Blog Archives

a riddle at the end of its tether

February 23, 2017
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a riddle at the end of its tether

A simply worded riddle this week on The Riddler, about four ropes having non-uniform and unknown burning rates, the only constraint being they all burn completely in one hour. With the help of a lighter (or even a single match), what are the possible units of time one can measure by burning them? While I […]

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coauthorship and citation networks

February 20, 2017
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coauthorship and citation networks

As I discovered (!) the Annals of Applied Statistics in my mailbox just prior to taking the local train to Dauphine for the first time in 2017 (!), I started reading it on the way, but did not get any further than the first discussion paper by Pengsheng Ji and Jiashun Jin on coauthorship and […]

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coauthorship and citation networks

February 20, 2017
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coauthorship and citation networks

As I discovered (!) the Annals of Applied Statistics in my mailbox just prior to taking the local train to Dauphine for the first time in 2017 (!), I started reading it on the way, but did not get any further than the first discussion paper by Pengsheng Ji and Jiashun Jin on coauthorship and […]

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coauthorship and citation networks

February 20, 2017
By
coauthorship and citation networks

As I discovered (!) the Annals of Applied Statistics in my mailbox just prior to taking the local train to Dauphine for the first time in 2017 (!), I started reading it on the way, but did not get any further than the first discussion paper by Pengsheng Ji and Jiashun Jin on coauthorship and […]

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A knapsack riddle [#2]?

February 16, 2017
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A knapsack riddle [#2]?

Still about this allocation riddle of the past week, and still with my confusion about the phrasing of the puzzle, when looking at a probabilistic interpretation of the game, rather than for a given adversary’s y, the problem turns out to search for the maximum of where the Y’s are Binomial B(100,p). Given those p’s, […]

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a knapsack riddle?

February 12, 2017
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a knapsack riddle?

The [then current now past] riddle of the week is a sort of multiarmed bandits optimisation. Of sorts. Or rather a generalised knapsack problem. The question is about optimising the allocation of 100 undistinguishable units to 10 distinct boxes against a similarly endowed adversary, when the loss function is and the distribution q of the […]

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an accurate variance approximation

February 6, 2017
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an accurate variance approximation

In answering a simple question on X validated about producing Monte Carlo estimates of the variance of estimators of exp(-θ) in a Poisson model, I wanted to illustrate the accuracy of these estimates against the theoretical values. While one case was easy, since the estimator was a Binomial B(n,exp(-θ)) variate [in yellow on the graph], […]

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a well-hidden E step

February 2, 2017
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a well-hidden E step

A recent question on X validated ended up being quite interesting! The model under consideration is made of parallel Markov chains on a finite state space, all with the same Markov transition matrix, M, which turns into a hidden Markov model when the only summary available is the number of chains in a given state […]

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a well-hidden E step

February 2, 2017
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a well-hidden E step

A recent question on X validated ended up being quite interesting! The model under consideration is made of parallel Markov chains on a finite state space, all with the same Markov transition matrix, M, which turns into a hidden Markov model when the only summary available is the number of chains in a given state […]

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a typo that went under the radar

January 24, 2017
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a typo that went under the radar

A chance occurrence on X validated: a question on an incomprehensible formula for Bayesian model choice: which, most unfortunately!, appeared in Bayesian Essentials with R! Eeech! It looks like one line in our LATEX file got erased and the likelihood part in the denominator altogether vanished. Apologies to all readers confused by this nonsensical formula!Filed […]

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