Julien on R shortcomings

Julien Cornebise posted a rather detailed set of comments (from Jasper!) that I thought was interesting and thought-provoking enough (!) to promote to a guest post. Here it is , then, to keep the debate rolling (with my only censoring being the removal of smileys!). (Please keep in mind that I do not endorse everything stated in this guest post! Especially the point on “Use R!“) On C vs R As a reply to Duncan: indeed C (at least for the bottlenecks) will probably always be faster for the final, mainstream use of an algorithm [e.g. as a distributed R library, ...

Truly random?!

Having purchased the September edition of La Recherche because of its (disappointing!) coverage on black matter, I came by a short coverage on an Intel circuit producing “truly random” numbers… I already discussed this issue in an earlier post, namely that there is no reason physical generators are “more” random than congruential pseudo-random generators, but this short paper repeats the same misunderstanding on the role of “random” generators. The paper mentions dangers of pseudo-random generators for cryptography (but this is only when you know the deterministic function and the sequence of seeds used so far), while it misses the essential ...

In{s}a(ne)!!

Having missed the earliest entry by Radford last month, due to disconnection in Yosemite, I was stunned to read his three entries of the past month about R performances being significantly modify when changing brackets with curly brackets! I (obviously!) checked on my own machine and found indeed the changes in system.time uncovered by Radford… The worst is that I have a tendency to use redundant brackets to separate entities in long expressions and thus make them more readable (I know, this is debatable!), so each new parenthesis add to the wasted time… Note that it is the same with ...

The FourierDescriptors Package

Introduction I’ve just uploaded a new package to CRAN based on a stimulus generation algorithm that I use for my experiments on vision. The FourierDescriptors package provides methods for creating, manipulating and visualizing Fourier descriptors, which are a representational scheme used to describe closed planar contours. The canonical reference from the literature is Zahn and Roskies 1972. The images most easily described using Fourier descriptors are useful as stimuli for experiments in psychology and neuroscience. Installation This package has been submitted to CRAN. When it propagates through the mirrors, you can install it using a simple call to install.packages():1 install.packages('FourierDescriptors')For the time being, please ...

Fourteen patches to speed up R

Following my discovery of two surprising inefficiencies in R, I’ve been inspired to spend much of the last two weeks looking for ways to speed it up. I’ve had quite a bit of success, both at finding ways to speed up particular functions, and at finding ways to reduce general interpretive overhead. You can get my fourteen patches to the R source code here. I’d be interested in hearing how much it speeds up typical applications, on various machines. Of course, you need to be comfortable with installing R from source code to use these patches. For ...

NIPS 2010: Monte Carlo workshop

In the wake of the main machine learning NIPS 2010 meeting in Vancouver, Dec. 6-9 2010, there will be a very interesting workshop organised by Ryan Adams, Mark Girolami, and Iain Murray on Monte Carlo Methods for Bayesian Inference in Modern Day Applications, on Dec. 10. (And in Whistler, not Vancouver!) I wish I could attend, but going to a conference in honour of Larry Brown’s 70th birthday in Wharton the week after makes it impossible…Monte Carlo methods have been the dominant form of approximate inference for Bayesian statistics over the last couple of decades. Monte Carlo methods ...

Statisfaction

A collective blog has been started by the statistics students and postdocs at CREST, in the wake of the Valencia meeting. It is called Statisfaction. (The Rolling Stones of Statistics?! Actually, Andrew Gelman also has a post with that title… And it is even part of the Urban Dictionnary!) Since I have no responsability nor even say in the contents of this independent blog, I cannot help but recommend following it! The latest posting is about the slides of Peter Müller’s slides of his Santa Cruz course in Bayesian nonparametrics being available on line. Filed under: R, Statistics, University life Tagged: ...

Stochastic approximation in Bristol

This is very short notice, but for those in the vicinity and not at the RSS conference, there is a highly interesting workshop taking place in Bristol in ten days (I would certainly have gone, had I not been at the same time in Banff!): We would like to invite you to contribute to our 3 day workshop on “Stochastic approximation: methodology, theory and applications in statistics” that will take place in the Mathematics Department of the University of Bristol (UK) from 13-15 September 2010. The aim of this workshop is to gather world specialists on stochastic approximation and its applications, ...

Random dive MH

A new Metropolis-Hastings algorithm that I would call “universal” was posted by Somak Dutta yesterday on arXiv. Multiplicative random walk Metropolis-Hastings on the real line contains a different Metropolis-Hastings algorithm called the random dive. The proposed new value x’ given the current value x is defined bywhen is a random variable on . Thus, at each iteration, the current value is either shrunk or expanded by a random amount. When I read the paper in the Paris metro, while appreciating that this algorithm could be geometrically ergodic as opposed to the classical random walk algorithm, I was not convinced ...

How to check if a file exists with HTTP and R

So, there’s probably an easier way to do this (please let me know if you know it)… Suppose you’re working with a system which creates (binary) files and posts them for download on a website. You know the names of the files that will be created. However, they may not have been made yet (they’re generated on the fly, and appear in a vaguely random order over time). There are several of them and you want to know which ones are there yet, and when there are enough uploaded, run an analysis. I spent quite a bit of time ...

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