Blog Archives

weird [lack of] control…

February 20, 2012
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weird [lack of] control…

When I ran I was expecting the same output as So this means that the dummy index in R “for” loops cannot be tweaked that easily. I seem to remember doing this kind of (dirty) tricks with earlier versions… Now, Alessandra and Robin think this is a good thing that the for loop is robust [...]

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Cross validated question

February 19, 2012
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Cross validated question

Another problem generated by X’validated (on which I spent much too much time!): given an unbiased coin that produced M heads in the first M tosses, what is the expected number of additional tosses needed to get N (N>M) consecutive heads? Consider the preliminary question of getting a sequence of N heads out of k [...]

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AMIS on-line!

February 15, 2012
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AMIS on-line!

After many delays and exchanges of emails, our AMIS paper with Jean-Marie Cornuet, Jean-Michel Marin and Antonietta Mira eventually made it into the Scandinavian Journal of Statistics. I am quite glad it is now published as it will publicize the method which brings an automatic (if not exactly free!) improvement for any SMC scheme. (AMIS [...]

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recents advances in Monte Carlo Methods

February 8, 2012
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recents advances in Monte Carlo Methods

Next Thursday (Feb. 16), at the RSS, there will be a special half-day meeting (afternoon, starting at 13:30) on Recent Advances in Monte Carlo Methods organised by the General Application Section. The speakers are Richard Everitt, University of Oxford, Missing data, and what to do about it Anthony Lee, Warwick University, Auxiliary variables and many-core [...]

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updated slides for ABC PhD course

February 7, 2012
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updated slides for ABC PhD course

Over the weekend, I have added a few slides referring to recent papers mentioning the convergence of ABC algorithms, in particular the very relevant paper by Dean et al. I had already discussed in an earlier post. (This coursing is taking a much larger chunk of my time than I expected! I am thus relieved [...]

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speed of R, C, &tc.

February 2, 2012
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speed of R, C, &tc.

My Paris colleague (and fellow-runner) Aurélien Garivier has produced an interesting comparison of 4 (or 6 if you consider scilab and octave as different from matlab) computer languages in terms of speed for producing the MLE in a hidden Markov model, using EM and the Baum-Welch algorithms. His conclusions are that matlab is a lot [...]

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tenured research position with ABC skills!

February 2, 2012
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tenured research position with ABC skills!

I just received this announcement for the opening of a (tenured/civil servant) position in the national research institute in biostatistics, genetics, and agronomy, INRA: Position opening with profile Approximate inference techniques in complex systems Key activities and required skills: You will develop methodological research in the field of statistical inference for models used in environmental [...]

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