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 […]

# Category: Books

## 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 […]

## another attempt at code golf

I had another lazy weekend go at code golf, trying to code in the most condensed way the following task. Provided with a square matrix A of positive integers, keep iterating the steps take the highest square 𝑥² in A. find the smallest adjacent neighbour 𝑛 replace x² with x and n with nx until […]

## riddles on Egyptian fractions and Bernoulli factories

Two fairy different riddles on the weekend Riddler. The first one is (in fine) about Egyptian fractions: I understand the first one as Find the Egyptian fraction decomposition of 2 into 11 distinct unit fractions that maximises the smallest fraction. And which I cannot solve despite perusing this amazing webpage on Egyptian fractions and making […]

## A precursor of ABC-Gibbs

Following our arXival of ABC-Gibbs, Dennis Prangle pointed out to us a 2016 paper by Athanasios Kousathanas, Christoph Leuenberger, Jonas Helfer, Mathieu Quinodoz, Matthieu Foll, and Daniel Wegmann, Likelihood-Free Inference in High-Dimensional Model, published in Genetics, Vol. 203, 893–904 in June 2016. This paper contains a version of ABC Gibbs where parameters are sequentially simulated […]

## assessing MCMC convergence

When MCMC became mainstream in the 1990’s, there was a flurry of proposals to check, assess, and even guarantee convergence to the stationary distribution, as discussed in our MCMC book. Along with Chantal Guihenneuc and Kerrie Mengersen, we also maintained for a while a reviewww webpage categorising theses. Niloy Biswas and Pierre Jacob have recently […]

## non-uniform Laplace generation

This year, the French Statistical Society (SFDS) Prix Laplace has been granted to Luc Devroye, author of the Non-Uniform Random Generation bible. among many achievements!, prize that he will receive during the 2019 meeting in Nancy, this very week.

## last call for O’Bayes in Warwick

This is a last call for late participants or would-be participants to the O’Bayes conference at the end of the month, in Warwick on 28 June – 02 July, and right after the BNP 12 conference. Posters can still be submitted to me and registrat…

## Bayesian Inference, at £1400 per chapter…

Another unsolicited email (“This is a friendly reminder that….”) from a UK operator called IntechOpen about publishing a chapter in an Open Access book about Bayesian Inference. And edited by Tang Niansheng. As detailed on the publisher page “The aim of this book is to introduce the newly developed Bayesian methods, including Bayesian variable selection […]

## logicomix redux

I had not made the link until the last speaker of the 50 years of Dauphine commemoration was introduced that he was one of the authors of Logicomix. He spoke of the mathematical modeling of neurons and brain activity, rather than comics, but at a very low level that he called cartoonesque. It is a […]

## end of the game

While I have not watched a large part of the Game of Thrones episodes (apart from the first season I had time to follow while in the hospital), I decided to subscribe for one [free] month to OCS to get the last and final season [unlike a NYT critic who watches the entire eight seasons […]

## 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, […]

## 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 […]

## Statistics and Health Care Fraud & Measuring Crime [ASA book reviews]

From the recently started ASA books series on statistical reasoning in science and society (of which I already reviewed a sequel to The Lady tasting Tea), a short book, Statistics and Health Care Fraud, I read at the doctor while waiting for my appointment, with no chances of cheating! While making me realise that there […]

## Bertrand-Borel debate

On her blog, Deborah Mayo briefly mentioned the Bertrand-Borel debate on the (in)feasibility of hypothesis testing, as reported [and translated] by Erich Lehmann. A first interesting feature is that both B mathematicians discuss the probability of causes in the Bayesian spirit of Laplace. With Bertrand considering that the prior probabilities of the different causes are […]

## 밤을 걷는 선비

## abolitionist

A very interesting piece about prison abolition in the NYT. Centering on Ruth Wilson Gilmore an US advocate for the abolition of prison sentences and a geographer at Berkeley. Interesting because the very notion of abolition sounds anathema to many and I rarely meet people sharing the conviction that prison sentences are counter-productive, often in […]

## MCMC importance samplers for intractable likelihoods

Jordan Franks just posted on arXiv his PhD dissertation at the University of Jyväskylä, where he discuses several of his works: M. Vihola, J. Helske, and J. Franks. Importance sampling type estimators based on approximate marginal MCMC. Preprint arXiv:1609.02541v5, 2016. J. Franks and M. Vihola. Importance sampling correction versus standard averages of reversible MCMCs in […]