### Description

I am a professor of Statistics at Universit Paris Dauphine, with two teenage kids who are taking a lot of my free time, a definitely unhealthy but so far not fatal) fascination for mountains and (easy) climbing, in particular for Scotland in Winter, an almost-daily run, and a reading list mainly centered at fantasy books? Hence the categories on this blog (or 'og, because 'log and b'og did not sound good). The Statistics posts will be mainly centered on computational and Bayesian topics, on papers or preprints I find of interest (or worth criticising), and on the occasional trip abroad to a research center or to a conference.

### Xi'an's Og's Latest Posts

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A recent arXival by Heck, Wagenmaker and Morey attracted my attention: Three Qualitative Differences Between Bayes Factors and Normalized Maximum Likelihood, as it provides an analysis of the differences between Bayesian analysis and Rissanen’s Optimal Estimation of Parameters that I reviewed a while ago. As detailed in this review, I had difficulties with considering the […]

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After a rather intense period of new simulations and versions, Juong Een (Kate) Lee and I have now resubmitted our paper on (some) importance sampling schemes for evidence approximation in mixture models to Bayesian Analysis. There is no fundamental change in the new version but rather a more detailed description of what those importance schemes […]

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As I was reading in the Paris métro a new textbook on Quasi-Monte Carlo methods, Introduction to Quasi-Monte Carlo Integration and Applications, written by Gunther Leobacher and Friedrich Pillichshammer, I came upon the lemma that, given two sequences on (0,1) such that, for all i’s, and the geometric bound made me wonder if there was […]

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Filed under: pictures, Running, Travel, University life Tagged: Florida, Gainesville, Griffin-Floyd Hall, Spanish moss, University of Florida

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As mentioned in the previous post, an alternative consists in filling the permutation of {1,…,N} by adding squares left and right until the permutation is complete or no solution is available. While this sounds like the dual of the initial solution, it brings a considerable increase in computing time, as shown below. I thus redefined […]

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