Archive for Guy Medal
congrats, Håvard!!!
Posted in Statistics with tags approximate Bayesian inference, computational statistics, Gaussian Markov fields, Guy Medal, honours, INLA, Journal of the Royal Statistical Society, JRSSB, Laplace approximation, R-INLA, Royal Statistical Society, software on March 4, 2021 by xi'ancongrats, Pierre!!!
Posted in Statistics with tags awards, Bayesian statistics, computational statistics, Guy Medal, honours, MCMC, Royal Statistical Society, RSS, SMC², unbiased MCMC on March 3, 2021 by xi'anan elegant result on exponential spacings
Posted in Statistics with tags Book, change of variables, cross validated, exponential distribution, favourite books, Guy Medal, Jacobian, Luc Devroye, Lyon, P.V. Sukhatme, RSS, simulation, spacings, train on April 19, 2017 by xi'anA question on X validated I spotted in the train back from Lyon got me desperately seeking a reference in Devroye’s Generation Bible despite the abyssal wireless and a group of screeching urchins a few seats away from me… The question is about why
when the Y’s are standard exponentials. Since this reminded me immediately of exponential spacings, thanks to our Devroye fan-club reading group in Warwick, I tried to download Devroye’s Chapter V and managed after a few aborts (and a significant increase in decibels from the family corner). The result by Sukhatme (1937) is in plain sight as Theorem 2.3 and is quite elegant as it relies on the fact that
hence sums up as a mere linear change of variables! (Pandurang Vasudeo Sukhatme (1911–1997) was an Indian statistician who worked on human nutrition and got the Guy Medal of the RSS in 1963.)