Category: Books

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 […]

simulation fodder for future exams

Here are two nice exercises for a future simulation exam, seen and solved on X validated.The first one is about simulating a Gibbs sampler associated with the joint target exp{-|x|-|y|-a(y-x|} defined over IR² for a≥0 (or possibly a>-1). The conditionals are identical and non-standard, but a simple bound on the conditional density is the corresponding […]

Le Monde puzzle [#1085]

A new Le Monde mathematical puzzle in the digit category: Given 13 arbitrary relative integers chosen by Bo, Abigail can select any subset of them to be drifted by plus or minus one by Bo, repeatedly until Abigail reaches the largest possible number N of multiples of 5. What is the minimal possible value of […]

Le Monde puzzle [#1085]

A new Le Monde mathematical puzzle in the digit category: Given 13 arbitrary relative integers chosen by Bo, Abigail can select any subset of them to be drifted by plus or minus one by Bo, repeatedly until Abigail reaches the largest possible number N of multiples of 5. What is the minimal possible value of […]

take a random integer

A weird puzzle from FiveThirtyEight: what is the probability that the product of three random integers is a multiple of 100? Ehrrrr…, what is a random integer?! The solution provided by the Riddler is quite stunning Reading the question charitably (since “random integer” has no specific meaning), there will be an answer if there is […]

undecidable learnability

“There is an unknown probability distribution P over some finite subset of the interval [0,1]. We get to see m i.i.d. samples from P for m of our choice. We then need to find a finite subset of [0,1] whose P-measure is at least 2/3. The theorem says that the standard axioms of mathematics cannot […]

a pen for ABC

Among the flury of papers arXived around the ICML 2019 deadline, I read on my way back from Oxford a paper by Wiqvist et al. on learning summary statistics for ABC by neural nets. Pointing out at another recent paper by Jiang et al. (2017, Statistica Sinica) which constructed a neural network for predicting each […]

scalable Metropolis-Hastings

Among the flury of arXived papers of last week (414!), including a fair chunk of papers submitted to ICML 2019, I spotted one entry by Cornish et al. on scalable Metropolis-Hastings, which Arnaud Doucet had mentioned to me yesterday when in Oxford. The paper builds on the delayed acceptance paper we wrote with Marco Banterlé, […]

Fisher’s lost information

After a post on X validated and a good discussion at work, I came to the conclusion [after many years of sweeping the puzzle under the carpet] that the (a?) Fisher information obtained for the Uniform distribution U(0,θ) as θ⁻¹ is meaningless. Indeed, there are many arguments: The lack of derivability of the indicator function […]

Fate & Fortune [book review]

After enjoying very much the first book, Hue & Cry, in the Hew Cullan series by Shirley McKay, I bought the following ones and read Fate & Fortune over the vacation break. If anything, I enjoyed this one even more, as it disclosed other aspects of 16th Century Scotland, still with the oppressive domination of […]

Jeffreys priors for hypothesis testing [Bayesian reads #2]

A second (re)visit to a reference paper I gave to my OxWaSP students for the last round of this CDT joint program. Indeed, this may be my first complete read of Susie Bayarri and Gonzalo Garcia-Donato 2008 Series B paper, inspired by Jeffreys’, Zellner’s and Siow’s proposals in the Normal case. (Disclaimer: I was not […]

revisiting marginalisation paradoxes [Bayesian reads #1]

As a reading suggestion for my (last) OxWaSP Bayesian course at Oxford, I included the classic 1973 Marginalisation paradoxes by Phil Dawid, Mervyn Stone [whom I met when visiting UCL in 1992 since he was sharing an office with my friend Costas Goutis], and Jim Zidek. Paper that also appears in my (recent) slides as […]

Le Monde puzzle [#1083]

A Le Monde mathematical puzzle that seems hard to solve without the backup of a computer (and just simple enough to code on a flight to Montpellier): Given the number N=2,019, find a decomposition of N as a sum of non-trivial powers of integers such that (a) the number of integers in the sum is […]

the paper where you are a node

Sophie Donnet pointed out to me this arXived paper by Tianxi Li, Elizaveta Levina, and Ji Zhu, on a network resampling strategy for X validation, where I appear as a datapoint rather than as a [direct] citation! Which reminded me of the “where you are the hero” gamebooks with which my kids briefly played, before […]

efficiency and the Fréchet-Darmois-Cramèr-Rao bound

  Following some entries on X validated, and after grading a mathematical statistics exam involving Cramèr-Rao, I came to wonder at the relevance of the concept of efficiency outside [and even inside] the restricted case of unbiased estimators. The general (frequentist) version is that the variance of an estimator δ of [any transform of] θ […]

L’enfant de poussière [book review]

I read this book in French, as this was the language in which it was written and also because I was given a free copy for writing a review! This is a rather unusual book, the first volume of a series called the cycle of Syffe (where Syffe is both the main character and the […]

Computational Bayesian Statistics [book review]

This Cambridge University Press book by M. Antónia Amaral Turkman, Carlos Daniel Paulino, and Peter Müller is an enlarged translation of a set of lecture notes in Portuguese. (Warning: I have known Peter Müller from his PhD years in Purdue University and cannot pretend to perfect objectivity. For one thing, Peter once brought me frozen-solid […]

alternatives to EM

In an arXived preprint submitted to Computational Statistics & Data Analysis, Chan, Han, and Lim study alternatives to EM for latent class models. That is, mixtures of products of Multinomials. (First occurrence of an indicator function being called the “Iverson bracket function”!) The introduction is fairly extensive given this most studied model. The criticisms of […]

estimation exam [best of]

Yesterday, I received a few copies of our CRC Press Handbook of Mixture Analysis, while grading my mathematical statistics exam 135 copies. Among the few goodies, I noticed the always popular magical equality E[1/T]=1/E[T] that must have been used in so many homeworks and exam handouts by now that it should become a folk theorem. […]

risk-adverse Bayes estimators

An interesting paper came out on arXiv in early December, written by Michael Brand from Monash. It is about risk-adverse Bayes estimators, which are defined as avoiding the use of loss functions (although why avoiding loss functions is not made very clear in the paper). Close to MAP estimates, they bypass the dependence of said […]