R

Blogs on the R software.

Using SVG graphics in blog posts

February 9, 2016
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Using SVG graphics in blog posts

My traditional work flow for embedding R graphics into a blog post has been via a PNG files that I upload online. However, when I created a 'simple' graphic with only basic curves and triangles for a recent post, I noticed that the PNG output didn't lo...

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Speaking at DataPhilly February 2016

February 5, 2016
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Speaking at DataPhilly February 2016

The next DataPhilly meetup will feature a medley of machine-learning talks, including an Intro to ML from yours truly. Check out the speakers list and be sure to RSVP. Hope to see you there! Thursday, February 18, 2016 6:00 PM to 9:00 PM Speakers: Corey Chivers Randy Olson Austin Rochford Corey Chivers (Penn Medicine) Abstract: […]

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optimal simulation on a convex set

February 3, 2016
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optimal simulation on a convex set

This morning, we had a jam session at the maths department of Paris-Dauphine where a few researchers & colleagues of mine presented their field of research to the whole department. Very interesting despite or thanks to the variety of topics, with forays into the three-body problem(s) [and Poincaré‘s mistake], mean fields for Nash equilibrium (or […]

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Unemployment in Europe

February 2, 2016
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Unemployment in Europe

A couple of years I have made plots of unemployment and its change over the years. At first this was a bigger and complex piece of code. As things have progressed, the code can now become pretty concise. There are just plenty of packages to do the heav...

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First Bayesian Mixer Meeting in London

February 2, 2016
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First Bayesian Mixer Meeting in London

There is a nice pub between Bunhill Fields and the Royal Statistical Society in London: The Artillery Arms. Clearly, the perfect place to bring people together to talk about Bayesian Statistics. Well, that’s what Jon Sedar (@jonsedar, applied.ai) and...

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Le Monde puzzle [#947]

February 1, 2016
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Le Monde puzzle [#947]

Another boardgame in Le Monde mathematical puzzle : Given an 8×8 chequerboard,  consider placing 2×2 tiles over this chequerboard until (a) the entire surface is covered and (b) removing a single 2×2 tile exposes some of the original chequerboard. What is the maximal number of 2×2 tiles one can set according to this scheme? And for […]

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love-hate Metropolis algorithm

January 27, 2016
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love-hate Metropolis algorithm

Hyungsuk Tak, Xiao-Li Meng and David van Dyk just arXived a paper on a multiple choice proposal in Metropolis-Hastings algorithms towards dealing with multimodal targets. Called “A repulsive-attractive Metropolis algorithm for multimodality” [although I wonder why XXL did not jump at the opportunity to use the “love-hate” denomination!]. The proposal distribution includes a [forced] downward […]

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R typos

January 26, 2016
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R typos

At MCMskv, Alexander Ly (from Amsterdam) pointed out to me some R programming mistakes I made in the introduction to Metropolis-Hastings algorithms I wrote a few months ago for the Wiley on-line encyclopedia! While the outcome (Monte Carlo posterior) of the corrected version is moderately changed this is nonetheless embarrassing! The example (if not the […]

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Flowing triangles

January 26, 2016
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Flowing triangles

I have admired the work of the artist Bridget Riley for a long time. She is now in her eighties, but as it seems still very creative and productive. Some of her recent work combines simple triangles in fascinating compositions. The longer I look at the...

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high dimension Metropolis-Hastings algorithms

January 25, 2016
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high dimension Metropolis-Hastings algorithms

When discussing high dimension models with Ingmar Schüster Schuster [blame my fascination for accented characters!] the other day, we came across the following paradox with Metropolis-Hastings algorithms. If attempting to simulate from a multivariate standard normal distribution in a large dimension, when starting from the mode of the target, i.e., its mean γ, leaving the […]

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