Blog Archives

Cross de Bercy 2011 [v2&3]

June 10, 2011
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Cross de Bercy 2011 [v2&3]

Following my (un)reasonable time last year, I registered again for the annual “Cross de Bercy”  run by the Sport Club of the Finance Ministry (with whom/which CREST is affiliated). This is a two loop 10km race taking

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Rotating disks

June 9, 2011
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Rotating disks

My neighbour is an half-retired entrepreneur who still runs his electric engine company. A few weekends ago, he came to me with the following physics question related with one of those engines: given a primary disk rotating at the angular speed of ω0 and a secondary disk located on the first one with a centre

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A dubious statistics

May 31, 2011
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A dubious statistics

Following a link on R-bloggers, I ended up on this page (with a completely useless graph that only contained the pieces of information 5% in 1900 and 55% in 2000). The author (Ralph Keeney) reports on “A remarkable 55 percent of deaths for people age 15 to 64 can be attributed to decisions with readily

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Hammersley and Handscomb 1964 on line

May 26, 2011
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Hammersley and Handscomb 1964 on line

Through the webpage of the Advanced Monte Carlo Methods I & II, given a few years ago by Michael Mascagni at ETH Zürich, I found a link to the scanned version of the 1964 book Monte Carlo Methods by Hammersley and Handscomb. This is a short book, with less than 150 pages, especially if one

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News about speeding R up

May 23, 2011
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News about speeding R up

The most visited post ever on the ‘Og was In{s}a(ne), my report on Radford Neal’s experiments with speeding up R by using different brackets (the second most populat was Ross Ihaka’s comments, “simply start over and build something better”). I just spotted two new entries by Radford on his blog that are bound to rekindle the

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Terry’s spiel

May 22, 2011
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Terry’s spiel

“We don’t need likelihood functions; we just need to know how to simulate from (…) We don’t need models with sufficient statistics; we just need summary statistics (…) We don’t need to be Bayesian; we just need to be approximately so. We don’t need theory to tell us our method works; we just need

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A survey of the [60′s] Monte Carlo methods [2]

May 17, 2011
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A survey of the [60′s] Monte Carlo methods [2]

The 24 questions asked by John Halton in the conclusion of his 1970 survey are Can we obtain a theory of convergence for random variables taking values in Fréchet spaces? Can the study of Monte Carlo estimates in separable Fréchet spaces give a theory of global approximation? When sampling functions, what constitutes a representative sample

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A survey of [the 60’s] Monte Carlo methods

May 16, 2011
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A survey of [the 60’s] Monte Carlo methods

“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my history of MCM methods in Bristol two months ago, at the Julian Besag memorial, Christophe Andrieu mentioned a 1970 SIAM survey by John Halton on A retrospective and prospective survey of the Monte Carlo

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Le Monde puzzle [#14.2]

May 14, 2011
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Le Monde puzzle [#14.2]

I received at last my weekend edition of Le Monde and hence the solution proposed by the authors (Cohen and Busser) to the puzzle #14. They obtain a strategy that only requires at most 19 steps. The idea is to start with a first test, which gives a reference score S0, and then work on

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Le Monde puzzle [#14]

May 13, 2011
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Le Monde puzzle [#14]

Last week Le Monde puzzle (I have not received this week issue yet!) was about deriving an optimal strategy in less than 25 steps for finding the 25 answers to a binary multiple choice test, when at each trial, only the number of correct answers is known. Hence, if the correct answers are y1,…,y25, and

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