Too many interesting papers appeared on arXiv in the past days to give the whole of them the full review they deserve: just today (in partial correlation with the publication of the latest issue of Statistical Science)
- Bayesian Inference in Queueing Networks by Sutton and Jordan (very interesting modelling of queues with illustrations on Web networks like Google)
- A Conversation with Shayle R. Searle by Marty Wells (Shayle was a very impressive character when I visited Cornell with whom it was a pleasure to talk both on statistics and non-statistics!)
- Bayesian Thought in Early Modern Detective Stories: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes by Jay Kadane (very entertaining! Especially if you like Poe like me or Holmes like George Casella!)
- On the Ergodicity of the Adaptive Metropolis Algorithm on Unbounded Domains by Saksman and Vihola (invited talk in Adap’skiii)
- Simulation-based model selection for dynamical systems in systems and population biology by Toni and Stumpf (a survey paper by ABC actors that extends the principles of model choice stated in our Bayesian Analysis paper to ABC SMC algorithms)
- Tutorial on ABC rejection and ABC SMC for parameter estimation and model selection by Toni and Stumpf (appendix of the previous one)
and then a few days ago
- A Monte Carlo Algorithm for Universally Optimal Bayesian Sequence Prediction and Planning by di Franco (although I cannot really understand the point from reading the first paragraph)
- Adaptive Gibbs samplers by Latuszynski and Rosenthal (another invited talk at Adap’skiii! hopefully more later…)
- An alternative marginal likelihood estimator for phylogenetic models by Arima and Tardella (on which I still plan to write a post as it relates to ABC and harmonic mean estimators)
