Statistical modeling and computation [book review]

Dirk Kroese (from UQ, Brisbane) and Joshua Chan (from ANU, Canberra) just published a book entitled Statistical Modeling and Computation, distributed by Springer-Verlag (I cannot tell which series it is part of from the cover or frontpages…) The book is intended mostly for an undergrad audience (or for graduate students with no probability or statistics background). Given that prerequisite, Statistical Modeling and Computation is fairly standard in that it recalls probability basics, the principles of statistical inference, and classical parametric models. In a third part, the authors cover “advanced models” like generalised linear models, time series and state-space models. The specificity of the book lies in the inclusion of simulation methods, in particular MCMC methods, and illustrations by Matlab code boxes. (Codes that are available on the companion website, along with R translations.) It thus has a lot in common with our Bayesian Essentials with R, meaning that I am not the most appropriate or least unbiased reviewer for this book.

Canberra-Goulburn

After a short two-day visit to Canberra, I am now heading to Brisbane, last stop of my Australian Tour… I gave my Kyoto talk at ANU, failing to convince my guest Alan Welsh that ABC was a completely justified Bayesian inference method (with the sound argument that it failed the conditionality principle), had a great run in the morning to the top of Black Mountain, witnessing a very nice inversion shown below,

ate a great Indian dinner, and was driven by Alan the next morning to Goulburn for a joint meeting (“Goulburn 19”) between the statisticians of Canberra and of the University of Wollongong. This was a fairly interesting meeting, taking place in a motel conference room. Luxury, luxury!, the room even had a log fire (with the foreseeable consequence of inducing one of my customary and embarrassing dozes!) Actually, this seemed to be a signature of the place as the terrific Trapper’s Bakery across the street also had a fireplace… This meeting was very informal, friendly, and interactive, making me regret I had given there my most technical talk on Rao-Blackwellisation instead of one on ABC model choice.

AMSI Lectures #6 & #7

 

After this fairly long break stretching from southern Australia to northern Queensland, I am back on track for the second half of my AMSI Lectures, giving a seminar in Canberra tomorrow and at the University of Wollongong the day after.