Publications by xi'an
truncated mixtures
A question on X validated about EM steps for a truncated Normal mixture led me to ponder whether or not a more ambitious completion [more ambitious than the standard component allocation] was appropriate. Namely, if the mixture is truncated to the interval (a,b), with an observed sample x of size n, this sample could be augmented into an untrucat...
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sum of Paretos
A rather curious question on X validated about the evolution of when $M$ increases. Actually, this expectation is asymptotically equivalent to or again where the average is made of Pareto (1,1), since one can invoke Slutsky many times. (And the above comparison of the integrated rv’s does not show a major difference.) Comparing several Monte...
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taking advantage of the constant
A question from X validated had enough appeal for me to procrastinate about it for ½ an hour: what difference does it make [for simulation purposes] that a target density is properly normalised? In the continuous case, I do not see much to exploit about this knowledge, apart from the value potentially leading to a control variate (in a Gelfand a...
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Bayesian sampling without tears
Following a question on Stack Overflow trying to replicate a figure from the paper written by Alan Gelfand and Adrian Smith (1990) for The American Statistician, Bayesian sampling without tears, which precedes their historical MCMC papers, I looked at the R code produced by the OP and could not spot an issue as to why their simulation did not fit...
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useR! 2022 [all virtual]
Related To leave a comment for the author, please follow the link and comment on their blog: R – Xi'an's Og. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job. Want to share your content on R-bloggers? click here i...
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Bayes in Riddler mode
A very classical (textbook) question on the Riddler on inferring the contents of an urn from an Hypergeometric experiment: You have an urn with an equal number N of red balls and white balls, but you have no information about what N might be. You draw n=19 balls at random, without replacement, and you get 8 red balls and 11 white balls. What is y...
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Bayes Rules! [book review]
Bayes Rules! is a new introductory textbook on Applied Bayesian Model(l)ing, written by Alicia Johnson (Macalester College), Miles Ott (Johnson & Johnson), and Mine Dogucu (University of California Irvine). Textbook sent to me by CRC Press for review. It is available (free) online as a website and has a github site, as well as a bayesrule R packa...
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simulating from the joint cdf
An X validated question (what else?!) brought back (to me) the question of handling a bivariate cdf for simulation purposes. In the specific case of a copula when thus marginals were (well-)known…. And led me to an erroneous chain of thought, fortunately rescued by Robin Ryder! When the marginal distributions are set, the simulation setup is in...
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Goats do room
The riddle of the week is about 10 goats sequentially moving to their room, which they have chosen at random and independently (among ten rooms), unless another goat already occupies the room, in which case they move to the first free room with a higher number or fail. What is the probability that all goats end up in a room? Coding the experiment...
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extinction minus one
The riddle from The Riddler of 19 Feb. is about the Bernoulli Galton-Watson process, where each individual in the population has one or zero descendant with equal probabilities: Starting with a large population os size N, what is the probability that the size of the population on the brink of extinction is equal to one? While it is easy to show t...
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