## an elegant book [review]

Posted in Books, Statistics, University life with tags , , , , , , , on December 28, 2020 by xi'an

“Handbook of Mixture Analysis is an elegant book on the mixture models. It covers not only statistical foundations but also extensions and applications of mixture models. The book consists of 19 chapters (each chapter is an independent paper), and collectively, these chapters weave into an elegant web of mixture models” Yen-Chi Chen (U. Washington)

## Handbook of Mixture Analysis [cover]

Posted in Books, Statistics, University life with tags , , , , , , , , on August 15, 2018 by xi'an

On the occasion of my talk at JSM2018, CRC Press sent me the cover of our incoming handbook on mixture analysis, courtesy of Rob Calver who managed to get it to me on very short notice! We are about ready to send the manuscript to CRC Press and hopefully the volume will get published pretty soon. It would have been better to have it ready for JSM2018, but we editors got delayed by a few months for the usual reasons.

## Statistical analyses using R

Posted in Books, R, Statistics with tags , , , , , on April 22, 2011 by xi'an

Another book I received from the Short Book Reviews section of the International Statistical Review is Everitt’s and Hothorn’s Handbook of statistical analyses using R. Here is a [blog-ified] version of my book review.

This book is the second (blue) edition of a successful (violet) handbook that can benefit a wide audience interested in using R for its data analysis. (After I wrote the review, I saw this appropriate analysis of the first edition.) It covers most of non-Bayesian statistical methods, with forays into exploratory data analysis with tools like principal components, clustering and bagging/boosting. As reflected in the long list of chapters, the coverage is quite extensive and only missing specialised statistical domains like time-series (apart from longitudinal data), econometrics (except for generalised linear models), and signal processing. Beside the absence of a Bayesian perspective (only mentioned in connection with BIC and the mclust package, while the Bayesian formalism would be a natural tool for analysing mixed models), I miss some material on simulation, the only entry found in the book being bootstrap (pages 153-154).

In conclusion, I find the book by Everitt and Hothorn quite pleasant and bound to fit its purpose. The layout and presentation is nice (with a single noticeable mishap on page 332 caused by Darwin’s tree of life.) It should appeal to all readers as it contains a wealth of information about the use of R for statistical analysis. Included seasoned R users: When reading the first chapters, I found myself scribbling small light-bulbs in the margin to point out features of R I was not aware of. (In particular, the authors mentioned the option type=”n” for plot that R-bloggers signalled as the most useful option for plotting.) In addition, the book is quite handy for a crash introduction to statistics for (well-enough motivated) non-statisticians. (This post has also appeared on Statistical Forum on April 20.)

## Typo in mixture survey

Posted in Books, Statistics with tags , , , on September 19, 2010 by xi'an

This morning I received the following email

(…) I have a question regarding an algorithm in one of your papers, “Bayesian Modelling and Inference on Mixtures of Distributions“.  On page 33, in the Metropolis-Hastings algorithm for the mixture you accept the proposal if r < u.  As I understand the MH algorithm you accept the proposal with probability r (technically min(r,1)), so I would expect that you accept if u < r.  I cannot see or find a reason elsewhere why r < u works?  If you could clarify why r < u works for the MH algorithm I would really appreciate it. (…)

which rightly points out an embarrassing typo in our mixture survey, published in the Handbook of Statistics, volume 25. Indeed, the inequality should be the reverse, $u, as in the other algorithmic boxes of the survey.

## Another handbook chapter

Posted in Books, Statistics with tags , , , , , on February 11, 2010 by xi'an

As I have received over the past semester half a dozen requests for contributing chapters in different handbooks, I wrote several rather similar introductions to Bayesian statistics and/or to computational statistics. Here is one for an Handbook of Statistical Systems Biology edited by D. Balding, M. Stumpf, and M. Girolami, to be published by Wiley. It is mostly inspired from the second chapter of Bayesian Core so it is not particularly novel. If I find some extra time within the coming months, I will also include a section on nonparametric Bayes… Before, I also have to write a revised edition to my chapter Bayesian Computational Methods in the Handbook of Computational Statistics (selling at an outrageous price, like most handbooks!), edited by J. Gentle, W. Härdle and Y. Mori.