Our paper Improving the Convergence Properties of the Data Augmentation Algorithm with an Application to Bayesian Mixture Modeling, written with Jim Hobert and Vivek Roy during their latest visit to Paris a few years ago (!), has now appeared in arXiv, Statistical Science and project Euclid. I already mentioned in a previous post why this is an important paper for me. (There is nothing new here, compared with this earlier post, except that the paper was re-posted on arXiv!)
Archive for Project euclid
Improving convergence properties of the Data Augmentation algorithm
Posted in Statistics, University life with tags arXiv, Data augmentation, mixtures, Project euclid, Statistical Science on February 7, 2012 by xi'anVanilla on-line
Posted in Statistics, University life with tags Annals of Statistics, Metropolis-Hastings, parallelisation, Project euclid, Rao-Blackwellisation on February 18, 2011 by xi'anThe Vanilla Rao–Blackwellization of Metropolis–Hastings algorithms paper with Randal Douc is now published in Annals of Statistics (Volume 39, Number 1 (2011), pages 261-277) and available on-line via the project Euclid. We are currently working with Pierre Jacob on an extension of this idea towards parallelisation…
IMS Lecture Notes on line
Posted in Books, Statistics with tags IMS Lecture Notes, Project euclid, The Likelihood Principle on April 28, 2010 by xi'an
When writing the review of Sober’s Evidence and Evolution: The Logic Behind the Science, I incidentaly found that all IMS Lecture Notes books are available on-line, free, through Project euclid. This is fantastic! This is for instance the case for Berger and Wolpert’s classic, The Likelihood Principle.
Xi'an's Og 