Articles by xi'an

Le Monde puzzle [#929]

September 28, 2015 | xi'an

A combinatorics Le Monde mathematical puzzle: In the set {1,…,12}, numbers adjacent to i are called friends of i. How many distinct subsets of size 5 can be chosen under the constraint that each number in the subset has at least a friend with him? In a brute force approach, I tried ...
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Le Monde puzzle [#928]

September 9, 2015 | xi'an

A combinatorics Le Monde mathematical puzzle: How many distinct integers between 0 and 16 can one pick so that all positive differences are distinct? If k is the number of distinct integers, the number of positive differences is 1+2+…+(k-1) = k(k-1)/2, which cannot exceed 16, meaning k cannot exceed 6. From there, picking 6 integers […]
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debunking a (minor and personal) myth

September 9, 2015 | xi'an

For quite a while, I entertained the idea that Beta and Dirichlet proposals  were more adequate than (log-)normal random walks proposals for parameters on (0,1) and simplicia (simplices, simplexes), respectively, when running an MCMC. For instance, for p in (0,1) the value of the Markov chain at time t-1, the proposal ...
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ABC model choice via random forests [and no fire]

September 3, 2015 | xi'an

While my arXiv newspage today had a puzzling entry about modelling UFOs sightings in France, it also broadcast our revision of Reliable ABC model choice via random forests, version that we resubmitted today to Bioinformatics after a quite thorough upgrade, the most dramatic one being the realisation we could also ... [Read more...]

reaching transcendence for Gaussian mixtures

September 2, 2015 | xi'an

“…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 ...
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likelihood-free inference in high-dimensional models

August 31, 2015 | xi'an

“…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 the corresponding ...
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abcfr 0.9-3

August 26, 2015 | xi'an

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 ...
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STAN trailer [PG+53]

August 13, 2015 | xi'an

[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, Hami... [Read more...]

JSM 2015 [day #2]

August 10, 2015 | xi'an

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 I ... [Read more...]

JSM 2015 [day #1]

August 9, 2015 | xi'an

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 ... [Read more...]

delayed in Seattle

August 8, 2015 | xi'an

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, ... [Read more...]

Moment conditions and Bayesian nonparametrics

August 5, 2015 | xi'an

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 ...
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Egyptian fractions [Le Monde puzzle #922]

July 27, 2015 | xi'an

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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Le Monde puzzle [#920]

July 22, 2015 | xi'an

A puzzling Le Monde mathematical puzzle (or blame the heat wave): A pocket calculator with ten keys (0,1,…,9) starts with a random digit n between 0 and 9. A number on the screen can then be modified into another number by two rules: 1. pressing k changes the k-th digit v whenever it exists ...
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MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

July 19, 2015 | xi'an

The BayesComp MCMski V [or MCMskv for short] has now its official website, once again maintained by Merrill Lietchy from Drexel University, Philadelphia, and registration is even open! The call for contributed sessions is now over, while the call for posters remains open until the very end. The novelty from ... [Read more...]

Leave the Pima Indians alone!

July 14, 2015 | xi'an

“…our findings shall lead to us be critical of certain current practices. Specifically, most papers seem content with comparing some new algorithm with Gibbs sampling, on a few small datasets, such as the well-known Pima Indians diabetes dataset (8 covariates). But we shall see that, for such datasets, approaches that are ...
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R brut

July 2, 2015 | xi'an

Filed under: Kids, pictures, R, Statistics, University life Tagged: cex, pch, plot, R [Read more...]

arXiv frenzy

June 23, 2015 | xi'an

In the few past days, there has been so many arXiv postings of interest—presumably the NIPS submission effect!—that I cannot hope to cover them in the coming weeks! Hopefully, some will still come out on the ‘Og in a near future: arXiv:1506.06629: Scalable Approximations of Marginal Posteriors in ... [Read more...]
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