Publications by xi'an
structure and uncertainty, Bristol, Sept. 26
Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. He did bring a new perspective on the subject...
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MCMSki IV (call for proposals)
The next MCMSki IV conference will for the first time host contributed sessions as well as invited sessions. The scientific committee thus welcomes proposals for contributed talks and even more for contributed sessions. Contributed talks are scheduled to last 20 minutes, plus questions, and contributed sessions one hour and a half, including ques...
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slides for my simulation course
Similar to last year, I am giving a series of lectures on simulation jointly as a Master course in Paris-Dauphine and as a 3rd year course in ENSAE. The course borrows from both the books Monte Carlo Statistical Methods and from Introduction to Monte Carlo Methods with R, with George Casella. Here are the three series of slides I will use through...
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Le Monde puzzle (rainy Sunday!)
On October 14, the weekend edition of Le Monde had the following puzzle: consider four boxes that contain all integers between 1 and 9999, in such a way that for any N, N, 2N, 3N, and 4N are in four different boxes. If 1,2,3 and 4 are in boxes labelled 1,2,3 and 4, respectively, in which box is 972 located? The direct resolution of the puzzle is ...
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the little half (another Le Monde puzzle)
I found this Le Monde puzzle of June 16 I had stored and then somehow forgotten with my trips to Japan and Australia: There are n beans in a box, with 98≤n≤102). Two players take at each round either one bean from the box or “the little half” (i.e. the integral part of the half) of the remaining beans. The player remaining with a single b...
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the large half now
The little half puzzle proposed a “dumb’ solution in that players play a minimax strategy. There are 34 starting values less than 100 guaranteeing a sure win to dumb players. If instead the players maximise their choice at each step, the R code looks like this: solveO=function(n){ if (n<3){ solve=(n==2)}else{ solve=(!(solveO(n-1)))||(!solve...
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visit to ISU
A short visit to ISU but and therefore a busy and proftable day! About ten appointments in Snedecor Hall after a nice morning run, a highly attended Zyskind Lecture, and many interesting discussions all over the day: e.g., I had a great time discussing using null recurrent Markov chains for integral approximations with Krishna Athreya and Vivek R...
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R midterms
Here are my R midterm exams, version A and version B in English (as students are sitting next to one another in the computer rooms), on simulation methods for my undergrad exploratory statistics course. Nothing particularly exciting or innovative! Dedicated ‘Og‘s readers may spot a few Le Monde puzzles in the lot… Two rather entertaining if...
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optimising accept-reject
I spotted on R-bloggers a post discussing optimising the efficiency of programming accept-reject algorithms. While it is about SAS programming, and apparently supported by the SAS company, there are two interesting features with this discussion. The first one is about avoiding the dreaded loop in accept-reject algorithms. For instance, taking the...
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Successive Differences of a Randomly-Generated Timeseries
I was wondering about the null distribution of successive differences of random sequences, and decided to do some numerical experiments. I quickly realized that successive differences equates to taking successively higher-order numerical derivatives, which functions as a high-pass filter. So, the null distribution really depends on ...
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