Statistics Blog

Earlier
Fri, Nov 15, 2019
Source: Xian Blog
An interesting question on X validated as to how come a statistic T(X) can be sufficient when its support depends on the parameter θ behind the distribution of X. The reasoning there being that the distribution of X given T(X)=t does depend on θ since it is not defined for some values of θ … Which is not correct in that the conditional distribution of X depends on the realisation of T, meaning that if this realisation is impossible, then the conditional is arbitrary and of no relevance. Which also led me to tangentially notice and bemoan that most (Stack) [...]
Thu, Nov 14, 2019
Source: Xian Blog
[Email on my Ca’Foscari account today:] Le sedi di Ca’ Foscari ubicate nel centro storico di Venezia rimarranno chiuse domani 14 novembre, per le verifiche di ripristino della funzionalità. Pertanto tutte le attività didattiche e amministrative e delle biblioteche nelle nostre sedi del centro storico saranno sospese. [...]
Thu, Nov 14, 2019
Source: Xian Blog
Wed, Nov 13, 2019
Source: Xian Blog
Wed, Nov 13, 2019
Source: Xian Blog
As I was about to leave Warwick at the end of last week, I noticed a new arXival by Dennis Prangle, distilling importance sampling. In connection with [our version of] population Monte Carlo, “each step of [Dennis’] distilled importance sampling method aims to reduce the Kullback Leibler (KL) divergence from the distilled density to the current tempered posterior.”  (The introduction of the paper points out various connections with ABC, conditional density estimation, adaptive importance sampling, X entropy, &tc.) “An advantage of [distilled importance sampling] over [likelihood-free] methods is that it performs inference on the full data, without losing information by using [...]
Tue, Nov 12, 2019
Source: Xian Blog

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