Publications by xi'an
Pre-ordinary meeting
Those are the slides for the (basic) introduction of the paper by Mark Girolami and Ben Calderhead at the RSS next week. Not to be confused with my comments on the paper. Filed under: R, Statistics, Travel, University life Tagged: Hamiltonian, Langevin diffusion, London, Mark Girolami, MCMC algorithms, Royal Statistical Society Related ...
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Le Monde puzzle [40]
The puzzle in Le Monde this week[end] is called the “square five” (sic!): Two players each have twenty-five cards with five times each of the digits 1,2,3,4,5. They alternate putting one card on top of the pile, except that they can instead take an arbitrary number of consecutive cards from the top of the pile whose product is a squared numb...
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Parallel processing of independent Metropolis-Hastings algorithms
With Pierre Jacob, my PhD student, and Murray Smith, from National Institute of Water and Atmospheric Research, Wellington, who actually started us on this project at the last and latest Valencia meeting, we have completed a paper on using parallel computing in independent Metropolis-Hastings algorithms. The paper is arXived and the abstract goes...
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Postdoc position in computational Bayesian statistics
Here is an announcement I received that should interest potential postdocs (willing to come to Paris). The location is on the Orsay campus, south of Paris. In the framework of the ANR-funded Metacoli project which aims at identifying the metabolic underpinnings of the lifestyle diversity in the E. coli species, Genoscope (the genomics institute ...
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Le Monde puzzle [41]
The current puzzle in Le Monde this week is again about prime numbers: The control key on a credit card is an integer η(a) associated with the card number a such that, if the card number is c=ab, its key η(c) satisfies η(c)=η(a)+η(b)-1. There is only one number with a key equal to 1 and the keys of 160 and 1809 are 10 and 7, respectively. W...
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Adap’skiii program
We have just posted the (mostly definitive) program for Adap’skii, January 3-4, The Canyons, Utah. This is taking place just before and as a satellite of the larger MCMSki III conference, January 4-7, same location. The registration for the conference and for lodging is available through the MCMCSki III registration page, Remember also that t...
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Coincidence in lotteries
Last weekend, my friend and coauthor Jean-Michel Marin was interviewed (as Jean-Claude Marin, sic!) by a national radio about the probability of the replication of a draw on the Israeli Lottery. Twice the same series of numbers appeared within a month. This lotery operates on a principle of 6/37 + 1/8: 6 numbers are drawn out of a pool of number...
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abc
Michael Blum and Olivier François, along with Katalin Csillery, just released an R package entitled abc. (I am surprised the name was not already registered!) Its aim is obviously to implement ABC approximations for Bayesian inference: Description The ’abc’ package provides various functions for parameter estimation and model selection in a...
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Le Monde puzzle [42]
An interesting suduko-like puzzle for this week puzzle in Le Monde thi A 10×10 grid is filled by a random permutation of {0,…,99}. The 4 largest figures in each row are coloured in yellow and the 4 largest values in each column are coloured in red. What is the range of the number of yellow-and-red figures? Here is a random grid > lascases=ma...
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Random generators for parallel processing
Given the growing interest in parallel processing through GPUs or multiple processors, there is a clear need for a proper use of (uniform) random number generators in this environment. We were discussing the issue yesterday with Jean-Michel Marin and briefly looked at a few solutions: given p parallel streams/threads/processors, starting each ge...
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