sunset [jatp]

Posted in Statistics with tags , , , , , , on December 19, 2021 by xi'an

new trajectories?

Posted in Books, Statistics with tags , , , , , , , , , , , on July 11, 2021 by xi'an

Lac d’Annecy [jatp]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , on May 24, 2021 by xi'an

Cap Fréhel [jatp]

Posted in pictures, Travel with tags , , , , , , , , on May 13, 2021 by xi'an

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.