Blog Archives

Le Monde puzzle [#4]

February 4, 2011
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Le Monde puzzle [#4]

A fairly simple puzzle in this weekend Le Monde magazine: given five points on a line such that their pairwise distances are 1,2,4,…,14,18,20, find the respective positions of the five points over the line and deduce the missing distances. Without loss of generality, we can set the first point at 0 and the fifth point

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ABC model choice not to be trusted [3]

January 30, 2011
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ABC model choice not to be trusted [3]

On Friday, I received a nice but embarrassing email from Xavier Didelot. He indeed reminded me that I attended the talk he gave at the model choice workshop in Warwick last May, as, unfortunately but rather unsurprisingly giving my short span memory!, I had forgotten about it! Looking at the slides he joined to his

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R exam

January 30, 2011
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R exam

I spent most of my Saturday perusing R codes to check the answers written by my students to the R exam I gave two weeks ago… The outcome is mostly poor, even though some managed to solve a fair part of the long problem. Except for the few hopeless cases who visibly never wrote a

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ABC model choice not to be trusted [2]

January 27, 2011
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ABC model choice not to be trusted [2]

As we were completing our arXiv summary about ABC model choice, we were helpfully pointed to a recent CRiSM tech. report by X. Didelot, R. Everitt, A. Johansen and D. Lawson on  Likelihood-free estimation of model evidence. This paper is quite related to our study of the performances of the ABC approximation to the Bayes

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ABC model choice not to be trusted

January 26, 2011
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ABC model choice not to be trusted

This may sound like a paradoxical title given my recent production in this area of ABC approximations, especially after the disputes with Alan Templeton, but I have come to the conclusion that ABC approximations to the Bayes factor are not to be trusted. When working one afternoon in Park City with Jean-Michel and Natesh Pillai

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Trip to Lyon

January 20, 2011
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Trip to Lyon

This was my first trip to Lyon in about… 35 years, I think, but I did not have much time to tour the city! My original plan was to go climbing with Ivan near La Meije right after the talk, but our respective knees were hurting for the past week at least (since Utah in

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The ultimate exam excuse…

January 19, 2011
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The ultimate exam excuse…

A few days after my R exam (available in French here), I received this email from the department secretary: Pour information cet étudiant est venu me trouver jeudi soir, catastrophé car il venait de constater que son stylo “PILOT Frixion”, stylo semble-t-il recommandé par certains enseignants, ne se contentait pas d’effacer la page sur son

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Séminaire à Lyon

January 17, 2011
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Séminaire à Lyon

Next week, I am going to Lyon to give a seminar in Université Lyon I. I will talk about the recent Rao-Blackwellisation papers we wrote, hopefully managing to make sense with both statisticians and probabilists, unlike in recent talks of mine in probability seminars… The slides are close to those I presented in Wharton last

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Introducing Monte Carlo Methods with R [precision]

January 17, 2011
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Introducing Monte Carlo Methods with R [precision]

Doug Rivers, professor of Political Sciences in Stanford, kindly sent me this email yesterday night: The 2nd displayed equation in section 2.1.2 on p. 44 is garbled (it might be interpreted as saying that U and X have the same distribution). I think you intended: And indeed we should have stated the implicit convention that

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Méthodes de Monte-Carlo avec R [out]

January 17, 2011
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Méthodes de Monte-Carlo avec R [out]

The translation of the book Introducing Monte Carlo Methods with R is now published and out! I have received five copies in the mail yesterday, although it was not produced in time for my R class students to get it before the exam today. The book is still indicated on amazon.com as appearing in February,

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