Author: xi'an

likelihood-free approximate Gibbs sampling

“Low-dimensional regression-based models are constructed for each of these conditional distributions using synthetic (simulated) parameter value and summary statistic pairs, which then permit approximate Gibbs update steps (…) synthetic datasets are not generated during each sampler iteration, thereby providing efficiencies for expensive simulator models, and only require sufficient synthetic datasets to adequately construct the full […]

talk at CISEA 2019

Here are my slides for the overview talk I am giving at CISEA 2019, in Abidjan, highly resemblant with earlier talks, except for the second slide!

Le Monde puzzle [#1104]

A palindromic Le Monde mathematical puzzle: In a monetary system where all palindromic amounts between 1 and 10⁸ have a coin, find the numbers less than 10³ that cannot be paid with less than three coins. Find if 20,191,104 can be paid with two coins. Similarly, find if 11,042,019 can be paid with two or […]

available to discuss your article?

[The ultimate fishing email, not even pretending the “editor” has been reading my article!] Dear Christian P. Robert, I recently came across the article you wrote a while ago entitled “[Title]” and wanted to get in touch with you to discuss the idea of writing a similar article for the Internal Medicine Review (IMRJ). I […]

space opera by John Scalzi [book review]

John Scalzi, author of the memorable Old Man’s War, has started a trilogy of which I only became aware recently (or more precisely became re-aware!), which has the perk of making two of the three books already published and hence available without a one or two year break. And having the book win the 2018 […]

smoked tea

The shop of the tea dealer Nathmulls in Darjeeling burned down last week. In possibly suspicious circumstances… While they lost at least 2,000 kg of their tea stock, and most sadly someone died in the fire, Nathmulls can still deliver orders, inc…

from tramway to Panzer (or back!)…

Although it is usually presented as the tramway problem, namely estimating the number of tram or bus lines in a city given observing one line number, including The Bayesian Choice by yours truly, the original version of the problem is about German tanks, Panzer V tanks to be precise, which total number M was to […]

skipping sampler

“The Skipping Sampler is an adaptation of the MH algorithm designed to sample from targets which have areas of zero density. It ‘skips’ across such areas, much as a flat stone can skip or skim repeatedly across the surface of water.” An interesting challenge is simulating from a density restricted to a set C when […]

another attempt at code golf

I had another lazy weekend go at code golf, trying to code in the most condensed way the following task. Provided with a square matrix A of positive integers, keep iterating the steps take the highest square 𝑥² in A. find the smallest adjacent neighbour 𝑛 replace x² with x and n with nx until […]

riddles on Egyptian fractions and Bernoulli factories

Two fairy different riddles on the weekend Riddler. The first one is (in fine) about Egyptian fractions: I understand the first one as Find the Egyptian fraction decomposition of 2 into 11 distinct unit fractions that maximises the smallest fraction. And which I cannot solve despite perusing this amazing webpage on Egyptian fractions and making […]

the Kouign-Amann experiment

Having found a recipe for Kouign-Amanns, these excessive cookies from Britanny that are essentially cooked salted butter!, I had a first try that ended up in disaster (including a deep cut on the remaining thumb) and a second try that went better as both food and body parts are concerned. (The name means cake of […]

futher attacks on reproductive rights

The relentless go at eroding and eventually banning abortion rights in the US has stepped even further with the US Food and Drug Administration (FDA) attempt at banning the European organisation Aid Access from providing abortive pills (Mifepristone and Misoprostol) to US women, based on the argument of “risk to consumers [sic] of unapproved new […]

free Tuna Altinel

Tuna Altınel, an associate professor of mathematics at University Claude Bernard Lyon 1 since 1996 and a member of Institut Camille Jordan, was incarcerated by the Turkish authorities on Saturday 11 May, 2019. Internationally recognized as a mathematician, he is also a professor who stands as a model in clarity and dedication. He is also […]

A precursor of ABC-Gibbs

Following our arXival of ABC-Gibbs, Dennis Prangle pointed out to us a 2016 paper by Athanasios Kousathanas, Christoph Leuenberger, Jonas Helfer, Mathieu Quinodoz, Matthieu Foll, and Daniel Wegmann, Likelihood-Free Inference in High-Dimensional Model, published in Genetics, Vol. 203, 893–904 in June 2016. This paper contains a version of ABC Gibbs where parameters are sequentially simulated […]

assessing MCMC convergence

When MCMC became mainstream in the 1990’s, there was a flurry of proposals to check, assess, and even guarantee convergence to the stationary distribution, as discussed in our MCMC book. Along with Chantal Guihenneuc and Kerrie Mengersen, we also maintained for a while a reviewww webpage categorising theses. Niloy Biswas and Pierre Jacob have recently […]

non-uniform Laplace generation

This year, the French Statistical Society (SFDS) Prix Laplace has been granted to Luc Devroye, author of the Non-Uniform Random Generation bible. among many achievements!, prize that he will receive during the 2019 meeting in Nancy, this very week.