Articles by xi'an

random wake

December 26, 2017 | xi'an

Just too often on X validated, one sees questions displaying a complete ignorance of the basics that makes one purposelessly wonder what is the point of trying to implement advanced methods when missing the necessary background. And just as often, I reacted to the question by wondering out loud about ... [Read more...]

Le Monde puzzle [#1033]

December 18, 2017 | xi'an

A simple Le Monde mathematical puzzle after two geometric ones I did not consider: Bob gets a 2×3 card with three integer entries on the first row and two integer entries on the second row such that (i) entry (1,1) is 1, (ii) summing up subsets of adjacent entries produces all integers from 1 ...
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sliced Wasserstein estimation of mixtures

November 27, 2017 | xi'an

A paper by Soheil Kolouri and co-authors was arXived last week about using Wasserstein distance for inference on multivariate Gaussian mixtures. The basic concept is that the parameter is estimated by minimising the p-Wasserstein distance to the empirical distribution, smoothed by a Normal kernel. As the general Wasserstein distance is ...
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Le Monde puzzle [#1029]

November 21, 2017 | xi'an

A convoluted counting Le Monde mathematical puzzle: A film theatre has a waiting room and several projection rooms. With four films on display. A first set of 600 spectators enters the waiting room and vote for their favourite film. The most popular film is projected to the spectators who voted for ...
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normal variates in Metropolis step

November 13, 2017 | xi'an

A definitely puzzled participant on X validated, confusing the Normal variate or variable used in the random walk Metropolis-Hastings step with its Normal density… It took some cumulated efforts to point out the distinction. Especially as the originator of the question had a rather strong a priori about his or ...
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bridgesampling [R package]

November 8, 2017 | xi'an

Quentin F. Gronau, Henrik Singmann and Eric-Jan Wagenmakers have arXived a detailed documentation about their bridgesampling R package. (No wonder that researchers from Amsterdam favour bridge sampling!) [The package relates to a [52 pages] tutorial on bridge sampling by Gronau et al. that I will hopefully comment soon.] The bridge sampling ...
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Le Monde [last] puzzle [#1026]

November 1, 2017 | xi'an

The last and final Le Monde puzzle is a bit of a disappointment, to wit: A 4×4 table is filled with positive and different integers. A 3×3 table is then deduced by adding four adjacent [i.e. sharing a common corner] entries of the original table. Similarly with a 2×2 table, summing up ...
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splitting a field by annealing

October 17, 2017 | xi'an

A recent riddle [from The Riddle] that I pondered about during a [long!] drive to Luxembourg last weekend was about splitting a square field into three lots of identical surface for a minimal length of separating wire… While this led me to conclude that the best solution was a T ...
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Astrostatistics school

October 17, 2017 | xi'an

What a wonderful week at the Astrostat [Indian] summer school in Autrans! The setting was superb, on the high Vercors plateau overlooking both Grenoble [north] and Valence [west], with the colours of the Fall at their brightest on the foliage of the forests rising on both sides of the valley ...
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[summer Astrostat school] room with a view [jatp]

October 9, 2017 | xi'an

I just arrived in Autrans, on the Plateau du Vercors overlooking Grenoble and the view is fabulistic! Trees have started to turn red and yellow, the weather is very mild, and my duties are restricted to teaching ABC to a group of enthusiastic astronomers and cosmologists..! Second advanced course on ... [Read more...]

mea culpa!

October 8, 2017 | xi'an

An entry about our Bayesian Essentials book on X validated alerted me to a typo in the derivation of the Gaussian posterior..! When deriving the posterior (which was left as an exercise in the Bayesian Core), I just forgot the term expressing the divergence between the prior mean and the ... [Read more...]

Le Monde puzzle [#1021]

September 17, 2017 | xi'an

A puzzling Le Monde mathematical puzzle for which I could find no answer in the allotted time!: A most democratic electoral system allows every voter to have at least one representative by having each of the N voters picking exactly m candidates among the M running candidates and setting the ...
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Le Monde puzzle [#1020]

September 14, 2017 | xi'an

A collection of liars in this Le Monde mathematical puzzle: A circle of 16 liars and truth-tellers is such that everyone states that their immediate neighbours are both liars. How many liars can there be? A circle of 12 liars and truth-tellers is such that everyone state that their immediate neighbours are ...
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Le Monde puzzle [#1018]

August 28, 2017 | xi'an

An arithmetic Le Monde mathematical puzzle (that first did not seem to involve R programming because of the large number of digits in the quantity involved): An integer x with less than 100 digits is such that adding the digit 1 on both sides of x produces the integer 99x.  What are ...
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sequence riddle

August 9, 2017 | xi'an

The riddle this week on The Riddler was about finding the largest sequence of integers between 1 and 100 such that each integer is only used once and always followed by a multiple or a factor. A basic R code searching at random [and programmed during a massive downpour on Skye] led ...
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Le Monde puzzle [#1707]

July 27, 2017 | xi'an

A geometric Le Monde mathematical puzzle: Given a pizza of diameter 20cm, what is the way to cut it by two perpendicular lines through a point distant 5cm from the centre towards maximising the surface of two opposite slices?  Using the same point as the tip of the four slices, ...
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RNG impact on MCMC [or lack thereof]

July 12, 2017 | xi'an

Following the talk at MCM 2017 about the strange impact of the random generator on the outcome of an MCMC generator, I tried in Montréal airport the following code on the banana target of Haario et al. (1999), copied from Soetaert and Laine and using the MCMC function of the FME ...
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easy riddle

July 11, 2017 | xi'an

From the current Riddler, a problem that only requires a few lines of code and a few seconds of reasoning. Or not. N households each stole the earnings from one of the (N-1) other households, one at a time. What is the probability that a given household is not burglarised? ...
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[un]solved riddles

July 3, 2017 | xi'an

On the Riddler of last week, first a birthday puzzle: Given a group of 23 persons, what is the probability of observing three pairs of identical birthdays? which can be found by a quick simulation as ave=0 for (t in 1:1e6){ dupz=dates[duplicated(sample(1:365,23,rep=TRUE))] ave=ave+as.integer((...
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