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

Arise, Sir David

David Spiegelhalter, the driving force behind BUGS, has been made a Knight Batchelor in the Queen’s birthday honours.

David is currently the Winton Professor of the Public Understanding of Risk at the University of Cambridge. If you have not seen his video Professor Risk then I heartily recommend that you watch it.

MCMSki 2014

mcmski-logI am off to the MCMSki 2014 meeting in Chamonix. I am talking twice. The first talk is in  a session on Computational and Methodological Challenges in evidence synthesis and multi-step (modular models).  The title is a bit of a mouthful, but I will be talking about cuts. There is a demand for a cut function in JAGS but it is incredibly hard to implement it properly.  In fact the cut function, as currently implemented in OpenBUGS does not work correctly. I have been saying this for years, without making any real progress or providing a  solution in JAGS. I agreed to give the talk in order to explain myself to an expert audience.

The second talk is in a round-table discussion on Recent Developments in Software for MCMC with other software developers Andrew Thomas (BUGS), Bob Carpenter (Stan) and Adrien Todeschini (BiiPS). BiiPS is a fork of JAGS that uses the same front end, but sequential Monte Carlo as a back end instead of MCMC.

I will report back after the meeting. In the mean time, you should be able to find a conference diary by Christian Robert at Xi’an’s Og.

Postdoctoral Opportunity at IARC

My colleague Pietro Ferrari has funding for a postdoctoral position in biostatistics in the Nutritional Epidemiology Group of the International Agency for Research on Cancer in Lyon, France. This is part of a project entitled “Integrated approach for dietary exposure and biomarker measurements in aetiological models”. I am a co-investigator on this project. See below the fold for more details. Continue reading

BayesComp web site

Last year the International Society for Bayesian Analysis launched a new section on Bayesian Computing.  The  BayesComp section now has its own “website of information, tools, and advice as an authoritative central resource” at bayescomp.wikidot.com.

If you are not already a member of BayesComp then you should definitely think about joining. See the ISBA web site for more details.