Author: xi'an

Le Monde puzzle [#1086]

A terse Le Monde mathematical puzzle in the optimisation mode: What is the maximal fraction of the surface of a triangle occupied by an inner triangle ABC where Abigail picks a summit A on a first side, Berenice B on a second side, and then Abigails picks C on the third side, towards Abigail maximising […]

“Macron tend la main par dessus la Manche”

“Never since the second world war has Europe been so essential. Yet never has Europe been in such danger. Brexit stands as the symbol of that. It symbolises the crisis of a Europe that has failed to respond to its peoples’ need for protection from the major shocks of the modern world. It also symbolises […]

statistics with improper posteriors [or not]

Last December, Gunnar Taraldsen, Jarle Tufto, and Bo H. Lindqvist arXived a paper on using priors that lead to improper posteriors and [trying to] getting away with it! The central concept in their approach is Rényi’s generalisation of Kolmogorov’s version to define conditional probability distributions from infinite mass measures by conditioning on finite mass measurable […]

a new rule for adaptive importance sampling

Art Owen and Yi Zhou have arXived a short paper on the combination of importance sampling estimators. Which connects somehow with the talk about multiple estimators I gave at ESM last year in Helsinki. And our earlier AMIS combination. The paper however makes two important assumptions to reach optimal weighting, which is inversely proportional to […]

my [homonym] talk this afternoon at CREST [Paris-Saclay]

Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an Itô diffusion?” Time: 3:30 pm – 4:30 pm Date: 04th of March 2019 Place: Room 3105 Abstract : We consider high frequency observations from a one-dimensional diffusion process Y. We assume that the diffusion coefficient σ is continuously differentiable, […]

automatic adaptation of MCMC algorithms

“A typical adaptive MCMC sampler will approximately optimize performance given the kind of sampler chosen in the first place, but it will not optimize among the variety of samplers that could have been chosen.” Last February (2018), Dao Nguyen and five co-authors arXived a paper that I missed. On a new version of adaptive MCMC […]

error bars [reposted]

A definitely brilliant entry on xkcd that reflects upon the infinite regress of producing error evaluations that are based on estimates. A must for the next class when I introduce error bars and confidence intervals!

auxiliary likelihood ABC in print

Our paper with Gael Martin, Brendan McCabe , David Frazier and Worapree Maneesoonthorn, with full title Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models, has now appeared in JCGS. To think that it started in Rimini in 2009, when I met Gael for the first time at the Rimini Bayesian Econometrics conference, although we […]

Nature tea[dbits]

A very special issue of Nature (7 February 2019, vol. 556, no. 7742). With an outlook section on tea, plus a few research papers (and ads) on my principal beverage. News about the REF, Elsevier’s and Huawei’s woes with the University of California, the dangerous weakening of Title IX by the Trump administration, and a […]

distributed posteriors

Another presentation by our OxWaSP students introduced me to the notion of distributed posteriors, following a 2018 paper by Botond Szabó and Harry van Zanten. Which corresponds to the construction of posteriors when conducting a divide & conquer strategy. The authors show that an adaptation of the prior to the division of the sample is […]

how a hiring quota failed [or not]

This week, Nature has a “career news” section dedicated to how hiring quotas [may have] failed for French university hiring. And based solely on a technical report by a Science Po’ Paris researcher. The hiring quota means that every hiring committee for a French public university hiring committee must be made of at least 40% […]

Le Monde puzzle [#1087]

A board-like Le Monde mathematical puzzle in the digit category: Given a (k,m) binary matrix, what is the maximum number S of entries with only one neighbour equal to one? Solve for k=m=2,…,13, and k=6,m=8. For instance, for k=m=2, the matrix is producing the maximal number 4. I first attempted a brute force random filling […]