Publications by xi'an
Robust adaptive Metropolis algorithm [arXiv:10114381]
Matti Vihola has posted a new paper on arXiv about adaptive (random walk) Metropolis-Hastings algorithms. The update in the (lower diagonal) scale matrix is where is the current acceptance probability and the target acceptance rate; is the current random noise for the proposal, ; is a step size sequence decaying to zero. The spirit of the ...
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The joys of teaching R
Just read a funny but much to the point blog entry on the difficulties of teaching proper programming skills to first year students! I will certainly make use of the style file as grading 180 exams is indeed a recurrent nightmare… Filed under: R, Statistics Tagged: courses, programming style, R, teaching Related To leave a comment for...
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Random graphs with fixed numbers of neighbours
In connection with Le Monde puzzle #46, I eventually managed to write an R program that generates graphs with a given number n of nodes and a given number k of edges leaving each of those nodes. (My early attempt was simply too myopic to achieve any level of success when n was larger than 10!) Here is the core of the R code: A=42 #number of node...
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Computing evidence
The book Random effects and latent variable model selection, edited by David Dunson in 2008 as a Springer Lecture Note. contains several chapters dealing with evidence approximation in mixed effect models. (Incidentally, I would be interested in the story behind the Lecture Note as I found no explanation in the backcover or in the preface. Some...
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Slices and crumbs [arXiv:1011.4722]
An interesting note was arXived a few days ago by Madeleine Thompson and Radford Neal. Beside the nice touch of mixing crumbs and slices, the neat idea is to have multiple-try proposals for simulating within a slice and to decrease the dimension of the simulation space at each try. This dimension diminution is achieved via the construction of an ...
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Le Monde puzzle [48]
This week(end), the Le Monde puzzle can be (re)written as follows (even though it is presented as a graph problem): Given a square 327×327 symmetric matrix A, where each non-diagonal entry is in {1,2,3,4,5} and , does there exist a triplet (i,j,k) such that Solving this problem in R is very easy. We can create a random matrix A and check wheth...
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Méthodes de Monte-Carlo avec R
The translation of the book Introducing Monte Carlo Methods with R is close to being completed. The copy-editing and page-setting are done, I have received the cover proposal and am happy with it, so it should now go to production and be ready by early January, (earlier than the tentative end of February indicated on amazon) maybe in time for my...
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Le Monde puzzle [48: resolution]
The solution to puzzle 48 given in Le Monde this weekend is rather direct (which makes me wonder why the solution for 6 colours is still unavailable..) Here is a quick version of the solution: Consider one column, 1 say. Since 326=5×65+1, there exists one value c with at least 66 equal to c. Among those (at least) 66 rows, if a pair (i,j) satis...
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Bayesian adaptive sampling
In the continuation of my earlier post on computing evidence, I read a very interesting paper by Merlise Clyde, Joyee Ghosh and Michael Littman, to appear in JCGS. It is called Bayesian adaptive sampling for variable selection and model averaging. The sound idea at the basis of the paper is that, when one is doing variable selection (i.e. explo...
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Le Monde puzzle [49]
Here is a quick-and-dirty solution to Le Monde puzzle posted a few days ago: the R code counts the number of winning tickets between 1 and N, and stops when there is a proportion of 10% of winning tickets. #winning ticket win=function(n){ #decimal digits decomposition x=rep(0,4) x[4]=n%%10 m=(n-x[4])/10 x[3]=m%%10 m=(m-x[3])/10 x[2]=m%%10 m=(m-...
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