Posts Tagged ‘ University life ’

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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Statistical rethinking [book review]

April 5, 2016
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Statistical rethinking [book review]

Statistical Rethinking: A Bayesian Course with Examples in R and Stan is a new book by Richard McElreath that CRC Press sent me for review in CHANCE. While the book was already discussed on Andrew’s blog three months ago, and [rightly so!] enthusiastically recommended by Rasmus Bååth on Amazon, here are the reasons why I […]

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Le Monde puzzle [#952]

March 18, 2016
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Le Monde puzzle [#952]

A quite simple Le Monde mathematical puzzle again with Alice and Bob: In a multiple choice questionnaire with 50 questions, Alice gets a score s such that Bob can guess how many correct (+5 points), incorrect (-1 point) and missing (0 point) Alice got when adding that Alice could not have gotten s-2 or s+2. […]

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Le Monde puzzle [#952]

March 18, 2016
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Le Monde puzzle [#952]

A quite simple Le Monde mathematical puzzle again with Alice and Bob: In a multiple choice questionnaire with 50 questions, Alice gets a score s such that Bob can guess how many correct (+5 points), incorrect (-1 point) and missing (0 point) Alice got when adding that Alice could not have gotten s-2 or s+2. […]

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twilight zone [of statistics]

February 25, 2016
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twilight zone [of statistics]

“I have decided that mixtures, like tequila, are inherently evil and should be avoided at all costs.” L. Wasserman Larry Wasserman once remarked that finite mixtures were like the twilight zone of statistics, thanks to the numerous idiosyncrasies associated with such models. And George Casella had similar strong reservations about mixture estimation. Avi Feller and […]

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Гнеде́нко and Forsythe [and e]

February 16, 2016
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Гнеде́нко and Forsythe [and e]

In the wake of my earlier post on the Monte Carlo estimation of e and e⁻¹, after a discussion with my colleague Murray Pollock (Warwick) Gnedenko’s solution, he pointed out another (early) Monte Carlo approximation called Forsythe’s method. That is detailed quite neatly in Luc Devroye’s bible, Non-uniform random variate generation (a free bible!). The […]

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new version of abcrf

February 12, 2016
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new version of abcrf

Version 1.1 of our R library abcrf version 1.1  is now available on CRAN.  Improvements against the earlier version are numerous and substantial. In particular,  calculations of the random forests have been parallelised and, for machines with multiple cores, the computing gain can be enormous. (The package does along with the random forest model choice […]

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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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