Publications by xi'an
recycling accept-reject rejections (#2)
Following yesterday’s post on Rao’s, Liu’s, and Dunson’s paper on a new approach to intractable normalising constants, and taking advantage of being in Warwick, I tested the method on a toy model, namely the posterior associated with n Student’s t observations with unknown location parameter μ and a flat prior, which is “naturally�...
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Efficient Ragged Arrays in R and Rcpp
When is R Slow, and Why? Computational speed is a common complaint lodged against R. Some recent posts on r-bloggers.com have compared the speed of R with some other programming languages [1], and showed the favorable impact of the new compiler package on run-times [2]. I and others have written about using Rcpp to easily write C++ functions ...
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ABC in Cancún
Here are our slides for the ABC [very] short course Jean-Michel and I give at ISBA 2014 in Cancún next Monday (if your browser can manage Slideshare…) Although I may switch the pictures from Iceland to Mexico, on Sunday, there will be not much change on those slides we both have previously used in previous short courses. (With a few extra slid...
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Le Monde puzzle [#875]
I learned something in R today thanks to Le Monde mathematical puzzle: A two-player game consists in A picking a number n between 1 and 10 and B and A successively choosing and applying one of three transforms to the current value of n n=n+1, n=3n, n=4n, starting with B, until n is larger than 999. Which value(s) of n should A pick if both...
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implementing reproducible research [short book review]
As promised, I got back to this book, Implementing reproducible research (after the pigeons had their say). I looked at it this morning while monitoring my students taking their last-chance R exam (definitely last chance as my undergraduate R course is not reconoduced next year). The book is in fact an edited collection of papers on tools, princi...
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another R new trick [new for me!]
While working with Andrew and a student from Dauphine on importance sampling, we wanted to assess the distribution of the resulting sample via the Kolmogorov-Smirnov measure where F is the target. This distance (times √n) has an asymptotic distribution that does not depend on n, called the Kolmogorov distribution. After searching for a littl...
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Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ]
Second day at the Indo-French Centre for Applied Mathematics and the workshop. Maybe not the most exciting day in terms of talks (as I missed the first two plenary sessions by (a) oversleeping and (b) running across the campus!). However I had a neat talk with another conference participant that led to [what I think are] interesting questions… ...
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ABC model choice by random forests [guest post]
[Dennis Prangle sent me his comments on our ABC model choice by random forests paper. Here they are! And I appreciate very much contributors commenting on my paper or others, so please feel free to join.] This paper proposes a new approach to likelihood-free model choice based on random forest classifiers. These are fit to simulated model/data pa...
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Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ] and new book
On the last day of the IFCAM workshop in Bangalore, Marc Lavielle from INRIA presented a talk on mixed effects where he illustrated his original computer language Monolix. And mentioned that his CRC Press book on Mixed Effects Models for the Population Approach was out! (Appropriately listed as out on a 14th of July on amazon!) He actually demons...
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new laptop with ubuntu 14.04
As I was getting worried about the chances of survival of my current laptop (bought in emergency upon my return from Kyoto!), I decided to use some available grant money to buy a new laptop without stepping through the emergency square. Thanks to my local computer engineer, Thomas, I found a local dealer selling light laptops with an already inst...
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