Publications by xi'an
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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MCMC convergence assessment
Richard Everitt tweetted yesterday about a recent publication in JCGS by Rajib Paul, Steve MacEachern and Mark Berliner on convergence assessment via stratification. (The paper is free-access.) Since this is another clear interest of mine’s, I had a look at the paper in the train to Besançon. (And wrote this post as a result.) The idea therein...
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Amazon associates links (warnin’)
As in previous years, let me warn unwary readers that the links to Amazon.com and Amazon.fr found on this blog are actually susceptible to earn me a monetary gain [from 4% to 7%] if a purchase is made in the 24 hours following the entry on Amazon through this link, thanks to the “Amazon Services LLC Associates Program, an affiliate advertising ...
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Special Issue of ACM TOMACS on Monte Carlo Methods in Statistics
As posted here a long, long while ago, following a suggestion from the editor (and North America Cycling Champion!) Pierre Lécuyer (Université de Montréal), Arnaud Doucet (University of Oxford) and myself acted as guest editors for a special issue of ACM TOMACS on Monte Carlo Methods in Statistics. (Coincidentally, I am attending a board meeti...
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Le Monde puzzle (#800)
Here is the mathematical puzzle of the weekend edition of Le Monde: Consider a sequence where the initial number is between 1 and 10³, and each term in the sequence is derived from the previous term as follows: if the last digit of the previous term is between 6 and 9, multiply it by 9; if the last digit of the previous term is between 0 and 5,...
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rencontres R à Lyon, 27-28 juin 2013
Simon Barthelmé just sent me the announcement that the next French R conference (Rencontres R) will be in Lyon, on June 27-28, 2013, and that the call for propositions is now open. (No possible confusion with MCMSki IV: the later is not in Lyon but Chamonix, not in June but January, and not only about R—even though there will be a session!—b...
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from down-under, Lake Menteith upside-down
The dataset used in Bayesian Core for the chapter on image processing is a Landsat picture of Lake of Menteith in Scotland (close to Loch Lomond). (Yes, Lake of Menteith, not Loch Menteith!) Here is the image produced in the book. I just got an email from Matt Moores at QUT that the image is both rotated and flipped: The image of Lake Mentieth in...
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local package delays
When Jean-Michel and I left Berlin, a month ago, I really thought we were that close to sending the new edition of Bayesian Core. Alas, we are not done yet for a series of reasons: leaving for India did not give me enough time to complete the help manual, some codes from the original version did not seem to work any longer, apparently jeopardisin...
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R finals
On the morning I returned from Varanasi and the ISBA meeting there, I had to give my R final exam (along with three of my colleagues in Paris-Dauphine). This year, the R course was completely in English, exam included, which means I can post it here as it may attract more interest than the French examens of past years… I just completed grading...
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