Blog Archives

accurate ABC: comments by Oliver Ratman [guest post]

May 31, 2013
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accurate ABC: comments by Oliver Ratman [guest post]

Here are comments by Olli following my post: I think we found a general means to obtain accurate ABC in the sense of matching the posterior mean or MAP exactly, and then minimising the KL distance between the true posterior and its ABC approximation subject to this condition. The construction works on an auxiliary probability

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Le Monde puzzle [#820]

May 14, 2013
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Le Monde puzzle [#820]

The current puzzle is… puzzling: Given the set {1,…,N} with N<61, one iterates the following procedure: take (x,y) within the set and replace the pair with the smallest divider of x+y (bar 1). What are the values of N such that the final value in the set is 61? I find it puzzling because the

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Rによるモンテカルロ法入門

May 13, 2013
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Rによるモンテカルロ法入門

Here is the cover of the Japanese translation of our Introducing Monte Carlo methods with R book.  A few year after the French translation. It actually appeared last year in August but I was not informed of this till a few weeks ago. The publisher is Maruzen, with an associated webpage if you want to

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awalé

May 12, 2013
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awalé

Following Le Monde puzzle #810, I tried to code an R program (not reproduced here) to optimise an awalé game but the recursion was too rich for R: even with a very small number of holes and seeds in the awalé… Searching on the internet, it seems the computer simulation of a winning strategy for

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R for dummies

May 1, 2013
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R for dummies

I already mentioned R for dummies a while ago on the ‘Og and never got around to read it from cover to back. Now that I am reduced to a dummy state with too much free time!, I can produce a full review of the book. R for dummies was written by two Belgian statistics

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Le Monde puzzle [#818]

April 30, 2013
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Le Monde puzzle [#818]

The current puzzle is as follows: Define the symmetric of an integer as the integer obtained by inverting the order of its digits, eg 4321 is the symmetric of 1234. What are the numbers for which the square is equal to the symmetric of the square of the symmetric? I first consulted stackexchange to find

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austerity in MCMC land (#2)

April 29, 2013
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austerity in MCMC land (#2)

After reading the arXiv paper by Korattikara, Chen and Welling, I wondered about the expression of the acceptance step of the Metropolis-Hastings algorithm as a mean of log-likelihoods over the sample. More specifically the long sleepless nights at the hospital led me to ponder the rather silly question of the impact of replacing mean by

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interesting puzzle

April 25, 2013
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interesting puzzle

In addition to its weekly mathematics puzzles, Le Monde is now publishing a series of vulgarisation books on mathematics, under the patronage of Cédric Villani. Jean-Michel Marin brought me two from the series, one on the golden number and one on Pythagoras’ theorem. (This is actually a translation of a series published by El Pais

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Le Monde puzzle [#817]

April 18, 2013
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Le Monde puzzle [#817]

The weekly Le Monde puzzle is (again) a permutation problem that can be rephrased as follows: Find where denotes the set of permutations on {0,…,10} and is defined modulo 11 . Same question for and for This is rather straightforward to code if one adopts a brute-force approach:: (where I

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #5)

April 15, 2013
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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #5)

More exciting news about MCMSki IV! First thing first, the 16 contributed sessions are now all-set, having gotten the stamp of approval from the scientific committee! Thanks to everyone who submitted a session proposal. (There were so many proposals that we alas had to reject some, as well as every single talk proposal… Sorry people:

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