Similar to last year, I am giving a series of lectures on simulation jointly as a Master course in Paris-Dauphine and as a 3rd year course in ENSAE. The course borrows from both the books Monte Carlo Statistical Methods and from Introduction to Monte Carlo Methods with R, with George Casella. Here are the three [...]
Reader Steve S. sent in this article that displays nominations for the "Information is Beautiful" award (link). I see "beauty" in many of these charts but no "information". Several of these charts have appeared on our blog before. Let's use...
Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. He did bring a new perspective on [...]
![Core [still] minus one…](http://xianblog.files.wordpress.com/2012/09/img_0781.jpg?w=315&h=420)
Another full day spent working with Jean-Michel Marin on the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) and the remaining hierarchical Bayes chapter… I have reread and completed the regression and GLM chapters, sent to very friendly colleagues for a last round of comments. Now, I am essentially idle, waiting [...]
This WSJ book review on "The Tyranny of Algorithms" (link) is well worth reading for those interested in how computer algorithms are used in business and government. I agree with most of what this author has to say. There is an elephant in the room whenever it comes to discussing computer algorithms, particularly highly automated ones. Almost all such algorithms are inaccurate. They are inaccurate for many reasons, the most…
Among the books I received for review in CHANCE, here are some neither I nor my “usual suspects” had enough time or interest in to review: R Graphics (second edition) by Paul Murrell Biostatistics: A computing approach by Stewart Anderson Advanced Bayesian methods for medical test accuracy by Lyle Broemeling Introduction to Probability with Texas [...]
Jean-Michel Marin visited me in Paris last week and, besides taking part in Pierre’s PhD defence, we made enough progress to close two more chapters of the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) This follows the good work session we had in Carnon where we also completed two chapters [...]
I highly recommend the soon-to-appear book, Networked Life: 20 Questions and Answers by Mung Chiang (pre-order at Amazon) for anyone who wants to know more about the technologies -- technical philosophies, in some cases -- underlying the businesses of high-tech superstars like mobile phone companies, Google, Netflix, Amazon, Wikipedia, Skype, and so on. If you like Wired magazine but want a bit more meat, and are not intimidated by a…
After a sunny weekend to unpack and unwind, I am now back to my normal schedule, on my way to Paris-Dauphine for an R (second-chance) exam. Except for confusing my turn signal for my wiper, thanks to two weeks of intensive driving in four Australian states!, things are thus back to “normal”, meaning that I [...]
Here are the slides for the second day of my course at Monash University, Melbourne, in the Special Lectures in Econometrics, with a strong strong similarity with the slides of my course in Roma this Spring. (Ah, sunny Roma…) The first day lecture was very well attended and I hope this remains true for the [...]
