Blog

How many digits?

reporting

Many preprints and published papers report results of Monte Carlo experiments with too many ‘insignificant’ digits.

Bayesian modelling of geometric anisotropy

bayesian

R

spatial

A benchmark of different approaches to calibrating proposals in a geostatistic model with geometric anisotropy.

Strategies for Markov chain Monte Carlo algorithms

bayesian

R

Different strategies for the design of Markov chain Monte Carlo using random walk Metropolis proposals, Metropolis-adjusted Langevin algorithm. We consider a simple beta-binomial scenario with parameter transformations.

Trends in longevity records

extremes

demography

survival analysis

Inadequate statistical analysis explains patterns uncovered in a paper published in Nature on maximum age at death of humans.

Regularity of asymptotics for extreme value distributions

extremes

R

This post examines the claim that the score statistic for the \(r\)-largest order statistics likelihood is irregular.

Upper tail dependence of inverted max-stable distributions

extremes

copula

This short note shows that inverted max-stable vectors cannot have upper tail dependence.

Positive regression dependence for quadratic forms of Gaussians

multivariate

A short proof that quadratic form of a Gaussian vector verify positive regression dependence when the entries of their covariance matrix are positive.