Articles by xi'an

Reaching 1000

February 14, 2011 | xi'an

This is the 1000th post on the ‘Og! Here are the entries that have had above 1000 views (not viewers) so far: In{s}a(ne)!! 5,353 “simply start over and build something better” 4,345 Julien on R shortcomings 1,966 Sudoku via simulated annealing 1,762 Of black swans and bleak prospects 1,462 Do we need an ... [Read more...]

Another Bernoulli factory

February 13, 2011 | xi'an

The paper “Exact sampling for intractable probability distributions via a Bernoulli factory” by James Flegal and Radu Herbei got posted on arXiv without me noticing, presumably because it came out just between Larry Brown’s conference in Philadelphia and my skiing vacations! I became aware of it only yesterday and ... [Read more...]

Parallel computation [back]

February 12, 2011 | xi'an

We have now received reports back from JCGS for our parallel MCMC paper and they all are very nice and supportive! The reviewers essentially all like the Rao-Blackwellisation concept we developed in the paper and ask for additions towards a more concrete feeling for the practical consequences of the method. ... [Read more...]

Le Monde puzzle [#5]

February 10, 2011 | xi'an

Another Sudoku-like puzzle from the weekend edition of Le Monde. The object it starts with is a 9×9 table where each entry is an integer and where neighbours take adjacent values. (Neighbours are defined as north, west, south and east of an entry.) The question is about whether or not it ... [Read more...]

Model weights for model choice

February 9, 2011 | xi'an

An ‘Og reader. Emmanuel Charpentier, sent me the following email about model choice: I read with great interest your critique of Peter Congdon’s 2006 paper (CSDA, 50(2):346-357) proposing a method of estimation of posterior model probabilities based on improper distributions for parameters not present in the model inder examination, as ... [Read more...]

Merci taxi!

February 9, 2011 | xi'an

I am in Montpellier today for a general meeting of our EMILE ANR grant bi-yearly meeting, discussing ABC model choice and new applications of simulation methods in population genetics, including an upgrade of DIYABC into the 2.0 version. (The above is a picture comparing “true” Bayes factors with ABC versions, commented ... [Read more...]

Latent Gaussian Models im Zürich [day 2]

February 6, 2011 | xi'an

The second day at the Latent Gaussian Models workshop in Zürich was equally interesting. Among the morning talks, let me mention Daniel Bové who gave a talk connected with the hyper-g prior paper he wrote with Leo Held (commented in an earlier post) and the duo of Janine Illian ... [Read more...]

Latent Gaussian Models in Zürich [day 1]

February 4, 2011 | xi'an

An interesting first day (for me) at the Latent Gaussian Models workshop in Zürich. The workshop is obviously centred at the INLA approach, with Havard Rue giving a short course on Wednesday then a wide ranging tour of the applications and extensions of INLA this afternoon. Thanks to his ... [Read more...]

Le Monde puzzle [#4]

February 4, 2011 | xi'an

A fairly simple puzzle in this weekend Le Monde magazine: given five points on a line such that their pairwise distances are 1,2,4,…,14,18,20, find the respective positions of the five points over the line and deduce the missing distances. Without loss of generality, we can set the first point at 0 and ... [Read more...]

ABC model choice not to be trusted [3]

January 30, 2011 | xi'an

On Friday, I received a nice but embarrassing email from Xavier Didelot. He indeed reminded me that I attended the talk he gave at the model choice workshop in Warwick last May, as, unfortunately but rather unsurprisingly giving my short span memory!, I had forgotten about it! Looking at the ...
[Read more...]

R exam

January 30, 2011 | xi'an

I spent most of my Saturday perusing R codes to check the answers written by my students to the R exam I gave two weeks ago… The outcome is mostly poor, even though some managed to solve a fair part of the long problem. Except for the few hopeless cases ... [Read more...]

ABC model choice not to be trusted [2]

January 27, 2011 | xi'an

As we were completing our arXiv summary about ABC model choice, we were helpfully pointed to a recent CRiSM tech. report by X. Didelot, R. Everitt, A. Johansen and D. Lawson on  Likelihood-free estimation of model evidence. This paper is quite related to our study of the performances of the ...
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ABC model choice not to be trusted

January 26, 2011 | xi'an

This may sound like a paradoxical title given my recent production in this area of ABC approximations, especially after the disputes with Alan Templeton, but I have come to the conclusion that ABC approximations to the Bayes factor are not to be trusted. When working one afternoon in Park City ...
[Read more...]

Trip to Lyon

January 20, 2011 | xi'an

This was my first trip to Lyon in about… 35 years, I think, but I did not have much time to tour the city! My original plan was to go climbing with Ivan near La Meije right after the talk, but our respective knees were hurting for the past week at ...
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The ultimate exam excuse…

January 19, 2011 | xi'an

A few days after my R exam (available in French here), I received this email from the department secretary: Pour information cet étudiant est venu me trouver jeudi soir, catastrophé car il venait de constater que son stylo “PILOT Frixion”, stylo semble-t-il recommandé par certains enseignants, ne se contentait pas ... [Read more...]

Séminaire à Lyon

January 17, 2011 | xi'an

Next week, I am going to Lyon to give a seminar in Université Lyon I. I will talk about the recent Rao-Blackwellisation papers we wrote, hopefully managing to make sense with both statisticians and probabilists, unlike in recent talks of mine in probability seminars… The slides are close to those ...
[Read more...]

Introducing Monte Carlo Methods with R [precision]

January 17, 2011 | xi'an

Doug Rivers, professor of Political Sciences in Stanford, kindly sent me this email yesterday night: The 2nd displayed equation in section 2.1.2 on p. 44 is garbled (it might be interpreted as saying that U and X have the same distribution). I think you intended: And indeed we should have stated the ...
[Read more...]

Méthodes de Monte-Carlo avec R [out]

January 17, 2011 | xi'an

The translation of the book Introducing Monte Carlo Methods with R is now published and out! I have received five copies in the mail yesterday, although it was not produced in time for my R class students to get it before the exam today. The book is still indicated on ...
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Missing reference in Monte Carlo Statistical Methods

January 15, 2011 | xi'an

A few days ago, Peng Yu sent me this email Dear Prof. Robert, The citation Edwards and Sokal (1988) appears on page 326 of your book MCSM2. However, I don’t find in in the Reference section (it would have appear on page 601 if it is in the reference section). I don’...
[Read more...]

CosmoPMC released

January 12, 2011 | xi'an

Martin Kilbinger, an astronomer (cosmologist) with whom we had worked on population Monte Carlo for cosmological inference [during the ANR-05-BLAN-0283- 04 ANR ECOSSTAT grant], has made the PMC C codes available on the CosmoPMC webpage. He has also written a CosmoPMC manual that is now available from arXiv. And ...
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