Posts Tagged ‘ University life ’

Bayes on drugs (guest post)

May 20, 2012
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This post is written by Julien Cornebise. Last week in Aachen was the 3rd Edition of the Bayes(Pharma) workshop. Its specificity: half-and-half industry/academic participants and speakers, all in Pharmaceutical statistics, with a great care to welcome newcomers to Bayes, so as to spread as much as possible the love where it will actually be used.

garch() uncertainty

May 16, 2012
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As part of an on-going paper with Kerrie Mengersen and Pierre Pudlo, we are using a GARCH(1,1) model as a target. Thus, the model is of the form which is a somehow puzzling object: the latent (variance) part is deterministic and can be reconstructed exactly given the series and the parameters. However, estimation is not

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

ASA fellows

May 12, 2012
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Being freshly elected ASA Fellow (yay!), I just received the list of 2012 ASA Fellows. Among whose, let me mention Sudipto Banerjee, University of Minnesota, Minneapolis, Minnesota, elected “For theoretical, methodological and applied research in spatiotemporal statistical modeling, especially as applied to problems in environmetrics, ecology, occupational health, agriculture and economics, for professional work at

relevant, revised, & resubmitted

May 7, 2012
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We have now completed our revision of the paper Relevant statistics for Bayesian model choice, written with Judith Rousseau, Jean-Michel Marin, and Natesh Pillai. It has been resubmitted to Series B and reposted on arXiv. The major change in the paper is the inclusion of a check about the relevance of a given summary statistics,

what’s wrong with package comment?!

May 3, 2012
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I spent most of the Sunday afternoon trying to understand why defining did not have the same effect as writing the line until I found there is a clash due to the comment package… The assuredly simple code produces an error message: This is quite an inconvenience as I need to compile my solution manual

April 29, 2012
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In the motivating toy example to our ABC model choice paper, we compare summary statistics, mean, median, variance, and… median absolute deviation (mad). The latest is the only one able to discriminate between our normal and Laplace models (as now discussed on Cross Validated!). When rerunning simulations to produce nicer graphical outcomes (for the revision),

[not] Le Monde puzzle (solution)

April 13, 2012
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Following the question on dinner table permutations on StackExchange (mathematics) and the reply that the right number was six, provided by hardmath, I was looking for a constructive solution how to build the resolvable 2-(20,5,1) covering. A few hours later. hardmath again came up with an answer, found in the paper Equitable Resolvable Coverings by van

What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (solved)

April 7, 2012
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Paulo (from the Instituto de Matemática e Estatística, Universidade de São Paulo, Brazil) has posted an answer to my earlier question both as a comment on the ‘Og and as a solution on StackOverflow (with a much more readable LaTeX output). His solution is based on the observation that the multidimensional log-normal distribution still allows

What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (bis)

April 3, 2012
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$What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (bis)$

Wondering about the question I posted on Friday (on StackExchange, no satisfactory answer so far!), I looked further at the special case of the gamma distribution I suggested at the end. Starting from the moment conditions, and the solution is (hopefully) given by the system The resolution of this system obviously imposes conditions on those