Blog Archives

Le Monde puzzle [#875]

July 11, 2014
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Le Monde puzzle [#875]

I learned something in R today thanks to Le Monde mathematical puzzle: A two-player game consists in A picking a number n between 1 and 10 and B and A successively choosing and applying one of three transforms to the current value of n n=n+1, n=3n, n=4n, starting with B, until n is larger than

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ABC in Cancún

July 10, 2014
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ABC in Cancún

Here are our slides for the ABC short course Jean-Michel and I give at ISBA 2014 in Cancún next Monday (if your browser can manage Slideshare…) Although I may switch the pictures from Iceland to Mexico, on Sunday, there will be not much change on those slides we both have previously used in previous

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Efficient Ragged Arrays in R and Rcpp

July 3, 2014
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When is R Slow, and Why? Computational speed is a common complaint lodged against R. Some recent posts on r-bloggers.com have compared the speed of R with some other programming languages , and showed the favorable impact of the new compiler package on run-times . I and others have written about using Rcpp to easily write C++...

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recycling accept-reject rejections (#2)

July 1, 2014
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recycling accept-reject rejections (#2)

Following yesterday’s post on Rao’s, Liu’s, and Dunson’s paper on a new approach to intractable normalising constants, and taking advantage of being in Warwick, I tested the method on a toy model, namely the posterior associated with n Student’s t observations with unknown location parameter μ and a flat prior, which is “naturally” bounded by

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R/Rmetrics in Paris [alas!]

June 29, 2014
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R/Rmetrics in Paris [alas!]

Today I gave a talk on Bayesian model choice in a fabulous 13th Century former monastery in the Latin Quarter of Paris… It is the Collège des Bernardins, close to Jussieu and Collège de France, unbelievably hidden to the point I was not aware of its existence despite having studied and worked in Jussieu since

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ABC model choice by random forests

June 24, 2014
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ABC model choice by random forests

After more than a year of collaboration, meetings, simulations, delays, switches,  visits, more delays, more simulations, discussions, and a final marathon wrapping day last Friday, Jean-Michel Marin, Pierre Pudlo,  and I at last completed our latest collaboration on ABC, with the central arguments that (a) using random forests is a good tool for choosing the

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revenge of the pigeons

June 23, 2014
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revenge of the pigeons

While I had not had kamikaze pigeons hitting my windows for quite a while…, it may be that one of them decided to move to biological warfare: when I came back from Edinburgh, my office at the University was in a terrible state as a bird had entered through a tiny window opening and wrecked

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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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