Blog Archives

t-walk on the banana side

March 14, 2010
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t-walk on the banana side

Following my remarks on the t-walk algorithm in the recent A General Purpose Sampling Algorithm for Continuous Distributions, published by Christen and Fox in Bayesian Analysis that acts like a general purpose MCMC algorithm, Darren Wraith tested it on the generic (10 dimension) banana target we used in the cosmology paper. Here is an output

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Wrong puzzle of the week [w10]?!

March 12, 2010
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Wrong puzzle of the week [w10]?!

In the weekend supplement to Le Monde, the solution of the rectangle puzzle is given as 32 black squares. I am thus… puzzled!, since my R program there provides a 34 square solution. Am I missing a hidden rectangle in the above?! Given that the solution in Le Monde is not based on a precise

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t-walk on the wild side

March 11, 2010
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t-walk on the wild side

When I read in the abstract of the recent A General Purpose Sampling Algorithm for Continuous Distributions, published by Christen and Fox in Bayesian Analysis that We develop a new general purpose MCMC sampler for arbitrary continuous distributions that requires no tuning. I am slightly bemused. The proposal of the authors is certainly interesting and

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Puzzle of the week [w10]

March 10, 2010
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Puzzle of the week [w10]

The puzzle in last Saturday edition of Le Monde is made of two parts: Given a 10×10 grid, what is the maximum number of nodes one can highlight before creating a parallelogram with one side parallel to one of the axes of the grid? What is the maximum number of nodes one can highlight before

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Introducing R on video

March 9, 2010
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Introducing R on video

Darren Wraith pointed out to me this site proposing a whole series of videos introducing to R. (Unfortunately in a Windows environment.) This can be handy when facing students with no R background… Filed under: R, Statistics, University life Tagged: course, video

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Chinese versus Japanese editions

March 8, 2010
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Chinese versus Japanese editions

Last week, I got news from Springer Verlag about possibly two new editions of my books, one in Chinese and one in Japanese. These were bad news and good news: the bad news was that the Chinese edition was actually a reprint of our original book,  Monte Carlo Statistical Method, by a Chinese publishing company.

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schoolmath

March 6, 2010
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schoolmath

In connection with the Le Monde puzzle of last week, I was looking for an R function that would give me the prime factor decomposition of any integer. Such a function exists within the package schoolmath, developped by Joerg Schlarmann and Josef Wienand. It is called prime.factor and it returns the prime factors of any

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Posterior likelihood

March 6, 2010
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Posterior likelihood

At the Edinburgh mixture estimation workshop, Murray Aitkin presented his proposal to compare models via the posterior distribution of the likelihood ratio. As already commented in a post last July, the positive aspect of looking at this quantity rather than at the Bayes factor is that the priors are then allowed to be improper if

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An email about mixtures

March 4, 2010
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An email about mixtures

As a coincidence, or not, I received the following email just before starting our mixture estimation workshop (the above is Ben Nevis on Monday, whose skyline really looks like a three component mixture!) and giving a discussion on label switching: I am implementing a Markov-Chain Monte Carlo method for Gibbs sampling from a simple mixture

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New Le Monde puzzle

March 3, 2010
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New Le Monde puzzle

When I first read Le Monde puzzle this weekend, I though it was even less exciting than the previous one: find and , such that is a multiple of . The solution is obtained by brute-force checking through an R program: and then the a next solution is (with several values for N). However, while

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