Blog Archives

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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top posts for 2014

December 29, 2014
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top posts for 2014

Here are the most popular entries for 2014: 17 equations that changed the World (#2) 995 Le Monde puzzle 992 “simply start over and build something better” 991 accelerating MCMC via parallel predictive prefetching 990 Bayesian p-values 960 posterior predictive p-values 849 Bayesian Data Analysis 846 Bayesian programming 834 Feller’s shoes

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amazonish thanks (& repeated warning)

December 8, 2014
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amazonish thanks (& repeated warning)

As in previous years, at about this time, I want to (re)warn unaware ‘Og readers that all links to Amazon.com and more rarely to Amazon.fr found on this blog are actually susceptible to earn me an advertising percentage if a purchase is made by the reader in the 24 hours following the entry on Amazon

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the Grumble distribution and an ODE

December 2, 2014
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the Grumble distribution and an ODE

As ‘Og’s readers may have noticed, I paid some recent visits to Cross Validated (although I find this too addictive to be sustainable on a long term basis!, and as already reported a few years ago frustrating at several levels from questions asked without any preliminary personal effort, to a lack of background material to

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Le Monde puzzle [#887quater]

November 27, 2014
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Le Monde puzzle [#887quater]

And yet another resolution of this combinatorics Le Monde mathematical puzzle: that puzzle puzzled many more people than usual! This solution is by Marco F, using a travelling salesman representation and existing TSP software. N is a golden number if the sequence {1,2,…,N} can be reordered so that the sum of any consecutive pair is a

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an ABC experiment

November 23, 2014
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an ABC experiment

  In a cross-validated forum exchange, I used the code below to illustrate the working of an ABC algorithm: Hence I used the median and the mad as my summary statistics. And the outcome is rather surprising, for two reasons: the first one is that the posterior on the mean μ is much wider than

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Le Monde puzzle [#887bis]

November 15, 2014
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Le Monde puzzle [#887bis]

As mentioned in the previous post, an alternative consists in filling the permutation of {1,…,N} by adding squares left and right until the permutation is complete or no solution is available. While this sounds like the dual of the initial solution, it brings a considerable increase in computing time, as shown below. I thus redefined

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Le Monde puzzle [#887]

November 14, 2014
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Le Monde puzzle [#887]

A simple combinatorics Le Monde mathematical puzzle: N is a golden number if the sequence {1,2,…,N} can be reordered so that the sum of any consecutive pair is a perfect square. What are the golden numbers between 1 and 25? Indeed, from an R programming point of view, all I have to do is to

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Rasmus’ socks fit perfectly!

November 10, 2014
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Rasmus’ socks fit perfectly!

Following the previous post on Rasmus’ socks, I took the opportunity of a survey on ABC I am currently completing to compare the outcome of his R code with my analytical derivation. After one quick correction of a wrong representation of the Negative Binomial mean-variance parametrisation , I achieved this nice fit…

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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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