## standing in another man’s grave

Posted in Books, Mountains, Travel with tags , , , , , , on July 13, 2013 by xi'an

“Just another night when he would not quite make it as far as the bedroom.” Standing in another man’s grave

Rebus is back indeed! When my friend Arnaud told me there was a new Rebus, I could not believe it: I thought Rankin had stopped the series with Rebus’ retirement, and one of the best possible endings (Rebus resuscitating his nemesis, Cafferty, and the superb title of Exit Music) to the series. Now, a new novel has appeared, Standing in another man’s grave, signifying Rebus return on the literary scene (and on the Scottish sleuthing scene as well).

“It’s an odd little country, this, isn’t it? I just mean it’s hard to fathom sometimes. I’ve lived here most of my life and I still don’t understand the place.” Standing in another man’s grave

So, a few years after his retirement (and a few years after the ‘last’ novel), Rebus reappears, as a civil assistant to a jeopardised cold case unit in Edinburgh. Unsurprisingly, Rebus cannot stay put and starts participating in a police investigation about the current disappearance of a young girl. With a possible link with earlier disappearances along the A9 road from Perth to Inverness… (A road with a surprising number of Scotch distilleries along the way, but this is a false trail!)

“A nation of 5 million huddled together as if cowed by the elements and the immensity of the landscape surrounding them, clinging to notions of community and shared history.” Standing in another man’s grave

Pretty soon, Rebus takes over the enquiry and without much backup (except from his former colleague Siobhan) figures out most of the clues leading to the thread common to those young girl disappearances. Pushing towards the resolution with means as grey and borderline as usual. Since part of the book is about Rebus trying to reapply for police work thanks to a new law and the Complaints inspector Malcom Fox is trying to prevent this, the next book (as there will be a next book!) may see Rebus in more trouble.

“Rebus began to wonder if he’d ever been further from a pub in his life.” Standing in another man’s grave

This is Rebus’ Rankin back to life and still… I had the definitive impression that Rebus had gotten much older than the few years since his “retirement”. The story starts as if he had lost all contact with former colleagues and only kept in touch with retirees and dead policemen… Even the early dialogues with Siobhan sound contrived. This may actually be intentional. The story itself has nice sides (like the use of Twitter and Facebook by young officers or the elimination of the catalyst case that started the whole story), but the resolution requires too much of a suspension of disbelief. Too many drinks. Too much driving (even though all those names of towns reminded me of places I visited or wanted to visit in Scotland). Nonetheless enjoyable and a page-turner and paving the way to The Saints of the Shadow Bible… With Scottish independence looming in the back!

## five years in Edinburgh

Posted in Kids, Mountains, Travel, University life with tags , , , , , , , on April 12, 2013 by xi'an

Got an email with this tantalizing offer of a five year postdoctoral position in mathematics at the University of Edinburgh:

Chancellor's Fellowship (five positions) [tenure-track posts at Lecturer or Reader
level]

Applications are invited for up to five Chancellor's Fellowship posts in
Mathematics. Each Fellowship provides a research-focused reduced-teaching position
for up to 5 years, followed immediately by a standard open-ended (ie "tenured")

Applicants should have research interests in any area of:

Applied and Computational Mathematics
Financial Mathematics
Mathematical Physics
Operational Research
Pure Mathematics
Statistics

One of the positions will be specifically dedicated to algebra (Representation

Applicants will have a research record of the highest calibre, exhibiting the
potential to become an international leader. We welcome candidates whose interests
may also reach out to other disciplines.

Appointment will normally be made on the Lecturer scale, £37,382 - £44,607.
Dependent on experience, and in exceptional circumstances, appointment may be to
Senior Lecturer/Reader level for which the salary scale is £47,314 - £53,233.

Interviews will be held during May 2013. Applications containing a detailed CV and
an outline of a proposed research programme should be made online

## Edinburgh sunset

Posted in pictures, Travel, University life with tags , , , , , on April 26, 2012 by xi'an

## MCMC at ICMS (3)

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on April 26, 2012 by xi'an

The intense pace of the two first days of our workshop on MCMC at ICMS had apparently taken an heavy toll on the participants as a part of the audience was missing this morning! Although not as a consequence of the haggis of the previous night at the conference dinner, nor even as a result of the above pace. In fact, the missing participants had opted ahead of time for leaving the workshop early, which is understandable given everyone’s busy schedule, esp. for those attending both Bristol and Edinburgh workshops, however slightly impacting the atmosphere of the final day. (Except for Mark Girolami who most unfortunately suffered such a teeth infection that he had to seek urgent medical assistance yesterday afternoon. Best wishes to Mark for a prompt recovery, say I with a dental appointment tomorrow…!)

In [what I now perceive as] another recurrent theme of the workshop, namely the recourse to Gaussian structures like Gaussian processes (see, e.g., Ian Murray’s talk yesterday), Andrew Stuart gave us a light introduction to random walk Metropolis-Hastings algorithms on Hilbert spaces. In particular, he related to Ian Murray’s talk of yesterday as to the definition of a “new” random walk (due to Radford Neal)  that makes a proposal

$y=\sqrt{1-\beta^2}x_{t-1}+\beta\zeta\quad 0<\beta<1,\zeta\sim\varphi(|\zeta|)$

that still preserves the acceptance probability of the original (“old”) random walk proposal. The final talks of the morning were Krys Latuszynski’s and Nick Whiteley’s very pedagogical presentations of the convergence properties of manifold MALA and of particle filters for hidden Markov models.  In both cases, the speakers avoided the overly technical details and provided clear intuition in the presented results, a great feat after those three intense days of talks! (Having attended Nick’s talk in Paris two weeks ago helped of course.)

Unfortunately, due to very limited flight options (after one week of traveling around the UK) and also being slightly worried at the idea of missing my flight!, I had to leave the meeting along with all my French colleagues right after Jean-Michel Marin’s talk on (hidden) Potts driven mixtures, explaining the computational difficulties in deriving marginal likelihoods. I thus missed the final talk of the workshop by Gareth Tribello. And delivering my final remarks at the lunch break.

Overall, when reflecting on those two Monte Carlo workshops, I feel I preferred the pace of the Bristol workshop, because it allowed for more interactions between the participants by scheduling less talks… This being said, the organization at ICMS was superb (as usual!) and the talks were uniformly very good so it also was a very profitable meeting, of a different kind! As written earlier, among other things, it induced (in me) some reflections on a possible new research topic with friends there. Looking forward to visit Scotland again, of course!

## MCMC at ICMS (2)

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on April 25, 2012 by xi'an

The second day of our workshop on computational statistics at the ICMS started with a terrific talk by Xiao-Li Meng. Although this talk related with his Inception talk in Paris last summer, and of the JCGS discussion paper, he brought new geometric aspects to the phenomenon (managing a zero correlation and hence i.i.d.-ness in the simulation of a Gaussian random effect posterior distribution). While I was reflecting about the difficulty to extend the perspective beyond normal models, he introduced a probit example where exact null correlation cannot be found but an adaptive scheme allows to explore the range of correlation coefficients. This made me somehow think of a possible version in this approach in a tempering perspective, where different data augmentation schemes would be merged into an “optimal” geometric mixture, rather than via interweaving.

As an aside, Xiao-Li mentioned the idea of Bayesian sufficiency and Bayesian ancilarity in the construction of his data augmentation schemes. He then concluded that sufficiency is identical in classical and Bayesian approaches, while ancilarity could be defined in several ways. I have already posted on that, but it seems to me that sufficiency is a weaker notion in the Bayesian perspective in the sense that all that matters is that the posterior is the same given the observation y and given the observed statistics, rather than uniformly over all possible values of the random variable Y as in the classical sense. As for ancilarity, it is also natural to consider that an ancillary statistics does not bring information on the parameter, i.e. that the prior and the posterior distributions are the same given the observed ancillary statistics. Going further to define ancilarity as posterior independence between “true” parameters and auxiliary variables, as Xiao-Li suggested, does not seem very sound as it leads to the paradoxes Basu liked so much!

Today, the overlap with the previous meetings in Bristol and in Banff was again limited: Arnaud Doucet rewrote his talk towards less technicity, which means I got the idea much more clearly than last week. The idea of having a sequence of pseudo-parameters with the same pseudo-prior seems to open a wide range of possible adaptive schemes. Faming Liang also gave a talk fairly similar to the one he presented in Banff. And David van Dyk as well, which led me to think anew about collapsed Gibbs samplers in connection with ABC and a project I just started here in Edinburgh.

Otherwise, the intense schedule of the day saw us through eleven talks. Daniele Impartato called for distributions (in the physics or Laurent Schwarz’ meaning of the term!) to decrease the variance of Monte Carlo estimations, an approach I hope to look further as Schwarz’ book is the first math book I ever bought!, an investment I tried to capitalize once in writing a paper mixing James-Stein estimation and distributions for generalised integration by part, paper that was repeatedly rejected until I gave up! Jim Griffin showed us improvements brought in the exploration of large number of potential covariates in linear and generalised linear models. Natesh Pillai tried to drag us through several of his papers on covariance matrix estimation, although I fear he lost me along the way! Let me perversely blame the schedule (rather than an early rise to run around Arthur’s Seat!) for falling asleep during Alex Beskos’ talk on Hamiltonian MCMC for diffusions, even though I was looking forward this talk. (Apologies to Alex!) Then Simon Byrne gave us a quick tour of differential geometry in connection with orthogonalization for Hamiltonian MCMC. Which brought me back very briefly to this early time I was still considering starting a PhD in differential geometry and then even more briefly played with the idea of mixing differential geometry and statistics à la Shun’ichi  Amari…. Ian Murray and  Simo Sarkka completed the day with a cartoonesque talk on latent Gaussians that connected well with Xiao-Li’s and a talk on Gaussian approximations to diffusions with unknown parameters, which kept within the main theme of the conference, namely inference on partly observed diffusions.

As written above, this was too intense a day, with hardly any free time to discuss about the talks or the ongoing projects, which makes me prefer the pace adopted in Bristol or in Banff. Having to meet a local student on leave from Dauphine for a year here did not help of course!)