Publications by xi'an
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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ABC in Roma [R lab #1]
Here are the R codes of the R labs organised by Serena Arima in supplement of my lectures. This is quite impressive and helpful to the students, as illustrated by the first example below (using the abc software). ### Example 1: Conjugate model (Normal-Inverse Gamma) ### y1,y2,...,yn ~N(mu,sigma2) ### mu|sigma2 ~ N(0,sigma2), sigma2 ~IG(1/2,1/2) ...
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ABC in Roma [R lab #2]
Here are the R codes of the second R lab organised by Serena Arima in supplement of my lectures (now completed!). This morning I covered ABC model choice and the following example is the benchmark used in the course (and in the paper) about the impact of summary statistics. (Warning! It takes a while to run…) n.iter=10000 n=c(10,100,1000) n.sim...
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