Publications by xi'an
MissData 2015 in Rennes [June 18-19]
This (early) summer, a conference on missing data will be organised in Rennes, Brittany, with the support of the French Statistical Society [SFDS]. (Check the website if interested, Rennes is a mere two hours from Paris by fast train.)Filed under: R, Statistics, Travel, University life Tagged: Brittany, conference, France, missing data, Rennes, R...
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amazing Gibbs sampler
When playing with Peter Rossi’s bayesm R package during a visit of Jean-Michel Marin to Paris, last week, we came up with the above Gibbs outcome. The setting is a Gaussian mixture model with three components in dimension 5 and the prior distributions are standard conjugate. In this case, with 500 observations and 5000 Gibbs iterations, the Mar...
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the vim cheat sheet
Filed under: Kids, Linux, R, University life, Wines Tagged: An Evil Guest, editor, unix, vim Related To leave a comment for the author, please follow the link and comment on their blog: Xi'an's Og » R. 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 ...
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The synoptic problem and statistics [book review]
A book that came to me for review in CHANCE and that came completely unannounced is Andris Abakuks’ The Synoptic Problem and Statistics. “Unannounced” in that I had not heard so far of the synoptic problem. This problem is one of ordering and connecting the gospels in the New Testament, more precisely the “synoptic” gospels attribute...
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Le Monde puzzle [#904.5]
About this #904 arithmetics Le Monde mathematical puzzle: Find all plural integers, namely positive integers such that (a) none of their digits is zero and (b) removing their leftmost digit produces a dividing integer. a slight modification in the R code allows for a faster exploration, based on the fact that solutions add one extra digit to so...
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intuition beyond a Beta property
A self-study question on X validated exposed an interesting property of the Beta distribution: If x is B(n,m) and y is B(n+½,m) then √xy is B(2n,2m) While this can presumably be established by a mere change of variables, I could not carry the derivation till the end and used instead the moment generating function E[(XY)s/2] since it natural...
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MCMskv, Lenzerheide, Jan. 5-7, 2016
Following the highly successful [authorised opinion!, from objective sources] MCMski IV, in Chamonix last year, the BayesComp section of ISBA has decided in favour of a two-year period, which means the great item of news that next year we will meet again for MCMski V [or MCMskv for short], this time on the snowy slopes of the Swiss town of Lenzer...
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Le Monde puzzle [#905]
A recursive programming Le Monde mathematical puzzle: Given n tokens with 10≤n≤25, Alice and Bob play the following game: the first player draws an integer1≤m≤6 at random. This player can then take 1≤r≤min(2m,n) tokens. The next player is then free to take 1≤s≤min(2r,n-r) tokens. The player taking the last tokens is the winner....
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scalable Bayesian inference for the inverse temperature of a hidden Potts model
Matt Moores, Tony Pettitt, and Kerrie Mengersen arXived a paper yesterday comparing different computational approaches to the processing of hidden Potts models and of the intractable normalising constant in the Potts model. This is a very interesting paper, first because it provides a comprehensive survey of the main methods used in handling this...
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an email exchange about integral representations
I had an interesting email exchange [or rather exchange of emails] with a (German) reader of Introducing Monte Carlo Methods with R in the past days, as he had difficulties with the validation of the accept-reject algorithm via the integral in that it took me several iterations [as shown in the above] to realise the issue was with the notation ...
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