Posts Tagged ‘ normalising constant ’

where did the normalising constants go?! [part 2]

March 11, 2014
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where did the normalising constants go?! [part 2]

Coming (swiftly and smoothly) back home after this wonderful and intense week in Banff, I hugged my loved ones,  quickly unpacked, ran a washing machine, and  then sat down to check where and how my reasoning was wrong. To start with, I experimented with a toy example in R: and (of course!) it produced the […]

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where did the normalising constants go?! [part 1]

March 10, 2014
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where did the normalising constants go?! [part 1]

When listening this week to several talks in Banff handling large datasets or complex likelihoods by parallelisation, splitting the posterior as and handling each term of this product on a separate processor or thread as proportional to a probability density, then producing simulations from the mi‘s and attempting at deriving simulations from the original product, […]

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R finals

January 30, 2013
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R finals

On the morning I returned from Varanasi and the ISBA meeting there, I had to give my R final exam (along with three of my colleagues in Paris-Dauphine). This year, the R course was completely in English, exam included, which means I can post it here as it may attract more interest than the French [...]

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