Posts Tagged ‘ books ’

amazing Gibbs sampler

February 18, 2015
By
amazing Gibbs sampler

When playing with Peter Rossi’s bayesm R package during a visit of Jean-Michel Marin to Paris, last week, we came up with the above Gibbs outcome. The setting is a Gaussian mixture model with three components in dimension 5 and the prior distributions are standard conjugate. In this case, with 500 observations and 5000 Gibbs […]

Read more »

Numbersense, in Chinese and Japanese

February 9, 2015
By
Numbersense, in Chinese and Japanese

This is a cross-post on my two blogs. The new year brings news that my second book, Numbersense: How to Use Big Data to Your Advantage has been translated into Chinese (simplified) and Japanese. Here are the book covers: In...

Read more »

Numbersense, in Chinese and Japanese

February 9, 2015
By
Numbersense, in Chinese and Japanese

This is a cross-post on my two blogs. The new year brings news that my second book, Numbersense: How to Use Big Data to Your Advantage has been translated into Chinese (simplified) and Japanese. Here are the book covers: In Chinese, the title reads: ...

Read more »

simulation by inverse cdf

January 13, 2015
By
simulation by inverse cdf

Another Cross Validated forum question that led me to an interesting (?) reconsideration of certitudes! When simulating from a normal distribution, is Box-Muller algorithm better or worse than using the inverse cdf transform? My first reaction was to state that Box-Muller was exact while the inverse cdf relied on the coding of the inverse cdf, like […]

Read more »

DDH Now in Chinese

January 8, 2015
By
DDH Now in Chinese

For my Chinese readers:A Chinese version of the Diebold-Doherty-Herring risk management book just appeared. Interesting surprise. I knew nothing about it until it arrived in the snail mail, just as with the earlier Chinese version of the Dieb...

Read more »

top posts for 2014

December 29, 2014
By
top posts for 2014

Here are the most popular entries for 2014: 17 equations that changed the World (#2) 995 Le Monde puzzle [website] 992 “simply start over and build something better” 991 accelerating MCMC via parallel predictive prefetching 990 Bayesian p-values 960 posterior predictive p-values 849 Bayesian Data Analysis [BDA3] 846 Bayesian programming [book review] 834 Feller’s shoes […]

Read more »

amazonish thanks (& repeated warning)

December 8, 2014
By
amazonish thanks (& repeated warning)

As in previous years, at about this time, I want to (re)warn unaware ‘Og readers that all links to Amazon.com and more rarely to Amazon.fr found on this blog are actually susceptible to earn me an advertising percentage if a purchase is made by the reader in the 24 hours following the entry on Amazon […]

Read more »

the Grumble distribution and an ODE

December 2, 2014
By
the Grumble distribution and an ODE

As ‘Og’s readers may have noticed, I paid some recent visits to Cross Validated (although I find this too addictive to be sustainable on a long term basis!, and as already reported a few years ago frustrating at several levels from questions asked without any preliminary personal effort, to a lack of background material to […]

Read more »

Le Monde puzzle [#887quater]

November 27, 2014
By
Le Monde puzzle [#887quater]

And yet another resolution of this combinatorics Le Monde mathematical puzzle: that puzzle puzzled many more people than usual! This solution is by Marco F, using a travelling salesman representation and existing TSP software. N is a golden number if the sequence {1,2,…,N} can be reordered so that the sum of any consecutive pair is a […]

Read more »

an ABC experiment

November 23, 2014
By
an ABC experiment

  In a cross-validated forum exchange, I used the code below to illustrate the working of an ABC algorithm: Hence I used the median and the mad as my summary statistics. And the outcome is rather surprising, for two reasons: the first one is that the posterior on the mean μ is much wider than […]

Read more »


Subscribe

Email:

  Subscribe