Blog Archives

Le Monde rank test (cont’d)

April 5, 2010
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Le Monde rank test (cont’d)

Following a comment from efrique pointing out that this statistic is called Spearman footrule, I want to clarify the notation in namely (a) that the ranks of and are considered for the whole sample, i.e. instead of being computed separately for the ‘s and the ‘s, and then (b) that the ranks are reordered for

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Le Monde rank test

April 4, 2010
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Le Monde rank test

In the puzzle found in Le Monde of this weekend, the mathematical object behind the silly story is defined as a pseudo-Spearman rank correlation test statistic, where the difference between the ranks of the paired random variables and is in absolute value instead of being squared as in the Spearman rank test statistic. I don’t

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Savage-Dickey [talk]

March 19, 2010
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Savage-Dickey [talk]

Here are the slides for the Savage-Dickey paradox paper that I gave in San Antonio this morning: (Any suspected coincidence of the first part with earlier talks is for real!) I have tried to spell out as clearly as possible in the second part the issues of version choices that are at the core of

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Course in San Antonio, Texas

March 18, 2010
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Course in San Antonio, Texas

Yesterday, I gave my short (3 hours) introduction to computational Bayesian statistics to a group of 25-30 highly motivated students. I managed to cover “only” the first three chapters, as I included some material on Bayes factor approximation and only barely reached Metropolis-Hastings. Here are the slides, modified from the original Bayesian Core slides: (It

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Vanilla Rao-Blackwellisation for revision

March 17, 2010
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Vanilla Rao-Blackwellisation for revision

The vanilla Rao-Blackwellisation paper with Randal Douc that had been resubmitted to the Annals of Statistics is now back for a revision, with quite encouraging comments: The paper has been reviewed by two referees both of whom comment on the clear exposition and the novelty of the results. Both referees point to the empirical results

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Solving the rectangle puzzle

March 15, 2010
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Solving the rectangle puzzle

Given the wrong solution provided in Le Monde and comments from readers, I went to look a bit further on the Web for generic solutions to the rectangle problem. The most satisfactory version I have found so far is Mendelsohn’s in Mathematics Magazine, which gives as the maximal number for a grid. His theorem is

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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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