Over the past week, I wrote a short introduction to the Metropolis-Hastings algorithm, mostly in the style of our Introduction to Monte Carlo with R book, that is, with very little theory and worked-out illustrations on simple examples. (And partly over the Atlantic on my flight to New York and Columbia.) This vignette is intended for the Wiley StatsRef: Statistics Reference Online Series, modulo possible revision. Again, nothing novel therein, except for new examples.
Archive for New York city
I am off to New York City for two days, giving a seminar at Columbia tomorrow and visiting Andrew Gelman there. My talk will be about testing as mixture estimation, with slides similar to the Nice ones below if slightly upgraded and augmented during the flight to JFK. Looking at the past seminar speakers, I noticed we were three speakers from Paris in the last fortnight, with Ismael Castillo and Paul Doukhan (in the Applied Probability seminar) preceding me. Is there a significant bias there?!