Posts Tagged ‘ books ’

a bootstrap likelihood approach to Bayesian computation

October 15, 2014
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a bootstrap likelihood approach to Bayesian computation

This paper by Weixuan Zhu, Juan Miguel Marín [from Carlos III in Madrid, not to be confused with Jean-Michel Marin, from Montpellier!], and Fabrizio Leisen proposes an alternative to our 2013 PNAS paper with Kerrie Mengersen and Pierre Pudlo on empirical likelihood ABC, or BCel. The alternative is based on Davison, Hinkley and Worton’s (1992) […]

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randomness in coin tosses and last digits of prime numbers

October 7, 2014
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randomness in coin tosses and last digits of prime numbers

A rather intriguing note that was arXived last week: it is essentially one page long and it compares the power law of the frequency range for the Bernoulli experiment with the power law of the frequency range for the distribution of the last digits of the first 10,000 prime numbers to conclude that the power […]

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The winds of Winter [Bayesian prediction]

October 6, 2014
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The winds of Winter [Bayesian prediction]

A surprising entry on arXiv this morning: Richard Vale (from Christchurch, NZ) has posted a paper about the characters appearing in the yet hypothetical next volume of George R.R. Martin’s Song of ice and fire series, The winds of Winter [not even put for pre-sale on amazon!]. Using the previous five books in the series […]

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Monte Carlo simulation and resampling methods for social science [book review]

October 5, 2014
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Monte Carlo simulation and resampling methods for social science [book review]

Monte Carlo simulation and resampling methods for social science is a short paperback written by Thomas Carsey and Jeffrey Harden on the use of Monte Carlo simulation to evaluate the adequacy of a model and the impact of assumptions behind this model. I picked it in the library the other day and browse through the […]

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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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