Blog Archives

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

July 19, 2015
By
MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

The BayesComp MCMski V has now its official website, once again maintained by Merrill Lietchy from Drexel University, Philadelphia, and registration is even open! The call for contributed sessions is now over, while the call for posters remains open until the very end. The novelty from the previous post is that there

Read more »

Leave the Pima Indians alone!

July 14, 2015
By
Leave the Pima Indians alone!

“…our findings shall lead to us be critical of certain current practices. Specifically, most papers seem content with comparing some new algorithm with Gibbs sampling, on a few small datasets, such as the well-known Pima Indians diabetes dataset (8 covariates). But we shall see that, for such datasets, approaches that are even more basic than

Read more »

R brut

July 2, 2015
By
R brut

Filed under: Kids, pictures, R, Statistics, University life Tagged: cex, pch, plot, R

Read more »

Introduction to Monte Carlo methods with R and Bayesian Essentials with R

June 26, 2015
By
Introduction to Monte Carlo methods with R and Bayesian Essentials with R

Here are the  download figures for my e-book with George as sent to me last week by my publisher Springer-Verlag.  With an interesting surge in the past year. Maybe simply due to new selling strategies of the published rather to a wider interest in the book. (My royalties have certainly not increased!) Anyway thanks to

Read more »

arXiv frenzy

June 23, 2015
By
arXiv frenzy

In the few past days, there has been so many arXiv postings of interest—presumably the NIPS submission effect!—that I cannot hope to cover them in the coming weeks! Hopefully, some will still come out on the ‘Og in a near future: arXiv:1506.06629: Scalable Approximations of Marginal Posteriors in Variable Selection by Willem van den Boom,

Read more »

dynamic mixtures [at NBBC15]

June 17, 2015
By
dynamic mixtures [at NBBC15]

A funny coincidence: as I was sitting next to Arnoldo Frigessi at the NBBC15 conference, I came upon a new question on Cross Validated about a dynamic mixture model he had developed in 2002 with Olga Haug and Håvård Rue . The dynamic mixture model they proposed replaces

Read more »

the Flatland paradox [#2]

May 26, 2015
By
the Flatland paradox [#2]

Another trip in the métro today (to work with Pierre Jacob and Lawrence Murray in a Paris Anticafé!, as the University was closed) led me to infer—warning!, this is not the exact distribution!—the distribution of x, namely since a path x of length l(x) will corresponds to N draws if N-l(x) is an even integer

Read more »

another viral math puzzle

May 24, 2015
By
another viral math puzzle

After the Singapore Maths Olympiad birthday problem that went viral, here is a Vietnamese primary school puzzle that made the frontline in The Guardian. The question is: Fill the empty slots with all integers from 1 to 9 for the equality to hold. In other words, find a,b,c,d,e,f,g,h,i such that a+13xb:c+d+12xe–f-11+gxh:i-10=66. With presumably the operation

Read more »

quantile functions: mileage may vary

May 11, 2015
By
quantile functions: mileage may vary

When experimenting with various quantiles functions in R, I was shocked by how widely the execution times would vary. To the point of blaming a completely different feature of R. Borrowing from Charlie Geyer’s webpage on the topic of probability distributions in R, here is

Read more »

arbitrary distributions with set correlation

May 10, 2015
By
arbitrary distributions with set correlation

A question recently posted on X Validated by Antoni Parrelada: given two arbitrary cdfs F and G, how can we simulate a pair (X,Y) with marginals  F and G, and with set correlation ρ? The answer posted by Antoni Parrelada was to reproduce the Gaussian copula solution: produce (X’,Y’) as a Gaussian bivariate vector with

Read more »