## Foundations of Statistical Algorithms [book review]

Posted in Books, Linux, R, Statistics, University life with tags , , , , , , , , , , , , , on February 28, 2014 by xi'an

There is computational statistics and there is statistical computing. And then there is statistical algorithmic. Not the same thing, by far. This 2014 book by Weihs, Mersman and Ligges, from TU Dortmund, the later being also a member of the R Core team, stands at one end of this wide spectrum of techniques required by modern statistical analysis. In short, it provides the necessary skills to construct statistical algorithms and hence to contribute to statistical computing. And I wish I had the luxury to teach from Foundations of Statistical Algorithms to my graduate students, if only we could afford an extra yearly course…

“Our aim is to enable the reader (…) to quickly understand the main ideas of modern numerical algorithms [rather] than having to memorize the current, and soon to be outdated, set of popular algorithms from computational statistics.”(p.1)

The book is built around the above aim, first presenting the reasons why computers can produce answers different from what we want, using least squares as a mean to check for (in)stability, then second establishing the ground forFishman Monte Carlo methods by discussing (pseudo-)random generation, including MCMC algorithms, before moving in third to bootstrap and resampling techniques, and  concluding with parallelisation and scalability. The text is highly structured, with frequent summaries, a division of chapters all the way down to sub-sub-sub-sections, an R implementation section in each chapter, and a few exercises. Continue reading

## hiccups or death throes for pangolin?

Posted in Linux, Statistics, Travel, University life with tags , , , on October 25, 2013 by xi'an

Today my Ubuntu system had a strange pathology, almost freezing in any Internet connection, whether using a cable connection or wireless, even ping did not answer and nothing wrong on the process table… I checked the hardware by dual-booting on windows (for the first time since I installed Linux on this laptop) and seeing no such feature on Explorer. After a few reboots, it came back to normal. I wonder if this is an incomplete safety upgrade or a signal that my cheap laptop is coming close to the end of its life cycle. A life started right after Kyoto. Since I am leaving for Pittsburgh and Toronto next week, I should try to re-install a Linux version on another machine this weekend….

## kernel panic: iGoogle will be retired on November 1!!!

Posted in Kids, Linux with tags , on October 6, 2013 by xi'an

On every day, I now get a reminder that iGoogle will be retired in nn days… Terrible deadline looming closer and closer, less than a month now, and I still do not know how to compensate for this retirement! I started using iGoogle quite a while ago for following various RSS threads on newspapers and active blogs like Andrew’s, Rbloggers, and the like. Plus the weather in various parts of the World. In the past few days, I started experimenting with igHome, but it is awfully slow (on my slow machine) and does not reproduce all the apps I used on iGoogle. Nicolas had suggested another substitute I have now forgotten that merged all RSS flows into a single one, which made it unappealing to me… Any suggestion?  Like netvibes? (Maybe this is a good thing in the end, reducing the flow of information and thus temptations to check too many items on the Internet!)

## five years ‘Oggin’…!

Posted in Books, Kids, Linux, Mountains, pictures, Running, Statistics, Travel, University life, Wines with tags , on October 2, 2013 by xi'an

I have just been reminded by wordpress that it has been five years since I started this blog,.. With about 2500 posts, more than 800,000 views and 4,500 comments (thanks to Deborah, Dan, Julien, and Arnaud!). Thanks to all readers for being supportive and to the hardcore readers for being always there, despite the lack of constancy, the unreasonable amount of silly posts, and the abuse of saturated pictures. I cannot predict if the ‘Og will last much longer, for the times they are a-changin’, but those have been fun five years!

Come writers and critics
The chance won’t come again
And don’t speak too soon
For the wheel’s still in spin
And there’s no tellin’ who
That it’s namin’
For the loser now
Will be later to win
For the times they are a-changin’.

## spot the LaTeX mistake

Posted in Books, Linux with tags , on April 22, 2013 by xi'an

It took me forever to spot the (obvious) mistake in the following LaTeX formula


\int \exp$-\{ (n+\sigma^{-2})\mu^2 -2n\mu{\bar x_n} + n ({\bar x_n})^2 \}/2$



Can you find it?!