Art Owen has arXived a new version of his thinning MCMC paper, where he studies how thinning or subsampling can improve computing time in MCMC chains. I remember quite well the message set by Mark Berliner and Steve MacEachern in an early 1990’s paper that subsampling was always increasing the variance of the resulting estimators. […]
While the Riddler puzzle this week was anticlimactic, as it meant filling all digits in the above division towards a null remainder, it came as an interesting illustration of how different division is taught in the US versus France: when I saw the picture above, I had to go and check an American primary school […]
Today and tomorrow, I am attending the Statlearn17 conference in Lyon, France. Which is a workshop with one-hour talks on statistics and machine learning. And which makes for the second workshop on machine learning in two weeks! Yesterday there were two tutorials in R, but I only took the train to Lyon this morning: it […]
Just heard the sad news that Peter Lee, British Bayesian and author of Bayesian Statistics: An Introduction, has passed away yesterday night. While I did not know him, I remember meeting him at a few conferences in the UK and spending an hilarious evening at the pub. When the book came out, I thought it […]
Just heard the sad news that Peter Lee, British Bayesian and author of Bayesian Statistics: An Introduction, has passed away yesterday night. While I did not know him, I remember meeting him at a few conferences in the UK and spending an hilarious evening at the pub. When the book came out, I thought it […]
As I discovered (!) the Annals of Applied Statistics in my mailbox just prior to taking the local train to Dauphine for the first time in 2017 (!), I started reading it on the way, but did not get any further than the first discussion paper by Pengsheng Ji and Jiashun Jin on coauthorship and […]
As I discovered (!) the Annals of Applied Statistics in my mailbox just prior to taking the local train to Dauphine for the first time in 2017 (!), I started reading it on the way, but did not get any further than the first discussion paper by Pengsheng Ji and Jiashun Jin on coauthorship and […]
As I discovered (!) the Annals of Applied Statistics in my mailbox just prior to taking the local train to Dauphine for the first time in 2017 (!), I started reading it on the way, but did not get any further than the first discussion paper by Pengsheng Ji and Jiashun Jin on coauthorship and […]
The [then current now past] riddle of the week is a sort of multiarmed bandits optimisation. Of sorts. Or rather a generalised knapsack problem. The question is about optimising the allocation of 100 undistinguishable units to 10 distinct boxes against a similarly endowed adversary, when the loss function is and the distribution q of the […]
In answering a simple question on X validated about producing Monte Carlo estimates of the variance of estimators of exp(-θ) in a Poisson model, I wanted to illustrate the accuracy of these estimates against the theoretical values. While one case was easy, since the estimator was a Binomial B(n,exp(-θ)) variate [in yellow on the graph], […]
