Publications by xi'an

Egyptian fractions [Le Monde puzzle #922]

27.07.2015

For its summer edition, Le Monde mathematical puzzle switched to a lighter version with immediate solution. This #922 considers Egyptian fractions which only have distinct denominators (meaning the numerator is always 1) and can be summed. This means 3/4 is represented as ½+¼. Each denominator only appears once. As I discovered when looking on ...

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Moment conditions and Bayesian nonparametrics

05.08.2015

Luke Bornn, Neil Shephard, and Reza Solgi (all from Harvard) have arXived a pretty interesting paper on simulating targets on a zero measure set. Although it is not initially presented this way, but rather in non-parametric terms as moment conditions where θ is the parameter of the sampling distribution, constrained by the value of β. (Which ...

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delayed in Seattle

08.08.2015

Here are the slides of my talk on delayed acceptance I present this afternoon at JSM 2015, in Seattle, in the Bayesian Computation I (2pm, room CC-4C1) and II (4pm, room CC-3A) sessions Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA): Filed under: Books, R, Statistics, Travel, University life Tagged: American Statistic...

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JSM 2015 [day #1]

09.08.2015

This afternoon, at JSM 2015, in Seattle, we had the Bayesian Computation I and II sessions that Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA). Despite this being Sunday and hence having some of the participants still arriving, the sessions went on well in terms of audience. Thanks to Mark Girolami’s strict presiden...

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JSM 2015 [day #2]

10.08.2015

Today, at JSM 2015, in Seattle, I attended several Bayesian sessions, having sadly missed the Dennis Lindley memorial session yesterday, as it clashed with my own session. In the morning sessions on Bayesian model choice, David Rossell (Warwick) defended non-local priors à la Johnson (& Rossell) as having better frequentist properties. Although ...

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STAN trailer [PG+53]

13.08.2015

[Heading off to mountainous areas with no Internet or phone connection, I posted a series of entries for the following week, starting with this brilliant trailer of Michael:] Filed under: Kids, R, Statistics, University life Tagged: Andrew Gelman, Hamiltonian Monte Carlo, STAN, statistical software, trailer Related To leave a comment for the ...

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Seattle histogram

16.08.2015

Filed under: pictures, R, Statistics, Travel Tagged: histogram, sculpture, Seattle, Washington Convention Center 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 her...

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abcfr 0.9-3

26.08.2015

In conjunction with our reliable ABC model choice via random forest paper, about to be resubmitted to Bioinformatics, we have contributed an R package called abcrf that produces a most likely model and its posterior probability out of an ABC reference table. In conjunction with the realisation that we could devise an approximation to the (ABC) po...

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likelihood-free inference in high-dimensional models

31.08.2015

“…for a general linear model (GLM), a single linear function is a sufficient statistic for each associated parameter…” The recently arXived paper “Likelihood-free inference in high-dimensional models“, by Kousathanas et al. (July 2015), proposes an ABC resolution of the dimensionality curse [when the dimension of the parameter and of ...

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reaching transcendence for Gaussian mixtures

02.09.2015

“…likelihood inference is in a fundamental way more complicated than the classical method of moments.” Carlos Amendola, Mathias Drton, and Bernd Sturmfels arXived a paper this Friday on “maximum likelihood estimates for Gaussian mixtures are transcendental”. By which they mean that trying to solve the five likelihood equations for a tw...

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