Posts Tagged ‘ books ’

future of computational statistics

September 28, 2014
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future of computational statistics

I am currently preparing a survey paper on the present state of computational statistics, reflecting on the massive evolution of the field since my early Monte Carlo simulations on an Apple //e, which would take a few days to return a curve of approximate expected squared error losses… It seems to me that MCMC is […]

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a weird beamer feature…

September 23, 2014
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a weird beamer feature…

As I was preparing my slides for my third year undergraduate stat course, I got a weird error that got a search on the Web to unravel: which was related with a fragile environment but not directly the verbatim part: the reason for the bug was that the \end{frame} command did not have a line […]

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STEM forums

August 15, 2014
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STEM forums

“I can calculate the movement of stars, but not the madness of men.” Isaac Newton When visiting the exhibition hall at JSM 2014, I spoke with people from STEM forums on the Springer booth. The concept of STEM (why STEM? Nothing to do with STAN! Nor directly with Biology. It stands as the accronym for Science, Technology, […]

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Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ] and new book

August 12, 2014
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Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ] and new book

On the last day of the IFCAM workshop in Bangalore, Marc Lavielle from INRIA presented a talk on mixed effects where he illustrated his original computer language Monolix. And mentioned that his CRC Press book on Mixed Effects Models for the Population Approach was out! (Appropriately listed as out on a 14th of July on […]

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The Black Swan Spectrum

August 4, 2014
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Speaking of the newly-updated draft of Econometrics, now for some fun. Here's a question from the Chapter 6 EPC (exercises, problems and complements). Where does your reaction fall on the A-B spectrum below?Nassim Taleb is a financial markets trader (a...

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Chinese Diebold-Rudebusch Yield Curve Modeling and Forecasting

July 22, 2014
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Chinese Diebold-Rudebusch Yield Curve Modeling and Forecasting

A Chinese edition of Diebold-Rudebusch, Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach, just arrived. (I'm traveling -- actually at IMF talking about Diebold-Rudebusch among other things -- but Glenn informed me that he r...

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another R new trick [new for me!]

July 15, 2014
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another R new trick [new for me!]

While working with Andrew and a student from Dauphine on importance sampling, we wanted to assess the distribution of the resulting sample via the Kolmogorov-Smirnov measure where F is the target.  This distance (times √n) has an asymptotic distribution that does not depend on n, called the Kolmogorov distribution. After searching for a little while, […]

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implementing reproducible research [short book review]

July 14, 2014
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implementing reproducible research [short book review]

As promised, I got back to this book, Implementing reproducible research (after the pigeons had their say). I looked at it this morning while monitoring my students taking their last-chance R exam (definitely last chance as my undergraduate R course is not reconoduced next year). The book is in fact an edited collection of papers […]

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Bayesian Wizardry for Muggles

July 11, 2014
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Monday, I will be giving the closing talk of the R in Insurance Conference, in London, on Bayesian Computations for Actuaries, as to be more specific, Getting into Bayesian Wizardry… (with the eyes of a muggle actuary). The animated version of the slides (since we will spend some time on MCMC algorithm, I thought that animated graphs could be more informative) can be downloaded from here. Those slides are based…

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ABC in Cancún

July 10, 2014
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ABC in Cancún

Here are our slides for the ABC [very] short course Jean-Michel and I give at ISBA 2014 in Cancún next Monday (if your browser can manage Slideshare…) Although I may switch the pictures from Iceland to Mexico, on Sunday, there will be not much change on those slides we both have previously used in previous […]

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