is not a […]

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Extending R

July 12, 2016
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Extending R

As I was previously unaware of this book coming up, my surprise and excitement were both extreme when I received it from CRC Press a few weeks ago! John Chambers, one of the fathers of S, precursor of R, had just published a book about extending R. It covers some reflections of the author on […]

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correlation matrices on copulas

July 3, 2016
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correlation matrices on copulas

Following my post of yesterday about the missing condition in Lynch’s R code, Gérard Letac sent me a paper he recently wrote with Luc Devroye on correlation matrices and copulas. Paper written for the memorial volume in honour of Marc Yor. It considers the neat problem of the existence of a copula (on [0,1]x…x[0,1]) associated […]

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another wrong entry

June 26, 2016
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another wrong entry

Quite a coincidence! I just came across another bug in Lynch’s (2007) book, Introduction to Applied Bayesian Statistics and Estimation for Social Scientists. Already discussed here and on X validated. While working with one participant to the post-ISBA softshop, we were looking for efficient approaches to simulating correlation matrices and came [by Google] across the […]

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Le Monde puzzle [#965]

June 13, 2016
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Le Monde puzzle [#965]

A game-related Le Monde mathematical puzzle: Starting with a pile of 10⁴ tokens, Bob plays the following game: at each round, he picks one of the existing piles with at least 3 tokens, takes away one of the tokens in this pile, and separates the remaining ones into two non-empty piles of arbitrary size. Bob […]

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data challenge in Sardinia

June 9, 2016
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data challenge in Sardinia

In what I hope is the first occurrence of a new part of ISBA conferences, Booking.com is launching a data challenge at ISBA 2016 next week. The prize being a trip to take part in their monthly hackathon. In Amsterdam. It would be terrific if our Bayesian conferences, including BayesComp, could gather enough data and […]

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the new version of abcrf

June 6, 2016
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the new version of abcrf

A new version of the R package abcrf has been posted on Friday by Jean-Michel Marin, in conjunction with the recent arXival of our paper on point estimation via ABC and random forests. The new R functions come to supplement the existing ones towards implementing ABC point estimation: covRegAbcrf, which predicts the posterior covariance between […]

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Le Monde puzzle [#964]

June 1, 2016
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Le Monde puzzle [#964]

A not so enticing Le Monde mathematical puzzle: Find the minimal value of a five digit number divided by the sum of its digits. This can formalised as finding the minimum of N/(a+b+c+d+e) when N writes abcde. And solved by brute force. Using a rough approach to finding the digits of a five-digit number, the […]

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