Publications by xi'an
Le Monde puzzle [#14]
Last week Le Monde puzzle (I have not received this week issue yet!) was about deriving an optimal strategy in less than 25 steps for finding the 25 answers to a binary multiple choice test, when at each trial, only the number of correct answers is known. Hence, if the correct answers are y1,…,y25, and the first guess is x1,…,x25, all taking ...
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Le Monde puzzle [#14.2]
I received at last my weekend edition of Le Monde and hence the solution proposed by the authors (Cohen and Busser) to the puzzle #14. They obtain a strategy that only requires at most 19 steps. The idea is to start with a first test, which gives a reference score S0, and then work on groups of four questions, whose answers can be found in at mos...
2021 sym R (367 sym/1 pcs) 16 img
A survey of [the 60’s] Monte Carlo methods
“The only good Monte Carlos are the dead Monte Carlos” (Trotter and Tukey, quoted by Halton) When I presented my [partial] history of MCM methods in Bristol two months ago, at the Julian Besag memorial, Christophe Andrieu mentioned a 1970 SIAM survey by John Halton on A retrospective and prospective survey of the Monte Carlo method. This is ...
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A survey of the [60′s] Monte Carlo methods [2]
The 24 questions asked by John Halton in the conclusion of his 1970 survey are Can we obtain a theory of convergence for random variables taking values in Fréchet spaces? Can the study of Monte Carlo estimates in separable Fréchet spaces give a theory of global approximation? When sampling functions, what constitutes a representative sample of...
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Terry’s spiel
“We don’t need likelihood functions; we just need to know how to simulate from [them] (…) We don’t need models with sufficient statistics; we just need summary statistics (…) We don’t need to be Bayesian; we just need to be approximately so. We don’t need theory to tell us our method works; we just need to simulate and see.” In t...
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News about speeding R up
The most visited post ever on the ‘Og was In{s}a(ne), my report on Radford Neal’s experiments with speeding up R by using different brackets (the second most populat was Ross Ihaka’s comments, “simply start over and build something better”). I just spotted two new entries by Radford on his blog that are bound to rekindle the debate abo...
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Hammersley and Handscomb 1964 on line
Through the webpage of the Advanced Monte Carlo Methods I & II, given a few years ago by Michael Mascagni at ETH Zürich, I found a link to the scanned version of the 1964 book Monte Carlo Methods by Hammersley and Handscomb. This is a short book, with less than 150 pages, especially if one skips the physics applications, and I will certainly tak...
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A dubious statistics
Following a link on R-bloggers, I ended up on this page (with a completely useless graph that only contained the pieces of information 5% in 1900 and 55% in 2000). The author (Ralph Keeney) reports on “A remarkable 55 percent of deaths for people age 15 to 64 can be attributed to decisions with readily available alternatives.” This sounded to...
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Rotating disks
My neighbour is an half-retired entrepreneur who still runs his electric engine company. A few weekends ago, he came to me with the following physics question related with one of those engines: given a primary disk rotating at the angular speed of ω0 and a secondary disk located on the first one with a centre O1, a distance r0 between both centr...
1403 sym R (1373 sym/1 pcs) 22 img
Cross de Bercy 2011 [v2&3]
[Warning: this post about a race I ran yesterday is unlikely to be of interest for most readers!] Following my (un)reasonable time last year, I registered again for the annual “Cross de Bercy” run by the Sport Club of the Finance Ministry (with whom/which CREST is affiliated). This is a two loop 10km race taking place in the Bois de Vincenn...
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