Posts Tagged ‘ Monte Carlo methods ’

Statistical modeling and computation [apologies]

June 11, 2014
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Statistical modeling and computation [apologies]

In my book review of the recent book by Dirk Kroese and Joshua Chan,  Statistical Modeling and Computation, I mistakenly and persistently typed the name of the second author as Joshua Chen. This typo alas made it to the printed and on-line versions of the subsequent CHANCE 27(2) column. I am thus very much sorry […]

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Statistical modeling and computation [book review]

January 21, 2014
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Statistical modeling and computation [book review]

Dirk Kroese (from UQ, Brisbane) and Joshua Chen (from ANU, Canberra) just published a book entitled Statistical Modeling and Computation, distributed by Springer-Verlag (I cannot tell which series it is part of from the cover or frontpages…) The book is intended mostly for an undergrad audience (or for graduate students with no probability or statistics […]

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9th IMACS seminar on Monte Carlo Methods, Annecy

July 17, 2013
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9th IMACS seminar on Monte Carlo Methods, Annecy

As astute ‘Og’s readers may have gathered (!), I am now in Annecy, Savoie, for the 9th IMACS seminar on Monte Carlo Methods. Where I was kindly invited to give a talk on ABC. IMACS stands for “International Association for Mathematics and Computers in Simulation” and the conference gathers themes and sensibilities I am not […]

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Bayesian computational tools

June 17, 2013
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Bayesian computational tools

I just updated my short review on Bayesian computational tools I first wrote in April for the Annual Review of Statistics and Its Applications. The coverage is quite restricted, as I took advantage of two phantom papers I had started a while ago, one with Jean-Michel Marin, on hierarchical Bayes methods and on ABC. (As […]

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simulation, a ubiquitous tool

July 10, 2012
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simulation, a ubiquitous tool

After struggling for quite a while on that AMSI public lecture talk, and dreading its loss with the problematic Macbook, I managed to complete a first draft last night in Adelaide, downloading [at high financial cost!] a final set of images from the Web (plus a few personal ones, like a picture of my son’s [...]

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another X’idated question

February 23, 2012
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another X’idated question

An X’idated reader of Monte Carlo Statistical Methods had trouble with our Example 3.13, the very one our academic book reviewer disliked so much as to “diverse [sic] a 2 star”. The issue is with computing the integral when f is the Student’s t(5) distribution density. In our book, we compare a few importance sampling solutions, [...]

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