Blog Archives

the Flatland paradox

May 12, 2015
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the Flatland paradox

Pierre Druilhet arXived a note a few days ago about the Flatland paradox (due to Stone, 1976) and his arguments against the flat prior. The paradox in this highly artificial setting is as follows:  Consider a sequence θ of N independent draws from {a,b,1/a,1/b} such that N and θ are unknown; a draw followed by its […]

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terrible graph of the day

May 12, 2015
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terrible graph of the day

A truly terrible graph in Le Monde about overweight and obesity in the EU countries (and Switzerland). The circle presentation makes no logical sense. Countries are ordered by 2030 overweight percentages, which implies the order differs for men and women. (With a neat sexist differentiation between male and female figures.)  The allocation of the (2010) […]

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quantile functions: mileage may vary

May 11, 2015
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quantile functions: mileage may vary

When experimenting with various quantiles functions in R, I was shocked [ok this is a bit excessive, let us say surprised] by how widely the execution times would vary. To the point of blaming a completely different feature of R. Borrowing from Charlie Geyer’s webpage on the topic of probability distributions in R, here is […]

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arbitrary distributions with set correlation

May 10, 2015
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arbitrary distributions with set correlation

A question recently posted on X Validated by Antoni Parrelada: given two arbitrary cdfs F and G, how can we simulate a pair (X,Y) with marginals  F and G, and with set correlation ρ? The answer posted by Antoni Parrelada was to reproduce the Gaussian copula solution: produce (X’,Y’) as a Gaussian bivariate vector with […]

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corrected MCMC samplers for multivariate probit models

May 5, 2015
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corrected MCMC samplers for multivariate probit models

“Moreover, IvD point out an error in Nobile’s derivation which can alter its stationary distribution. Ironically, as we shall see, the algorithms of IvD also contain an error.”  Xiyun Jiao and David A. van Dyk arXived a paper correcting an MCMC sampler and R package MNP for the multivariate probit model, proposed by Imai and […]

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take those hats off [from R]!

May 4, 2015
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take those hats off [from R]!

This is presumably obvious to most if not all R programmers, but I became aware today of a hugely (?) delaying tactic in my R codes. I was working with Jean-Michel and Natesh [who are visiting at the moment] and when coding an MCMC run I was telling them that I usually preferred to code […]

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Le Monde puzzle [#909]

April 30, 2015
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Le Monde puzzle [#909]

Another of those “drop-a-digit” Le Monde mathematical puzzle: Find all integers n with 3 or 4 digits, no exterior zero digit, and a single interior zero digit, such that removing that zero digit produces a divider of x. As in puzzle #904, I made use of the digin R function: and simply checked all integers […]

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the most patronizing start to an answer I have ever received

April 29, 2015
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the most patronizing start to an answer I have ever received

Another occurrence [out of many!] of a question on X validated where the originator (primitivus petitor) was trying to get an explanation without the proper background. On either Bayesian statistics or simulation. The introductory sentence to the question was about “trying to understand how the choice of priors affects a Bayesian model estimated using MCMC” […]

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scale acceleration

April 23, 2015
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scale acceleration

Kate Lee pointed me to a rather surprising inefficiency in matlab, exploited in Sylvia Früwirth-Schnatter’s bayesf package: running a gamma simulation by rgamma(n,a,b) takes longer and sometimes much longer than rgamma(n,a,1)/b, the latter taking advantage of the scale nature of b. I wanted to check on my own whether or not R faced the same […]

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simulating correlated Binomials [another Bernoulli factory]

April 20, 2015
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simulating correlated Binomials [another Bernoulli factory]

This early morning, just before going out for my daily run around The Parc, I checked X validated for new questions and came upon that one. Namely, how to simulate X a Bin(8,2/3) variate and Y a Bin(18,2/3) such that corr(X,Y)=0.5. (No reason or motivation provided for this constraint.) And I thought the following (presumably […]

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