Publications by xi'an
updated slides for ABC PhD course
Over the weekend, I have added a few slides referring to recent papers mentioning the convergence of ABC algorithms, in particular the very relevant paper by Dean et al. I had already discussed in an earlier post. (This is taking a larger chunk of my time than expected! I am glad I will use the same slides in Roma next month and presumably in Mel...
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recents advances in Monte Carlo Methods
Next Thursday (Jan. 16), at the RSS, there will be a special half-day meeting (afternoon, starting at 13:30) on Recent Advances in Monte Carlo Methods organised by the General Application Section. The speakers are Richard Everitt, University of Oxford, Missing data, and what to do about it Anthony Lee, Warwick University, Auxiliary variables and...
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AMIS on-line!
After many delays and exchanges of emails, our AMIS paper with Jean-Marie Cornuet, Jean-Michel Marin and Antonietta Mira eventually made it into the Scandinavian Journal of Statistics. I am quite glad it is now published as it will publicize the method which brings an automatic (if not exactly free!) improvement for any SMC scheme. (A...
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Cross validated question
Another problem generated by X’validated (on which I spent much too much time!): given an unbiased coin that produced M heads in the first M tosses, what is the expected number of additional tosses needed to get N (N>M) consecutive heads? Consider the preliminary question of getting a sequence of N heads out of k tosses, with probability 1-p(N,...
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weird [lack of] control…
When I ran > test=NULL > for (i in 1:10){ + if (i%%2!=0){ + test=c(test,i) + i=i+2}} > test [1] 1 3 5 7 9 I was expecting the same output as > test=NULL > i=1 > while (i test [1] 1 5 9 So this means that the dummy index in R “for” loops cannot be tweaked that easily. I seem to remember doing this kind of (dirty) tricks with earlie...
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another X’idated question
An X’idated reader of Monte Carlo Statistical Methods had trouble with our Example 3.13, the very one our academic book reviewer disliked so much as to “diverse [sic] a 2 star”. The issue is with computing the integral when f is the Student’s t(5) distribution density. In our book, we compare a few importance sampling solutions, but it ...
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Large-scale Inference
Large-scale Inference by Brad Efron is the first IMS Monograph in this new series, coordinated by David Cox and published by Cambridge University Press. Since I read this book immediately after Cox’ and Donnelly’s Principles of Applied Statistics, I was thinking of drawing a parallel between the two books. However, while none of them can be c...
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A Roma
Today, I am going to Rome for a week, teaching my PhD course on ABC I first gave in Paris. The course takes place in La Sapienza Università di Roma, from Monday till Thursday. There will be an R lab in addition to the lectures. (I have no further item of information at the moment.) The slides have been corrected from some typos and reposted on s...
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Adventures in R Studio Server: Apache2, Https, Security, and Amazon EC2.
I just put a fresh install of Ubuntu Server (10.04.4 LTS) on one of our machines. As I was doing some post-install config, I accidentally installed Rstudio Server. And subsequently fell down an exciting little rabbit-hole of server configuration and “ooooh-lala!” playtime. A friend sung the wonders of Rstudio Server to me rec...
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Custom Amazon EC2 config for Rstudio
IntroductionThis post is a work in progress building on the previous post. It’s my attempt to simultaneously learn Amazon’s AWS tools and set up R and Rstudio Server on a customized “cloud” instance. I look forward to testing some R jobs that have large memory requirements or are very parallelizable in the future. To start, I followed ...
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