Blog Archives

Le Monde sans puzzle [& sans penguins]

April 12, 2014
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Le Monde sans puzzle [& sans penguins]

As the Le Monde mathematical puzzle of this week was a geometric one (the quadrangle ABCD is divided into two parts with the same area, &tc…) , with no clear R resolution, I chose to bypass it. In this April 3 issue, several items of interest: first, a report by Etienne Ghys on Yakov Sinaï’s […]

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data scientist position

April 7, 2014
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data scientist position

Our newly created Chaire “Economie et gestion des nouvelles données” in Paris-Dauphine, ENS Ulm, École Polytechnique and ENSAE is recruiting a data scientist starting as early as May 1, the call remaining open till the position is filled. The location is in one of the above labs in Paris, the duration for at least one […]

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Le Monde puzzle [#860]

April 3, 2014
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Le Monde puzzle [#860]

A Le Monde mathematical puzzle that connects to my awalé post of last year: For N≤18, N balls are placed in N consecutive holes. Two players, Alice and Bob, consecutively take two balls at a time provided those balls are in contiguous holes. The loser is left with orphaned balls. What is the values of […]

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Bayesian Data Analysis [BDA3 - part #2]

March 30, 2014
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Bayesian Data Analysis [BDA3 - part #2]

Here is the second part of my review of Gelman et al.’ Bayesian Data Analysis (third edition): “When an iterative simulation algorithm is “tuned” (…) the iterations will not in general converge to the target distribution.” (p.297) Part III covers advanced computation, obviously including MCMC but also model approximations like variational Bayes and expectation propagation […]

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Bayesian Data Analysis [BDA3]

March 27, 2014
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Bayesian Data Analysis [BDA3]

Andrew Gelman and his coauthors, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Don Rubin, have now published the latest edition of their book Bayesian Data Analysis. David and Aki are newcomers to the authors’ list, with an extended section on non-linear and non-parametric models. I have been asked by Sam Behseta to write […]

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MCMC on zero measure sets

March 23, 2014
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MCMC on zero measure sets

Simulating a bivariate normal under the constraint (or conditional to the fact) that x²-y²=1 (a non-linear zero measure curve in the 2-dimensional Euclidean space) is not that easy: if running a random walk along that curve (by running a random walk on y and deducing x as x²=y²+1 and accepting with a Metropolis-Hastings ratio based […]

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Le Monde puzzle [#857]

March 21, 2014
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Le Monde puzzle [#857]

A rather bland case of Le Monde mathematical puzzle : Two positive integers x and y are turned into s=x+y and p=xy. If Sarah and Primrose are given S and P, respectively, how can the following dialogue happen? I am sure you cannot find my number Now you told me that, I can, it is […]

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Pre-processing for approximate Bayesian computation in image analysis

March 20, 2014
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Pre-processing for approximate Bayesian computation in image analysis

With Matt Moores and Kerrie Mengersen, from QUT, we wrote this short paper just in time for the MCMSki IV Special Issue of Statistics & Computing. And arXived it, as well. The global idea is to cut down on the cost of running an ABC experiment by removing the simulation of a humongous state-space vector, […]

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fine-sliced Poisson [a.k.a. sashimi]

March 19, 2014
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fine-sliced Poisson [a.k.a. sashimi]

As my student Kévin Guimard had not mailed me his own Poisson slice sampler of a Poisson distribution, I could not tell why the code was not working! My earlier post prompted him to do so and a somewhat optimised version is given below: As you can easily check by running the code, it does […]

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sliced Poisson

March 17, 2014
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sliced Poisson

One of my students complained that his slice sampler of a Poisson distribution was not working when following the instructions in Monte Carlo Statistical Methods (Exercise 8.5). This puzzled me during my early morning run and I checked on my way back, even before attacking the fresh baguette I had brought from the bakery… The […]

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