Publications by xi'an

a brief on naked statistics

02.04.2013

Over the last Sunday breakfast I went through Naked Statistics: Stripping the Dread from the Data. The first two pages managed to put me in a prejudiced mood for the rest of the book. To wit: the author starts with some math bashing (like, no one ever bothers to tell us about the uses of high school calculus!) either because he really feels like ...

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ISBA on INLA [webinar]

03.04.2013

If you have missed the item of information, Håvard Rue is giving an ISBA webinar tomorrow on INLA: the ISBA Webinar on INLA is scheduled for April 4th, 2013 from 8:30 - 12:30 EDT. ------------------------------------------------------- To join the online meeting (Now from mobile devices using the Cisco WebEx Meeting App) ----------------------...

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painful truncnorm

08.04.2013

As I wanted to simulate truncated normals in a hurry, I coded the inverse cdf approach: truncnorm=function(a,b,mu,sigma){ u=runif(1) u=qnorm(pnorm((a-mu)/sigma)*(1-u)+u*pnorm((b-mu)/sigma)) return(mu+sigma*u) } instead of using my own accept-reject algorithm. Poor shortcut as the method fails when a and b are too far from μ > truncnorm(...

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Le Monde puzzle [#815]

11.04.2013

The last puzzle was as follows: Take a card stack with 32 cards and divide it into five non-empty piles. A move consists in doubling a pile size by taking card from a single and larger pile. Is it possible to recover the original stack by repeatedly using moves? Same question for 100 cards and five piles. I first defined a recursive R function...

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BayesComp homepage

14.04.2013

Today, the BayesComp section of ISBA launched its website. It is organised as a wiki and members of the section are strongly incited to take part into the construction of the website. To quote from Peter Green’s introduction: This new Wikidot site aims to be a community-edited resource on all aspects of Bayesian computation, available for all t...

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MCMSki IV, Jan. 6-8, 2014, Chamonix (news #5)

15.04.2013

More exciting news about MCMSki IV! First thing first, the 16 contributed sessions are now all-set, having gotten the stamp of approval from the scientific committee! Thanks to everyone who submitted a session proposal. (There were so many proposals that we alas had to reject some, as well as every single talk proposal… Sorry people: we hope to...

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Le Monde puzzle [#817]

18.04.2013

The weekly Le Monde puzzle is (again) a permutation problem that can be rephrased as follows: Find where denotes the set of permutations on {0,…,10} and is defined modulo 11 [to turn {0,…,10} into a torus]. Same question for and for This is rather straightforward to code if one adopts a brute-force approach:: perminmax=function(T=10^3){...

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interesting puzzle

25.04.2013

In addition to its weekly mathematics puzzles, Le Monde is now publishing a series of vulgarisation books on mathematics, under the patronage of Cédric Villani. Jean-Michel Marin brought me two from the series, one on the golden number and one on Pythagoras’ theorem. (This is actually a translation of a series published by El Pais last year.) ...

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austerity in MCMC land (#2)

29.04.2013

After reading the arXiv paper by Korattikara, Chen and Welling, I wondered about the expression of the acceptance step of the Metropolis-Hastings algorithm as a mean of log-likelihoods over the sample. More specifically the long sleepless nights at the hospital led me to ponder the rather silly question of the impact of replacing mean by median. ...

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Le Monde puzzle [#818]

30.04.2013

The current puzzle is as follows: Define the symmetric of an integer as the integer obtained by inverting the order of its digits, eg 4321 is the symmetric of 1234. What are the numbers for which the square is equal to the symmetric of the square of the symmetric? I first consulted stackexchange to find a convenient R function to create the symm...

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