Le Monde [short] guide to Vienna

Posted in Books, Travel with tags , , , , , on September 16, 2014 by xi'an

An interesting (?) coincidence: Le Monde weekend edition has its tourist page dedicated to Vienna! As usual, it is a list of places recommended by a local, Le Vienne de Robert Stadler, which includes

Maybe a wee bit limited a scope (albeit the house designed by Wittgenstein sounds definitely worth the trip!). For a wider range of Vienna highlights for BAYSM 2014 participants, The New York Times offers 36 hours in Vienna. With apparently no intersection with the above list. (But the same imbalance towards restaurants and bars!)

Statistics first slides

Posted in Books, Kids, Statistics, University life on September 16, 2014 by xi'an

La Défense from Paris-Dauphine, Nov. 15, 2012Today I started my new course of Statistics for our third year undergraduates. In English! A point that came as a surprise for the students but I got no complaint (so far) and they started asking questions in English during the class. The slides are “under construction” and this first chapter borrows a fair chunk from Andrew’s blog entries. Including the last slide on the six Kaiser Fung quotes, which was posted yesterday night. The next chapter is going to be more standard, with statistical models, limit theorems, and exponential families.

Series B reaches 5.721 impact factor!

Posted in Books, Statistics, University life with tags , , , on September 15, 2014 by xi'an

I received this email from Wiley with the great figure that JRSS Series B has now reached a 5.721 impact factor. Which makes it the first journal in Statistics from this perspective. Congrats to editors Gareth Roberts, Piotr Fryzlewicz and Ingrid Van Keilegom for this achievement! An amazing jump from the 2009 figure of 2.84…!

xkcd [interview & book]

Posted in Books, Kids, Statistics with tags , , , , , , , on September 14, 2014 by xi'an

Of interest for xkcd fans: What If?: Serious Scientific Answers to Absurd Hypothetical Questions is out! Actually, it is currently the #1 bestseller on amazon! (A physics book makes it to the top of the bestseller list, a few weeks after a theoretical economics book got there. Nice! Actually, a statistics book also made it to the top: Nate Silver’s The SIgnal and the Noise….) I did not read the book, but it is made of some of the questions answered by Randall Munroe (the father of xkcd) on his what if blog. In connection with this publication, Randall Munroe is interviewed on FiveThirtyEight (Nate Silver’s website), as kindly pointed out to me by Bill Jefferys. The main message is trying to give people a feeling about numbers, a rough sense of numeracy. Which was also the purpose of the guesstimation books.

available dark [book review]

Posted in Books, Mountains, Travel with tags , , , , , , on September 13, 2014 by xi'an

“Paved roads had long ago surrended to gravel tracks that disappeared into a desert of snow covered lava. Black spires like a forest of charred trees blotted out the stars near the horizon.”

This is the last book I read from my Amazon package: Available Dark by Elizabeth Hand. I cannot remember how I came to order it… Maybe a confusion with another fantasy author like Elizabeth Moon? Or simply because the story was taking place between MaineFinland and Iceland?! Anyway, I read the book within two days during a short hiking trip to the volcano region of Central France. The plot has indeed a mesmerizing quality that made me keep reading further and further at ungodly hours. (With the help of an US jetlag.) It is original and intense enough to overcome the major difficulty that the central character, Cas, is far from sympathetic, from specialising in corpse photography to being almost constantly on drugs. But the construction of the plot and the introduction of the characters, always seen from Cas’ viewpoint, are well-done, even though the ending is both precipitated and unrealistic. Too many coincidences. The original setup of this novel is the Finnish black metal scene, with its undercurrents of satanism, ritual murders, and church burnings. Rather accurate judging from the wikipedia page on the topic! What I appreciated most was the description of the first impression of Iceland on Cas, when she landed from Helsinki. “The trip to Reykjavik [from the airport] was like a bus tour through Mordor. Black lava fields, an endless waste broken here and there by ruined machinery or a building of stained corrugated metal.” So I may consider reading another novel in the series in a near future…

3,000 posts and 1,000,000 views so far…

Posted in Books, Kids, Statistics with tags , on September 12, 2014 by xi'an

As the ‘Og went over its [first] million views and 3,000 posts since its first post in October 2008, the most popular entries (lots of book reviews, too many obituaries, and several guest posts):

In{s}a(ne)!! 9,330
“simply start over and build something better” 8,514
George Casella 6,712
About 4,853
Bayesian p-values 4,468
Sudoku via simulated annealing 4,150
Julien on R shortcomings 3,673
Solution manual to Bayesian Core on-line 3,040
Solution manual for Introducing Monte Carlo Methods with R 2,954
#2 blog for the statistics geek?! 2,706
Of black swans and bleak prospects 2,596
Gelman’s course in Paris, next term! 2,451
the Art of R Programming [guest post] 2,242
Parallel processing of independent Metropolis-Hastings algorithms 2,208
Bayes’ Theorem 1,925
Bayes on the Beach 2010 [2] 1,778
Do we need an integrated Bayesian/likelihood inference? 1,742
Théorème vivant 1,617
Dennis Lindley (1923-2013) 1,613
Coincidence in lotteries 1,543
The mistborn trilogy 1,532
Julian Besag 1945-2010 1,529
Frequency vs. probability 1,448
Bayes’ Theorem in the 21st Century, really?! 1,401
the cartoon introduction to statistics 1,398
understanding computational Bayesian statistics 1,369
The Search for Certainty 1,274
Bayesian modeling using WinBUGS 1,273
Particle MCMC discussion 1,256
Reference prior for logistic regression 1,215
Tornado in Central Park 1,142
Harmonic mean estimators 1,138
A ridiculous email 1,134
Andrew gone NUTS! 1,132
Top 15 all-timers? 1,130
Millenium 1 [movie] 1,121
Monte Carlo Statistical Methods third edition 1,102
Introducing Monte Carlo Methods with R: a first course 1,090

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my life as a mixture [BAYSM 2014, Wien]

Posted in Books, Kids, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on September 12, 2014 by xi'an

Next week I am giving a talk at BAYSM in Vienna. BAYSM is the Bayesian Young Statisticians meeting so one may wonder why, but with Chris Holmes and Mike West, we got invited as more… erm… senior speakers! So I decided to give a definitely senior talk on a thread pursued throughout my career so far, namely mixtures. Plus it also relates to works of the other senior speakers. Here is the abstract for the talk:

Mixtures of distributions are fascinating objects for statisticians in that they both constitute a straightforward extension of standard distributions and offer a complex benchmark for evaluating statistical procedures, with a likelihood both computable in a linear time and enjoying an exponential number of local models (and sometimes infinite modes). This fruitful playground appeals in particular to Bayesians as it constitutes an easily understood challenge to the use of improper priors and of objective Bayes solutions. This talk will review some ancient and some more recent works of mine on mixtures of distributions, from the 1990 Gibbs sampler to the 2000 label switching and to later studies of Bayes factor approximations, nested sampling performances, improper priors, improved importance samplers, ABC, and a inverse perspective on the Bayesian approach to testing of hypotheses.

I am very grateful to the scientific committee for this invitation, as it will give me the opportunity to meet the new generation, learn from them and in addition discover Vienna where I have never been, despite several visits to Austria. Including its top, the Großglockner. I will also give a seminar in Linz the day before. In the Institut für Angewandte Statistik.

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