Blog Archives

MCMC with errors

March 25, 2011
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MCMC with errors

I received this email last week from Ian Langmore, a postdoc in Columbia: I’m looking for literature on a subject and can’t find it:  I have a Metropolis sampler where the acceptance probability is evaluated with some error.  This error is not simply error in evaluation of the target density.  It occurs due to the

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Typos sorted, at last!

March 23, 2011
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Typos sorted, at last!

After posting so many entries about typos in my books (making you wonder how there could be any text left!) and postponing their classification for so long, I decided on Saturday afternoon to collect those entries into a comprehensive pdf document that should be more useful for readers. I incidentally noticed that my book web-page

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One bicycle for two

March 22, 2011
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One bicycle for two

Robin showed me a mathematical puzzle today that reminded me of a story my grand-father used to tell. When he was young, he and his cousin were working in the same place and on Sundays they used to visit my great-grand-mother in another village. However, they only had one bicycle between them, so they would

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JCGS 20th anniversary

March 22, 2011
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JCGS 20th anniversary

For its 20th anniversary, JCGS offers free access to papers, including Andrew’s discussion paper Why tables are really much better than graphs. (Another serious ending for an April fool joke!) Incidentally (or rather coincidentally), I received today the great news that our Using parallel computation to improve Independent Metropolis-Hastings based estimation paper is accepted by

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Statistics forum

March 21, 2011
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Statistics forum

The ASA is launching a new blog called the Statistics Forum, managed by Andrew Gelman and to which I will periodically contribute items that may induce some amount of discussion within the community, like the first entry by Michael Lavine on testing. (Meaning I will double-post on the Og and on the Statistics Forum, if

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Looking at the "Curse of Dimensionality" with R, foreach, and lattice

March 20, 2011
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Looking at the "Curse of Dimensionality" with R, foreach, and  lattice

Here are the results of a "Curse of Dimensionality" homework assignment for Terran Lane's Introduction to Machine Learning class. Pretty pictures, interesting results, and a good exercise in explicit parallelism with R. It's neat to see distance scaling linearly with standard deviation, and linearly with the Lth-root...

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Bertand’s paradox [R details]

March 19, 2011
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Bertand’s paradox [R details]

Some may have had reservations about the “randomness” of the straws I plotted to illustrate Bertrand’s paradox. As they were all going North-West/South-East. I had actually made an inversion between cbind and rbind in the R code, which explained for this non-random orientation. Above is the corrected version, which sounds “more random” indeed. (And using

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Parallel computation [revised]

March 14, 2011
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Parallel computation [revised]

We have now completed our revision of the parallel computation paper and hope to send it to JCGS within a few days. As seen on the arXiv version, and given the very positive reviews we received, the changes are minor, mostly focusing on the explanation of the principle and on the argument that it comes

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A new series of mishaps

March 12, 2011
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A new series of mishaps

Following the slight difficulties of last week, I had a hard week on the computer front: indeed, on Monday, I received my 2007 macbook from the repair shop, with a new video card, courtesy of Apple. Unfortunately, this started a series of problems. First, the old macbook stopped recognizing the NVIDIA video and, while it

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Special issue of TOMACS

March 9, 2011
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Special issue of TOMACS

TOMACS (ACM Transactions on Modeling and Computer Simulation) is launching a call for paper submission. The special topic is Monte Carlo Methods in Statistics and Arnaud Doucet and myself are the special issue editors. Here are the details.: Over the last two decades Monte Carlo methods have attracted much attention from statisticians as they provide

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