# Blog Archives

## arXiv frenzy

June 23, 2015
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In the few past days, there has been so many arXiv postings of interest—presumably the NIPS submission effect!—that I cannot hope to cover them in the coming weeks! Hopefully, some will still come out on the ‘Og in a near future: arXiv:1506.06629: Scalable Approximations of Marginal Posteriors in Variable Selection by Willem van den Boom,

## dynamic mixtures [at NBBC15]

June 17, 2015
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A funny coincidence: as I was sitting next to Arnoldo Frigessi at the NBBC15 conference, I came upon a new question on Cross Validated about a dynamic mixture model he had developed in 2002 with Olga Haug and Håvård Rue . The dynamic mixture model they proposed replaces

May 26, 2015
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Another trip in the métro today (to work with Pierre Jacob and Lawrence Murray in a Paris Anticafé!, as the University was closed) led me to infer—warning!, this is not the exact distribution!—the distribution of x, namely since a path x of length l(x) will corresponds to N draws if N-l(x) is an even integer

## another viral math puzzle

May 24, 2015
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After the Singapore Maths Olympiad birthday problem that went viral, here is a Vietnamese primary school puzzle that made the frontline in The Guardian. The question is: Fill the empty slots with all integers from 1 to 9 for the equality to hold. In other words, find a,b,c,d,e,f,g,h,i such that a+13xb:c+d+12xe–f-11+gxh:i-10=66. With presumably the operation

## quantile functions: mileage may vary

May 11, 2015
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When experimenting with various quantiles functions in R, I was shocked by how widely the execution times would vary. To the point of blaming a completely different feature of R. Borrowing from Charlie Geyer’s webpage on the topic of probability distributions in R, here is

## arbitrary distributions with set correlation

May 10, 2015
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A question recently posted on X Validated by Antoni Parrelada: given two arbitrary cdfs F and G, how can we simulate a pair (X,Y) with marginals  F and G, and with set correlation ρ? The answer posted by Antoni Parrelada was to reproduce the Gaussian copula solution: produce (X’,Y’) as a Gaussian bivariate vector with

## corrected MCMC samplers for multivariate probit models

May 5, 2015
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“Moreover, IvD point out an error in Nobile’s derivation which can alter its stationary distribution. Ironically, as we shall see, the algorithms of IvD also contain an error.”  Xiyun Jiao and David A. van Dyk arXived a paper correcting an MCMC sampler and R package MNP for the multivariate probit model, proposed by Imai and

## take those hats off [from R]!

May 4, 2015
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This is presumably obvious to most if not all R programmers, but I became aware today of a hugely (?) delaying tactic in my R codes. I was working with Jean-Michel and Natesh and when coding an MCMC run I was telling them that I usually preferred to code

## Le Monde puzzle [#909]

April 30, 2015
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Another of those “drop-a-digit” Le Monde mathematical puzzle: Find all integers n with 3 or 4 digits an single interior zero digit, such that removing that zero digit produces a divider of x. As in puzzle #904, I made use of the digin R function: and simply checked all integers up to 10⁶: which leads

## the most patronizing start to an answer I have ever received

April 29, 2015
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Another occurrence of a question on X validated where the originator (primitivus petitor) was trying to get an explanation without the proper background. On either Bayesian statistics or simulation. The introductory sentence to the question was about “trying to understand how the choice of priors affects a Bayesian model estimated using MCMC”