Archive for simulation
The Norse Code
Posted in Books, pictures, University life with tags admixture, ancestry, Celtic myths, coalescent, cover, DNA helix, European populations, genomic history, medieval Europe, Nature, population genetics, Scandinavia, Scandinavian ancestry, simulation, The Norse Farce, Twigstats, vikings on February 3, 2025 by xi'an
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'an
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!
simulating a normal variate
Posted in Books, Statistics, University life with tags field-programmable gate array, FPGA, Intel, inverse cdf, lookup table, multilevel Monte Carlo, normal distribution, simulation, webinar on December 3, 2024 by xi'an
a minor typo, from 1986
Posted in Books, pictures, Statistics, University life with tags Bible, course, example, Luc Devroye, Monte Carlo course, multivariate Cauchy distribution, Non-Uniform Random Variate Generation, random number generation, reference, simulation, slides, typo on December 2, 2024 by xi'an
slice sampling, of course!
Posted in Books, pictures, Statistics with tags cross validated, log-normal distribution, MCMC algorithms, Metropolis-Hastings algorithms, order statistics, simulation, slice sampling, Stack Exchange on November 19, 2024 by xi'an
