Blog Archives

MCMskv, Lenzerheide, Jan. 5-7, 2016

March 30, 2015
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MCMskv, Lenzerheide, Jan. 5-7, 2016

Following the highly successful MCMski IV, in Chamonix last year, the BayesComp section of ISBA has decided in favour of a two-year period, which means the great item of news that next year we will meet again for MCMski V , this time on the snowy slopes

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intuition beyond a Beta property

March 29, 2015
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intuition beyond a Beta property

A self-study question on X validated exposed an interesting property of the Beta distribution: If x is B(n,m) and y is B(n+½,m) then √xy is B(2n,2m) While this can presumably be established by a mere change of variables, I could not carry the derivation till the end and used instead the moment generating function E

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Le Monde puzzle [#904.5]

March 25, 2015
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Le Monde puzzle [#904.5]

About this #904 arithmetics Le Monde mathematical puzzle: Find all plural integers, namely positive integers such that (a) none of their digits is zero and (b) removing their leftmost digit produces a dividing integer. a slight modification in the R code allows for a faster exploration, based on the fact that solutions add one extra

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The synoptic problem and statistics [book review]

March 19, 2015
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The synoptic problem and statistics [book review]

A book that came to me for review in CHANCE and that came completely unannounced is Andris Abakuks’ The Synoptic Problem and Statistics.  “Unannounced” in that I had not heard so far of the synoptic problem. This problem is one of ordering and connecting the gospels in the New Testament, more precisely the “synoptic” gospels

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the vim cheat sheet

March 18, 2015
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the vim cheat sheet

Filed under: Kids, Linux, R, University life, Wines Tagged: An Evil Guest, editor, unix, vim

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amazing Gibbs sampler

February 18, 2015
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amazing Gibbs sampler

When playing with Peter Rossi’s bayesm R package during a visit of Jean-Michel Marin to Paris, last week, we came up with the above Gibbs outcome. The setting is a Gaussian mixture model with three components in dimension 5 and the prior distributions are standard conjugate. In this case, with 500 observations and 5000 Gibbs

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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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