Blog Archives

reliable ABC model choice via random forests

October 28, 2014
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reliable ABC model choice via random forests

After a somewhat prolonged labour (!), we have at last completed our paper on ABC model choice with random forests and submitted it to PNAS for possible publication. While the paper is entirely methodological, the primary domain of application of ABC model choice methods remains population genetics and the diffusion of this new methodology to

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Feller’s shoes and Rasmus’ socks [well, Karl's actually...]

October 23, 2014
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Feller’s shoes and Rasmus’ socks [well, Karl's actually...]

Yesterday, Rasmus Bååth posted a very nice blog using ABC to derive the posterior distribution of the total number of socks in the laundry when only pulling out orphan socks and no pair at all in the first eleven draws. Maybe not the most pressing issue for Bayesian inference in the era

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a bootstrap likelihood approach to Bayesian computation

October 15, 2014
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a bootstrap likelihood approach to Bayesian computation

This paper by Weixuan Zhu, Juan Miguel Marín , and Fabrizio Leisen proposes an alternative to our 2013 PNAS paper with Kerrie Mengersen and Pierre Pudlo on empirical likelihood ABC, or BCel. The alternative is based on Davison, Hinkley and Worton’s (1992)

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randomness in coin tosses and last digits of prime numbers

October 7, 2014
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randomness in coin tosses and last digits of prime numbers

A rather intriguing note that was arXived last week: it is essentially one page long and it compares the power law of the frequency range for the Bernoulli experiment with the power law of the frequency range for the distribution of the last digits of the first 10,000 prime numbers to conclude that the power

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The winds of Winter [Bayesian prediction]

October 6, 2014
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The winds of Winter [Bayesian prediction]

A surprising entry on arXiv this morning: Richard Vale (from Christchurch, NZ) has posted a paper about the characters appearing in the yet hypothetical next volume of George R.R. Martin’s Song of ice and fire series, The winds of Winter . Using the previous five books in the series

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Monte Carlo simulation and resampling methods for social science [book review]

October 5, 2014
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Monte Carlo simulation and resampling methods for social science [book review]

Monte Carlo simulation and resampling methods for social science is a short paperback written by Thomas Carsey and Jeffrey Harden on the use of Monte Carlo simulation to evaluate the adequacy of a model and the impact of assumptions behind this model. I picked it in the library the other day and browse through the

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future of computational statistics

September 28, 2014
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future of computational statistics

I am currently preparing a survey paper on the present state of computational statistics, reflecting on the massive evolution of the field since my early Monte Carlo simulations on an Apple //e, which would take a few days to return a curve of approximate expected squared error losses… It seems to me that MCMC is

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a weird beamer feature…

September 23, 2014
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a weird beamer feature…

As I was preparing my slides for my third year undergraduate stat course, I got a weird error that got a search on the Web to unravel: which was related with a fragile environment but not directly the verbatim part: the reason for the bug was that the end{frame} command did not have a line

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new kids on the block

September 21, 2014
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new kids on the block

This summer, for the first time, I took three Dauphine undergraduate students into research projects thinking they had had enough R training (with me!) and several stats classes to undertake such projects. In all cases, the concept was pre-defined and “all they had to do” was running a massive flow of simulations in R (or

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STEM forums

August 14, 2014
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STEM forums

When visiting the exhibition hall at JSM 2014, I spoke with people from STEM forums on the Springer booth. The concept of STEM (why STEM? Nothing to do with STAN! Nor directly with Biology. It stands as the accronym for Science, Technology, Engineering, and Mathematics.) is to create a sort of peer-reviewed Cross Validated where questions would be

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