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Mean and variance of the Potts model in the hottest state

I’ve just arXiv’d another revision of my paper on the PFAB algorithm: arXiv:1503.08066v3 [stat.CO]. It includes a rather elegant proof of the exact mean and variance of the sufficient statistic S(y) in the hottest state, when the inverse temperature \beta = 0. The proof by my co-author Geoff Nicholls holds for any Potts model with first-order neighbours. That is, the nearest 4 neighbours in a 2D lattice (or 6 neighbours in 3D). For posterity, I present my rather clunkier proof below, which involves induction on dimension for a rectangular lattice.

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useR! 2018

It was great to be back in Brissie for the first time since my PhD graduation, 3 years ago. The R Consortium have made video of all of the talks available on YouTube – a link to mine is below, along with my slides.

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Windows 10 Toolchain

As usual when I set up a new computer, I like to update the list of software that I have installed. This is particularly pertinent when I’m about to move back to Australia and will have to say goodbye to my beloved MacBook Air. Note that I won’t be running R using the Windows Subsystem for Linux, although this is definitely something I’m keen to experiment with at some point. Instead, I’ll be using MRO, since it includes the Intel Math Kernel Library (MKL) for Windows. This is important if you run R packages (including RcppArmadillo) that make heavy use of linear algebra.

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Conference Season

I’ll be attending the final i-Like workshop in Newcastle-upon-Tyne, then heading to ABC in Edinburgh and the ISBA World Meeting before returning to Warwick for BAYSM (the Bayesian Young Statisticians’ Meeting). I’ll also be presenting a talk about bayesImageS at the UseR! conference in Brisbane. Titles and abstracts for my talks are below.

This will be my farewell tour of the UK, as I’ll be relocating back to Australia after an amazing four years as a postdoc at the University of Warwick. After UseR!, I’ll be taking up a lectureship in the School of Mathematics and Statistics and the National Institute for Applied Statistics Research Australia (NIASRA) at the University of Wollongong.

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CUDA in R on macOS X

The R package gputools has been consumed in the CRANpocalypse, but version 1.1 and earlier can still be downloaded as a source package from the archive. In order to compile it for macOS 10.12.6 (Sierra), you will need to install version 8 of the CUDA Toolkit as well as version 8.2.1 of the Xcode command-line tools. Even then, there are some major configuration issues that need to be dealt with. For the exceptionally brave, the excruciating details are below…

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R package serrsBayes

My second R package, serrsBayes, is now available on CRAN. serrsBayes uses a sequential Monte Carlo (SMC) algorithm to separate an observed spectrum into 3 components: the peaks s_i(\tilde\nu); baseline \xi_i(\tilde\nu); and additive white noise \epsilon_{i,j} \sim \mathcal{N}(0, \sigma^2_\epsilon):

\mathbf{y}_i = \xi_i(\tilde\nu) + s_i(\tilde\nu) + \boldsymbol\epsilon_i

More details about the model and SMC algorithm are available in my preprint on arXiv (Moores et al., 2006; v2 2018). The following gives an example of applying serrsBayes to surface-enhanced Raman spectroscopy (SERS) from a previous paper (Gracie et al., 2016).

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Chain reaction of CRAN death

If you want to destroy my sweater
Hold this thread as I walk away

Undone — Weezer

I received an unexpected email about the new version 0.5-0 of bayesImageS:

Dear maintainer,

Please see the problems shown on
<https://cran.r-project.org/web/checks/check_results_bayesImageS.html>.

Please correct before 2018-02-11 to safely retain your package on CRAN.

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