1012 search results for "LaTeX"

Random variable generation (Pt 1 of 3)

November 28, 2010
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Random variable generation (Pt 1 of 3)

As I mentioned in a recent post, I’ve just received a copy of Advanced Markov Chain Monte Carlo Methods. Chapter 1.4 in the book (very quickly) covers random variable generation. Inverse CDF Method A standard algorithm for generating random numbers is the inverse cdf method. The continuous version of the algorithm is as follows: 1.

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Sweave Tutorial 1: Using Sweave, R, and Make to Generate a PDF of Multiple Choice Questions

November 26, 2010
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Sweave Tutorial 1: Using Sweave, R, and Make to Generate a PDF of Multiple Choice Questions

In this post I present an example of using Sweave to prepare a PDF of formatted multiple choice questions.More broadly the example shows how to use Sweave to incorporate elements of a databaseinto a formatted LaTeX document.It aims to be useful to any...

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Sweave Tutorial 1: Using Sweave, R, and Make to Generate a PDF of Multiple Choice Questions

November 26, 2010
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In this post I present an example of using Sweave to prepare a PDF of formatted multiple choice questions. More broadly the example shows how to use Sweave to incorporate elements of a database into a formatted LaTeX document. It aims to be useful to anyone wanting to learn more about the almost magical powers of make, Sweave,...

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Robust adaptive Metropolis algorithm [arXiv:10114381]

November 23, 2010
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Robust adaptive Metropolis algorithm [arXiv:10114381]

Matti Vihola has posted a new paper on arXiv about adaptive (random walk) Metropolis-Hastings algorithms. The update in the (lower diagonal) scale matrix is where is the current acceptance probability and the target acceptance rate; is the current random noise for the proposal, ; is a step size sequence decaying to zero. The spirit of

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Generating a quasi Poisson distribution, version 2

November 10, 2010
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Generating a quasi Poisson distribution, version 2

Here and there, I mentioned two codes to generated quasiPoisson random variables. And in both of them, the negative binomial approximation seems to be wrong. Recall that the negative binomial distribution is where and in R, a negative binomial di...

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Forecast estimation, evaluation and transformation

November 9, 2010
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Forecast estimation, evaluation and transformation

I’ve had a few emails lately about forecast evaluation and estimation criteria. Here is one I received today, along with some comments. I have a rather simple question regarding the use of MSE as opposed to MAD and MAPE. If the parameters of a time series model are estimated by minimizing MSE, why do we

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Particle learning [rejoinder]

November 9, 2010
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Particle learning [rejoinder]

Following the posting on arXiv of the Statistical Science paper of Carvalho et al., and the publication by the same authors in Bayesian Analysis of Particle Learning for general mixtures I noticed on Hedibert Lopes’ website his rejoinder to the discussion of his Valencia 9 paper has been posted. Since the discussion involved several points

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Updating meteorological forecasts, part 1

November 7, 2010
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Updating meteorological forecasts, part 1

As Mark Twain said "the art of prophecy is very difficult, especially about the future" (well, actually I am not sure Mark Twain was the  first one to say so, but if you're interested by that sentence, you can look here). I have been rather su...

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Splines: opening the (black) box…

November 4, 2010
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Splines: opening the (black) box…

Splines in regression is something which looks like a black box (or maybe like some dishes you get when you travel away from home: it tastes good, but you don't what's inside... even if you might have some clues, you never know for sure*). With spl...

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Comments on probabilities

November 2, 2010
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Comments on probabilities

The only thing I remember from courses I had in probability a few years ago is that we also have to clearly defined the event we want to calculate the probability. On the Freakonomics blog, last week, the Israeli lottery was mentioned (here, see a...

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