Blog Archives

Thomas Bayes, 250 years later

April 21, 2011
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Thomas Bayes, 250 years later

A link on R-bloggers signaled a series of blogs and videos by IBM Netezza about Thomas Bayes and the consequences of his theorem. Which made me realise this was indeed the 250th anniversary of his death, and that maybe we (as a collective, incl. ISBA) should have done something on April 17th… Before the Revolution

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Mixtures in Madrid (3)

April 14, 2011
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Mixtures in Madrid (3)

For my second lecture today, I need to plot a likelihood surface for a basic two-component mixture with only the means unknown: here is the R code to speed up things llsurf=function(trumyn=2.,wayt=.3,var2=1.,ssiz=500){ # draws the log-likelihood surface and a random sample sd2=sqrt(var2) parti=(runif(ssiz)>wayt) sampl=(1-parti)*rnorm(ssiz)+parti*(trumyn+sd2*rnorm(ssiz)) mu2=mu1=seq(min(sampl),max(sampl),.1) mo1=mu1%*%t(rep(1,length(mu2))) mo2=(rep(1,length(mu2)))%*%t(mu2) ca1=-0.5*mo1*mo1 ca2=-0.5*mo2*mo2 like=.1*(ca1+ca2) # log prior N(0,10) for

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Le Monde puzzle #13

April 13, 2011
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Le Monde puzzle #13

This week, Le Monde offers not one but three related puzzles: Is it possible to label the twelve edges of a cube by consecutive numbers such that the sum of the edge numbers at any of the eight nodes is constant? Is it possible to label the eight nodes of a cube by consecutive numbers

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Mixtures in Madrid

April 10, 2011
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Mixtures in Madrid

As I already did two years ago, in connection with the double degree between UAM and Dauphine, I will give a short graduate course at the Universidad Autonoma de Madrid (UAM). It will be part of the regular fourth year statistics course and will focus on mixtures, as given in of Bayesian Core. It will

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Buffon versus Bertrand in R

April 7, 2011
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Buffon versus Bertrand in R

Following my earlier post on Buffon’s needle and Bertrand’s paradox, above are four outcomes corresponding to four different generations (among many) of the needle locations. The upper right-hand side makes a difference in the number of hits (out of 1000). The R code corresponding to this generation was made in the métro, so do not

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When Buffon meets Bertrand

April 6, 2011
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When Buffon meets Bertrand

When Peter Diggle gave his “short history” of spatial statistics this morning (I typed this in the taxi from Charles de Gaulle airport, after waiting one hour for my bag!), he started with a nice slide about Buffon’s needle (and Buffon’s portrait), since Julian Besag was often prone to give this problem as a final

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Le Monde puzzle [#8]

March 29, 2011
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Le Monde puzzle [#8]

Another mathematical puzzle from Le Monde that relates to a broken calculator (skipping the useless tale): Given a pair of arbitrary positive integers (x,y) a calculator can either substract the same integer from both x and y or multiply either x or y by 2. Is it always possible to obtain equal

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Time series

March 28, 2011
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Time series

(This post got published on The Statistics Forum yesterday.) The short book review section of the International Statistical Review sent me Raquel Prado’s and Mike West’s book, Time Series (Modeling, Computation, and Inference) to review. The current post is not about this specific book, but rather on why I am unsatisfied with the textbooks in

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R [re-]exam

March 27, 2011
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R [re-]exam

In what seems like an endless cuRse, I found this week I had to re-grade a dozen R exams a TA’s did not grade properly! The grades I (X) got are plotted below against those of my TA (Y). There is little connection between both gradings… As if this was not enough trouble, I also

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R-ecap [-16]

March 26, 2011
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R-ecap [-16]

This morning, I noticed that none of my R related posts had appeared on R-bloggers for the past fortnight… After investigating, this was caused by…cut-and-paste! Indeed, when advertising about the special issue of TOMACS Arnaud Doucet and I edit about Monte Carlo methods in Statistics, I copied the main parts from the pdf announcement, straight

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