Archive for simulations

the academic integrity flow chart

Posted in Kids, pictures, University life with tags , , , , , , , , on January 24, 2024 by xi'an

This year, I received a summer project dissertation at Warwick (among several I supervised) that was a direct aggregation of three main papers on the project topic, including advanced simulations that were clearly beyond the reach of a summer project. Especially when the perpetrator only attended a very few supervision sessions among those I proposed.With the help of a colleague we found rather easily the three papers, which had been rewritten to some extent into the project, while keeping the plan of the originals. And then I later a fourth paper corresponding to the numerical illustrative component of the project, which was the original reason for suspecting foul play. With graphs redrawn! Meaning that a plagiarism detector was only achieving an 18% agreement with the available literature, but still flagging plagiarism as “highly likely.”I thus referred the case to the colleague in charge of academic integrity in the department. And this initiated a very involved process summarised by the attached flowchart… Starting with the academic conduct panel, which also concluded at plagiarism.

integral priors for binomial regression

Posted in pictures, R, Statistics, University life with tags , , , , , , , , on July 2, 2013 by xi'an

Diego Salmerón and Juan Antonio Cano from Murcia, Spain (check the movie linked to the above photograph!), kindly included me in their recent integral prior paper, even though I mainly provided (constructive) criticism. The paper has just been arXived.

A few years ago (2008 to be precise), we wrote together an integral prior paper, published in TEST, where we exploited the implicit equation defining those priors (Pérez and Berger, 2002), to construct a Markov chain providing simulations from both integral priors. This time, we consider the case of a binomial regression model and the problem of variable selection. The integral equations are similarly defined and a Markov chain can again be used to simulate from the integral priors. However, the difficulty therein follows from the regression structure, which makes selecting training datasets more elaborate, and  whose posterior is not standard. Most fortunately, because the training dataset is exactly the right dimension, a re-parameterisation allows for a simulation of Bernoulli probabilities, provided a Jeffreys prior is used on those.  (This obviously makes the “prior” dependent on the selected training dataset, but it should not overly impact the resulting inference.)

nach Hamburg

Posted in Statistics, Travel, University life with tags , , , , , on February 19, 2013 by xi'an

Today, I will visit Germany again, hopefully with less snow in the airport, in the City of Hamburg, as I am attending an intriguing workshop at the interface between statistics, physics and other sciences (the full title is “Monte Carlo Methods in Natural Sciences, in Engineering and in Economics”) at  DESY (Deutsches Elektronen-Synchrotron). The program of the workshop is a bit tight, but definitely interesting, with mostly speakers unknown to me. (Due to an even tighter schedule, I will miss the guided tour of the structure, unfortunately!)

Comments for València 9

Posted in Statistics, University life with tags , , , , on June 23, 2010 by xi'an

Following discussions at CREST, we have contributed comments on the following papers

Bernardo, José M. (Universitat de València, Spain)
Integrated objective Bayesian estimation and hypothesis testing. [discussion]

Consonni, Guido (Università di Pavia, Italy)
On moment priors for Bayesian model choice with applications to directed acyclic graphs. [discussion]

Frühwirth-Schnatter, Sylvia (Johannes Kepler Universität Linz, Austria)
Bayesian variable selection for random intercept modeling of Gaussian and non-Gaussian data. [discussion]

Huber, Mark (Claremont McKenna College, USA)
Using TPA for Bayesian inference. [discussion]

Lopes, Hedibert (University of Chicago, USA)
Particle learning for sequential Bayesian computation. [discussion]

Polson, Nicholas (University of Chicago, USA)
Shrink globally, act locally: Sparse Bayesian regularization and prediction. [discussion]

Wilkinson, Darren (University of Newcastle, UK)
Parameter inference for stochastic kinetic models of bacterial gene regulation: a Bayesian approach to systems biology. [discussion]

(with a possible incoming update on Mark Huber’s comments if we manage to get the simulations running in due time).