As I was checking for software to answer a query on X validated about generic Bayes factor derivation, I came across an R software called BayesFactor, which only applies in regression settings and relies on the Savage-Dickey representation of the Bayes factor when the null hypothesis writes as θ=θ⁰ (and possibly ...

A paper in Nature this week that uses reversible-jump MCMC, phylogenetic trees, and Bayes factors. And that looks at institutionalised or ritual murders in Austronesian cultures. How better can it get?! “by applying Bayesian phylogenetic methods (…) we find strong support for models in which human sacrifice stabilizes social stratification once ...

Travelling through Seville, I arrived in Càdiz on Sunday night, along with a massive depression [weather-speaking!]. Walking through the city from the station was nonetheless pleasant as this is an town full of small streets and nice houses. If with less churches than Seville! Richard Samworth gave the first ...

A riddle from The Riddler where brute-force simulation does not pay: For a given integer N, pick at random without replacement integers between 1 and N by prohibiting consecutive integers until all possible entries are exhausted. What is the frequency of selected integers as N grows to infinity? A simple implementation ...

An arithmetic Le Monde mathematical puzzle: Given an integer k__1, consider the sequence defined by F(1)=1+1 mod k, F²(1)=F(1)+2 mod k, F³(1)=F²(1)+3 mod k, &tc. [With this notation, F is not necessarily a function.] For which value of k is the sequence the entire {0,1,…,k-1} set? This leads ...

Another of those arithmetic Le Monde mathematical puzzle: Find an integer A such that A is the sum of the squares of its four smallest dividers (including1) and an integer B such that B is the sum of the third poser of its four smallest factors. Are there such integers ...

A knapsack Le Monde mathematical puzzle: Given n packages weighting each at most 5.8kg for a total weight of 300kg, is it always possible to allocate these packages  to 12 separate boxes weighting at most 30kg each? weighting at most 29kg each? This can be checked by brute force using the ...

Statistical Rethinking: A Bayesian Course with Examples in R and Stan is a new book by Richard McElreath that CRC Press sent me for review in CHANCE. While the book was already discussed on Andrew’s blog three months ago, and [rightly so!] enthusiastically recommended by Rasmus Bååth on ...

A Le Monde mathematical puzzle with little need of R programming: Does there exist a function f from N to N such that (i) f is (strictly) increasing, (ii) f(n)≥n, and (iii) f²(n)=f(f(n))=3n? Indeed, the constraints imply (i) f²(0)=0, hence that that f(0)=0, (...

A square Le Monde mathematical puzzle: Given a triplet (a,b,c) of integers, with a

A quite simple Le Monde mathematical puzzle again with Alice and Bob: In a multiple choice questionnaire with 50 questions, Alice gets a score s such that Bob can guess how many correct (+5 points), incorrect (-1 point) and missing (0 point) Alice got when adding that Alice could not have gotten s-2 ...

An interesting question came up on X validated a few days ago: given a probability vector p=(p¹,…,p⁷), is there a way to pick 5 values in {1,…,7} without replacement and still preserve the probability repartition in the resulting sample? In other words, is there a sampling without replacement strategy that ...

“I have decided that mixtures, like tequila, are inherently evil and should be avoided at all costs.” L. Wasserman Larry Wasserman once remarked that finite mixtures were like the twilight zone of statistics, thanks to the numerous idiosyncrasies associated with such models. And George Casella had similar strong reservations about ...

Alex Thiéry suggested debiasing the biased estimate of e by Rhee and Glynn truncated series method, so I tried the method to see how much of an improvement (if any!) this would bring. I first attempted to naïvely implement the raw formula of Rhee and Glynn with a (...

In the wake of my earlier post on the Monte Carlo estimation of e and e⁻¹, after a discussion with my colleague Murray Pollock (Warwick) Gnedenko’s solution, he pointed out another (early) Monte Carlo approximation called Forsythe’s method. That is detailed quite neatly in Luc Devroye’s bible, ...