Posts Tagged ‘ University life ’

R brut

July 2, 2015
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R brut

Filed under: Kids, pictures, R, Statistics, University life Tagged: cex, pch, plot, R

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Introduction to Monte Carlo methods with R and Bayesian Essentials with R

June 26, 2015
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Introduction to Monte Carlo methods with R and Bayesian Essentials with R

Here are the  download figures for my e-book with George as sent to me last week by my publisher Springer-Verlag.  With an interesting surge in the past year. Maybe simply due to new selling strategies of the published rather to a wider interest in the book. (My royalties have certainly not increased!) Anyway thanks to […]

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arXiv frenzy

June 23, 2015
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arXiv frenzy

In the few past days, there has been so many arXiv postings of interest—presumably the NIPS submission effect!—that I cannot hope to cover them in the coming weeks! Hopefully, some will still come out on the ‘Og in a near future: arXiv:1506.06629: Scalable Approximations of Marginal Posteriors in Variable Selection by Willem van den Boom, […]

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the Flatland paradox [#2]

May 26, 2015
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the Flatland paradox [#2]

Another trip in the métro today (to work with Pierre Jacob and Lawrence Murray in a Paris Anticafé!, as the University was closed) led me to infer—warning!, this is not the exact distribution!—the distribution of x, namely since a path x of length l(x) will corresponds to N draws if N-l(x) is an even integer […]

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another viral math puzzle

May 24, 2015
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another viral math puzzle

After the Singapore Maths Olympiad birthday problem that went viral, here is a Vietnamese primary school puzzle that made the frontline in The Guardian. The question is: Fill the empty slots with all integers from 1 to 9 for the equality to hold. In other words, find a,b,c,d,e,f,g,h,i such that a+13xb:c+d+12xe–f-11+gxh:i-10=66. With presumably the operation […]

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the Flatland paradox

May 12, 2015
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the Flatland paradox

Pierre Druilhet arXived a note a few days ago about the Flatland paradox (due to Stone, 1976) and his arguments against the flat prior. The paradox in this highly artificial setting is as follows:  Consider a sequence θ of N independent draws from {a,b,1/a,1/b} such that N and θ are unknown; a draw followed by its […]

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arbitrary distributions with set correlation

May 10, 2015
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arbitrary distributions with set correlation

A question recently posted on X Validated by Antoni Parrelada: given two arbitrary cdfs F and G, how can we simulate a pair (X,Y) with marginals  F and G, and with set correlation ρ? The answer posted by Antoni Parrelada was to reproduce the Gaussian copula solution: produce (X’,Y’) as a Gaussian bivariate vector with […]

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corrected MCMC samplers for multivariate probit models

May 5, 2015
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corrected MCMC samplers for multivariate probit models

“Moreover, IvD point out an error in Nobile’s derivation which can alter its stationary distribution. Ironically, as we shall see, the algorithms of IvD also contain an error.”  Xiyun Jiao and David A. van Dyk arXived a paper correcting an MCMC sampler and R package MNP for the multivariate probit model, proposed by Imai and […]

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take those hats off [from R]!

May 4, 2015
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take those hats off [from R]!

This is presumably obvious to most if not all R programmers, but I became aware today of a hugely (?) delaying tactic in my R codes. I was working with Jean-Michel and Natesh [who are visiting at the moment] and when coding an MCMC run I was telling them that I usually preferred to code […]

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the most patronizing start to an answer I have ever received

April 29, 2015
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the most patronizing start to an answer I have ever received

Another occurrence [out of many!] of a question on X validated where the originator (primitivus petitor) was trying to get an explanation without the proper background. On either Bayesian statistics or simulation. The introductory sentence to the question was about “trying to understand how the choice of priors affects a Bayesian model estimated using MCMC” […]

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