Posts Tagged ‘ accept-reject algorithm ’

R midterms

November 9, 2012
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R midterms

Here are my R midterm exams, version A and version B in English (as students are sitting next to one another in the computer rooms), on simulation methods for my undergrad exploratory statistics course. Nothing particularly exciting or innovative! Dedicated ‘Og‘s readers may spot a few Le Monde puzzles in the lot… Two rather entertaining

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generalised ratio of uniforms

May 14, 2012
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generalised ratio of uniforms

A recent arXiv posting of the paper “On the Generalized Ratio of Uniforms as a Combination of Transformed Rejection and Extended Inverse of Density Sampling” by Martino, Luengo, and Míguez from Madrid rekindled my interest in this rather peculiar simulation method. The ratio of uniforms samples uniformly on the subgraph to produce simulations from p

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ultimate R recursion

January 31, 2012
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ultimate R recursion

One of my students wrote the following code for his R exam, trying to do accept-reject simulation (of a Rayleigh distribution) and constant approximation at the same time: which I find remarkable if alas doomed to fail! I wonder if there exists a (real as opposed to fantasy) computer language where you could introduce constants

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Galton & simulation

September 27, 2010
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Galton & simulation

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address

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