Blog Archives

thinning a Markov chain, statistically

June 12, 2017
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thinning a Markov chain, statistically

Art Owen has arXived a new version of his thinning MCMC paper, where he studies how thinning or subsampling can improve computing time in MCMC chains. I remember quite well the message set by Mark Berliner and Steve MacEachern in an early 1990’s paper that subsampling was always increasing the variance of the resulting estimators. […]

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datazar

June 3, 2017
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datazar

A few weeks ago and then some, I [as occasional blogger!] got contacted by datazar.com to write a piece on this data-sharing platform. I then went and checked what this was all about, having the vague impression this was a platform where I could store and tun R codes, besides dropping collective projects, but from […]

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continental divide

May 18, 2017
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continental divide

While the Riddler puzzle this week was anticlimactic,  as it meant filling all digits in the above division towards a null remainder, it came as an interesting illustration of how different division is taught in the US versus France: when I saw the picture above, I had to go and check an American primary school […]

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Le Monde puzzle [#1006]

May 2, 2017
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Le Monde puzzle [#1006]

Once the pseudo-story [noise] removed, a linear programming Le Monde mathematical puzzle: For the integer linear programming problem max 2x¹+2x²+x³+…+x¹⁰ under the constraints x¹>x²+x³, x²>x³+x⁴, …, x⁹>x¹⁰+x¹, x¹⁰>x¹+x² find a solution with the maximal number of positive entries. Expressed this way, it becomes quite straightforward to solve with the help of a linear programming R […]

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a secretary problem with maximum ability

April 27, 2017
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a secretary problem with maximum ability

The Riddler of today has a secretary problem, where one measures sequentially N random variables until one deems the current variable to be the largest of the whole sample. The classical secretary problem has a counter-intuitive solution where one first measures N/e random variables without taking any decision and then and only then picks the […]

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Le Monde puzzle [#1003]

April 17, 2017
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Le Monde puzzle [#1003]

A purely arithmetic Le Monde mathematical puzzle: Find the four integers w, x, y, z such that the four smallest pairwise sums among the six pairwise sums are 59, 65, 66, and 69. Similarly, find the four smallest of the five integers v, x, y, z such that the five smallest pairwise sums among the […]

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optimultiplication [a riddle]

April 13, 2017
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optimultiplication [a riddle]

The riddle of this week is about an optimisation of positioning the four digits of a multiplication of two numbers with two digits each and is open to a coding resolution: Four digits are drawn without replacement from {0,1,…,9}, one at a time. What is the optimal strategy to position those four digits, two digits […]

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optimultiplication [a riddle]

April 13, 2017
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optimultiplication [a riddle]

The riddle of this week is about an optimisation of positioning the four digits of a multiplication of two numbers with two digits each and is open to a coding resolution: Four digits are drawn without replacement from {0,1,…,9}, one at a time. What is the optimal strategy to position those four digits, two digits […]

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optimultiplication [a riddle]

April 13, 2017
By
optimultiplication [a riddle]

The riddle of this week is about an optimisation of positioning the four digits of a multiplication of two numbers with two digits each and is open to a coding resolution: Four digits are drawn without replacement from {0,1,…,9}, one at a time. What is the optimal strategy to position those four digits, two digits […]

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Statlearn17, Lyon

April 6, 2017
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Statlearn17, Lyon

Today and tomorrow, I am attending the Statlearn17 conference in Lyon, France. Which is a workshop with one-hour talks on statistics and machine learning. And which makes for the second workshop on machine learning in two weeks! Yesterday there were two tutorials in R, but I only took the train to Lyon this morning: it […]

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