Bayesian Core

A Practical Approach to Computational
Bayesian
Statistics

J.-M. Marin & Ch. P. Robert

Springer-Verlag [site], New York, 2007, ISBN 0-387-38979-2

Typos in the first printing, corrected in second printing
1. In the R code of Figure 1.1, a log(3) on the rhs column should be a log(10) to coincide with the lhs column. Similarly, in Figure 1.2, the first item produces a vector of 20 terms. At last, in Figure 1.3, the first command produces a vector with five, not three, values (Thanks to Soleiman).
2. Similarly, the example on the syntax of while at the top of page 13 should be while (expres1) where expres1 is a boolean expression (Thanks to Petri Koistinen).
3. In Section 2.2.1, at the bottom of page 19, the indicator on θ should be an indicator on μ (Thanks to Fazlollah Lak).
4. In the remark page 34, the reference on pseudo-Bayes factors should be Robert (2001, Chapter 5) (Thanks to Fazlollah Lak).
5. In Section 3.1.2, in the formula right after Exercise 3.3, the summation term is superfluous, given the matricial notation. But the X matrix is missing in front of the β (Thanks to Dominik Hangartner).
6. In Section 3.2.1., in the data analysis on page 57, the variance involves a (2.1-1)2 rather than a (2.1-2)2  but the value is correct (Thanks to Dominik Hangartner).
7. In Exercise 4.12, yi is defined as the indicator that zi is negative and in Exercise 4.13, the conditions for properness cannot be expressed only in terms of both sums Σi yi and Σi (1-yi)
8. In Section 5.2.3, at the bottom of page 129, π(N,P) should be π(N,p).
9. On page 162, the permutation τ(θ,p) is missing the pi's (Thanks to Jarrett Barber)
10. On top of page 163, there are two s12(z), instead of s12(z) and s22(z) (Thanks to Jarrett Barber)
11. On Figure 6.7, the lower rhs graph is for the pairii) not i,pi) (Thanks to Jarrett Barber)
12. On page 173, the squares [...]2 within the exponentials are missing the norm ||...||2 symbol (Thanks to Jarrett Barber)
13. Right after Exercise 6.18, there is a k1 in the denominator of the birth acceptance probability that should be a k+1 (Thanks to Hossein Gholami.)
14. In Exercise 7.4, the Student's t distribution is with T-1 degrees of freedom and with a different value of νt than the one proposed.
15. In formula (7.4), Section 7.2.1, the sum involves xt-i not xt+1-i (Thanks to Hossein Gholami and to Jarrett Barber.)
16. In Exercise 7.7, the prior 1/σ must be understood as a prior on σ, not σ2
17. In Exercise 7.8, the final sentence "Deduce that...." should be removed.
18. In Exercise 7.9, the lognormal proposal should have log(σt-12) as its mean.
19. Formula (7.10) is missing a minus sign after εt .
20. In Exercise 7.17, the definition of φr involves x1:r-1, not x1:t-1.
21. On page 219, the g is missing in the polyprobit model P(y=g|y) (Thanks to Jarrett Barber)
22. In Chapter 8, the conditional distributions (8.1) do not lead to a joint distribution if the Nk(i) are different. Rewrite (8.1) with Nk(i) being the average number of neighbours over all xi's. Same thing for (8.2). (Then Exercise 8.5 can be solved!)
23. On page 222, the pg on the last line should be a pG, but this is unrelated with parental guidance! (Thanks to Jarrett Barber)
24. On page 224, the uniform proposal is on the 2r neighbours of k, not the r neighbours (Thanks to Jarrett Barber)
25. On page 225, for the vision dataset, the Metropolis-Hastings chain concentrates on k=6, not k=5 (Thanks to Jarrett Barber)
26. In Exercise 8.6, the condition on the support of π is unclear. It should be phrased as "If a joint density π(y1,...,yn) is such that the conditionals π(y-i|yi) never cancel on the supports of the marginals m-i(y-i), show that the support of π is equal to the cartesian product of the supports of the marginals."
27. In Exercise 8.10, the indices are not right: it should read as xij with (i+j) = 0(2) conditional on xij with (i+j) = 1(2)
28. On pages 237 and 239, including (8.8), the double summations should reduce to a single summation on the (i,j)'s such that i~j.
These errors are corrected in the second printing of the book.

Last updated ,July 14, 2007 © Christian P. Robert