Articles by xi'an

Le Monde puzzle [40]

October 10, 2010 | xi'an

The puzzle in Le Monde this week[end] is called the “square five” (sic!): Two players each have twenty-five cards with five times each of the digits 1,2,3,4,5. They alternate putting one card on top of the pile, except that they can instead take an arbitrary number of consecutive cards from ... [Read more...]

Pre-ordinary meeting

October 7, 2010 | xi'an

Those are the slides for the (basic) introduction of the paper by Mark Girolami and Ben Calderhead at the RSS next week. Not to be confused with my comments on the paper. Filed under: R, Statistics, Travel, University life Tagged: Hamiltonian, Langevi... [Read more...]

Typos…

October 5, 2010 | xi'an

Edward Kao just sent another typo found both in  Monte Carlo Statistical Methods (Problem 3.21) and in Introducing Monte Carlo Methods with R (Exercise 3.17), namely that should be I also got another email from Jerry Sin mentioning that matrix summation in the matrix commands of Figure 1.2 of Introducing Monte Carlo Methods ...
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Le Monde puzzle [34]

October 3, 2010 | xi'an

Since the puzzle in this week (-end) edition of Le Monde is not (easily) solvable via an R program, I chose to go back to an older puzzle that my students can solve. Eleven [distinguishable] token are [arbitrarily] distributed around a 200 meter perimeter-long ring. They all start moving at the ... [Read more...]

Typo in Example 5.18

October 2, 2010 | xi'an

Edward Kao pointed out several typos in Example 5.18 of Monte Carlo Statistical Methods. First, the customers in area i should be double-indexed, i.e. which implies in turn that . Then the summary T should be defined as and as given that the first m customers have the fifth plan missing. ...
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Le Monde puzzle [38]

September 29, 2010 | xi'an

Since I have resumed my R class, I will restart my resolution of Le Monde mathematical puzzles…as they make good exercises for the class. The puzzle this week is not that exciting: Find the four non-zero different digits a,b,c,d such that abcd is equal to the ... [Read more...]

Galton & simulation

September 27, 2010 | xi'an

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of ... [Read more...]

Riemann, Langevin & Hamilton [reply]

September 27, 2010 | xi'an

Here is a (prompt!) reply from Mark Girolami corresponding to the earlier post: In preparation for the Read Paper session next month at the RSS, our research group at CREST has collectively read the Girolami and Calderhead paper on Riemann manifold Langevin and Hamiltonian Monte Carlo methods and I hope ... [Read more...]

Effective sample size

September 23, 2010 | xi'an

In the previous days I have received several emails asking for clarification of the effective sample size derivation in “Introducing Monte Carlo Methods with R” (Section 4.4, pp. 98-100). Formula (4.3) gives the Monte Carlo estimate of the variance of a self-normalised importance sampling estimator (note the change from the original version ... [Read more...]

Monte Carlo Statistical Methods third edition

September 23, 2010 | xi'an

Last week, George Casella and I worked around the clock on starting the third edition of Monte Carlo Statistical Methods by detailing the changes to make and designing the new table of contents. The new edition will not see a revolution in the presentation of the material but rather a ...
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R tee-shirt

September 21, 2010 | xi'an

I gave my introduction to the R course in a crammed amphitheatre of about 200 students today. Had to wear my collectoR teeshirt from Revolution Analytics, even though it only made the kids pay attention for about 30 seconds… The other few “lines” that worked were using the Proctor & Gamble “car 54″ poster ...
[Read more...]

Typo in Example 3.6

September 16, 2010 | xi'an

Edward Kao pointed out the following difficulty about Example 3.6 in Chapter 3 of “Introducing Monte Carlo Methods with R”: I have two questions that have puzzled me for a while. I hope you can shed some lights. They are all about Example 3.6 of your book. 1. On page 74, there is a term [...] [Read more...]

News on MCMSki III

September 14, 2010 | xi'an

Here is a message sent by the organisers of MCMSki III in Utah next early January. When registering, make sure to tick the free registration for Adap’skiii as well! The fourth joint international meeting of the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), nicknamed “... [Read more...]

10w2170, Banff [2]

September 13, 2010 | xi'an

Over the two days of the Hierarchical Bayesian Methods in Ecology workshop, we managed to cover normal models, testing, regression, Gibbs sampling, generalised linear models, Metropolis-Hastings algorithms and of course a fair dose of hierarchical modelling. At the end of the Saturday marathon session, we spent one and half discussing ... [Read more...]

“simply start over and build something better”

September 12, 2010 | xi'an

The post on the shortcomings of R has attracted a huge number of readers and Ross Ihaka has now posted a detailed comment that is fairly pessimistic… Given the directions drafted in this comment from the father of R (along with Robert Gentleman), I once again re-post this comment as ... [Read more...]

10w2170, Banff

September 11, 2010 | xi'an

Yesterday night, we started the  Hierarchical Bayesian Methods in Ecology workshop by trading stories. Everyone involved in the programme discussed his/her favourite dataset and corresponding expectations from the course. I found the exchange most interesting, like the one we had two years ago in Gran Paradiso, because of the ... [Read more...]

Off to Banff!!

September 9, 2010 | xi'an

Today I am travelling from Paris to Banff, via Amsterdam and Calgary, to take part in the Hierarchical Bayesian Methods in Ecology two day workshop organised at BIRS by Devin Goodsman (University of Alberta),  François Teste (University of Alberta), and myself. I am very excited both by the opportunity ... [Read more...]

Typo in Chapter 5

September 9, 2010 | xi'an

Gilles Guillot from Technical University of Denmark taught a course based on our R book and he pointed out to me several typos in Chapter 5 of “Introducing Monte Carlo Methods with R”: p.137 second equation from bottom should be [right, another victim of cut-and-paste] p. 138  Example 5.7 denominator in the gradient ... [Read more...]

Julien on R shortcomings

September 8, 2010 | xi'an

Julien Cornebise posted a rather detailed set of comments (from Jasper!) that I thought was interesting and thought-provoking enough (!) to promote to a guest post. Here it is , then, to keep the debate rolling (with my only censoring being the removal of smileys!). (Please keep in mind that I do ... [Read more...]

Truly random?!

September 6, 2010 | xi'an

Having purchased the September edition of La Recherche because of its (disappointing!) coverage on black matter, I came by a short coverage on an Intel circuit producing “truly random” numbers… I already discussed this issue in an earlier post, namely that there is no reason physical generators are “more” random ... [Read more...]
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