## Archive for Bayesian Essentials with R

## free Springer textbooks [incl. Bayesian essentials]

Posted in Statistics with tags All of Statistics, Bayesian Essentials with R, Bayesian textbook, coronavirus epidemics, lockdown, Nature, quarantine, R, Springer-Verlag, textbook on May 4, 2020 by xi'an## ENSEA & CISEA 2019

Posted in Books, pictures, Statistics, Travel, University life with tags ., Abidjan, Africa, Bayesian Essentials with R, CISEA 2019, econometrics, ENSAE, ENSEA, Francophonie, Ivory Coast, The Bayesian Choice, West Africa on June 26, 2019 by xi'anI found my (short) trip to Abdijan for the CISEA 2019 conference quite fantastic as it allowed me to meet with old friends, from the earliest days at CREST and even before, and to meet new ones. Including local students of ENSEA who had taken a Bayesian course out of my Bayesian Choice book. And who had questions about the nature of priors and the difficulty they had in accepting that several replies were possible with the same data! I wish I had had more time to discuss the relativity of Bayesian statements with them but this was a great and rare opportunity to find avid readers of my books! I also had a long chat with another student worried about the use or mis-use of reversible jump algorithms to draw inference on time-series models in Bayesian Essentials, chat that actually demonstrated his perfect understanding of the matter. And it was fabulous to meet so many statisticians and econometricians from West Africa, most of them French-speaking. My only regret is not having any free time to visit Abidjan or the neighbourhood as the schedule of the conference did not allow for it [or even for a timely posting of a post!], especially as it regularly ran overtime. (But it did provide for a wide range of new local dishes that I definitely enjoyed tasting!) We are now discussing further opportunities to visit there, e.g. by teaching a short course at the Master or PhD levels.

## mea culpa!

Posted in Books, Kids, R, Statistics, University life with tags Bayesian Analysis, Bayesian Core, Bayesian Essentials with R, Book, cross validated, Gaussian model, typo on October 9, 2017 by xi'an**A**n entry about our Bayesian Essentials book on X validated alerted me to a typo in the derivation of the Gaussian posterior..! When deriving the posterior (which was left as an exercise in the Bayesian Core), I just forgot the term expressing the divergence between the prior mean and the sample mean. Mea culpa!!!

## relabelling in Bayesian mixtures by pivotal units

Posted in Statistics with tags Bayesian Essentials with R, finite mixtures, label switching, relabelling, ResearchGate on September 14, 2017 by xi'an**Y**et another paper on relabelling for mixtures, when one would think everything and more has already be said and written on the topic… This one appeared in Statistics and Computing last August and I only became aware of it through ResearchGate which sent me an unsolicited email that this paper quoted one of my own papers. As well as Bayesian Essentials.

The current paper by

The next part of the paper compares this approach with seven other solutions found in the literature, from Matthew Stephens’ (2000) to our permutation reordering. Which does pretty well in terms of MSE in the simulation study (see the massive Table 3) while being much cheaper to implement than the proposed pivotal relabelling (Table 4). And which, contrary to the authors’ objection, *does not require* the precise computation of the MAP since, as indicated in our paper, the relative maximum based on the MCMC iterations can be used as a proxy. I am thus less than convinced at the improvement brought by this alternative…

## a typo that went under the radar

Posted in Books, R, Statistics, University life with tags Bayesian Core, Bayesian Essentials with R, Bayesian model choice, cross validated, Jean-Michel Marin, model posterior probabilities, R, typos on January 25, 2017 by xi'an**A** chance occurrence on X validated: a question on an incomprehensible formula for Bayesian model choice: which, most unfortunately!, appeared in Bayesian Essentials with R! Eeech! It looks like one line in our *L ^{A}T_{E}X* file got erased and the likelihood part in the denominator altogether vanished. Apologies to all readers confused by this nonsensical formula!