Blog Archives

Coincidence in lotteries

October 19, 2010
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Coincidence in lotteries

Last weekend, my friend and coauthor Jean-Michel Marin was interviewed (as Jean-Claude Marin, sic!) by a national radio about the probability of the replication of a draw on the Israeli Lottery. Twice the same series of numbers appeared within a month. This lotery operates on a principle of 6/37 + 1/8: 6 numbers are drawn

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Adap’skiii program

October 19, 2010
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Adap’skiii program

We have just posted the (mostly definitive) program for Adap’skii, January 3-4, The Canyons, Utah. This is taking place just before and as a satellite of the larger MCMSki III conference, January 4-7, same location. The registration for the conference and for lodging is available through the  MCMCSki III registration page, Remember also that this

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Le Monde puzzle [41]

October 17, 2010
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Le Monde puzzle [41]

The current puzzle in Le Monde this week is again about prime numbers: The control key on a credit card is an integer η(a) associated with the card number a such that, if the card number is c=ab, its key η(c) satisfies η(c)=η(a)+η(b)-1. There is only one number with a key equal to 1 and

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Postdoc position in computational Bayesian statistics

October 14, 2010
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Postdoc position in computational Bayesian statistics

Here is an announcement I received that should interest potential postdocs (willing to come to Paris). The location is on the Orsay campus, south of Paris. In the framework of the ANR-funded Metacoli project which aims at identifying the metabolic underpinnings of the lifestyle diversity in the E. coli species, Genoscope (the genomics institute of

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Parallel processing of independent Metropolis-Hastings algorithms

October 11, 2010
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Parallel processing of independent Metropolis-Hastings algorithms

With Pierre Jacob, my PhD student, and Murray Smith, from National Institute of Water and Atmospheric Research, Wellington, who actually started us on this project at the last and latest Valencia meeting, we have completed a paper on using parallel computing in independent Metropolis-Hastings algorithms. The paper is arXived and the abstract goes as follows:

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Le Monde puzzle [40]

October 10, 2010
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Le Monde puzzle [40]

The puzzle in Le Monde this week is called the “square five” (sic!): Two players each have twenty-five cards with five times each of the digits 1,2,3,4,5. They alternate putting one card on top of the pile, except that they can instead take an arbitrary number of consecutive cards from the top of the pile

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Pre-ordinary meeting

October 7, 2010
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Pre-ordinary meeting

Those are the slides for the (basic) introduction of the paper by Mark Girolami and Ben Calderhead at the RSS next week. Not to be confused with my comments on the paper. Filed under: R, Statistics, Travel, University life Tagged: Hamiltonian, Langevi...

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Typos…

October 5, 2010
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Typos…

Edward Kao just sent another typo found both in  Monte Carlo Statistical Methods (Problem 3.21) and in Introducing Monte Carlo Methods with R (Exercise 3.17), namely that should be I also got another email from Jerry Sin mentioning that matrix summation in the matrix commands of Figure 1.2 of Introducing Monte Carlo Methods with R

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Le Monde puzzle [34]

October 3, 2010
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Le Monde puzzle [34]

Since the puzzle in this week (-end) edition of Le Monde is not (easily) solvable via an R program, I chose to go back to an older puzzle that my students can solve. Eleven token are distributed around a 200 meter perimeter-long ring. They all start moving at the same speed, 18km/h, in

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Typo in Example 5.18

October 2, 2010
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Typo in Example 5.18

Edward Kao pointed out several typos in Example 5.18 of Monte Carlo Statistical Methods. First, the customers in area i should be double-indexed, i.e. which implies in turn that . Then the summary T should be defined as and as given that the first m customers have the fifth plan missing. Filed under: Books, R,

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