Blog Archives

trying to speed up Metropolis… and failing!

June 12, 2014
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trying to speed up Metropolis… and failing!

A while ago (but still after Iceland since I used the thorn rune as a math symbol!), I wrote the following post draft as a memo. Now that Marco Banterle, Clara Grazian and myself have completed our delayed acceptance paper, it may be of interest to some readers to see how a first attempt proved

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Statistical modeling and computation [apologies]

June 11, 2014
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Statistical modeling and computation [apologies]

In my book review of the recent book by Dirk Kroese and Joshua Chan,  Statistical Modeling and Computation, I mistakenly and persistently typed the name of the second author as Joshua Chen. This typo alas made it to the printed and on-line versions of the subsequent CHANCE 27(2) column. I am thus very much sorry

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checking for finite variance of importance samplers

June 10, 2014
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checking for finite variance of importance samplers

Over a welcomed curry yesterday night in Edinburgh I read this 2008 paper by Koopman, Shephard and Creal, testing the assumptions behind importance sampling, which purpose is to check on-line for (in)finite variance in an importance sampler, based on the empirical distribution of the importance weights. To this goal, the authors use the upper tail 

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Tools for Online Teaching

May 30, 2014
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Last semester (Fall 2014), I organized and taught an interdisciplinary, collaborative class titled Probability for Scientists. Getting 4 separate teachers on the same page was a challenge, but as scientists we're used to communicating over email, and ...

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estimation of deformations of densities

May 21, 2014
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estimation of deformations of densities

Today, Jean-Michel Loubes from Toulouse gave a seminar in Dauphine on the estimation of deformations using Wassertsein distances. This is functional data analysis, where samples from random transforms of the original density are observed towards estimating the baseline (or true) measure As a neophyte, I found the problem of interest if difficult to evaluate, in

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understanding complex and large industrial data (UCLID 2014)

May 15, 2014
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understanding complex and large industrial data (UCLID 2014)

Just received this announcement of the UCLID 2014 conference in Lancaster, July 1-2 2014: Understanding Complex and Large Industrial Data 2014, or UCLID, is a workshop which aims to provide an opportunity for academic researchers and industrial practitioners to work together and share ideas on the fast developing field of ‘big data’ analysis. This is

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stopping rule impact

May 8, 2014
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stopping rule impact

Here is a question from my friend Shravan Vasishth about the consequences of using a stopping rule: Psycholinguists and psychologists often adopt the following type of data-gathering procedure: The experimenter gathers n data points, then checks for significance (p<0.05 or not). If it’s not significant, he gets more data (n more data points). Since time

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Le Monde puzzle [#865]

May 5, 2014
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Le Monde puzzle [#865]

A Le Monde mathematical puzzle in combinatorics: Given a permutation σ of {1,…,5}, if σ(1)=n, the n first values of σ are inverted. If the process is iterated until σ(1)=1, does this always happen and if so what is the maximal  number of iterations? Solve the same question for the set {1,…,2014}. I ran the following basic R

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RSS statistical analytics challenge 2014

May 1, 2014
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RSS statistical analytics challenge 2014

Great news! The RSS is setting a data analysis challenge this year, sponsored by the Young Statisticians Section and Research Section of the Royal Statistical Society: Details are available on the wordpress website of the Challenge. Registration is open and the Challenge goes live on Tuesday 6 May 2014 for an exciting 6 weeks competition. (A

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Le Monde puzzle [#869]

April 26, 2014
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Le Monde puzzle [#869]

A Le Monde mathematical puzzle once again in a Sudoku mode: In an nxn table, all integers between 1 and n appear n times. If max denotes the maximum over the numbers of different integers on all rows and columns,  what is the minimum value of max when n=7? when n=11? I tried to solve

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