Archive for Colorado

amazing appendix

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , on February 13, 2018 by xi'an

In the first appendix of the 1995 Statistical Science paper of Besag, Green, Higdon and Mengersen, on MCMC, “Bayesian Computation and Stochastic Systems”, stands a fairly neat result I was not aware of (and which Arnaud Doucet, with his unrivalled knowledge of the literature!, pointed out to me in Oxford, avoiding me the tedium to try to prove it afresco!). I remember well reading a version of the paper in Fort Collins, Colorado, in 1993 (I think!) but nothing about this result.

It goes as follows: when running a Metropolis-within-Gibbs sampler for component x¹ of a collection of variates x¹,x²,…, thus aiming at simulating from the full conditional of x¹ given x⁻¹ by making a proposal q(x|x¹,x⁻¹), it is perfectly acceptable to use a proposal that depends on a parameter α (no surprise so far!) and to generate this parameter α anew at each iteration (still unsurprising as α can be taken as an auxiliary variable) and to have the distribution of this parameter α depending on the other variates x²,…, i.e., x⁻¹. This is the surprising part, as adding α as an auxiliary variable was messing up the update of x⁻¹. But the proof as found in the 1995 paper [page 35] does not require to consider α as such as it establishes global balance directly. (Or maybe still detailed balance when writing the whole Gibbs sampler as a cycle of Metropolis steps.) Terrific! And a whiff mysterious..!

sunrise over Colorado [jatp]

Posted in pictures, Running, Travel, University life with tags , , , , , , on December 11, 2017 by xi'an

G²S³18, Breckenridge, CO, June 17-30, 2018

Posted in Statistics with tags , , , , , , , , , , , , on October 3, 2017 by xi'an

“my body, my choice, my rights”

Posted in Kids, pictures with tags , , , , , , , , on December 5, 2015 by xi'an

Following the attack on a Colorado Planned Parenthood clinic last weekend and the recent vows by some Nazional Front candidates prior to the regional elections tomorrow to cut all funding of the local Planned Parenthood centres, kudos to the current French governmental campaign about women legal right to chose by themselves and for themselves, and about the available support and legal procedure. And to the Minister for Health for her tattoo! I am afraid this is not going to impact the predicted rise of the extreme right party, though…