Author: xi'an

ENSEA & CISEA 2019

I found my (short) trip to Abdijan for the CISEA 2019 conference quite fantastic as it allowed me to meet with old friends, from the earliest days at CREST and even before, and to meet new ones. Including local students of ENSEA who had taken a Bayesian course out of my Bayesian Choice book. And […]

Bayesian conjugate gradients [open for discussion]

When fishing for an illustration for this post on Google, I came upon this Bayesian methods for hackers cover, a book about which I have no clue whatsoever (!) but that mentions probabilistic programming. Which serves as a perfect (?!) introduction to the call for discussion in Bayesian Analysis of the incoming Bayesian conjugate gradient […]

efficient MCMC sampling

Maxime Vono, Daniel Paulin and Arnaud Doucet recently arXived a paper about a regularisation technique that allows for efficient sampling from a complex posterior which potential function factorises as a large sum of transforms of linear projections of the parameter θ The central idea in the paper [which was new to me] is to introduce […]

A la Bienale di Venezia

Taking advantage of staying in Venezia over the weekend, we went to the huge international contemporary art exhibit located all over the city but mostly in the Arsenale and in the gardens. This was quite impressive in terms of diversity and style, of course, although the general feeling was rather bleak, centering on pollution and […]

cuida tu vestido y no hables tanto, Jorge!

“”In our societies, it even seems homosexuality is fashionable. And this mentality, in some way, also influences the life of the Church (..) Therefore, the Church recommends that people with that kind of ingrained tendency should not be accepted into the ministry or consecrated life. The ministry or the consecrated life is not his place.” […]

sampling and imbalanced

Deborshee Sen, Matthias Sachs, Jianfeng Lu and David Dunson have recently arXived a sub-sampling paper for  classification (logistic) models where some covariates or some responses are imbalanced. With a PDMP, namely zig-zag, used towards preserving the correct invariant distribution (as already mentioned in an earlier post on the zig-zag zampler and in a recent Annals […]

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 […]