Blog Archives

amazonish thanks (& repeated warning)

December 8, 2014
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amazonish thanks (& repeated warning)

As in previous years, at about this time, I want to (re)warn unaware ‘Og readers that all links to Amazon.com and more rarely to Amazon.fr found on this blog are actually susceptible to earn me an advertising percentage if a purchase is made by the reader in the 24 hours following the entry on Amazon […]

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the Grumble distribution and an ODE

December 2, 2014
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the Grumble distribution and an ODE

As ‘Og’s readers may have noticed, I paid some recent visits to Cross Validated (although I find this too addictive to be sustainable on a long term basis!, and as already reported a few years ago frustrating at several levels from questions asked without any preliminary personal effort, to a lack of background material to […]

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Le Monde puzzle [#887quater]

November 27, 2014
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Le Monde puzzle [#887quater]

And yet another resolution of this combinatorics Le Monde mathematical puzzle: that puzzle puzzled many more people than usual! This solution is by Marco F, using a travelling salesman representation and existing TSP software. N is a golden number if the sequence {1,2,…,N} can be reordered so that the sum of any consecutive pair is a […]

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an ABC experiment

November 23, 2014
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an ABC experiment

  In a cross-validated forum exchange, I used the code below to illustrate the working of an ABC algorithm: Hence I used the median and the mad as my summary statistics. And the outcome is rather surprising, for two reasons: the first one is that the posterior on the mean μ is much wider than […]

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Le Monde puzzle [#887bis]

November 15, 2014
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Le Monde puzzle [#887bis]

As mentioned in the previous post, an alternative consists in finding the permutation of {1,…,N} by “adding” squares left and right until the permutation is complete or no solution is available. While this sounds like the dual of the initial solution, it brings a considerable improvement in computing time, as shown below. I thus redefined […]

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Le Monde puzzle [#887]

November 14, 2014
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Le Monde puzzle [#887]

A simple combinatorics Le Monde mathematical puzzle: N is a golden number if the sequence {1,2,…,N} can be reordered so that the sum of any consecutive pair is a perfect square. What are the golden numbers between 1 and 25? Indeed, from an R programming point of view, all I have to do is to […]

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Rasmus’ socks fit perfectly!

November 10, 2014
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Rasmus’ socks fit perfectly!

Following the previous post on Rasmus’ socks, I took the opportunity of a survey on ABC I am currently completing to compare the outcome of his R code with my analytical derivation. After one quick correction [by Rasmus] of a wrong representation of the Negative Binomial mean-variance parametrisation [by me], I achieved this nice fit… […]

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reliable ABC model choice via random forests

October 28, 2014
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reliable ABC model choice via random forests

After a somewhat prolonged labour (!), we have at last completed our paper on ABC model choice with random forests and submitted it to PNAS for possible publication. While the paper is entirely methodological, the primary domain of application of ABC model choice methods remains population genetics and the diffusion of this new methodology to […]

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Feller’s shoes and Rasmus’ socks [well, Karl’s actually…]

October 23, 2014
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Feller’s shoes and Rasmus’ socks [well, Karl’s actually…]

Yesterday, Rasmus Bååth [of puppies’ fame!] posted a very nice blog using ABC to derive the posterior distribution of the total number of socks in the laundry when only pulling out orphan socks and no pair at all in the first eleven draws. Maybe not the most pressing issue for Bayesian inference in the era […]

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a bootstrap likelihood approach to Bayesian computation

October 15, 2014
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a bootstrap likelihood approach to Bayesian computation

This paper by Weixuan Zhu, Juan Miguel Marín [from Carlos III in Madrid, not to be confused with Jean-Michel Marin, from Montpellier!], and Fabrizio Leisen proposes an alternative to our 2013 PNAS paper with Kerrie Mengersen and Pierre Pudlo on empirical likelihood ABC, or BCel. The alternative is based on Davison, Hinkley and Worton’s (1992) […]

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