Archive for high rise
Brussel mural
Posted in pictures, Running, Travel with tags baobab trees, Belgium, Bruxelles, high rise, murals on September 17, 2022 by xi'an
Brussels skyline [jatp]
Posted in pictures, Running, Travel, University life with tags Belgium, Brussel Noord, Brussels, Bruxelles, business district, high rise, jatp, Laeken, morning run, Sunday morning, sunrise on September 12, 2022 by xi'an
a problem that did not need ABC in the end
Posted in Books, pictures, Statistics, Travel with tags ABC, Approximate Bayesian computation, Colorado, cross validated, dawn, Denver, high rise, introductory opening lecture, jatp, JSM 2019, law of the hammer, multinomial distribution, predictive on August 8, 2019 by xi'an
While in Denver, at JSM, I came across [across validated!] this primarily challenging problem of finding the posterior of the 10³ long probability vector of a Multinomial M(10⁶,p) when only observing the range of a realisation of M(10⁶,p). This sounded challenging because the distribution of the pair (min,max) is not available in closed form. (Although this allowed me to find a paper on the topic by the late Shanti Gupta, who was chair at Purdue University when I visited 32 years ago…) This seemed to call for ABC (especially since I was about to give an introductory lecture on the topic!, law of the hammer…), but the simulation of datasets compatible with the extreme values of both minimum and maximum, m=80 and M=12000, proved difficult when using a uniform Dirichlet prior on the probability vector, since these extremes called for both small and large values of the probabilities. However, I later realised that the problem could be brought down to a Multinomial with only three categories and the observation (m,M,n-m-M), leading to an obvious Dirichlet posterior and a predictive for the remaining 10³-2 realisations.
