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 ... [Read more...]

The mathematical puzzle from the weekend edition of Le Monde from a few weeks ago was not too hard to solve by induction but my R code failed miserably! The puzzle was as follows: A calculator is broken in such a way that it starts by exhibiting 0, then pressing 4, 6 or 0 ... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

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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 for an L-norm ... [Read more...]

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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 ... [Read more...]

A casualty of cut-and-paste in Chapter 3 of Introducing Monte Carlo Methods with R. Brad McNeney from Simon Fraser sent me a nice email about the end of Example 3.6 missing a marginal estimate. Indeed, it does. And it should have been obvious from the “estimates” we derived, 19 and 16, which are not ... [Read more...]

__ printSudoku(z) +-------+-------+-------+ |   9   |       | 7   5 | |     6 |       |   9   | | 4 5 3 | 1 7   | 2 8   | +-------+-------+-------+ |     5 |     7 |   6   | | 1   9 | 6 8   |       | |   8   |   3   |     1 | +-------+-------+-------+ | 7   2 | [...] [Read more...]

I just threw a post up on Revolutions, which got a lot longer than I planned. And got me thinking. And reading (see refs in previous post). And trying. Turns out that it was way easier than I thought! The problem:From the blog post: " OpenSSH is now available on ... [Read more...]

Statistics and Computing has received several papers on ABC and plans to make a special ABC issue out of these. All submissions prior to June 2011 that will be accepted will be published in this special issue. The special issue is identified as an article type on the on-line page. In ... [Read more...]

On Friday, a 2008 paper on Stochastic Approximation and Newton’s Estimate of a Mixing Distribution by Ryan Martin and J.K. Ghosh was posted on arXiv. (I do not really see why it took so long to post on arXiv a 2008 Statistical Science paper but given that it is not ... [Read more...]

Here is an email sent by one of my students a few days ago: Do you know how to integrate a function with an  “if”? For instance: __X=rnorm(100) __Femp=function(x){ +   return(sum(Xintegrate(Femp,0,1)$value does not work. My reply was that the fundamental reason it does not ... [Read more...]

This year useR! conference will take place in Warwick, on August 16-18.  It is being organised by the department of Statistics and funded by CRiSM and Revolution Analytics (providers of the R tee-shirt!). I wish I could attend but mid-August is usually associated with genuine (post-JSM) family vacations. Filed under: ... [Read more...]

François Perron is visiting me for two months from Montréal and, following a discussion about the parallel implementation of MCMC algorithms—to which he also contributed with Yves Atchadé in 2005—, he remarked that a deterministic choice of permutations with the maximal contrast should do better than random or ... [Read more...]