Monte Carlo workshop (Tage 1 & 2)

Gathering with simulators from other fields (mostly [quantum] physicists) offers both the appeal of seeing different perspectives on simulation and the diffiulty of having to filter alien vocabulary and presentation styles (generally assuming too much background from the audience). For instance; while the first talk on Tuesday by Gergely Barnaföldi about using GPUs for simulation was quite accessible, showing poor performances of the (CPU based) Mersenne twister., when using Dieharder as the evaluator. (This was in comparison with GPU-based solutions.) This provided an interesting contrapoint to the (later) seminar by Frederik James on random generators. (Of course, I did have some preliminary background on the topic.)

On the opposite, the second talk by Stefan Schäfer involved hybrid Monte Carlo methods but it took a lot of efforts (for me) to translate back to my understanding of the notion, gathered from this earlier Read Paper of Girolami and Calderhead, with the heat-bath and leapfrog algorithms. One extreme talk in this regard was William Lester’s talk on Wednesday morning on quantum Monte Carlo and its applications in computational chemistry where I could not get past the formulas! Too bad because it sounded quite innovative with notions like variational Monte Carlo and diffusion Monte Carlo… Nice movies, though. On the other hand, the final talk of the morning by Gabor Molnar-Saska on option pricing was highly pedagogical, defining everything and using simple examples as illustrations. (It certainly did not cure my misgivings about modelling the evolution of stock prices via pre-defined diffusions like Black-and-Scholes’, but the introduction was welcome, given the heterogeneity of the audience.) Both talks on transportation problems were also more accessible (maybe because they involved no pysics!)

The speakers in the afternoon sessions of Wednesday also made a huge effort to bring the whole audience up-to-date about their topic, like protein folding and high-energy particle physics (although everyone knows about the Higgs boson nowadays!). And ensemble Kalman filters (x2). In particular, Andrew Stuart did a great job with his simulation movies. Even the final talk about path-sampling for quantum simulation was mostly understandable, at least the problematic of it.  Sadly, at this stage, I still cannot put a meaning on “quantum Monte Carlo”… (Incidentally, I do not think my own talk reached much of the audience, missing convincing examples I did not have time to present:)

statistics do not always lie

Le Monde weekend edition science leaflet (Le Monde[wes] from now on!) had several interesting entries this weekend. One was a blurb by Cédric Villani with the above title. Or in French “Les statistiques ne sont pas toujours des mensonges“. This most communicant of our Fields Medalists focussed on two recent scientific news to conclude about the relevance of statistics (herein considered as one of the mathematical sciences!) in scientific discoveries: the validation of the significance of the observations connected with the Higgs Boson and the invalidation of the significance of the Séralini et al. experiments on Monsanto genetically modified maize NK603. Villani actually reproduces the erroneous and quasi-universal interpretation of the statistical analysis of the Higgs Boson as establishing its existence with a probability of .999999, as already discussed in an earlier post. (The whole issue was discussed on the ISBA forum, following Dennis Lindley’s call.) I also mentioned the Monsanto experiment in an earlier post last month, experiment whose publication was surrounded by hyper mediatisation and later controversy, while being validated by the Elsevier journal Food and Chemical Toxicology.

Another interesting entry was the blurb of Marco Zito, physicist in CEA, on another Fields Medalist, Laurent Schwartz, the mathematician who formalised Dirac deltas into the theory of distributions. He first recalls his discovery of Schwartz’s wonderful Théorie des Distributions that I read with fascination in the early 1980′s. (And that most surprisingly does not seem to have been translated in English…) He then discusses the personality of Laurent Schwartz, as described in the wonderful A Mathematician Grappling with His Century, his autobiography where he describes his political involvement against the French war in Algeria, esp. about the disappearance and murder by torture of the young mathematician Maurice Audin. Laurent Schwartz was actually excluded a few years from the faculty at École Polytechnique for this involvement…

Bayes on the radio

In relation with the special issue of Science & Vie on Bayes’ formula, the French national radio (France Culture) organised a round table with Pierre Bessière, senior researcher in physiology at Collège de France, Dirk Zerwas, senior researcher in particle physics in Orsay, and Hervé Poirier, editor of Science & Vie. And myself (as I was quoted in the original paper). While I am not particularly fluent in oral debates, I was interested by participating in this radio experiment, if only to bring some moderation to the hyperbolic tone found in the special issue. (As the theme was “Is there a universal mathematical formula? “, I was for a while confused about the debate, thinking that maybe the previous blogs on Stewart’s 17 Equations and Mackenzie’s Universe in Zero Words had prompted this invitation…)

As it happened [podcast link], the debate was quite moderate and reasonable, we discussed about the genesis, the dark ages, and the resurgimento of Bayesian statistics within statistics, the lack of Bayesian perspectives in the Higgs boson analysis (bemoaned by Tony O’Hagan and Dennis Lindley), and the Bayesian nature of learning in psychology. Although I managed to mention Poincaré’s Bayesian defence of Dreyfus (thanks to the Theory that would not die!), Nate Silver‘s Bayesian combination of survey results, and the role of the MRC in the MCMC revolution, I found that the information content of a one-hour show was in the end quite limited, as I would have liked to mention as well the role of Bayesian techniques in population genetic advances, like the Asian beetle invasion mentioned two weeks ago… Overall, an interesting experience, maybe not with a huge impact on the population of listeners, and a confirmation I’d better stick to the written world!

Higgs boson exists with 99.9999% certainty…

Yuk! Among the many articles celebrating this tremendous step in particle physics, there are many sentences like the one above, found in Le Monde. (This is actually the title of the article, with the additional sentence “Il y a désormais plus de 99,9999 % de chances que l’observation soit correcte.”) Both sentences being utterly meaningless, it would be nice if journalists and presumably physicists could understand the meaning of a p-value..! Other blogs have already pointed out the fallacy of the inversion of p(|x|>5σ) into this meaningless 99.9999% so I will not fill many pages about the issue, however it sounds like there is an innumeracy issue there. Still, both my kids did basic confidence intervals in high school, where they were pointed the danger of the p-value inversion fallacy. (Of course, this presentation is fairly new in French high schools. In my days, days of yore, statistics was definitely not a high school subject!)