Articles by xi'an

Typo in Bayesian Core [again]

May 15, 2010 | xi'an

Reza Seirafi from Virginia Tech sent me the following email about Bayesian Core, which alas is pointing out a real typo in the reversible jump acceptance probability for the mixture model: With respect to the expression provided on page 178 for the acceptance probability of the split move, I was wondering ...
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pimax(mcsm)

May 12, 2010 | xi'an

The function pimax from our package mcsm is used in to reproduce Figure 5.11 of our book Introducing Monte Carlo Methods with R. (The name comes from using the Pima Indian R benchmark as the reference dataset.) I got this email from Josué I ran the ‘pimax’ example from the mcsm ...
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A ridiculous email

May 10, 2010 | xi'an

Wolfram Research presumably has a robot that sends automated email following postings on arXiv: Your article, “Evidence and Evolution: A review”, caught the attention of one of my colleagues, who thought that it could be developed into an interesting Demonstration to add to the Wolfram Demonstrations Project. The Demonstrations Project, ...
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Computational Statistics

May 9, 2010 | xi'an

Do not resort to Monte Carlo methods unnecessarily. When I received this 2009 Springer-Verlag book, Computational Statistics, by James Gentle a while ago, I briefly took a look at the table of contents and decided to have a better look later… Now that I have gone through the whole book, I ...
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Forsythe’s algorithm

May 8, 2010 | xi'an

In connection with the Bernoulli factory post of last week, Richard Brent arXived a short historical note recalling George Forsythe’s algorithm for simulating variables with density when (the extension to any upper bound is straightforward). The idea is to avoid computing the exponential function by simulating uniforms until since ... [Read more...]

Bayes vs. SAS

May 6, 2010 | xi'an

Glancing perchance at the back of my Amstat News, I was intrigued by the SAS advertisement Bayesian Methods Specify Bayesian analysis for ANOVA, logistic regression, Poisson regression, accelerated failure time models and Cox regression through the GENMOD, LIFEREG and PHREG procedures. Analyze a wider variety of models with the MCMC ...
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Candy branching process

May 5, 2010 | xi'an

The mathematical puzzle in the latest weekend edition of Le Monde is as follows: Two kids are given three boxes of chocolates with a total of 32 pieces. Rather than sharing evenly, they play the following game: Each in turn, they pick one of the three boxes, empty its contents in ... [Read more...]

Difficulty with mcsm?

May 4, 2010 | xi'an

An email from Keith I got this morning: Professor Robert, I have loaded the mcsm package to windows. The following messages appear in the R console: trying URL 'http://cran.stat.ucla.edu/bin/windows/contrib/2.9/mcsm_1.0.zip' Content type 'application/zip' length 193590 bytes (189 Kb) opened URL downloaded 189 Kb package ... [Read more...]

Research in pair next summer

April 29, 2010 | xi'an

Today I received the very good news that our proposal with Jean-Michel Marin to undertake “research in pair” in CIRM, Luminy, a fortnight next summer was accepted! This research centre in Mathematics is a southern and French version of the renowned German centre of Oberwolfach and, while I would have ... [Read more...]

The Bernoulli factory

April 22, 2010 | xi'an

A few months ago, Latuszyński, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) estimating f(... [Read more...]

Little R == r

April 21, 2010 | xi'an

There's big R, the R that I use to do most my work, the environment that makes pretty graphics, et. al. It's like matlab, only cooler. Or more cool. Or less uncool. You can see my prejudices here. Today i discovered little R. It's like big R, only little. Holy ... [Read more...]

Sudokus more random than random!

April 18, 2010 | xi'an

Darren Wraith pointed out this column about sudokus to me. It analyses the paper by Newton and De Salvo published in the Proceedings of the Royal Academy of Sciences A that I cannot access from home. The discussion contains this absurd sentence “Sudoku matrices are actually more random than randomly-generated ... [Read more...]

An obscure integral

April 7, 2010 | xi'an

Here is an email from Thomas I received yesterday about a computation in our book Introducing Monte Carlo Methods with R: I’m currently reading your book “Introduction to Monte Carlo Methods with R” and I quite highly appreciate your work. I’m not able to see how the integral ... [Read more...]

Le Monde rank test (corr’d)

April 6, 2010 | xi'an

Since my first representation of the rank statistic as paired was incorrect, here is the histogram produced by the simulation perm=sample(1:20) saple[t]=sum(abs(sort(perm[1:10])-sort(perm[11:20]))) when . It is obviously much closer to zero than previously. An interesting change is that the regression of the log-mean ... [Read more...]

Le Monde rank test (cont’d)

April 5, 2010 | xi'an

Following a comment from efrique pointing out that this statistic is called Spearman footrule, I want to clarify the notation in namely (a) that the ranks of and are considered for the whole sample, i.e. instead of being computed separately for the ‘s and the ‘s, and then (b) ... [Read more...]

Le Monde rank test

April 4, 2010 | xi'an

In the puzzle found in Le Monde of this weekend, the mathematical object behind the silly story is defined as a pseudo-Spearman rank correlation test statistic, where the difference between the ranks of the paired random variables and is in absolute value instead of being squared as in the Spearman ... [Read more...]

Savage-Dickey [talk]

March 19, 2010 | xi'an

Here are the slides for the Savage-Dickey paradox paper that I gave in San Antonio this morning: (Any suspected coincidence of the first part with earlier talks is for real!) I have tried to spell out as clearly as possible in the second part the issues of version choices that ... [Read more...]

Course in San Antonio, Texas

March 18, 2010 | xi'an

Yesterday, I gave my short (3 hours) introduction to computational Bayesian statistics to a group of 25-30 highly motivated students. I managed to cover “only” the first three chapters, as I included some material on Bayes factor approximation and only barely reached Metropolis-Hastings. Here are the slides, modified from the original ... [Read more...]

Vanilla Rao-Blackwellisation for revision

March 17, 2010 | xi'an

The vanilla Rao-Blackwellisation paper with Randal Douc that had been resubmitted to the Annals of Statistics is now back for a revision, with quite encouraging comments: The paper has been reviewed by two referees both of whom comment on the clear exposition and the novelty of the results. Both referees ... [Read more...]

Solving the rectangle puzzle

March 15, 2010 | xi'an

Given the wrong solution provided in Le Monde and comments from readers, I went to look a bit further on the Web for generic solutions to the rectangle problem. The most satisfactory version I have found so far is Mendelsohn’s in Mathematics Magazine, which gives as the maximal number ... [Read more...]
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