Archivo del autor

future of computational statistics

(This article was first published on Xi’an’s Og » R, and kindly contributed to R-bloggers)


I am currently preparing a survey paper on the present state of computational statistics, reflecting on the massive evolution of the field since my early Monte Carlo simulations on an Apple //e, which would take a few days to return a curve of approximate expected squared error losses… It seems to me that MCMC is attracting more attention nowadays than in the past decade, both because of methodological advances linked with better theoretical tools, as for instance in the handling of stochastic processes, and because of new forays in accelerated computing via parallel and cloud computing, The breadth and quality of talks at MCMski IV is testimony to this. A second trend that is not unrelated to the first one is the development of new and the rehabilitation of older techniques to handle complex models by approximations, witness ABCExpectation-Propagation, variational Bayes, &tc. With a corollary being an healthy questioning of the models themselves. As illustrated for instance in Chris Holmes’ talk last week. While those simplifications are inevitable when faced with hardly imaginable levels of complexity, I still remain confident about the “inevitability” of turning statistics into an “optimize+penalize” tunnel vision…  A third characteristic is the emergence of new languages and meta-languages intended to handle complexity both of problems and of solutions towards a wider audience of users. STAN obviously comes to mind. And JAGS. But it may be that another scale of language is now required…

If you have any suggestion of novel directions in computational statistics or instead of dead ends, I would be most interested in hearing them! So please do comment or send emails to my gmail address bayesianstatistics…

Categories: Statistical Modelling Tags:

Lunes, 29 de septiembre de 2014 Sin comentarios

Engaging Market Research: The New Consumer Requires an Updated Market Segmen…

Engaging Market Research: The New Consumer Requires an Updated Market Segmen…: The new consumer is the old consumer with more options and fewer prohibitions.  Douglas Holt  calls it the postmodern market defined by diff…

Categories: Curriculum Tags:

Viernes, 19 de septiembre de 2014 Sin comentarios

11th International Workshop on Objective Bayes Methodology. O-Bayes15

The International Workshop on Objective Bayes Methodology, O-Bayes15, will be held in Valencia, Spain, June 1-4, 2015, and June 5 will be devoted to excursions. This will be the 11th meeting of one of the longest running and preeminent meetings in Bayesian statistics, following earlier meetings held in West Lafayette, IN, USA, 1996; Valencia, Spain, 1998; Ixtapa, Mexico, 2000; Granada, Spain, 2002; Aussois, France, 2003; Branson, MO, USA, 2005; Roma, Italy, 2007; Philadelphia, PA, USA, 2009; Shanghai, China, 2011; and Durham, NC, USA 2013. The principal objectives of O-Bayes15 will be to facilitate the exchange of recent research developments in objective Bayes theory, methodology and applications, and related topics, to provide opportunities for new researchers, and to establish new collaborations and partnerships.

Returning to Valencia, O-Bayes15 will be dedicated to Susie Bayarri, to celebrate her life and contributions to Bayesian Statistics. O-Bayes15 will feature 21 invited talks and discussants, 3 tutorials and a poster session. More details will come in this web site soon.



Categories: Curriculum Tags:

Viernes, 19 de septiembre de 2014 Sin comentarios

In Memoriam: Susie


[Here is  is a poewritten by Kerrie for the last ISBA cabaret in Cancun, to Susie who could not make it to a Valencia meeting for the first time… Along with a picture of Susie, Alicia and Jennifer taking part in another ISBA cabaret in Knossos, Crete, in 2000.]

This is a parody of a classic Australian bush poem, ‘The Man from Snowy River’, that talks of an amazing horseman in the rugged mountain bush of Australia, who out-performed the ‘cracks’ and became a legend. That’s how I think of Susie, so this very bad poem comes with a big thanks for being such an inspiration, a great colleague and a good friend.

There was movement in the stats world as the emails caught alight
For the cult from Reverend Bayes had got away
And had joined the ‘ISBA’ forces, and were calling for a fight
So all the cracks had gathered to the fray.

All the noted statisticians from the countries near and far
Had flown into Cancun overnight
For the Bayesians love their meetings where the sandy beaches are
And the Fishers snuffed the battle with delight.

There were Jim and Ed and Robert, who were ‘fathers of the Bayes’
They were known as the whiskey drinking crowd
But they’d invented all the theory in those Valencia days
Yes, they were smart, but oh boy were they loud!

And Jose M Bernardo came down to lend a hand
A finer Bayesian never wrote a prior
And Mike West, Duke of Bayesians, also joined the band
And brought down all the graduates he could hire

Sonia and Maria strapped their laptops to the cause
And Anto, Chris and Peter ran – in thongs!
Sirs Adrian and David came with armour and a horse
While Brad and Gareth murdered battle songs

And one was there, a Spaniard, blonde and fierce and proud
With a passion for statistics and for fun
She’d been there with the founders of the nouveau Bayesian crowd
And kept those Fisher stats folk on the run

But Jim’s subjective prior made him doubt her power to fight
Mike Goldstein said, ‘That girl will never do,
In the heat of battle, deary, you just don’t have the might
This stoush will be too rough for such as you.’

 But Berger and Bernardo came to Susie’s side
We think we ought to let her in, they said
For we warrant she’ll be with us when the blood has fairly dried
For Susie is Valencia born and bred.

She did her Bayesian training in the classic Spanish way
Where the stats is twice as hard and twice as rough
And she knows nonparametrics, which is useful in a fray
She’s soft outside, but inside, man she’s tough!

She went. They found those Fisher stats folk sunning on the beach
And as they grabbed their laptops from the sand
Jim Berger muttered fiercely, ‘right, twist any head you reach
We cannot let those Fish get out of hand.’

Alicia, grab a Dirichlet and break them with a stick
Chris, it’s easy, just like ABC
And Sylvia, a mixture model ought to do the trick
But just you leave that Ronnie up to me.

Jose battled them with inference and curdled Neyman’s blood
And Ed told jokes that made them shake their head
And posteriors lined like beaches like sandbags for a flood
And Jim threw whiskey bottles as they fled.

And when the Bayesians and the Fishers were washed up on the sand
The fight was almost judged to be a tie
But it was Susie who kept going, who led the final charge
For she didn’t want objective Bayes to die

She sent the beach on fire as she galloped through the fray
Hurling P and F tests through the foam
‘til the Fishers raised surrender and called the fight a day
And shut their laptops down and sailed for home.

And now at ISBA meetings where the Bayesians spend their days
To laugh and learn and share a drink or two
A glass is always toasted: to Susie, Queen of Bayes
And the cheering echoes loudly round the crew.

She will be remembered for setting Bayesian stats on fire
For her contributions to the field are long
And her passion and her laughter will continue to inspire
The Bayesian from Valencia lives on!

Categories: Divulgación Tags:

Jueves, 21 de agosto de 2014 Sin comentarios

De cómo un p-valor o un Intervalo de Confianza puede mentir!!!

Interesante entrada en este Blog… más de un revisor de revistas de Alto Impacto debería leérselo.


Is difference in proportion appropriate measure to compare performance of a drug over another one?



Categories: Divulgación Tags:

Lunes, 21 de julio de 2014 Sin comentarios

Están los niños felices en el Cole??? (Informe Pisa)


Are they happy at school? PISA data and visualisation challange @ useR!2014


Categories: Curriculum Tags:

Jueves, 5 de junio de 2014 Sin comentarios

23 Recursos o artículos muy interesantes

Aquí os dejo el link que me ha parecido muy interesante.



Categories: Curriculum Tags:

Jueves, 29 de mayo de 2014 Sin comentarios

Twitter & R

Interesante post sobre la interacción R y  twitter.


Celebrity twitter followers by gender

May 25, 2014



Categories: Statistical Modelling Tags:

Lunes, 26 de mayo de 2014 Sin comentarios

7 blogs sobre predicción

(This article was first published on Hyndsight » R, and kindly contributed to R-bloggers)

There are several other blogs on forecasting that readers might be interested in. Here are seven worth following:

  1. No Hesitations by Francis Diebold (Professor of Economics, University of Pennsylvania). Diebold needs no introduction to forecasters. He primarily covers forecasting in economics and finance, but also xkcd cartoons, graphics, research issues, etc.
  2. Econometrics Beat by Dave Giles. Dave is a professor of economics at the University of Victoria (Canada), formerly from my own department at Monash University (Australia), and a native New Zealander. Not a lot on forecasting, but plenty of interesting posts about econometrics and statistics more generally.
  3. Business forecasting by Clive Jones (a professional forecaster based in Colorado, USA). Originally about sales and new product forecasting, but he now covers a lot of other forecasting topics and has an interesting practitioner perspective.
  4. Freakonometrics: by Arthur Charpentier (an actuary and professor of mathematics at the University of Quebec at Montreal, Canada). This is the most prolific blog on this list. Wide ranging and taking in statistics, forecasting, econometrics, actuarial science, R, and anything else that takes his fancy. Sometimes in French.
  5. No free hunch: the kaggle blog. Some of the most interesting posts are from kaggle competition winners explaining their methods.
  6. Energy forecasting by Tao Hong (formerly an energy forecaster for SAS, now a professor at UNC). He covers mostly energy forecasting issues and job postings.
  7. The official IIF blog. Conferences, jobs, member profiles, etc.


Categories: Curriculum Tags:

Miércoles, 30 de abril de 2014 Sin comentarios

Profesiones de futuro para el 2022


Los mejores trabajos del 2014

ALICIA NIETO | 16 abril de 2014 |

Vamos a ayudarte a contestar a una de las preguntas más difíciles de hacer frente a lo largo de nuestra vida: “¿en qué quiero trabajar?”. La web especializada en búsqueda de empleoCareerCast se ha encargado de hacernos más llevadero el trabajo y ha seleccionado los 10 mejores trabajos del 2014. Para llevar a cabo el ranking ha evaluado diferentes características relacionadas con 200 trabajos diferentes, como los ingresos, el esfuerzo, el ambiente laboral o las opciones de futuro. La lista definitiva es la siguiente:

1. Matemático: salario medio anual de $101.360 y crecimiento de empleo previsto para el 2022 del 23%.

2. Profesor de Universidad: salario medio anual de $68.970 y crecimiento de empleo previsto para el 2022 del 19%.

3. Estadístico: salario medio anual de $75.560 y crecimiento de empleo previsto para el 2022 del 27%.

4. Experto en seguros: salario medio anual de $93.680 y crecimiento de empleo previsto para el 2022 del 26%.

5. Auditólogo: salario medio anual de $69.720 y crecimiento de empleo previsto para el 2022 del 34%.

6. Higienista dental: salario medio anual de $70.210 y crecimiento de empleo previsto para el 2022 del 33%.

7. Ingeniero de software: salario medio anual de $93.350 y crecimiento de empleo previsto para el 2022 del 22%.

8. Analista de sistemas informáticos: salario medio anual de $79.680 y crecimiento de empleo previsto para el 2022 del 25%.

9. Terapeuta ocupacional: salario medio anual de $75.400 y crecimiento de empleo previsto para el 2022 del 29%.

10. Patólogo del habla: salario medio anual de $69.870 y crecimiento de empleo previsto para el 2022 del 19%.

Categories: Statistical Modelling Tags:

Martes, 29 de abril de 2014 Sin comentarios