Derivative-free estimate of derivatives

Two Hessian soldiers having a ball.

Hey,

Arnaud Doucet, Sylvain Rubenthaler and I have just put a technical report on arXiv about estimating the first- and second-order derivatives of the log-likelihood (also called the score and the observed information matrix respectively) in general (intractable) statistical models, and in particular in (non-linear non-Gaussian) state-space models. We call them “derivative-free” estimates because they can be computed even if the user cannot compute any kind of derivatives related to the model (as opposed to e.g. this paper and this paper). Actually in some cases of interest we cannot even evaluate the log-likelihood point-wise (we do not have a formula for it), so forget about explicit derivatives. Would you like to know more?

BayesComp on wikidot

Since the classic picture of Bayes is actually not a picture of Bayes, we might as well use Ryan.

Hey,

Just a quick note about BayesComp, a new wiki about Bayesian Computational Statistics (see this outdated but well-written introduction if you really don’t know what that is), as Xian pointed out. It is organised by the ISBA Section on Bayesian Computation, notably Peter Green and Nicolas Chopin so far. If the community gets into it, it could become the nerve centre for online resources about Bayesian Computation, which so far are quite scattered and poorly advertised.

Good luck to BayesComp!

 

 

Marine Biogeochemical Data Assimilation Symposium in Hobart, 27th-30th May

Tessellated Pavement, Eaglehawk Neck, Tasman Peninsula

Hello,

At the end of May CSIRO (Marine and Atmospheric Research, Hobart) and in particular Emlyn Jones organise a conference on this topic, subtitled:

New Pathways to Understanding and Managing Marine Ecosystems: Quantifying Uncertainty and Risk Using Biophysical-Statistical Models of the Marine Environment

100 Savvy Sites on Statistics and Quantitative Analysis

Hello hello,

Just a quick post to advertise the following list of statistics-related blogs and websites. Click on the badge to access it:

We will be back soon with more content!

Cheers,

Pierre

Using R in LaTeX with knitr and RStudio

Hi,

I presented today at INSEE R user group (FLR) how to use knitr (Sweave evolution) for writing documents which are self contained with respect to the source code: your data changed? No big deal, just compile your .Rnw file again and you are done with an updated version of your paper![Ctrl+Shift+I] is easy. Some benefits with respect to having two separate .R and .tex files: it is integrated in a single software (RStudio), you can call variables in your text with the \Sexpr{} command. The slow speed at compilation is no more a real matter as one can put “cache=TRUE” in code chunk options not to reevaluate unchanged chunks, which fastens things.

I share the (brief) slides below. They won’t help much those who already use knitr, but they give the first steps for those who would like to give it a try.

A good tool for researchers ?

Hi there !

Like Pierre a while ago, I got fed up with printing articles, annotating them, losing them, re-printing them, and so on. Moreover, I also wanted to be able to carry more than one or two books in my bag without ruining my back. E-Ink readers seemed good but at some point I changed my mind…

After the ISBA conference in Kyoto, where I saw bazillions of IPads, I thought that tablets really worth the shot. I am cool with reading on a LCD screen, I probably won’t read scientific articles/books outside in the sun, and I like the idea of a light device that can replace my laptop in conferences. Furthermore, there is now a large choice of apps to annotate pdf which is crucial for me.

The device I chose run on Android (mainly because there is no memory extension on Apple devices), combined with a good capacitive pen, an annotation app such as eZreader that get your pdf directly from Dropbox (which is simply awesome). You can even use LaTeX (without fancy packages…) which may become handy.

I hope that I will not experience the same disappointment as Pierre did with his reader, but for the moment a tablet seems just what I needed !

Back from ISBA Regional Meeting in India

Hello everyone,

and of course Happy New Year (2013 is the international year of statistics!).

Last week the ISBA Regional Meeting was held in Banaras / Varanasi, in the North of India. The conference was well attended, with leading figures such as Jayanta K. Ghosh, José Bernardo, James Berger, Peter Green, Christian Robert who blogged about it, and an overall ~350 participants.

Final post on the Wang-Landau and the Flat Histogram criterion

Gaussian density biased such that 75% of the mass is in the negative values and 25% in the positive values

Hey,

With Robin Ryder we wrote a paper titled The Wang-Landau Algorithm Reaches the Flat Histogram in Finite Time and it has been accepted in Annals of Applied Probability (arXiv preprint  here). I’m especially happy about it since it was the last remaining unpublished chapter of my PhD thesis. In this post I’ll try to explain what we proved here on a simple example.

Dropbox Space Race

Hi,

additionally to the referral program (you refer a new user, you win an extra .5 Go), the Dropbox Space Race will give you 3 Go extra space (for 2 years) if you register with your email from a competing university. The best schools will get more space. Here are the 100 top schools. Com’ on, there is no french school in the 100 top !

Thanks Nicolas for the info.

Bayesian Condom Use

HIV transmission model among Female Sex Workers; diagram taken from the paper by Dureau et al.

Hey there,

What do you do when you see the word “condom” in the title of a new arXiv entry?! You click with wild excitement of course! And you end up reading

A Bayesian approach to estimate changes in condom use from limited HIV prevalence data, by Joseph Dureau, Konstantinos Kalogeropoulos, Peter Vickerman, Michael Pickles and Marie-Claude Boily.