## Bayesian statistics from methods to models and applications

Posted in Books, Kids, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , on July 5, 2015 by xi'an

A Springer book published in conjunction with the great BAYSM 2014 conference in Wien last year has now appeared. Here is the table of contents:

• Bayesian Survival Model Based on Moment Characterization by Arbel, Julyan et al.
• A New Finite Approximation for the NGG Mixture Model: An Application to Density Estimation by Bianchini, Ilaria
• Distributed Estimation of Mixture Model by Dedecius, Kamil et al.
• Jeffreys’ Priors for Mixture Estimation by Grazian, Clara and X
• A Subordinated Stochastic Process Model by Palacios, Ana Paula et al.
• Bayesian Variable Selection for Generalized Linear Models Using the Power-Conditional-Expected-Posterior Prior by Perrakis, Konstantinos et al.
• Application of Interweaving in DLMs to an Exchange and Specialization Experiment by Simpson, Matthew
• On Bayesian Based Adaptive Confidence Sets for Linear Functionals by Szabó, Botond
• Identifying the Infectious Period Distribution for Stochastic Epidemic Models Using the Posterior Predictive Check by Alharthi, Muteb et al.
• A New Strategy for Testing Cosmology with Simulations by Killedar, Madhura et al.
• Formal and Heuristic Model Averaging Methods for Predicting the US Unemployment Rate by Kolly, Jeremy
• Bayesian Estimation of the Aortic Stiffness based on Non-invasive Computed Tomography Images by Lanzarone, Ettore et al.
• Bayesian Filtering for Thermal Conductivity Estimation Given Temperature Observations by Martín-Fernández, Laura et al.
• A Mixture Model for Filtering Firms’ Profit Rates by Scharfenaker, Ellis et al.

Enjoy!

## Introduction to Monte Carlo methods with R and Bayesian Essentials with R

Posted in Books, R, Statistics, University life with tags , , , , , , on June 26, 2015 by xi'an

Here are the  download figures for my e-book with George as sent to me last week by my publisher Springer-Verlag.  With an interesting surge in the past year. Maybe simply due to new selling strategies of the published rather to a wider interest in the book. (My royalties have certainly not increased!) Anyway thanks to all readers. As an aside for wordpress wannabe bloggers, I realised it is now almost impossible to write tables with WordPress, another illustration of the move towards small-device-supported blogs. Along with a new annoying “simpler” (or more accurately dumber) interface and a default font far too small for my eyesight. So I advise alternatives to wordpress that are more sympathetic to maths contents (e.g., using MathJax) and comfortable editing.

And the same for the e-book with Jean-Michel, which only appeared in late 2013. And contains more chapters than Introduction to Monte Carlo methods with R. Incidentally, a reader recently pointed out to me the availability of a pirated version of The Bayesian Choice on a Saudi (religious) university website. And of a pirated version of Introducing Monte Carlo with R on a Saõ Paulo (Brazil) university website. This may be alas inevitable, given the diffusion by publishers of e-chapters that can be copied with no limitations…

## solution manual for Bayesian Essentials with R

Posted in Books, Kids, Statistics, University life with tags , , , , , , on March 18, 2015 by xi'an

The solution manual to our Bayesian Essentials with R has just been arXived. If I link this completion with the publication date of the book itself, it sure took an unreasonable time to come out and sadly with no obvious reason or even less justification for the delay… Given the large overlap with the solution manual of the previous edition, Bayesian Core, this version should have been completed much much earlier but, paradoxically if in-line with the lengthy completion of the book istelf, this previous manual is one of the causes for the delay, as we thought the overlap allowed for self-study readers to check some of the exercises. Prodded by Hannah Bracken from Springer-Verlag, and unable to hire an assistant towards this task, I eventually decided to spend the few days required to clean up this solution manual, with the unintentional help from my sorry excuse for an Internet provider who accidentally cutting my home connection for a whole week so far…!

In the course of writing solutions, I stumbled upon one inexplicably worded exercise about the Lemer-Schur algorithm for testing stationarity, exercise that I had to rewrite from scratch. Apologies to any reader of Bayesian Essentials with R getting stuck on that exercise!!!

## STEM forums

Posted in Books, R, Statistics, University life with tags , , , , , on August 15, 2014 by xi'an

“I can calculate the movement of stars, but not the madness of men.” Isaac Newton

When visiting the exhibition hall at JSM 2014, I spoke with people from STEM forums on the Springer booth. The concept of STEM (why STEM? Nothing to do with STAN! Nor directly with Biology. It stands as the accronym for Science, Technology, Engineering, and Mathematics.) is to create a sort of peer-reviewed Cross Validated where questions would be filtered (in order to avoid the most basic questions like “How can I learn about Bayesian statistics without opening a book?” or “What is the Binomial distribution?” that often clutter the Stack Exchange boards). That’s an interesting approach which I will monitor in the future, as on the one hand, it would be nice to have a Statistics forum without “lazy undergraduate” questions as one of my interlocutors put, and on the other hand, to see how STEM forums can compete with the well-established Cross Validated and its core of dedicated moderators and editors. I left the booth with a neat tee-shirt exhibiting the above quote as well as alpha-tester on the back: STEM forums is indeed calling for entries into the Statistics section, with rewards of ebooks for the first 250 entries and a sweepstakes offering a free trip to Seattle next year!

## Bayesian essentials with R available on amazon

Posted in Books, R, Statistics, University life with tags , , , , , on November 14, 2013 by xi'an

Bayesian 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

Our 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…

## Journal of Statistical Distributions and Applications

Posted in Books, Statistics, University life with tags , , , , on April 18, 2013 by xi'an

I just got an email about a

*Springer* on a new *peer-reviewed, open access journal*

whose sole aim seems to generate more revenue for Springer. Indeed, papers published in this journal are charged \$1025 each. Which is about the cost for a single subscription to the overpriced if scientifically excellent Statistics and Computing. (It takes a serious effort to discover the subscription rate of a Springer journal on their website!)

Indeed, I am quite surprised at a journal focussing on statistical distributions. What is a statistical distribution, exactly? The era when one would discover a new probability distribution in connection with a statistical estimation or testing problem and call it t, F, or Beta, seems long long gone! Just as gone as the production of statistical tables.  (This is also why I wrote such a negative review of The Handbook of Fitting Distributions.) The webpage of the journal indicates that

The scopes include, but are not limited to, development and study of statistical distributions, frequentist and Bayesian statistical inference including goodness-of-fit tests, statistical modeling, computational/simulation methods, and data analysis related to statistical distributions. Significant and well-written articles on theory and methods in areas of statistical distributions and their applications will be considered for publication.

but this sounds so broad as to cover almost any statistical paper. So I am wondering at the purpose of this journal, except as an experimentation in “open access” commercial journals that are fully supported by the authors, in essence making grants pay twice for research.