Blog Archives

an inverse permutation test

September 22, 2016
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an inverse permutation test

A straightforward but probabilistic riddle this week in the Riddler, which is to find the expected order of integer i when the sequence {1,2,…,n} is partitioned at random into two sets, A and B, each of which is then sorted before both sets are merged. For instance, if {1,2,3,4} is divided in A={1,4} and B={2,3}, […]

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astroABC: ABC SMC sampler for cosmological parameter estimation

September 5, 2016
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astroABC: ABC SMC sampler for cosmological parameter estimation

“…the chosen statistic needs to be a so-called sufficient statistic in that any information about the parameter of interest which is contained in the data, is also contained in the summary statistic.” Elise Jenningsa and Maeve Madigan arXived a paper on a new Python code they developed for implementing ABC-SMC, towards astronomy or rather cosmology […]

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Matlab goes deep [learning]

September 5, 2016
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Matlab goes deep [learning]

A most interesting link I got when reading Le Monde, about MatLab proposing deep learning tools…Filed under: Books, pictures, R, Statistics, University life Tagged: deep learning, Le Monde, Matlab

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conditional sampling

September 4, 2016
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conditional sampling

An interesting question about stratified sampling came up on X validated last week, namely how to optimise a Monte Carlo estimate based on two subsequent simulations, one, X, from a marginal and one or several Y from the corresponding conditional given X, when the costs of producing those two simulations significantly differ. When looking at […]

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Florid’AISTATS

August 30, 2016
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Florid’AISTATS

The next AISTATS conference is taking place in Florida, Fort Lauderdale, on April 20-22. (The website keeps the same address one conference after another, which means all my links to the AISTATS 2016 conference in Cadiz are no longer valid. And that the above sunset from Florida is named… cadiz.jpg!) The deadline for paper submission […]

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Bayesian Essentials with R [book review]

July 27, 2016
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Bayesian Essentials with R [book review]

[A review of Bayesian Essentials that appeared in Technometrics two weeks ago, with the first author being rechristened Jean-Michael!] “Overall this book is a very helpful and useful introduction to Bayesian methods of data analysis. I found the use of R, the code in the book, and the companion R package, bayess, to be helpful […]

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the curious incident of the inverse of the mean

July 14, 2016
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the curious incident of the inverse of the mean

A s I figured out while working with astronomer colleagues last week, a strange if understandable difficulty proceeds from the simplest and most studied statistical model, namely the Normal model x~N(θ,1) Indeed, if one reparametrises this model as x~N(υ⁻¹,1) with υ>0, a single observation x brings very little information about υ! (This is not a […]

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Extending R

July 12, 2016
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Extending R

As I was previously unaware of this book coming up, my surprise and excitement were both extreme when I received it from CRC Press a few weeks ago! John Chambers, one of the fathers of S, precursor of R, had just published a book about extending R. It covers some reflections of the author on […]

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correlation matrices on copulas

July 3, 2016
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correlation matrices on copulas

Following my post of yesterday about the missing condition in Lynch’s R code, Gérard Letac sent me a paper he recently wrote with Luc Devroye on correlation matrices and copulas. Paper written for the memorial volume in honour of Marc Yor. It considers the neat problem of the existence of a copula (on [0,1]x…x[0,1]) associated […]

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another wrong entry

June 26, 2016
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another wrong entry

Quite a coincidence! I just came across another bug in Lynch’s (2007) book, Introduction to Applied Bayesian Statistics and Estimation for Social Scientists. Already discussed here and on X validated. While working with one participant to the post-ISBA softshop, we were looking for efficient approaches to simulating correlation matrices and came [by Google] across the […]

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