by the Hudson river [#2]

Posted in pictures, Travel with tags , , , on April 1, 2015 by xi'an


Le Monde puzzle [#905]

Posted in Books, Kids, R, Statistics, University life with tags , , , on April 1, 2015 by xi'an

A recursive programming  Le Monde mathematical puzzle:

Given n tokens with 10≤n≤25, Alice and Bob play the following game: the first player draws an integer1≤m≤6 at random. This player can then take 1≤r≤min(2m,n) tokens. The next player is then free to take 1≤s≤min(2r,n-r) tokens. The player taking the last tokens is the winner. There is a winning strategy for Alice if she starts with m=3 and if Bob starts with m=2. Deduce the value of n.

Although I first wrote a brute force version of the following code, a moderate amount of thinking leads to conclude that the person given n remaining token and an adversary choice of m tokens such that 2m≥n always win by taking the n remaining tokens:


 if (n>2*m){
   for (i in 1:(2*m))

eliminating solutions which dividers are not solutions themselves:

for (i in 3:6){

which leads to the output

> subs=rep(0,16)
> for (n in 10:25) subs[n-9]=optim(n,3)
> for (n in 10:25) if (subs[n-9]==1) subs[n-9]=1-optim(n,2)
> subs
 [1] 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0
> (10:25)[subs==1]
[1] 18

Ergo, the number of tokens is 18!

by the Hudson river

Posted in pictures, Running, Travel, University life with tags , , on March 31, 2015 by xi'an


MCMskv, Lenzerheide, Jan. 5-7, 2016

Posted in Kids, Mountains, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on March 31, 2015 by xi'an

moonriseFollowing the highly successful [authorised opinion!, from objective sources] MCMski IV, in Chamonix last year, the BayesComp section of ISBA has decided in favour of a two-year period, which means the great item of news that next year we will meet again for MCMski V [or MCMskv for short], this time on the snowy slopes of the Swiss town of Lenzerheide, south of Zürich. The committees are headed by the indefatigable Antonietta Mira and Mark Girolami. The plenary speakers have already been contacted and Steve Scott (Google), Steve Fienberg (CMU), David Dunson (Duke), Krys Latuszynski (Warwick), and Tony Lelièvre (Mines, Paris), have agreed to talk. Similarly, the nine invited sessions have been selected and will include Hamiltonian Monte Carlo,  Algorithms for Intractable Problems (ABC included!), Theory of (Ultra)High-Dimensional Bayesian Computation, Bayesian NonParametrics, Bayesian Econometrics,  Quasi Monte Carlo, Statistics of Deep Learning, Uncertainty Quantification in Mathematical Models, and Biostatistics. There will be afternoon tutorials, including a practical session from the Stan team, tutorials for which call is open, poster sessions, a conference dinner at which we will be entertained by the unstoppable Imposteriors. The Richard Tweedie ski race is back as well, with a pair of Blossom skis for the winner!

As in Chamonix, there will be parallel sessions and hence the scientific committee has issued a call for proposals to organise contributed sessions, tutorials and the presentation of posters on particularly timely and exciting areas of research relevant and of current interest to Bayesian Computation. All proposals should be sent to Mark Girolami directly by May the 4th (be with him!).

also sprach Nietzsche

Posted in Books, Kids, pictures with tags , , , , , , on March 30, 2015 by xi'an

intuition beyond a Beta property

Posted in Books, Kids, R, Statistics, University life with tags , , , on March 30, 2015 by xi'an


A self-study question on X validated exposed an interesting property of the Beta distribution:

If x is B(n,m) and y is B(n+½,m) then √xy is B(2n,2m)

While this can presumably be established by a mere change of variables, I could not carry the derivation till the end and used instead the moment generating function E[(XY)s/2] since it naturally leads to ratios of B(a,b) functions and to nice cancellations thanks to the ½ in some Gamma functions [and this was the solution proposed on X validated]. However, I wonder at a more fundamental derivation of the property that would stem from a statistical reasoning… Trying with the ratio of Gamma random variables did not work. And the connection with order statistics does not apply because of the ½. Any idea?

off to New York

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , on March 29, 2015 by xi'an

I am off to New York City for two days, giving a seminar at Columbia tomorrow and visiting Andrew Gelman there. My talk will be about testing as mixture estimation, with slides similar to the Nice ones below if slightly upgraded and augmented during the flight to JFK. Looking at the past seminar speakers, I noticed we were three speakers from Paris in the last fortnight, with Ismael Castillo and Paul Doukhan (in the Applied Probability seminar) preceding me. Is there a significant bias there?!


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