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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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The confusing gamma parameter

May 13, 2011
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The confusing gamma parameter

Boris from Ottawa sent me this email about Introducing Monte Carlo Methods with R: As I went through the exercises and examples, I believe I found a typo in exercise 6.4 on page 176 that is not in the list of typos posted on  your website.  For simulation of Gamma(a,1) random variables with  candidate distribution

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ABC model choice by DIC

May 10, 2011
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ABC model choice by DIC

Yet another paper on ABC model choice was posted on arXiv a few days ago, just prior to the ABC in London meeting that ended in the pub above (most conveniently located next to my B&B!). It is written by Olivier Francois and Guillaume Laval and the approach relies on DIC for running model selection.

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Problems with plyr — the memory/complexity trade-off

May 10, 2011
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Two types of R users My overwhelming impression from UseR 2010 is that, generally speaking, there are 2 types of regular R users -- those who have heard and are made uncomfortable by the idea of the *apply() functions, and those who really get it. In ...

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Cuckoo eggs

May 6, 2011
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Cuckoo eggs

In Tangente n⁰42, there was a dataset about the size of cuckoo eggs against the species (goldcrest and warbler) which built the nest. (The whole dataset from Latter is analysed in Maindonald and Braun’s Data Analysis and Graphics Using R, with a degree of caution about how trustworthy this data is…) This is

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Invisible blogs!

May 4, 2011
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Invisible blogs!

Julien just signaled an intermitent disappearance of the posts on the ‘Og, depending on the operating system: Ubuntu 10.10 seems to be working (most of the time!) while Mac and Windows are having problems… This is beyond my abilities, I have contacted WordPress support, maybe they are working on some new feature, maybe I once

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Another review of Introducing … R

May 2, 2011
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Another review of Introducing … R

The March 2011 issue of JASA contains a review of Introducing Monte Carlo Methods with R by Hedibert Lopes. As in the previous review, the poor quality of the figures is (rightly) pointed out by Hedie. However, the main message of the review remains very positive and, furthermore, Hedie advertises the ‘Og itself in the

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