Publications by xi'an
new kids on the block
This summer, for the first time, I took three Dauphine undergraduate students into research projects thinking they had had enough R training (with me!) and several stats classes to undertake such projects. In all cases, the concept was pre-defined and “all they had to do” was running a massive flow of simulations in R (or whatever language su...
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a weird beamer feature…
As I was preparing my slides for my third year undergraduate stat course, I got a weird error that got a search on the Web to unravel: ! Extra }, or forgotten endgroup. endframe ->egroup begingroup def @currenvir {frame} l.23 end{frame} begin{slide} ? which was related with a fragile environment begin{frame}[fragile] frametitle{simulation in...
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future of computational statistics
I am currently preparing a survey paper on the present state of computational statistics, reflecting on the massive evolution of the field since my early Monte Carlo simulations on an Apple //e, which would take a few days to return a curve of approximate expected squared error losses… It seems to me that MCMC is attracting more attention nowad...
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Monte Carlo simulation and resampling methods for social science [book review]
Monte Carlo simulation and resampling methods for social science is a short paperback written by Thomas Carsey and Jeffrey Harden on the use of Monte Carlo simulation to evaluate the adequacy of a model and the impact of assumptions behind this model. I picked it in the library the other day and browse through the chapters during one of my métro...
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The winds of Winter [Bayesian prediction]
A surprising entry on arXiv this morning: Richard Vale (from Christchurch, NZ) has posted a paper about the characters appearing in the yet hypothetical next volume of George R.R. Martin’s Song of ice and fire series, The winds of Winter [not even put for pre-sale on amazon!]. Using the previous five books in the series and the frequency of occ...
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randomness in coin tosses and last digits of prime numbers
A rather intriguing note that was arXived last week: it is essentially one page long and it compares the power law of the frequency range for the Bernoulli experiment with the power law of the frequency range for the distribution of the last digits of the first 10,000 prime numbers to conclude that the power is about the same. With a very long in...
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a bootstrap likelihood approach to Bayesian computation
This paper by Weixuan Zhu, Juan Miguel Marín [from Carlos III in Madrid, not to be confused with Jean-Michel Marin, from Montpellier!], and Fabrizio Leisen proposes an alternative to our 2013 PNAS paper with Kerrie Mengersen and Pierre Pudlo on empirical likelihood ABC, or BCel. The alternative is based on Davison, Hinkley and Worton’s (1992) ...
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Feller’s shoes and Rasmus’ socks [well, Karl’s actually…]
Yesterday, Rasmus Bååth [of puppies’ fame!] posted a very nice blog using ABC to derive the posterior distribution of the total number of socks in the laundry when only pulling out orphan socks and no pair at all in the first eleven draws. Maybe not the most pressing issue for Bayesian inference in the era of Big data but still a challenge of...
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reliable ABC model choice via random forests
After a somewhat prolonged labour (!), we have at last completed our paper on ABC model choice with random forests and submitted it to PNAS for possible publication. While the paper is entirely methodological, the primary domain of application of ABC model choice methods remains population genetics and the diffusion of this new methodology to the...
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Rasmus’ socks fit perfectly!
Following the previous post on Rasmus’ socks, I took the opportunity of a survey on ABC I am currently completing to compare the outcome of his R code with my analytical derivation. After one quick correction [by Rasmus] of a wrong representation of the Negative Binomial mean-variance parametrisation [by me], I achieved this nice fit… Filed u...
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