Archive for Jean-Michel Marin

Bayesian Essentials with R [book review]

Posted in Books, R, Statistics, University life with tags , , , , , , , on July 28, 2016 by xi'an

[A review of Bayesian Essentials that appeared in Technometrics two weeks ago, with the first author being rechristened Jean-Michael!]

“Overall this book is a very helpful and useful introduction to Bayesian methods of data analysis. I found the use of R, the code in the book, and the companion R package, bayess, to be helpful to those who want to begin using  Bayesian methods in data analysis. One topic that I would like to see added is the use of Bayesian methods in change point problems, a topic that we found useful in a recent article and which could be added to the time series chapter. Overall this is a solid book and well worth considering by its intended audience.”
David E. BOOTH
Kent State University

amazing Gibbs sampler

Posted in Books, pictures, R, Statistics, University life with tags , , , , , , on February 19, 2015 by xi'an

BayesmWhen playing with Peter Rossi’s bayesm R package during a visit of Jean-Michel Marin to Paris, last week, we came up with the above Gibbs outcome. The setting is a Gaussian mixture model with three components in dimension 5 and the prior distributions are standard conjugate. In this case, with 500 observations and 5000 Gibbs iterations, the Markov chain (for one component of one mean of the mixture) has two highly distinct regimes: one that revolves around the true value of the parameter, 2.5, and one that explores a much broader area (which is associated with a much smaller value of the component weight). What we found amazing is the Gibbs ability to entertain both regimes, simultaneously.

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…

Core minus one!

Posted in Books, pictures, R, Running, Statistics with tags , , , , , , on September 10, 2012 by xi'an

Jean-Michel Marin visited me in Paris last week and, besides taking part in Pierre’s PhD defence, we made enough progress to close two more chapters of the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) This follows the good work session we had in Carnon where we also completed two chapters (although it was hard to convince anyone that renting a flat by the Mediterranean sea was at all connected with…work! While it was: the only breaks I took were my morning runs…). There just remains one single chapter to complete, now, the one on hierarchical Bayes models. By all means, I dearly want to see it done by November 1!!!