Posts Tagged ‘ books ’

normal variates in Metropolis step

November 13, 2017
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normal variates in Metropolis step

A definitely puzzled participant on X validated, confusing the Normal variate or variable used in the random walk Metropolis-Hastings step with its Normal density… It took some cumulated efforts to point out the distinction. Especially as the originator of the question had a rather strong a priori about his or her background: “I take issue […]

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Le Monde [last] puzzle [#1026]

November 1, 2017
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Le Monde [last] puzzle [#1026]

The last and final Le Monde puzzle is a bit of a disappointment, to wit: A 4×4 table is filled with positive and different integers. A 3×3 table is then deduced by adding four adjacent [i.e. sharing a common corner] entries of the original table. Similarly with a 2×2 table, summing up to a unique […]

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computational methods for numerical analysis with R [book review]

October 30, 2017
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computational methods for numerical analysis with R [book review]

This is a book by James P. Howard, II, I received from CRC Press for review in CHANCE. (As usual, the customary warning applies: most of this blog post will appear later in my book review column in CHANCE.) It consists in a traditional introduction to numerical analysis with backup from R codes and packages. […]

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mea culpa!

October 8, 2017
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mea culpa!

An entry about our Bayesian Essentials book on X validated alerted me to a typo in the derivation of the Gaussian posterior..! When deriving the posterior (which was left as an exercise in the Bayesian Core), I just forgot the term expressing the divergence between the prior mean and the sample mean. Mea culpa!!!Filed under: […]

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Le Monde puzzle [#1021]

September 17, 2017
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Le Monde puzzle [#1021]

A puzzling Le Monde mathematical puzzle for which I could find no answer in the allotted time!: A most democratic electoral system allows every voter to have at least one representative by having each of the N voters picking exactly m candidates among the M running candidates and setting the size n of the representative […]

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Le Monde puzzle [#1020]

September 14, 2017
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Le Monde puzzle [#1020]

A collection of liars in this Le Monde mathematical puzzle: A circle of 16 liars and truth-tellers is such that everyone states that their immediate neighbours are both liars. How many liars can there be? A circle of 12 liars and truth-tellers is such that everyone state that their immediate neighbours are one liar plus […]

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Le Monde puzzle [#1018]

August 28, 2017
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Le Monde puzzle [#1018]

An arithmetic Le Monde mathematical puzzle (that first did not seem to involve R programming because of the large number of digits in the quantity involved): An integer x with less than 100 digits is such that adding the digit 1 on both sides of x produces the integer 99x.  What are the last nine […]

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Le Monde puzzle [#1707]

July 27, 2017
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Le Monde puzzle [#1707]

A geometric Le Monde mathematical puzzle: Given a pizza of diameter 20cm, what is the way to cut it by two perpendicular lines through a point distant 5cm from the centre towards maximising the surface of two opposite slices?  Using the same point as the tip of the four slices, what is the way to […]

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On the Origin of "Frequentist" Statistics

July 23, 2017
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Efron and Hastie note that the "frequentist" term "seems to have been suggested by Neyman as a statistical analogue of Richard von Mises' frequentist theory of probability, the connection being made explicit in his 1977 paper, 'Frequentist Probabi...

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RNG impact on MCMC [or lack thereof]

July 12, 2017
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RNG impact on MCMC [or lack thereof]

Following the talk at MCM 2017 about the strange impact of the random generator on the outcome of an MCMC generator, I tried in Montréal airport the following code on the banana target of Haario et al. (1999), copied from Soetaert and Laine and using the MCMC function of the FME package: library(FME) Banana <- […]

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