Archive for Bayesian Essentials with R

Introduction to Monte Carlo methods with R and Bayesian Essentials with R

Posted in Books, R, Statistics, University life with tags , , , , , , on June 26, 2015 by xi'an

sales1Here are the  download figures for my e-book with George as sent to me last week by my publisher Springer-Verlag.  With an interesting surge in the past year. Maybe simply due to new selling strategies of the published rather to a wider interest in the book. (My royalties have certainly not increased!) Anyway thanks to all readers. As an aside for wordpress wannabe bloggers, I realised it is now almost impossible to write tables with WordPress, another illustration of the move towards small-device-supported blogs. Along with a new annoying “simpler” (or more accurately dumber) interface and a default font far too small for my eyesight. So I advise alternatives to wordpress that are more sympathetic to maths contents (e.g., using MathJax) and comfortable editing.

salesBessAnd the same for the e-book with Jean-Michel, which only appeared in late 2013. And contains more chapters than Introduction to Monte Carlo methods with R. Incidentally, a reader recently pointed out to me the availability of a pirated version of The Bayesian Choice on a Saudi (religious) university website. And of a pirated version of Introducing Monte Carlo with R on a Saõ Paulo (Brazil) university website. This may be alas inevitable, given the diffusion by publishers of e-chapters that can be copied with no limitations…

Statistics month in Marseilles (CIRM)

Posted in Books, Kids, Mountains, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , on June 24, 2015 by xi'an

Calanque de Morgiou, Marseille, July 7, 2010Next February, the fabulous Centre International de Recherche en Mathématiques (CIRM) in Marseilles, France, will hold a Statistics month, with the following programme over five weeks

Each week will see minicourses of a few hours (2-3) and advanced talks, leaving time for interactions and collaborations. (I will give one of those minicourses on Bayesian foundations.) The scientific organisers of the B’ week are Gilles Celeux and Nicolas Chopin.

The CIRM is a wonderful meeting place, in the mountains between Marseilles and Cassis, with many trails to walk and run, and hundreds of fantastic climbing routes in the Calanques at all levels. (In February, the sea is too cold to contemplate swimming. The good side is that it is not too warm to climb and the risk of bush fire is very low!) We stayed there with Jean-Michel Marin a few years ago when preparing Bayesian Essentials. The maths and stats library is well-provided, with permanent access for quiet working sessions. This is the French version of the equally fantastic German Mathematik Forschungsinstitut Oberwolfach. There will be financial support available from the supporting societies and research bodies, at least for young participants and the costs if any are low, for excellent food and excellent lodging. Definitely not a scam conference!

solution manual for Bayesian Essentials with R

Posted in Books, Kids, Statistics, University life with tags , , , , , , on March 18, 2015 by xi'an

The solution manual to our Bayesian Essentials with R has just been arXived. If I link this completion with the publication date of the book itself, it sure took an unreasonable time to come out and sadly with no obvious reason or even less justification for the delay… Given the large overlap with the solution manual of the previous edition, Bayesian Core, this version should have been completed much much earlier but, paradoxically if in-line with the lengthy completion of the book istelf, this previous manual is one of the causes for the delay, as we thought the overlap allowed for self-study readers to check some of the exercises. Prodded by Hannah Bracken from Springer-Verlag, and unable to hire an assistant towards this task, I eventually decided to spend the few days required to clean up this solution manual, with the unintentional help from my sorry excuse for an Internet provider who accidentally cutting my home connection for a whole week so far…!

solmanIn the course of writing solutions, I stumbled upon one inexplicably worded exercise about the Lemer-Schur algorithm for testing stationarity, exercise that I had to rewrite from scratch. Apologies to any reader of Bayesian Essentials with R getting stuck on that exercise!!!

Statistical modeling and computation [book review]

Posted in Books, R, Statistics, University life with tags , , , , , , , , , , , , , on January 22, 2014 by xi'an

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. Continue reading

Bayesian essentials with R available on amazon

Posted in Books, R, Statistics, University life with tags , , , , , on November 14, 2013 by xi'an

coverBayesian Essentials with R is now available both as an e-book and as a hardcover book on amazon.com!

essential cover!

Posted in Books, R, Statistics, University life with tags , , , , , on October 23, 2013 by xi'an

coverOur book is nearly out..! The Springer webpage is ready, we have sent the proofs back, amazon is missing has now included the above picture, things are moving towards the publication date, supposed to be November 30. Just in time for Christmas! And not too early given that we packed off in early February…

packed off!!!

Posted in Books, pictures, R, Statistics with tags , , , , , , , , , , on February 9, 2013 by xi'an

La Défense, Paris, Feb. 04, 2013Deliverance!!! We have at last completed our book! Bayesian Essentials with R is off my desk! In a final nitty-gritty day of compiling and recompiling the R package bayess and the LaTeX file, we have reached versions that were in par with our expectations. The package has been submitted to CRAN (it has gone back and forth a few times, with requests to lower the computing time in the examples: each example should take less than 10s, then 5s…), then accepted by CRAN, incl. a Windows version, and the book has be sent to Springer-Verlag. This truly is a deliverance for me as this book project has been on my work horizon almost constantly for more than the past two years, led to exciting times in Luminy, Carnon and Berlin, has taken an heavy toll on my collaborations and research activities, and was slowly turning into a unsavoury chore! I am thus delighted Jean-Michel and I managed to close the door before any disastrous consequence on either the book or our friendship could develop. Bayesian Essentials with R is certainly an improvement compared with Bayesian Core, primarily by providing a direct access to the R code. We dearly hope it will attract a wider readership by reducing the mathematical requirements (even though some parts are still too involved for most undergraduates) and we will keep testing it with our own students in Montpellier and Paris over the coming months. In the meanwhile, I just enjoy this feeling of renewed freedom!!!

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