Articles by xi'an

Bayes factors and martingales

August 10, 2011 | xi'an

A surprising paper came out in the last issue of Statistical Science, linking martingales and Bayes factors. In the historical part, the authors (Shafer, Shen, Vereshchagin and Vovk) recall that martingales were popularised by Martin-Löf, who is also influential in the theory of algorithmic randomness. A property of test ... [Read more...]

Number of components in a mixture

August 5, 2011 | xi'an

I got a paper (unavailable online) to referee about testing for the order (i.e. the number of components) of a normal mixture. Although this is an easily spelled problem, namely estimate k in I came to the conclusion that it is a kind of ill-posed problem. Without a clear ... [Read more...]

JSM 2011 [3]

August 2, 2011 | xi'an

Monday August 01 was the first full day of JSM 2011 and full is the appropriate word to describe the day! It started for me at 7am with a round table run by Marc Suchard on parallel computing (or at 3am if I am considering the time I woke up!). I was ... [Read more...]

Le Monde puzzle [#29]

July 28, 2011 | xi'an

This week, the puzzle from the weekend edition of Le Monde was easy to state: in the sequence (8+17n), is there a 6th power? a 7th? an 8th? If so, give the first occurrence. So I first wrote an R code for a function testing whether an integer is any ... [Read more...]

Core not in CiRM

July 27, 2011 | xi'an

Despite not enjoying this year the optimal environment of CiRM, we are still making good progress on the revision (or the R vision) of Bayesian Core. In the past two days, we went over Chapters 1 (Introduction), 2 (Normal Models), 5 (Capture-Recapture Experiments), and 6 (Mixture Models), with Chapters 3 (Regression), 4 (Generalised Linear Models) [...] [Read more...]

A slice of infinity

July 27, 2011 | xi'an

Peng Yu sent me an email about the conditions for convergence of a Gibbs sampler: The following statement mentions convergence. But I’m not familiar what the regularity condition is. “But it is necessary to have a finite probability of moving away from the current state at all times in ... [Read more...]

Bayesian Core and loose logs

July 26, 2011 | xi'an

Jean-Michel (aka Jean-Claude!) Marin came for a few days so that we could make late progress on the revision of our book Bayesian Core towards an Use R! version. In one of the R programs in the mixture chapter, we were getting improbable answers, until we found an R mistake ... [Read more...]

Ternary sorting

July 24, 2011 | xi'an

The last Le Monde puzzle made me wonder about the ternary version of the sorting algorithms, which all seem to be binary (compare x and y, then…). The problem is, given (only) a blackbox procedure that returns the relative order of three arbitrary numbers, how many steps are necessary to ... [Read more...]

Le Monde puzzle [#28]

July 22, 2011 | xi'an

The puzzle of last weekend in Le Monde was about finding the absolute rank of x9 when given the relative ranks of x1,….,x8 and the possibility to ask for relative ranks of three numbers at a time. In R terms, this means being able to use or yet being ... [Read more...]

The foundations of Statistics [reply]

July 18, 2011 | xi'an

Shravan Vasishth has written a response to my review both published on the Statistics Forum. His response is quite straightforward and honest. In particular, he acknowledges not being a statistician and that he “should spend more time studying statistics”. I also understand the authors’ frustration at trying “to recruit several ... [Read more...]

Accepted lack of confidence

July 17, 2011 | xi'an

I just got the following email from PNAS about our Lack of confidence in ABC model choice. Editor's Remarks to Author: both referees now find the manuscript acceptable for publication as do I. Each suggests small changes which I encourage the authors to make prior to having the manuscript go ... [Read more...]

About Fig. 4 of Fagundes et al. (2007)

July 12, 2011 | xi'an

Yesterday, we had a meeting of our EMILE network on statistics for population genetics (in Montpellier) and we were discussing our respective recent advances in ABC model choice. One of our colleagues mentioned the constant request (from referees) to include the post-ABC processing devised by Fagundes et al. in their 2007 ... [Read more...]

The foundations of Statistics: a simulation-based approach

July 11, 2011 | xi'an

“We have seen that a perfect correlation is perfectly linear, so an imperfect correlation will be `imperfectly linear’.” page 128 This book has been written by two linguists, Shravan Vasishth and Michael Broe, in order to teach statistics “in  areas that are traditionally not mathematically demanding” at a deeper level than ... [Read more...]

Bounded target support

July 4, 2011 | xi'an

Here is an interesting question from Tomàs that echoes a lot of related emails: I’m turning to you for advice. I’m facing problem  where parameter space is bounded, e.g. all parameters have to be positive. If in MCMC as proposal distribution I use normal distribution, then ... [Read more...]

density()

June 27, 2011 | xi'an

Following my earlier posts on the revision of Lack of confidence, here is an interesting outcome from the derivation of the exact marginal likelihood in the Laplace case. Computing the posterior probability of a normal model versus a Laplace model in the normal (gold) and the Laplace (chocolate) settings leads ... [Read more...]

Bayesian Fall school in La Rochelle

June 26, 2011 | xi'an

The French agronomy research institute INRA is organising a Fall school in La Rochelle, Nov. 28 – Dec. 02, on Bayesian methods, oriented towards the applications in food sciences, environmental sciences, and biology. The provisional program (in French) is ■ Initiation aux outils informatiques R et WinBUGS (TP et réalisation de projets sur ... [Read more...]

Normal tail precision

June 25, 2011 | xi'an

In conjunction with the normal-Laplace comparison mentioned in the most recent post about our lack of confidence in ABC model choice, we have been working on the derivation of the exact Bayes factor and I derived an easy formula for the marginal likelihood in the Laplace case that boils down ... [Read more...]

A heap of PhD studentships at UCL

June 21, 2011 | xi'an

Mark Girolami sent me this announcement for six PhD studentships in Statistical Methodology and Its Application at University College London (UCL) that are great opportunities for anyone interested in computational statistics! The studentships are attached to the Department of Statistical Science at University College London, and a subset of them ... [Read more...]

Summer school in Gran Paradiso

June 19, 2011 | xi'an

The Parco Nazionale Gran Paradiso and the Università di Pavia are organising a summer school on “Advances in species distribution modelling in ecological studies and conservation” in Pavia and Cogne, 12-18 September 2011. This school includes R and Winbugs tutorials, regular classes, plus a field trip to the park, so this ... [Read more...]

Efficient loops in R — the complexity versus speed trade-off

June 18, 2011 | xi'an

I've written before about the up- and downsides of the plyr package -- I love it's simplicity, but it can't be mindlessly applied, no pun intended. This week, I started building a agent-based model for a large population, and I figured I'd use something like a binomial per-timestep birth-death process ... [Read more...]
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