Blog Archives

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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cut&paste typo in R book

March 2, 2011
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cut&paste typo in R book

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 even

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Surprising sudoku

March 1, 2011
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Surprising sudoku

> 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 |

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snow and ssh — secure inter-machine parallelism with R

February 24, 2011
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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 all platforms. A sensible solution...

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Statistics and Computing and ABC

February 23, 2011
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Statistics and Computing and ABC

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 case of questions or

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Stochastic approximation in mixtures

February 22, 2011
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Stochastic approximation in mixtures

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 available on project Euclid, it

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Vectorize!

February 20, 2011
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Vectorize!

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(X<x)) +} >integrate(Femp,0,1)$value does not work. My reply was that the fundamental reason it does not work is that integrate (or curve for instance)

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UseR! 2011 in Warwick

February 20, 2011
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UseR! 2011 in Warwick

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: R, Statistics, University life Tagged:

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Parallel computation [permutations]

February 19, 2011
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Parallel computation [permutations]

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 even half-random permutations. Assuming p processors or

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Le Monde puzzle [#6]

February 17, 2011
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Le Monde puzzle [#6]

A simple challenge in Le Monde this week: find the group of four primes such that any sum of three terms in the group is prime and the overall sum is minimised. Here is a quick exploration by simulation, using the schoolmath package (with its imperfections): A=primes(start=1,end=53) lengthA=length(A) res=4*53 for (t in 1:10^4){ B=sample(A,4,prob=1/(1:lengthA)) sto=is.prim(sum(B))

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