Blog Archives

Le Monde puzzle [52]

December 31, 2010
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Le Monde puzzle [52]

The last puzzle of the year in Le Monde reads as follows (as far as I understand its wording!): Iter(n,x,y) is the function Iter=function(n,x,y){ if (n==1){ output=trunc(y/10)+x*(y%%10) }else{ output=Iter(n-1,x,Iter(1,x,y))} return output } Find the seven-digit number z such that Iter(6,1,z)=12, Iter(6,2,z)=19, Iter(6,3,z)=29, and Iter(6,-1,z)=Iter(6,-2,z)=Iter(6,-3,z)=0. Obviously, the brute-force solution of listing all 90 million seven digit

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More typos in Chapter 5

December 29, 2010
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More typos in Chapter 5

Following Ashley’s latest comments on Chapter 5 of Introducing Monte Carlo Methods with R, I realised Example 5.5 was totally off-the-mark! Not only the representation of the likelihood should have used prod instead of mean, not only the constant should call the val argument of integrate, not only integrate  uses lower and upper rather than

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nlm [unused argument(s) (iter = 1)]

December 28, 2010
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nlm [unused argument(s) (iter = 1)]

Ashley put the following comment on Chapter 5 of Introducing Monte Carlo Methods with R”: I am reading chapter 5. I try to reproduced the result on page 128. The R codes don’t work on my laptop. When I try to run the following codes on page 128 > for (i in 1:(nlm(like,sta)$it)){ + mmu=rbind(mmu,nlm(like,sta,iter=i)$est)}

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Poster at MCMSki III

December 28, 2010
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Poster at MCMSki III

Here is the poster presented at MCMSki III next week by Pierre Jacob about our joint paper on parallelisation: Filed under: R, Statistics, Travel Tagged: Adapski, MCMC, MCMSki, Metropolis-Hastings, Monte Carlo Statistical Methods, parallelisation, pos...

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Questions on the parallel Rao-Blackwellisation

December 21, 2010
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Questions on the parallel Rao-Blackwellisation

Pierre Jacob and I got this email from a student about our parallel Rao-Blackwellisation paper. Here are some parts of the questions and our answer: Although I understand how the strategy proposed in the paper helps in variance reduction, I do not understand why you set b=1 (mentioned in Section 3.2) and why it plays

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Back from Philly

December 20, 2010
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Back from Philly

The conference in honour of Larry Brown was quite exciting, with lots of old friends gathered in Philadelphia and lots of great talks either recollecting major works of Larry and coauthors or presenting fairly interesting new works. Unsurprisingly, a large chunk of the talks was about admissibility and minimaxity, with John Hartigan starting the day

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AMIS revised & resubmitted

December 18, 2010
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AMIS revised & resubmitted

After a thorough revision that removed most of the theoretical attempts at improving our understanding of AMIS convergence, we have now resubmitted the AMIS paper to Scandinavian Journal of Statistics and arXived the new version as well. (I remind the reader that AMIS stands for adaptive mixture importance sampling and that it implements an adaptive

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Disas-tea-R at dawn

December 16, 2010
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Disas-tea-R at dawn

This was bound to happen sooner or later, given my addiction to tea and sleepless nights, so I eventually managed to spill a cup of tea over my Mac… I had been working for a few hours in my hotel room in Philadelphia, completing an ABC paper with Jean-Michel Marin and Robin Ryder. We had

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Adap’skiii [latest]

December 13, 2010
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Adap’skiii [latest]

Just to point out there still is room for more participants to the Adap’skiii workshop! We have now reached 60 participants for this Utah workshop and would welcome more, quite obviously! All participants are also free to present a poster on the evening of the 4th, in the bar. Filed under: pictures, R, Statistics, Travel,

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Truly random [again]

December 9, 2010
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Truly random [again]

“The measurement outputs contain at the 99% confidence level 42 new random bits. This is a much stronger statement than passing or not passing statistical tests, which merely indicate that no obvious non-random patterns are present.” arXiv:0911.3427 As often, I bought La Recherche in the station newsagent for the wrong reason! The cover of the

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