Posts Tagged ‘ University life ’

Le Monde sans puzzle [& sans penguins]

April 12, 2014
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Le Monde sans puzzle [& sans penguins]

As the Le Monde mathematical puzzle of this week was a geometric one (the quadrangle ABCD is divided into two parts with the same area, &tc…) , with no clear R resolution, I chose to bypass it. In this April 3 issue, several items of interest: first, a report by Etienne Ghys on Yakov Sinaï’s […]

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data scientist position

April 7, 2014
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data scientist position

Our newly created Chaire “Economie et gestion des nouvelles données” in Paris-Dauphine, ENS Ulm, École Polytechnique and ENSAE is recruiting a data scientist starting as early as May 1, the call remaining open till the position is filled. The location is in one of the above labs in Paris, the duration for at least one […]

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Bayesian Data Analysis [BDA3 - part #2]

March 30, 2014
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Bayesian Data Analysis [BDA3 - part #2]

Here is the second part of my review of Gelman et al.’ Bayesian Data Analysis (third edition): “When an iterative simulation algorithm is “tuned” (…) the iterations will not in general converge to the target distribution.” (p.297) Part III covers advanced computation, obviously including MCMC but also model approximations like variational Bayes and expectation propagation […]

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Bayesian Data Analysis [BDA3]

March 27, 2014
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Bayesian Data Analysis [BDA3]

Andrew Gelman and his coauthors, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Don Rubin, have now published the latest edition of their book Bayesian Data Analysis. David and Aki are newcomers to the authors’ list, with an extended section on non-linear and non-parametric models. I have been asked by Sam Behseta to write […]

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Pre-processing for approximate Bayesian computation in image analysis

March 20, 2014
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Pre-processing for approximate Bayesian computation in image analysis

With Matt Moores and Kerrie Mengersen, from QUT, we wrote this short paper just in time for the MCMSki IV Special Issue of Statistics & Computing. And arXived it, as well. The global idea is to cut down on the cost of running an ABC experiment by removing the simulation of a humongous state-space vector, […]

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fine-sliced Poisson [a.k.a. sashimi]

March 19, 2014
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fine-sliced Poisson [a.k.a. sashimi]

As my student Kévin Guimard had not mailed me his own Poisson slice sampler of a Poisson distribution, I could not tell why the code was not working! My earlier post prompted him to do so and a somewhat optimised version is given below: As you can easily check by running the code, it does […]

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sliced Poisson

March 17, 2014
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sliced Poisson

One of my students complained that his slice sampler of a Poisson distribution was not working when following the instructions in Monte Carlo Statistical Methods (Exercise 8.5). This puzzled me during my early morning run and I checked on my way back, even before attacking the fresh baguette I had brought from the bakery… The […]

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Approximate Bayesian model choice

March 16, 2014
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Approximate Bayesian model choice

The above is the running head of the arXived paper with full title “Implications of  uniformly distributed, empirically informed priors for phylogeographical model selection: A reply to Hickerson et al.” by Oaks, Linkem and Sukuraman. That I (again) read in the plane to Montréal (third one in this series!, and last because I also watched […]

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Advances in scalable Bayesian computation [day #4]

March 7, 2014
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Advances in scalable Bayesian computation [day #4]

Final day of our workshop Advances in Scalable Bayesian Computation already, since tomorrow morning is an open research time ½ day! Another “perfect day in paradise”, with the Banff Centre campus covered by a fine snow blanket, still falling…, and making work in an office of BIRS a dream-like moment. Still looking for a daily theme, […]

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Advances in scalable Bayesian computation [day #3]

March 6, 2014
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Advances in scalable Bayesian computation [day #3]

We have now gone over the midpoint of our workshop Advances in Scalable Bayesian Computation with three talks in the morning and an open research or open air afternoon. (Maybe surprisingly I chose to stay indoors and work on a new research topic rather than trying cross-country skiing!) If I must give a theme for […]

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