Posts Tagged ‘ books ’

another wrong entry

June 26, 2016
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another wrong entry

Quite a coincidence! I just came across another bug in Lynch’s (2007) book, Introduction to Applied Bayesian Statistics and Estimation for Social Scientists. Already discussed here and on X validated. While working with one participant to the post-ISBA softshop, we were looking for efficient approaches to simulating correlation matrices and came [by Google] across the […]

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data challenge in Sardinia

June 9, 2016
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data challenge in Sardinia

In what I hope is the first occurrence of a new part of ISBA conferences, Booking.com is launching a data challenge at ISBA 2016 next week. The prize being a trip to take part in their monthly hackathon. In Amsterdam. It would be terrific if our Bayesian conferences, including BayesComp, could gather enough data and […]

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Le Monde puzzle [#964]

June 1, 2016
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Le Monde puzzle [#964]

A not so enticing Le Monde mathematical puzzle: Find the minimal value of a five digit number divided by the sum of its digits. This can formalised as finding the minimum of N/(a+b+c+d+e) when N writes abcde. And solved by brute force. Using a rough approach to finding the digits of a five-digit number, the […]

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the random variable that was always less than its mean…

May 29, 2016
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the random variable that was always less than its mean…

Although this is far from a paradox when realising why the phenomenon occurs, it took me a few lines to understand why the empirical average of a log-normal sample is apparently a biased estimator of its mean. And why conversely the biased plug-in estimator does not appear to present a bias. To illustrate this “paradox” […]

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another riddle with a stopping rule

May 26, 2016
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another riddle with a stopping rule

A puzzle on The Riddler last week that is rather similar to an earlier one. Given the probability (1/2,1/3,1/6) on {1,2,3}, what is the mean of the number N of draws to see all possible outcomes and what is the average number of 1’s in those draws? The second question is straightforward, as the proportions […]

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ABC random forests for Bayesian parameter inference

May 19, 2016
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ABC random forests for Bayesian parameter inference

Before leaving Helsinki, we arXived [from the Air France lounge!] the paper Jean-Michel presented on Monday at ABCruise in Helsinki. This paper summarises the experiments Louis conducted over the past months to assess the great performances of a random forest regression approach to ABC parameter inference. Thus validating in this experimental sense the use of […]

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Using MCMC output to efficiently estimate Bayes factors

May 18, 2016
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Using MCMC output to efficiently estimate Bayes factors

As I was checking for software to answer a query on X validated about generic Bayes factor derivation, I came across an R software called BayesFactor, which only applies in regression settings and relies on the Savage-Dickey representation of the Bayes factor when the null hypothesis writes as θ=θ⁰ (and possibly additional nuisance parameters with […]

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reversible chain[saw] massacre

May 15, 2016
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reversible chain[saw] massacre

A paper in Nature this week that uses reversible-jump MCMC, phylogenetic trees, and Bayes factors. And that looks at institutionalised or ritual murders in Austronesian cultures. How better can it get?! “by applying Bayesian phylogenetic methods (…) we find strong support for models in which human sacrifice stabilizes social stratification once stratification has arisen, and […]

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a Simpson paradox of sorts

May 5, 2016
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a Simpson paradox of sorts

The riddle from The Riddler this week is about finding an undirected graph with N nodes and no isolated node such that the number of nodes with more connections than the average of their neighbours is maximal. A representation of a connected graph is through a matrix X of zeros and ones, on which one […]

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an integer programming riddle

April 20, 2016
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an integer programming riddle

A puzzle on The Riddler this week that ends up as a standard integer programming problem. Removing the little story around the question, it boils down to optimise 200a+100b+50c+25d under the constraints 400a+400b+150c+50d≤1000, b≤a, a≤1, c≤8, d≤4, and (a,b,c,d) all non-negative integers. My first attempt was a brute force R code since there are only […]

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