Archive for 80th parallel North

Metropolis in 95 characters

Posted in pictures, R, Statistics, Travel with tags , , , , , , , , on January 2, 2020 by xi'an

Here is an R function that produces a Metropolis-Hastings sample for the univariate log-target f when the later is defined outside as another function. And when using a Gaussian random walk with scale one as proposal. (Inspired from a X validated question.)

m<-function(T,y=rnorm(1))ifelse(rep(T>1,T),
  c(y*{f({z<-m(T-1)}[1])-f(y+z[1])<rexp(1)}+z[1],z),y)

The function is definitely not optimal, crashes for values of T larger than 580 (unless one modifies the stack size), and operates the most basic version of a Metropolis-Hastings algorithm. But as a codegolf challenge (on a late plane ride), this was a fun exercise.

ABC in Svalbard, April 12-13 2021

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on November 4, 2019 by xi'an

This post is a very preliminary announcement that Jukka Corander, Judith Rousseau and myself are planning an ABC in Svalbard workshop in 2021, on 12-13 April, following the “ABC in…” franchise that started in 2009 in Paris… It would be great to hear expressions of interest from potential participants towards scaling the booking accordingly. (While this is a sequel to the highly productive ABCruise of two years ago, between Helsinki and Stockholm, the meeting will take place in Longyearbyen, Svalbard, and participants will have to fly there from either Oslo or Tromsø, Norway, As boat cruises from Iceland or Greenland start later in the year. Note also that in mid-April, being 80⁰ North, Svalbard enjoys more than 18 hours of sunlight and that the average temperature last April was -3.9⁰C with a high of 4⁰C.) The scientific committee should be constituted very soon, but we already welcome proposals for sessions (and sponsoring, quite obviously!).