statistics

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...]

Fun with R: Clustering and MDS

May 5, 2010 | Millsy

I've seen K-means clustering, PCA, etc. done some over at Beyond the Boxscore and Baseball Analysts (and the now defunct Statspeak), but I thought I'd just check out some clustering on the young fantasy season using the traditional 5x5 categories with ...
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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...]

JAGS 2.0

April 29, 2010 | jackman

Is out. On sourceforge. Along with a new rjags. Thanks Martyn. I’m looking forward to working my way through some of the improvements, which include block-updating of parameters in GLMs more use of R’s d/p/q family of functions for den... [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...]

Experiments with igraph

April 21, 2010 | nsaunders

Networks – social and biological – are all the rage, just now. Indeed, a recent entry at Duncan’s QOTD described the “hairball” network representation as the dominant cultural icon in molecular biology. I’ve not had occasion to explore networks “professionally”, but have always been fascinated by both networks and the ...
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R and the Next Big Thing

April 19, 2010 | David Smith

I've been travelling for the past few days (for the R/Finance 2010 conference in Chicago), so I'd missed much of the reaction to AnnMaria De Mars' article last week where she claimed that "R is an epic fail". Understandably, that inflammatory statement provoked many reactions from the R community on ... [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...]
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