# Blog Archives

## Example 7.17 in Introduction to Monte Carlo methods with R

January 4, 2012
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I received the following email about Introducing Monte Carlo Methods with R a few days ago: Hallo Dr. Robert, I  am studying your fine book for myself. There´s a little problem in examples 7.17 and 8.1: in the R code a function “gu” is used and a reference given to ex. 5.17, but I cann´t

## 2012, Turing year

January 3, 2012
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Buying the special issue of La Recherche on “La révolution des mathématiques”, I discovered that this is the Alan Turing Year in celebration of the 100th anniversary of Turing‘s birth. The math department at the University of Leeds has a webpage on all the events connected with this celebration. From all over the World. (There

## Le Monde puzzle [#754]

December 25, 2011
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The pre-X’mas puzzle in Le Monde weekend edition is about “magical numbers” having as digits all digits between 0 and n (at least once) and being multiple of all digits between 1 and (n+1). Easy, isn’t it?! I thought so while driving down to the Alps on Saturday and (on Monday early morning) I tried

## semi-automatic ABC

December 17, 2011
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The talk of Wednesday afternoon Ordinary Meeting of the Royal Statistical Society went on quite well, I think. I would have expected a few people (in general) and some specific people (in particular) but this being the last week of term the schedule was not the best of times. Paul Fearnhead gave the talk, insisting

## Bayesian inference and the parametric bootstrap

December 15, 2011
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This paper by Brad Efron came to my knowledge when I was looking for references on Bayesian bootstrap to answer a Cross Validated question. After reading it more thoroughly, “Bayesian inference and the parametric bootstrap” puzzles me, which most certainly means I have missed the main point. Indeed, the paper relies on parametric bootstrap—a frequentist

## Le Monde puzzle [#752]

December 8, 2011
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After a loooong break, here is one Le Monde mathematical puzzle I had time to look at, prior to going to Dauphine for a Saturday morning class (in replacement of my R class this week)! The question is as follows: A set of numbers {1,…,N} is such that multiples of 4 are tagged C and

## quantum forest

December 1, 2011
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Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. Which may be why he chose

## mean of an absolute Student’s t

November 30, 2011
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Having (rather foolishly) involved myself into providing an answer for Cross Validated: “Can the standard deviation of non-negative data exceed the mean?“, I ended up having to derive the mean of the absolute value of a Student’s variate X.  (Well, not really, but then I did.) I think the following is correct: where is the

## bounded normal mean

November 24, 2011
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A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) it myself many times,

## Andrew gone NUTS!

November 23, 2011
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Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the