Author: xi'an

truncated Normal moments

An interesting if presumably hopeless question spotted on X validated: a lower-truncated Normal distribution is parameterised by its location, scale, and truncation values, μ, σ, and α. There exist formulas to derive the mean and variance of the resulting distribution,  that is, when α=0, and but there is no easy way to choose (μ, σ) […]

selecting summary statistics [a tale of two distances]

As Jonathan Harrison came to give a seminar in Warwick [which I could not attend], it made me aware of his paper with Ruth Baker on the selection of summaries in ABC. The setting is an ABC-SMC algorithm and it relates with Fearnhead and Prangle (2012), Barnes et al. (2012), our own random forest approach, […]

ABC in Grenoble, 19-20 March 2020

The next occurrence of the “ABC in…” workshops will take place in Grenoble, France, on 19-20 March 2020. Both local organising and international scientific committees have been constituted and the program should soon be constructed, along with calls to contributions launched at the same time. As in most earlier versions of the workshops (ABC in […]

biased sample!

A chance occurrence led me to this thread on R-devel about R sample function generating a bias by taking the integer part of the continuous uniform generator… And then to the note by Kellie Ottoboni and Philip Stark analysing the reason, namely the fact that R uniform [0,1) pseudo-random generator is not perfectly continuously uniform […]

Garrigue administrative

A central page in Le Monde of this week (May 08), about the conundrum of dealing with the dozens of thousands of handwritten pages left by Alexandre Grothendiek, from trying to make sense of the contents to assessing the monetary value (!) of such documents. Mentioning that the most reasonable solution would be to extend […]

Gene Wolf (1931-2019)

Just found out that the writer Gene Wolf, author of the unique New Sun series (and many other masterpieces) had passed away two weeks ago. (The Guardian has a detailed obituary covering his life and oeuvres. Where I learned that he developed the Pringle’s machine for Procter and Gamble, something he can be pardoned for […]

robust Bayesian synthetic likelihood

David Frazier (Monash University) and Chris Drovandi (QUT) have recently come up with a robustness study of Bayesian synthetic likelihood that somehow mirrors our own work with David. In a sense, Bayesian synthetic likelihood is definitely misspecified from the start in assuming a Normal distribution on the summary statistics. When the data generating process is […]

an attempt at code golf

Having discovered codegolf on Stack Exchange a few weeks ago, I spotted a few interesting puzzles since then but only got the opportunity at a try over a quiet and rainy weekend (and Robin being on vacation)! The challenge was to write an R code for deciding whether or not a given integer n is […]

chance call for book reviewers

Since I have been unable to find local reviewers for my CHANCE review column of the above recent CRC Press books, namely Bayesian Cost-Effectiveness Analysis of Medical Treatments, Moreno et al. Combinatorial Inference in Geometric Data Analysis, Le Roux et al. Time Series Clustering and Classification, Maharaj et al. Textual Data Science with R, Bécue-Bertaut […]

O’Bayes 2019 conference program

The full and definitive program of the O’Bayes 2019 conference in Warwick is now on line. Including discussants for all papers. And the three [and free] tutorials on Friday afternoon, 28 June, on model selection (M. Barbieri), MCMC recent advances (G.O. Roberts) and BART (E.I. George). Registration remains open at the reduced rate and submissions […]