The registration for the incoming, exciting, Bayes Comp 2025 conference (and its satellites) is now open, including information regarding accommodations for the conference. Early bird rates run till 15 March. Furthermore, the call for contributed talk...

My final exam for the Monte Carlo course I taught last semester proved too much of a challenge for my fourth year students, despite being rather elementary and centred on accept-reject algorithms and importance/bridge sampling. One of the problems was a decomposition of the truncated Normal simulation method proposed ...

The ICSDS 2024 meeting in Nice is quite impressive and not primarily because it is in Nice under a beautiful December sun. As other (numerous) IMS meetings I attended (since the initial one in Uppsala in 1990!), the program is of high quality and along topics that are currently moving fast or ...

While Nate Silver and his colleagues (as The New York Times Nate Cohn) have brought (part of) the general public to adopt a (more) scientific perspective on political polls, the way to combine them, and the need to keep uncertainty fully quantified (witness this recent “Two Theories for Why the ...

When looking for a copula I could simulate from (rather than the Gaussian copula), I found an algorithm for the Ali–Mikhail–Haq copula that was proposed by Kumar (2010) as reproduced above. But the method seriously fails in that the range of (U,V) resulting from the simulation does not ...

Hands-On Differential Privacy was published just a few months ago (from September  2024!) by (the US publisher) O’Reilly, famous for its programming and technical books with animal covers! A slate pencil sea urchin in the present case. The book is indeed classical O’Reilly’s, with lots of notes, little ...

Flip a fair coin 100 times, resulting in a sequence of heads (H) and tails (T). For each HH in the sequence, Alice gets a point; for each HT, Bob does, so e.g. for the subsequence THHHT Alice gets 2 points and Bob gets 1 point. Who is most likely to win? ...

A fellow coder shared with me this recent manual (in French) entitled python (for the computer language, not the snake) written by Nathalie Azoulai  as he found it an interesting literary (if not computer) program. It parses rather quickly and I compiled it in one single run on my way ...

“In recent years, the Rejection Monte Carlo (RMC) algorithm has emerged sporadically in literature under alternative names such as screening sampling or reject-accept sampling algorithms” First, I was intrigued enough by a new arXival spotted in the Thalys train from Brussels to take a deeper look at it, but soon ...

Antoine Luciano, Robin Ryder and I posted a revised version of our insufficient Gibbs sampler on arXiv last week (along with three other revisions or new deposits of mine’s!), following comments and suggestions from referees. Thanks to this revision, we realised that the evidence based on an (insufficient) statistic ...

For any positive, base-10 integer N, define f(N) as the number of times you have to add up its digits until you get a one-digit number. Find the smallest whole number N such that f(N) = 4. Fiddler on the Proof Although I first gave in to the R brute ...

While simulating from a mixture of standard densities is relatively straightforward, when the component densities are easily simulated, to the point that many simulation methods exploit an intermediary mixture construction to speed up the production of pseudo-random samples from more challenging distributions (see Devroye, 1986), things get surprisingly more complicated when ...

A challenge interesting enough for a sunny New Year morn, found on X validated, namely the simulation of a bivariate exponential distribution proposed by Gumbel in 1960, with density over the positive quadrant in IR² Although there exists a direct approach based on the fact that the marginals are Exponential distributions ...

The Riddler, which I have followed for many years, has been discontinued by FiveThirtyEight, but its producer, Zach Wissner-Gross, has launched a personal website to keep considering a weekly mathematical puzzle. The Fiddler on the Proof! Expect thus ...

A riddle on uniform spacings!, namely when considering eight iid Uniform (0,1) variates as visiting times and three further iid Uniform (0,1) variates as server availability times, with unit service time, the question being the probability a server is available for a ninth visiting time, T⁹. Which can be decomposed into four ...