Hurray, our signed mixture simulation paper has been accepted by Statistics & Computing! If Og’s readers remember my earlier post about this problem, things get surprisingly more complicated when the mixture weights can take negative values. For instance, the naïve solution consisting in first simulating from the associated mixture of positive weight components and then using an accept-reject step may prove highly inefficient since the overall probability of acceptance can get arbitrarily close to zero. Substituting to this naïve version, we construct an alternative accept-reject scheme based on pairing positive and negative components as efficiently as possible, partitioning the real line, and finding tighter upper and lower bounds on positive and negative components, respectively, towards yielding a higher acceptance rate on average. In retrospect, the problem was beyond the reach of the undergraduate students we supervised (pre-COVID) on a research internship!
Archive for article
positive response to negative mixtures
Posted in pictures, Running with tags academic publisher, accept-reject algorithm, acceptance, acceptance probability, article, COVID-19, inverse cdf, master project, PSL Research University, publication, signed mixture, simulation, Statistics and Computing, Université Paris Dauphine, ziggurat algorithm on December 17, 2024 by xi'anfilogenesi della pasta ripiena
Posted in Books, pictures, R, Statistics, University life with tags Akaike's criterion, article, Bayesian inference, culurgiones, Discover Food, dumplings, evolution tree, food science, gyoza, history of food, mandu, MCMC, momo, MrBayes, nested clade, pasta ripiena, philogenetic trees, R, ravioli, stuffed pasta, tortellini, wonton on November 13, 2024 by xi'an
insufficiently out!
Posted in Books, Statistics, University life with tags article, Gibbs sampling, insufficient statistic, paper, publication fees, springer on May 31, 2024 by xi'an
spotlight on Xi’an!
Posted in pictures with tags article, China, Nature, Science Cities, Xi'an on November 24, 2018 by xi'an
