Author: xi'an

likelihood free nested sampling

A recent paper by Mikelson and Khammash found on bioRxiv considers the (paradoxical?) mixture of nested sampling and intractable likelihood. They however cover only the case when a particle filter or another unbiased estimator of the likelihood function. Unless I am missing something in the paper, this seems a very costly and convoluted approach when […]

posterior distribution missing the MLE

An X validated question as to why the MLE is not necessarily (well) covered by a posterior distribution. Even for a flat prior… Which in restrospect highlights the fact that the MLE (and the MAP) are invasive species in a Bayesian ecosystem. Since they do not account for the dominating measure. And hence do not […]

a resolution of the Jeffreys-Lindley paradox

“…it is possible to have the best of both worlds. If one allows the significance level to decrease as the sample size gets larger (…) there will be a finite number of errors made with probability one. By allowing the critical values to diverge slowly, one may catch almost all the errors.” (p.1527) When commenting […]

tenure track position in Clermont, Auvergne

My friend Arnaud Guillin pointed out this opening of a tenure-track professor position at his University of Clermont Auvergne, in Central France. With specialty in statistics and machine-learning, especially deep learning. The deadline for applications is 12 May 2019. (Tenure-track positions are quite rare in French universities and this offer includes a limited teaching load […]

Le Monde puzzle [#1094]

A rather blah number Le Monde mathematical puzzle: Find all integer multiples of 11111 with exactly one occurrence of each decimal digit.. Which I solved by brute force, by looking at the possible range of multiples (and  borrowing stringr:str_count from Robin!) > combien=0 > for (i in 90001:900008){ j=i*11111 combien=combien+(min(stringr::str_count(j,paste(0:9)))==1)} > combien [1] 3456 And […]

survivalists [a Riddler’s riddle]

A neat question from The Riddler on a multi-probability survival rate: Nine processes are running in a loop with fixed survivals rates .99,….,.91. What is the probability that the first process is the last one to die? Same question with probabilities .91,…,.99 and the probability that the last process is the last one to die. […]

haunting of tramcar 105 [book review]

A mix of steampunk and urban magic in a enlightened 1912 Cairo sounded like a good prolegomena and I bought P. Djèli Clark’s The haunting of tram car 015 on this basis. As it happens, this is actually a novella of 123 pages building on the same universe as a previous work of the author, […]

holistic framework for ABC

An AISTATS 2019 paper was recently arXived by Kelvin Hsu and Fabio Ramos. Proposing an ABC method “…consisting of (1) a consistent surrogate likelihood model that modularizes queries from simulation calls, (2) a Bayesian learning objective for hyperparameters that improves inference accuracy, and (3) a posterior surrogate density and a super-sampling inference algorithm using its […]

Le Monde puzzle [#1092]

A Latin square Le Monde mathematical puzzle that I found rather dreary: A hidden 3×3 board contains all numbers from 1 to 9. Anselm wants to guess the board and makes two proposals. Berenicke tells him how many entries are in the right rows and colums for each proposal, along with the information that no […]

bandits for doubly intractable posteriors

Last Friday, Guanyang Wang arXived a paper on the use of multi-armed bandits (hence the reference to the three bandits) to handle intractable normalising constants. The bandit compares or mixes Møller et al. (2006) auxiliary variable solution with Murray et al. (2006) exchange algorithm. Which are both special cases of pseudo-marginal MCMC algorithms. In both […]

Gone…!

Even stronger and farther-reaching a symbol of Paris than the Eiffel Tower, the Notre-Dame-de-Paris cathedral is now burning down. Only Hugo can make for the memory of this monumental loss: “Sur la face de cette vieille reine de noscathédrales, à côté d’une ride on trouve toujours une cicatrice. Tempua edax, homo edacior; ce que je […]

BayesComp 20 [full program]

The full program is now available on the conference webpage of BayesComp 20, next 7-10 Jan 2020. There are eleven invited sessions, including one j-ISBA session, and a further thirteen contributed sessions were selected by the scientific committee. Calls are still open for tutorials on Tuesday 07 January (with two already planed on Nimble and […]

p-values, Bayes factors, and sufficiency

Among the many papers published in this special issue of TAS on statistical significance or lack thereof, there is a paper I had already read before (besides ours!), namely the paper by Jonty Rougier (U of Bristol, hence the picture) on connecting p-values, likelihood ratio, and Bayes factors. Jonty starts from the notion that the […]