Blog Archives

Amazonish warning

March 1, 2016
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Amazonish warning

As in previous years, I want to repost a warning to ‘Og readers that all http links to Amazon.com products found on this ‘Og are actually susceptible to reward me with an advertising percentage if a purchase is made by the reader in the 24 hours following the entry

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twilight zone [of statistics]

February 25, 2016
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twilight zone [of statistics]

“I have decided that mixtures, like tequila, are inherently evil and should be avoided at all costs.” L. Wasserman Larry Wasserman once remarked that finite mixtures were like the twilight zone of statistics, thanks to the numerous idiosyncrasies associated with such models. And George Casella had similar strong reservations about mixture estimation. Avi Feller and

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more e’s [and R’s]

February 21, 2016
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more e’s [and R’s]

Alex Thiéry suggested debiasing the biased estimate of e by Rhee and Glynn truncated series method, so I tried the method to see how much of an improvement (if any!) this would bring. I first attempted to naïvely implement the raw formula of Rhee and Glynn with a (large) Poisson distribution on the stopping rule

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R colours

February 17, 2016
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R colours

As I am always fishing for colour names in R, I looked for an easy summary of those names and found this table on New Energy Research blog, which I reproduce here for future access.  Filed under: pictures, R Tagged: colors(), colours(), R

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Гнеде́нко and Forsythe [and e]

February 15, 2016
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Гнеде́нко and Forsythe [and e]

In the wake of my earlier post on the Monte Carlo estimation of e and e⁻¹, after a discussion with my colleague Murray Pollock (Warwick) Gnedenko’s solution, he pointed out another (early) Monte Carlo approximation called Forsythe’s method. That is detailed quite neatly in Luc Devroye’s bible, Non-uniform random variate generation (a free bible!). The

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new version of abcrf

February 12, 2016
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new version of abcrf

Version 1.1 of our R library abcrf version 1.1  is now available on CRAN.  Improvements against the earlier version are numerous and substantial. In particular,  calculations of the random forests have been parallelised and, for machines with multiple cores, the computing gain can be enormous.Filed under: R, Statistics, University life Tagged: ABC model choice, CRAN,

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The answer is e, what was the question?!

February 11, 2016
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The answer is e, what was the question?!

A rather exotic question on X validated: since π can be approximated by random sampling over a unit square, is there an equivalent for approximating e? This is an interesting question, as, indeed, why not focus on e rather than π after all?! But very quickly the very artificiality of the problem comes back to

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optimal simulation on a convex set

February 3, 2016
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optimal simulation on a convex set

This morning, we had a jam session at the maths department of Paris-Dauphine where a few researchers & colleagues of mine presented their field of research to the whole department. Very interesting despite or thanks to the variety of topics, with forays into the three-body problem(s) , mean fields for Nash equilibrium (or

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Le Monde puzzle [#947]

February 1, 2016
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Le Monde puzzle [#947]

Another boardgame in Le Monde mathematical puzzle : Given an 8×8 chequerboard,  consider placing 2×2 tiles over this chequerboard until (a) the entire surface is covered and (b) removing a single 2×2 tile exposes some of the original chequerboard. What is the maximal number of 2×2 tiles one can set according to this scheme? And for

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love-hate Metropolis algorithm

January 27, 2016
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love-hate Metropolis algorithm

Hyungsuk Tak, Xiao-Li Meng and David van Dyk just arXived a paper on a multiple choice proposal in Metropolis-Hastings algorithms towards dealing with multimodal targets. Called “A repulsive-attractive Metropolis algorithm for multimodality” . The proposal distribution includes a downward

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