Archive for September, 2012

Bristol rainbow

Posted in pictures, Running, Travel with tags , , , , , , on September 30, 2012 by xi'an

 

Shadow Chaser

Posted in Statistics with tags , , , on September 30, 2012 by xi'an

This is the second volume of the series, Shadow Chaser, following Shadow Prowler I reviewed a while ago. Once again, a rather pleasant, quick read. When I started Shadow Chaser, a few days ago, I realised I had basically forgotten everything from the first volume, however the story is light enough and the characters  sufficiently caricaturesque to make this almost irrelevant! The main character, Harold, actually sounds dull compared with his companions, but the pace is fast enough to overcome this default in the plot. I am not convinced I will remember much of Shadow Chaser when my colleague at Dauphine drops the third volume, Shadow Blizzard, on my desk, but this does not really matter, as I will most certainly enjoy this Edding-esque fantasy novel and just as certainly quickly forget about it.

Trouville snapshot (#2)

Posted in pictures, Travel with tags , , , on September 29, 2012 by xi'an

A Memory of Light, Chapter One

Posted in Books with tags , , , , , on September 29, 2012 by xi'an

After releasing the prologue to A Memory of Light, By Grace and Banners Fallen, for sale, Tor made a gesture to Jordan’s fans desperate for the latest volume of Robert Jordan’s and Brandon Sanderson‘s the Wheel of Time byputting the first (short) chapter on line a few days ago… (The following is obviously of no interest whatsoever to those who have no read the preceding volumes!)

“Feral dogs hunted through the rubble for meat. They looked up as the wind passed, their eyes hungry.”

The very beginning feels like a prologue, with the traditional image of a wind going across the land and reporting on the desperate prospects facing its inhabitants. Then it turns into the—as well—traditional feature of the main characters taking quick decisions on truly major issues and as suddenly discussing trivial matters. And arguing against one another, as they have been doing for the previous 10,188 pages of the series!

“Pregnant. Pregnant with his children. Light! He had only just learned of it. Why hadn’t she been the one to tell him?”

Maybe the most surprising item in the chapter is the fact that Rand only learns now about Elayne being pregnant. I do not remember anything about this from the previous books, but this late in the pregnancy, this sound inexplicable! Esp. given the Bond existing between them… And the way he reacts to Elayne having not told him is equally subdued. This whole chapter reflects what Leigh Butler called “the Jesusing of Rand”, going from half-mad to philosophical and collected in the previous volume, Towers of Midnight…. Making us feel like facing a new character! Anyway, the whole chapter fits into the style of those previous books, things happening at a reasonable pace but still hindered by unnecessary details and inane conversations. May the Last Battle come as quickly as possible!

structure and uncertainty, Bristol, Sept. 27

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 28, 2012 by xi'an

The last sessions at the SuSTain workshop. were equally riveting but I alas had to leave early to get a noon flight—as it happens, while I expected to get home early enough to work, run, cook, and do maths with my daughter, my taxi got stuck in an endless traffic jam and I only had time for the maths!—, hence missing the talks by Chris Holmes—second time after Kyoto!—, Sofia Massa, and Arnoldo Frigessi… I am glad I managed to get Michael Newton’s and Forrest Crawford’s talks, though, as Michael presented a highly pedagogical entry to computational concepts related to system biology (a potential candidate for an MCMSki IV talk?) and Forrest discussed some birth-and-death processes, including the Yule process, that allowed for closed form expressions of their Laplace transform via continued fractions. (Continued fractions, one of my favourite mathematical objects!!! Rarely appearing in statistics, though…) I have to check on Forrest’s recent papers to understand how widely this approach applies to philogenetic trees, but this opens a fairly interesting alternative to ABC!

This was a highly enjoyable meeting, first and foremost due to the quality of the talks and of their scheduling, but also by the pleasure of seeing again many friends of many years—notice how I carefully avoided using “old friends”!—, by the relaxed and open atmosphere of the workshop—in the terrific location of Goldney Hall—and of course of unofficially celebrating Peter Green’s deeds and contributions to the field, the profession, and the statistics group in Bristol! Deeds and contributions so far, as I am sure he will keep contributing in many ways in the coming years and decades, as already shown by his committed involvement in the very recent creation of BayesComp. I thus most gladly join the other participants of this workshop both to thank him most sincerely for those many and multifaceted contributions and to wish him all the best for those coming decades!

As an aside, I also enjoyed being “back” in Bristol once again, as I do like the city, the surrounding Somerset countryside, the nearby South Wales, and the wide running possibilities (from the Downs to the Mendip Hills!). While I sampled many great hotels in Bristol and Clifton over the years, I now rank the Avon Gorges Hotel where I stayed this time quite high in the list, both for its convenient (running!) location and its top-quality facilities (incl. high-speed WiFi!)

up the Downs

Posted in pictures, Running, Travel with tags , , , , , on September 27, 2012 by xi'an

structure and uncertainty, Bristol, Sept. 26

Posted in Books, pictures, R, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , on September 27, 2012 by xi'an

Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. He did bring a new perspective on the subject, introducing the notion of a testing Bayes factor based on the residual statistic produced by a classical (maximum likelihood) analysis, connected with earlier works of Vale Johnson. While I did not truly get the motivation for switching from the original data to this less informative quantity, I find this perspective opening new questions for dealing with settings where the true data is replaced with one or several classical statistics. With possible strong connections to ABC, of course. Incidentally, Leo managed to produce a napkin with Peter Green’s intro to MCMC dating back from their first meeting in 1994: a feat I certainly could not reproduce (as I also met both Peter and Leo for the first time in 1994, at CIRM)… Then Richard Everit presented his recent JCGS paper on Bayesian inference on latent Markov random fields, centred on the issue that simulating the latent MRF involves an MCMC step that is not exact (as in our earlier ABC paper for Ising models with Aude Grelaud). I already discussed this paper in an earlier blog and the only additional question that comes to my mind is whether or not a comparison with the auxiliary variable approach of Møller et al. (2006) would make sense.

In the intermission, I had a great conversation with Oliver Ratman on his talk of yesterday on the surprising feature that some models produce as “data” some sample from a pseudo-posterior.. Opening once again new vistas! The following talks were more on the mathematical side, with James Cussens focussing on the use of integer programming for Bayesian variable selections, then Éric Moulines presenting a recent work with a PhD student of his on PAC-Bayesian bounds and the superiority of combining experts. Including a CRAN package. Éric concluded his talk with the funny occurence of Peter’s photograph on Éric’s Microsoft Research Profile own page, due to Éric posting our joint photograph at the top of Pic du Midi d’Ossau in 2005… (He concluded with a picture of the mountain that was the exact symmetry of mine yesterday!)

The afternoon was equally superb with Gareth Roberts covering fifteen years of scaling MCMC algorithms, from the mythical 0.234 figure to the optimal temperature decrease in simulated annealing, John Kent playing the outlier with an EM algorithm—however including a formal prior distribution and raising the challenge as to why Bayesians never had to constrain the posterior expectation, which prompted me to infer that (a) the prior distribution should include all constraints and (b) the posterior expectation was not the “right” tool in non-convex parameters spaces—. Natalia Bochkina presented a recent work, joint with Peter Green, on connecting image analysis with Bayesian asymptotics, reminding me of my early attempts at reading Ibragimov and Has’minskii in the 1990’s. Then a second work with Vladimir Spoikoini on Bayesian asymptotics with misspecified models, introducing a new notion of effective dimension. The last talk of the day was by Nils Hjort about his coming book on “Credibility, confidence and likelihood“—not yet advertised by CUP—which sounds like an attempt at resuscitating Fisher by deriving distributions in the parameter space from frequentist confidence intervals. I already discussed this notion in an earlier blog, so I am fairly skeptical about it, but the talk was representative of Nils’ highly entertaining and though-provoking style! Esp. as he sprinkled the talk with examples where MLE (and some default Bayes estimators) did not work. And reanalysed one of Chris Sims‘ example presented during his Nobel Prize talk…

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