Publications by xi'an
Le Monde rank test (cont’d)
Following a comment from efrique pointing out that this statistic is called Spearman footrule, I want to clarify the notation in namely (a) that the ranks of and are considered for the whole sample, i.e. instead of being computed separately for the ‘s and the ‘s, and then (b) that the ranks are reordered for each group (meaning that the g...
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Le Monde rank test (corr’d)
Since my first representation of the rank statistic as paired was incorrect, here is the histogram produced by the simulation perm=sample(1:20) saple[t]=sum(abs(sort(perm[1:10])-sort(perm[11:20]))) when . It is obviously much closer to zero than previously. An interesting change is that the regression of the log-mean on produces > lm(log(meme...
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An obscure integral
Here is an email from Thomas I received yesterday about a computation in our book Introducing Monte Carlo Methods with R: I’m currently reading your book “Introduction to Monte Carlo Methods with R” and I quite highly appreciate your work. I’m not able to see how the integral on page 74, that describes the marginal likelihood, simplifies ...
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Sudokus more random than random!
Darren Wraith pointed out this column about sudokus to me. It analyses the paper by Newton and De Salvo published in the Proceedings of the Royal Academy of Sciences A that I cannot access from home. The discussion contains this absurd sentence “Sudoku matrices are actually more random than randomly-generated matrices” which shows how mistrea...
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Little R == r
There’s big R, the R that I use to do most my work, the environment that makes pretty graphics, et. al. It’s like matlab, only cooler. Or more cool. Or less uncool. You can see my prejudices here. Today i discovered little R. It’s like big R, only little. Holy shit. Dirk gives a thorough rundown here http://dirk.eddelbue...
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The Bernoulli factory
A few months ago, Latuszyński, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) estimating f(p) from an iid sequence of Bernou...
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Research in pair next summer
Today I received the very good news that our proposal with Jean-Michel Marin to undertake “research in pair” in CIRM, Luminy, a fortnight next summer was accepted! This research centre in Mathematics is a southern and French version of the renowned German centre of Oberwolfach and, while I would have prefered the cool Black Forest to the burn...
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Difficulty with mcsm?
An email from Keith I got this morning: Professor Robert, I have loaded the mcsm package to windows. The following messages appear in the R console: trying URL 'http://cran.stat.ucla.edu/bin/windows/contrib/2.9/mcsm_1.0.zip' Content type 'application/zip' length 193590 bytes (189 Kb) opened URL downloaded 189 Kb package 'mcsm' successfully unpac...
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Candy branching process
The mathematical puzzle in the latest weekend edition of Le Monde is as follows: Two kids are given three boxes of chocolates with a total of 32 pieces. Rather than sharing evenly, they play the following game: Each in turn, they pick one of the three boxes, empty its contents in a jar and pick some chocolates from one of the remaining boxes so t...
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Bayes vs. SAS
Glancing perchance at the back of my Amstat News, I was intrigued by the SAS advertisement Bayesian Methods Specify Bayesian analysis for ANOVA, logistic regression, Poisson regression, accelerated failure time models and Cox regression through the GENMOD, LIFEREG and PHREG procedures. Analyze a wider variety of models with the MCMC procedure, ...
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