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art brut

Posted in pictures, Running, Travel with tags , , , , , , on July 26, 2014 by xi'an


relevant statistics for Bayesian model choice (#4)

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on August 23, 2013 by xi'an

leaves from a pergola reflecting on a truck, Crès, near Montpellier, June 14, 2012I have just posted on arXiv the fourth (and hopefully final) version of our paper, Relevant statistics for Bayesian model choice, written jointly with Jean-Michel Marin, Natesh Pillai, and Judith Rousseau over the past two years. As we received a very positive return from the editorial team at JRSS Series B, I flew to Montpellier today to write & resubmit a revised version of the paper. The changes are only stylistic, since we could not answer in depth a query about the apparently different speeds of convergence of the posterior probabilities under the Gaussian and Laplace distributions in Figures 3 & 4 (see paper). This was a most interesting question in that the marginal likelihoods do indeed seem to converge at different speeds. However, the only precise information we can derive from our result (Theorem 1) is when the Bayes factor is not consistent. Otherwise, we only have a lower bound on its speed of convergence (under the correct model). Getting precise speeds in this case sounds beyond our reach… (Unless I am confused with time zones, this post should come alive just after the fourth version is announced on arXiv..)

art brut

Posted in pictures, Travel with tags , , , on June 15, 2012 by xi'an