Blog Archives

MissData 2015 in Rennes [June 18-19]

February 9, 2015
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MissData 2015 in Rennes [June 18-19]

This (early) summer, a conference on missing data will be organised in Rennes, Brittany, with the support of the French Statistical Society . (Check the website if interested, Rennes is a mere two hours from Paris by fast train.)Filed under: R, ...

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the density that did not exist…

January 26, 2015
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the density that did not exist…

On Cross Validated, I had a rather extended discussion with a user about a probability density as I thought it could be decomposed in two manageable conditionals and simulated by Gibbs sampling. The first component led to a Gumbel like density wirh y being restricted to either (0,1) or (1,∞) depending on β. The density

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Sequential Monte Carlo 2015 workshop

January 22, 2015
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Sequential Monte Carlo 2015 workshop

An announcement for the SMC 2015 workshop: Sequential Monte Carlo methods (also known as particle filters) have revolutionized the on-line and off-line analysis of data in fields as diverse as target tracking, computer vision, financial modelling, brain imagery, or population ecology. Their popularity stems from the fact that they have made possible to solve numerically many

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simulation by inverse cdf

January 13, 2015
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simulation by inverse cdf

Another Cross Validated forum question that led me to an interesting (?) reconsideration of certitudes! When simulating from a normal distribution, is Box-Muller algorithm better or worse than using the inverse cdf transform? My first reaction was to state that Box-Muller was exact while the inverse cdf relied on the coding of the inverse cdf, like

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top posts for 2014

December 29, 2014
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top posts for 2014

Here are the most popular entries for 2014: 17 equations that changed the World (#2) 995 Le Monde puzzle 992 “simply start over and build something better” 991 accelerating MCMC via parallel predictive prefetching 990 Bayesian p-values 960 posterior predictive p-values 849 Bayesian Data Analysis 846 Bayesian programming 834 Feller’s shoes

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amazonish thanks (& repeated warning)

December 8, 2014
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amazonish thanks (& repeated warning)

As in previous years, at about this time, I want to (re)warn unaware ‘Og readers that all links to Amazon.com and more rarely to Amazon.fr found on this blog are actually susceptible to earn me an advertising percentage if a purchase is made by the reader in the 24 hours following the entry on Amazon

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the Grumble distribution and an ODE

December 2, 2014
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the Grumble distribution and an ODE

As ‘Og’s readers may have noticed, I paid some recent visits to Cross Validated (although I find this too addictive to be sustainable on a long term basis!, and as already reported a few years ago frustrating at several levels from questions asked without any preliminary personal effort, to a lack of background material to

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Le Monde puzzle [#887quater]

November 27, 2014
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Le Monde puzzle [#887quater]

And yet another resolution of this combinatorics Le Monde mathematical puzzle: that puzzle puzzled many more people than usual! This solution is by Marco F, using a travelling salesman representation and existing TSP software. N is a golden number if the sequence {1,2,…,N} can be reordered so that the sum of any consecutive pair is a

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an ABC experiment

November 23, 2014
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an ABC experiment

  In a cross-validated forum exchange, I used the code below to illustrate the working of an ABC algorithm: Hence I used the median and the mad as my summary statistics. And the outcome is rather surprising, for two reasons: the first one is that the posterior on the mean μ is much wider than

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Le Monde puzzle [#887bis]

November 15, 2014
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Le Monde puzzle [#887bis]

As mentioned in the previous post, an alternative consists in filling the permutation of {1,…,N} by adding squares left and right until the permutation is complete or no solution is available. While this sounds like the dual of the initial solution, it brings a considerable increase in computing time, as shown below. I thus redefined

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