Publications by xi'an
austerity in MCMC land (#2)
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]
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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R for dummies
I already mentioned R for dummies a while ago on the ‘Og and never got around to read it from cover to back. Now that I am reduced to a dummy state with too much free time!, I can produce a full review of the book. R for dummies was written by two Belgian statistics conultants, de Vries and Meys. It covers the basics of R in five parts: intro t...
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awalé
Following Le Monde puzzle #810, I tried to code an R program (not reproduced here) to optimise an awalé game but the recursion was too rich for R: Error: evaluation nested too deeply: infinite recursion / options(expressions=)? even with a very small number of holes and seeds in the awalé… Searching on the internet, it seems the computer sim...
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Ｒによるモンテカルロ法入門
Here is the cover of the Japanese translation of our Introducing Monte Carlo methods with R book. A few year after the French translation. It actually appeared last year in August but I was not informed of this till a few weeks ago. The publisher is Maruzen, with an associated webpage if you want to order… Unless I am confused the translators...
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Le Monde puzzle [#820]
The current puzzle is… puzzling: Given the set {1,…,N} with N<61, one iterates the following procedure: take (x,y) within the set and replace the pair with the smallest divider of x+y (bar 1). What are the values of N such that the final value in the set is 61? I find it puzzling because the way the pairs are selected impacts the final valu...
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accurate ABC: comments by Oliver Ratman [guest post]
Here are comments by Olli following my post: I think we found a general means to obtain accurate ABC in the sense of matching the posterior mean or MAP exactly, and then minimising the KL distance between the true posterior and its ABC approximation subject to this condition. The construction works on an auxiliary probability space, much like ind...
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random sudokus
In a paper arXived on Friday, Roberto Fontana relates the generation of Sudoku grids to the one of Latin squares (which is unsurprising) and to maximum cliques of a graph (more surprising). The generation of a random Latin square proceeds in three steps: generate a random Latin square L with identity permutation matrix on symbol 1 (in practice, ...
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Symmetric set differences in R
My .Rprofile contains a collection of convenience functions and function abbreviations. These are either functions I use dozens of times a day and prefer not to type in full: ## my abbreviation of head() h <- function(x, n=10) head(x, n) ## and summary() ss <- summary Or problems that I'd rather figure out once, and only once: ## e...
1454 sym R (437 sym/4 pcs)
Le Monde puzzle [#822]
For once Le Monde math puzzle is much more easily solved on a piece of paper than in R, even in a plane from Roma: Given a partition of the set {1,…,N} in k groups, one considers the collection of all subsets of the set {1,…,N} containing at least one element from each group. Show that the size of the collection cannot be 50. Obviously, o...
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