A Bayesian Information Criterion for Singular Models

On Wednesday, Mathias Drton and I will be presenting a read paper on Bayesian model choice for singular models at the Royal Statistical Society in London. You can read more about it on the RSS web site , where you can also download a preprint. The paper is scheduled to appear, with the discussion, in Series B of the Journal of the Royal Statistical Society next year.

The CRAN package sBIC by Luca Weihs implements the ideas in the paper and includes a series of vignettes that allow you to step through some of the examples in the paper.


DSC 2014. Day 1

Peter Dalgaard, Deepayan Sarkar and Martin Maechler in Brixen

Peter Dalgaard, Deepayan Sarkar and Martin Maechler in Brixen

This is a report of the first day of the Directions in Statistical Computing (DSC) conference that took place in Brixen, Italy (See here for an introduction). Performance enhancements were the main theme of the day, covering not just improvements to R itself but alternate language implementations. Continue reading

Rencontres R, Lyon 27-28 June

Last year, the first French-speaking R conference, “Rencontres R”  was held in Bordeaux.  The meeting was a great success, and a second one will be  held in Lyon on 27 and 28 June 2013.

The abstract submission deadline of 7 April is fast approaching. Three types of presentation are planned for the  meeting:

  • 20 min regular talks,
  • 6 min Lightning Talks,
  • Posters.

To submit an abstract,  follow the instructions on the conference web site.

Course: Statistical Practice in Epidemiology with R

Statistical Practice in Epidemiology with R is a one week course aimed at promoting the use of R among epidemiologists. This annual course has been running almost every year since 2004. This year, the course will take place from 23 to 29 May 2012 at the International Agency for Research on Cancer, in Lyon, France.

For more details about the course, including how to apply, see the SPE home page. The deadline for applications is April 1 2013.

ggmcmc – diagnostic plots for MCMC with ggplot2

Xavier Fernández i Marín, who maintains the jags package on Gentoo Linux, writes to tell me he is developing the R package ggmcmc. This package is for visualizing Markov Chain Monte Carlo output using ggplot2 graphics and  should complement the existing plots for base and lattice graphics provided by coda. A comparison of all three graphical styles is given below. Continue reading