Like last year, here are the most popular posts since last August: Home page 92,982 In{s}a(ne)!! 6,803 “simply start over and build something better” 5,834 Julien on R shortcomings 2,373 Parallel processing of independent Metropolis-Hastings algorithms 1,455 Do we need an integrated Bayesian/likelihood inference? 1,361 Coincidence in lotteries 1,256 #2 blog for the statistics ... [Read more...]

Once again, meaningless figures are published about a man who won the French lottery (Le Loto) for the second time. The reported probability of the event is indeed one chance out of 363 (US) trillions (i.e., billions in the metric system. or 1012)… This number is simply the square of which ... [Read more...]

As a coincidence, while I was waiting for the solution to puzzle #737 published this Friday in Le Monde, the delivery (wo)man forgot to include the weekend magazine and I had to buy it this morning with my baguette (as if anyone cares!). The solution is (y0,z0,w0)=(38,40,46) and…... [Read more...]

The puzzle in the weekend edition of Le Monde this week can be expressed as follows: Consider four integer sequences (xn), (yn), (zn), and (wn), such that and, if u=(xn,yn,zn,wn), for i=1,…,4, if ui is not the maximum of u and otherwise. Find the first return ... [Read more...]

“In the end, it really is just a matter of choosing the relevant parts of mathematics and ignoring the rest. Of course, the hard part is deciding what is irrelevant.” Somehow, I had missed the first edition of this book and thus I started reading it this afternoon with a ... [Read more...]

Here is an email I received from Umberto: I have a doubt regarding the tempered transitions method you considered in your JASA article with Celeux and Hurn. On page 961 you detail the several steps for building a proposal for a given distribution by simulating through l tempered power densities. I ... [Read more...]

For once, here is a book review I wrote in French about the book Le logiciel R, written by Pierre Lafaye de Micheaux (Université de Montréal), Rémy Drouilhet (Université de Grenoble 2) and Benoît Liquet (Université de Bordeaux 2): Ce livre édité par Springer (dans la même collection ... [Read more...]

“It seems quite absurd to reject an EP-based approach, if the only alternative is an ABC approach based on summary statistics, which introduces a bias which seems both larger (according to our numerical examples) and more arbitrary, in the sense that in real-world applications one has little intuition and even ... [Read more...]

A surprising paper came out in the last issue of Statistical Science, linking martingales and Bayes factors. In the historical part, the authors (Shafer, Shen, Vereshchagin and Vovk) recall that martingales were popularised by Martin-Löf, who is also influential in the theory of algorithmic randomness. A property of test ... [Read more...]

I got a paper (unavailable online) to referee about testing for the order (i.e. the number of components) of a normal mixture. Although this is an easily spelled problem, namely estimate k in I came to the conclusion that it is a kind of ill-posed problem. Without a clear ... [Read more...]

Monday August 01 was the first full day of JSM 2011 and full is the appropriate word to describe the day! It started for me at 7am with a round table run by Marc Suchard on parallel computing (or at 3am if I am considering the time I woke up!). I was ... [Read more...]

This week, the puzzle from the weekend edition of Le Monde was easy to state: in the sequence (8+17n), is there a 6th power? a 7th? an 8th? If so, give the first occurrence. So I first wrote an R code for a function testing whether an integer is any ... [Read more...]

Despite not enjoying this year the optimal environment of CiRM, we are still making good progress on the revision (or the R vision) of Bayesian Core. In the past two days, we went over Chapters 1 (Introduction), 2 (Normal Models), 5 (Capture-Recapture Experiments), and 6 (Mixture Models), with Chapters 3 (Regression), 4 (Generalised Linear Models) [...] [Read more...]

Peng Yu sent me an email about the conditions for convergence of a Gibbs sampler: The following statement mentions convergence. But I’m not familiar what the regularity condition is. “But it is necessary to have a finite probability of moving away from the current state at all times in ... [Read more...]

Jean-Michel (aka Jean-Claude!) Marin came for a few days so that we could make late progress on the revision of our book Bayesian Core towards an Use R! version. In one of the R programs in the mixture chapter, we were getting improbable answers, until we found an R mistake ... [Read more...]

The last Le Monde puzzle made me wonder about the ternary version of the sorting algorithms, which all seem to be binary (compare x and y, then…). The problem is, given (only) a blackbox procedure that returns the relative order of three arbitrary numbers, how many steps are necessary to ... [Read more...]

The puzzle of last weekend in Le Monde was about finding the absolute rank of x9 when given the relative ranks of x1,….,x8 and the possibility to ask for relative ranks of three numbers at a time. In R terms, this means being able to use or yet being ... [Read more...]

Shravan Vasishth has written a response to my review both published on the Statistics Forum. His response is quite straightforward and honest. In particular, he acknowledges not being a statistician and that he “should spend more time studying statistics”. I also understand the authors’ frustration at trying “to recruit several ... [Read more...]

I just got the following email from PNAS about our Lack of confidence in ABC model choice. Editor's Remarks to Author: both referees now find the manuscript acceptable for publication as do I. Each suggests small changes which I encourage the authors to make prior to having the manuscript go ... [Read more...]

Yesterday, we had a meeting of our EMILE network on statistics for population genetics (in Montpellier) and we were discussing our respective recent advances in ABC model choice. One of our colleagues mentioned the constant request (from referees) to include the post-ABC processing devised by Fagundes et al. in their 2007 ... [Read more...]