Publications by xi'an
generalised ratio of uniforms
A recent arXiv posting of the paper “On the Generalized Ratio of Uniforms as a Combination of Transformed Rejection and Extended Inverse of Density Sampling” by Martino, Luengo, and Míguez from Madrid rekindled my interest in this rather peculiar simulation method. The ratio of uniforms samples uniformly on the subgraph to produce simulatio...
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garch() uncertainty
As part of an on-going paper with Kerrie Mengersen and Pierre Pudlo, we are using a GARCH(1,1) model as a target. Thus, the model is of the form which is a somehow puzzling object: the latent (variance) part is deterministic and can be reconstructed exactly given the series and the parameters. However, estimation is not such an easy task and usi...
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Bayes on drugs (guest post)
This post is written by Julien Cornebise. Last week in Aachen was the 3rd Edition of the Bayes(Pharma) workshop. Its specificity: half-and-half industry/academic participants and speakers, all in Pharmaceutical statistics, with a great care to welcome newcomers to Bayes, so as to spread as much as possible the love where it will actually be used....
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PLoS computational biology meets wikipedia
Robin Ryder pointed out to me this new experiment run by PLoS since March 2012, namely the introduction of a new article type, “called “Topic Pages” and written in the style of a Wikipedia article“. Not only this terrific idea gives more credence to Wikipedia biology pages, at least in their early stage, but also “the paper contains dir...
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ABC+EL=no D(ata)
It took us a loooong while [for various and uninteresting reasons] but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/o much Bayesian connections an...
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PLoS topic page on ABC
A few more comments on the specific entry on ABC written by Mikael Sunnåker et al…. The entry starts with the representation of the posterior probability of an hypothesis, rather than with the posterior density of a model parameter, which seems to lead the novice reader astray. After all, (a) ABC was not introduced for conducting model choice ...
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\STATE [algorithmic package]
I fought with my LαTεX compiler this morning as it did not want to deal with my code: \begin{algorithmic}[1] \STATE N=1000 \STATE $\hat\pi=0$ \FOR {I=1,N} \STATE X=RDN(1), Y=RDN(1) \IF {$\text{X}^2+\text{Y}^2<1$} $\hat\pi$ = $\hat\pi +1$ \ENDIF \ENDFOR \RETURN 4*$\hat\pi/$N \end{algorithmic} looking on forums for incompatibilities b...
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\verbatim [beamer package]
Once again working on my slides for the AMSI Lecture 2012 tour, it took me a while to get the following LaTeX code (about the family reunion puzzle) to work: \begin{frame}[fragile,label=notleM2] \slidetitle{A family meeting} \begin{block}{Random switch of couples} \only<1>{ \begin{itemize} \item Pick two couples [among the 20 couples] at random w...
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Carnon [and Core, end]
Yet another full day working on Bayesian Core with Jean-Michel in Carnon… This morning, I ran along the canal for about an hour and at last saw some pink flamingos close enough to take pictures (if only to convince my daughter that there were flamingos in the area!). Then I worked full-time on the spatial statistics chapter, using a small datas...
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precise pangolin (Ubuntu 12.04)
Following the crash of my hard drive right before leaving Kyoto, I bought a cheap Compaq Presario CQ57 to reinstall Ubuntu 12.04 over the weekend (and have a laptop available before leaving for Australia…) It took about one hour to install from the DVD and everything seems to be working out of the box. The only part where I wasted time was th...
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