Publications by xi'an

mean of an absolute Student’s t

30.11.2011

Having (rather foolishly) involved myself into providing an answer for Cross Validated: “Can the standard deviation of non-negative data exceed the mean?“, I ended up having to derive the mean of the absolute value of a Student’s variate X.  (Well, not really, but then I did.) I think the following is correct: is the density of the standa...

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quantum forest

01.12.2011

Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. Which may be why he chose Bayesian C...

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Le Monde puzzle [#752]

08.12.2011

After a loooong break, here is one Le Monde mathematical puzzle I had time to look at, prior to going to Dauphine for a Saturday morning class (in replacement of my R class this week)! The question is as follows: A set of numbers {1,…,N} is such that multiples of 4 are tagged C and multiples of 5 and of 11 are tagged Q. Numbers that are not mu...

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Bayesian inference and the parametric bootstrap

15.12.2011

This paper by Brad Efron came to my knowledge when I was looking for references on Bayesian bootstrap to answer a Cross Validated question. After reading it more thoroughly, “Bayesian inference and the parametric bootstrap” puzzles me, which most certainly means I have missed the main point. Indeed, the paper relies on parametric bootstrap—...

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semi-automatic ABC

17.12.2011

The talk of Wednesday afternoon Ordinary Meeting of the Royal Statistical Society went on quite well, I think. I would have expected a few people (in general) and some specific people (in particular) but this being the last week of term the schedule was not the best of times. Paul Fearnhead gave the talk, insisting on the fact that ABC had to be...

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Le Monde puzzle [#754]

25.12.2011

The pre-X’mas puzzle in Le Monde weekend edition is about “magical numbers” having as digits all digits between 0 and n (at least once) and being multiple of all digits between 1 and (n+1). Easy, isn’t it?! I thought so while driving down to the Alps on Saturday and (on Monday early morning) I tried a brute force solution magi=function(n)...

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2012, Turing year

03.01.2012

Buying the special issue of La Recherche on “La révolution des mathématiques”, I discovered that this is the Alan Turing Year in celebration of the 100th anniversary of Turing‘s birth. The math department at the University of Leeds has a webpage on all the events connected with this celebration. From all over the World. (There is even a T...

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Example 7.17 in Introduction to Monte Carlo methods with R

04.01.2012

I received the following email about Introducing Monte Carlo Methods with R a few days ago: Hallo Dr. Robert, I  am studying your fine book for myself. There´s a little problem in examples 7.17 and 8.1: in the R code a function “gu” is used and a reference given to ex. 5.17, but I cann´t find there a definition of “gu“. (gu = log form...

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1500th, 3000th, &tc

07.01.2012

As the ‘Og reached its 1500th post and 3000th comment at exactly the same time, a wee and only mildly interesting Sunday morning foray in what was posted so far and attracted the most attention (using the statistics provided by wordpress). The most visited posts: Title Views Home page 203,727 In{s}a(ne)!! 7,422 “simply start over and buil...

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Harmonic means, again again

09.01.2012

Another arXiv posting I had had no time to comment is Nial Friel’s and Jason Wyse’s “Estimating the model evidence: a review“. This is a review in the spirit of two of our papers, “Importance sampling methods for Bayesian discrimination between embedded models” with Jean-Michel Marin (published in Jim Berger Feitschrift, Frontiers of ...

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