Archive for London

broken homes [book review]

Posted in Books, pictures, Travel with tags , , , , , , , on December 13, 2014 by xi'an

London by Delta, Dec. 14, 2011Even though this is the fourth volume in the Peter Grant series, I did read it first [due to my leaving volume one in my office in Coventry and coming across this one in an airport bookstore in Düsseldorf], an experiment I do not advise anyone to repeat as it kills some of the magic in Rivers of London [renamed Midnight Riots on the US market, for an incomprehensible reason!, with the series being recalled Rivers of London, but at least they left the genuine and perfect covers…, not like some of the other foreign editions!] and makes reading Broken homes an exercise in guessing. [Note for ‘Og’s readers suffering from Peter Grant fatigue: the next instalment, taking the seemingly compulsory trip Outside!—witness the Bartholomew series—, is waiting for me in Warwick, so I will not read it before the end of January!]

“I nodded sagely. `You’re right,’ I said. `We need a control.’
`Seriously?’she asked.
`Otherwise, how do you know the variable you’ve changed is the one having the effect?’ I said.”

Now, despite this inauspicious entry, I did enjoy Broken homes as much [almost!] as the other volumes in the series. It mostly takes place in a less familiar [for a French tourist like me] part of London, but remains nonetheless true to its spirit of depicting London as a living organism! There are mostly characters from the earlier novels, but the core of the story is an infamous housing estate built by a mad architect in Elephant and Castle, not that far from Waterloo [Station], but sounding almost like a suburb from Aaronovitch’s depiction! Actually, the author has added a google map for the novel locations on his blog, wish I had it at the time [kind of difficult to get in a plane!].

“Search as I might, nobody else was offering free [wifi] connections to the good people of Elephant and Castle.”

The plot itself is centred on this estate [not really a spoiler, is it?] and the end is outstanding in that it is nothing like one would expect. With or without reading the other volumes. I still had trouble understanding the grand scheme of the main villain, while I have now entirely forgotten about the reasons for the crime scene at the very beginning of Broken homes. Rereading the pages where the driver, Robert Weil, appears did not help. What was his part in the story?! Despite this [maybe entirely personal] gap, the story holds well together, somewhat cemented by the characters populating the estate, who are endowed with enough depth to make them truly part of the story, even when they last only a few pages [spoiler!]. And as usual style and grammar and humour are at their best!

Quasi-Monte Carlo sampling

Posted in Books, Kids, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , on December 10, 2014 by xi'an

RSS wine“The QMC algorithm forces us to write any simulation as an explicit function of uniform samples.” (p.8)

As posted a few days ago, Mathieu Gerber and Nicolas Chopin will read this afternoon a Paper to the Royal Statistical Society on their sequential quasi-Monte Carlo sampling paper.  Here are some comments on the paper that are preliminaries to my written discussion (to be sent before the slightly awkward deadline of Jan 2, 2015).

Quasi-Monte Carlo methods are definitely not popular within the (mainstream) statistical community, despite regular attempts by respected researchers like Art Owen and Pierre L’Écuyer to induce more use of those methods. It is thus to be hoped that the current attempt will be more successful, it being Read to the Royal Statistical Society being a major step towards a wide diffusion. I am looking forward to the collection of discussions that will result from the incoming afternoon (and bemoan once again having to miss it!).

“It is also the resampling step that makes the introduction of QMC into SMC sampling non-trivial.” (p.3)

At a mathematical level, the fact that randomised low discrepancy sequences produce both unbiased estimators and error rates of order

\mathfrak{O}(N^{-1}\log(N)^{d-}) \text{ at cost } \mathfrak{O}(N\log(N))

means that randomised quasi-Monte Carlo methods should always be used, instead of regular Monte Carlo methods! So why is it not always used?! The difficulty stands [I think] in expressing the Monte Carlo estimators in terms of a deterministic function of a fixed number of uniforms (and possibly of past simulated values). At least this is why I never attempted at crossing the Rubicon into the quasi-Monte Carlo realm… And maybe also why the step had to appear in connection with particle filters, which can be seen as dynamic importance sampling methods and hence enjoy a local iid-ness that relates better to quasi-Monte Carlo integrators than single-chain MCMC algorithms.  For instance, each resampling step in a particle filter consists in a repeated multinomial generation, hence should have been turned into quasi-Monte Carlo ages ago. (However, rather than the basic solution drafted in Table 2, lower variance solutions like systematic and residual sampling have been proposed in the particle literature and I wonder if any of these is a special form of quasi-Monte Carlo.) In the present setting, the authors move further and apply quasi-Monte Carlo to the particles themselves. However, they still assume the deterministic transform

\mathbf{x}_t^n = \Gamma_t(\mathbf{x}_{t-1}^n,\mathbf{u}_{t}^n)

which the q-block on which I stumbled each time I contemplated quasi-Monte Carlo… So the fundamental difficulty with the whole proposal is that the generation from the Markov proposal


has to be of the above form. Is the strength of this assumption discussed anywhere in the paper? All baseline distributions there are normal. And in the case it does not easily apply, what would the gain bw in only using the second step (i.e., quasi-Monte Carlo-ing the multinomial simulation from the empirical cdf)? In a sequential setting with unknown parameters θ, the transform is modified each time θ is modified and I wonder at the impact on computing cost if the inverse cdf is not available analytically. And I presume simulating the θ’s cannot benefit from quasi-Monte Carlo improvements.

The paper obviously cannot get into every detail, obviously, but I would also welcome indications on the cost of deriving the Hilbert curve, in particular in connection with the dimension d as it has to separate all of the N particles, and on the stopping rule on m that means only Hm is used.

Another question stands with the multiplicity of low discrepancy sequences and their impact on the overall convergence. If Art Owen’s (1997) nested scrambling leads to the best rate, as implied by Theorem 7, why should we ever consider another choice?

In connection with Lemma 1 and the sequential quasi-Monte Carlo approximation of the evidence, I wonder at any possible Rao-Blackwellisation using all proposed moves rather than only those accepted. I mean, from a quasi-Monte Carlo viewpoint, is Rao-Blackwellisation easier and is it of any significant interest?

What are the computing costs and gains for forward and backward sampling? They are not discussed there. I also fail to understand the trick at the end of 4.2.1, using SQMC on a single vector instead of (t+1) of them. Again assuming inverse cdfs are available? Any connection with the Polson et al.’s particle learning literature?

Last questions: what is the (learning) effort for lazy me to move to SQMC? Any hope of stepping outside particle filtering?

Whispers underground [book review]

Posted in Books, pictures, Travel with tags , , , , , on December 6, 2014 by xi'an

East London from Tower Bridge, Dec. 2009“Dr. Walid said that normal human variations were wide enough that you’d need samples of hundreds of subjects to test that. Thousands if you wanted a statistically significant answer.
Low sample size—one of the reasons why magic and science are hard to reconcile.”

This is the third volume in the Rivers of London series, brought back from Gainesville, and possibly the least successful (in my opinion). It indeed takes place underground and not only in the Underground and the underground sewers of London. Which is this literary trick that always irks me in fantasy novels, namely the sudden appearance of massive underground complex with unsuspected societies that are large and evolved enough to reach the Industrial Age. (Sorry if this is too much of a spoiler!)

“It was the various probability calculations that stuffed me—they always do. I’d have been a bad scientist.”

Not that everything is bad in this novel: I still like the massive infodump about London, the style and humour, the return of PC Lesley trying to get over the (literal) loss of her face, and the appearance of new characters. But the story itself, revolving about a murder investigation, is rather shallow and the (compulsory?) English policeman versus American cop competition is too contrived to be funny. Most of the major plot is hidden from this volume, unless there are clues I missed. (For instance, one death from a previous volume which seemed to get ignored at that time is finally explained here.) Definitely not the book to read on its own, as it still relates and borrow much from the previous volumes, but presumably one to read nonetheless as the next instalment, Broken homes.

Moon over Soho [book review]

Posted in Books, Kids, Travel with tags , , , , , , , on November 29, 2014 by xi'an

London by Delta, Dec. 14, 2011

A book from the pile I brought back from Gainesville. And the first I read, mostly during the trip back to Paris. Both because I was eager to see the sequel to Rivers of London and because it was short and easy to carry in a pocket.

“From the figures I have, I believe that two to three jazz musicians have died within twenty-four hours of playing a gig in the Greater London area in the last year.”
“I take it that’s statistically significant?

Moon over Soho is the second installment in the Peter Grant series by Ben Aaronovitch. It would not read well on its own as it takes over when Rivers of London stopped. Even though it reintroduces most of the rules of this magical universe. Most characters are back (except for the hostaged Beverly) and they are trying to cope with what happened in the first installment. The story is even more centred on jazz than in the first volume, with as a corollary, Peter Grant’s parents taking a more important part in the book. The recovering Leslie is hardly seen (for obvious reasons) and heard, which leaves a convenient hole in Grant’s sentimental life! The book also introduces a major magical villein who will undoubtedly figures in the incoming books. Another great story, even though the central plot has a highly predictable ending, and even more end of the ending, and some parts sound like repetitions of similar parts in the first volume. But the tone, the pace, the style, the humour, the luv’ of Lundun, all are there and so it is all that matters! (I again bemoan the missing map of London!)

not converging to London for an [extra]ordinary Read Paper

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , on November 21, 2014 by xi'an

London by Delta, Dec. 14, 2011On December 10, I will alas not travel to London to attend the Read Paper on sequential quasi-Monte Carlo presented by Mathieu Gerber and Nicolas Chopin to The Society, as I fly instead to Montréal for the NIPS workshops… I am quite sorry to miss this event, as this is a major paper which brings quasi-Monte Carlo methods into mainstream statistics. I will most certainly write a discussion and remind Og’s readers that contributed (800 words) discussions are welcome from everyone, the deadline for submission being January 02.

Rivers of London [book review]

Posted in Books, Kids, Travel with tags , , , , , , , , , , , on October 25, 2014 by xi'an

London by Delta, Dec. 14, 2011Yet another book I grabbed on impulse while in Birmingham last month. And which had been waiting for me on a shelf of my office in Warwick. Another buy I do not regret! Rivers of London is delightful, as much for taking place in all corners of London as for the story itself. Not mentioning the highly enjoyable writing style!

“I though you were a sceptic, said Lesley. I though you were scientific”

The first volume in this detective+magic series, Rivers of London, sets the universe of this mix of traditional Metropolitan Police work and of urban magic, the title being about the deities of the rivers of London, including a Mother and a Father Thames… I usually dislike any story mixing modern life and fantasy but this is a definitive exception! What I enjoy in this book setting is primarily the language used in the book that is so uniquely English (to the point of having the U.S. edition edited!, if the author’s blog is to be believed). And the fact that it is so much about London, its history and inhabitants. But mostly about London, as an entity on its own. Even though my experience of London is limited to a few boroughs, there are many passages where I can relate to the location and this obviously makes the story much more appealing. The style is witty, ironic and full of understatements, a true pleasure.

“The tube is a good place for this sort of conceptual breakthrough because, unless you’ve got something to read, there’s bugger all else to do.”

The story itself is rather fun, with at least three levels of plots and two types of magic. It centres around two freshly hired London constables, one of them discovering magical abilities and been drafted to the supernatural section of the Metropolitan Police. And making all the monologues in the book. The supernatural section is made of a single Inspector, plus a few side characters, but with enough fancy details to give it life. In particular, Isaac Newton is credited with having started the section, called The Folly. Which is also the name of Ben Aaronovitch’s webpage.

“There was a poster (…) that said: `Keep Calm and Carry On’, which I thought was good advice.”

This quote is unvoluntarily funny in that it takes place in a cellar holding material from World War II. Except that the now invasive red and white poster was never distributed during the war… On the opposite it was pulped to save paper and the fact that a few copies survived is a sort of (minor) miracle. Hence a double anachronism in that it did not belong to a WWII room and that Peter Grant should have seen its modern avatars all over London.

“Have you ever been to London? Don’t worry, it’s basically  just like the country. Only with more people.”

The last part of the book is darker and feels less well-written, maybe simply because of the darker side and of the accumulation of events, while the central character gets rather too central and too much of an unexpected hero that saves the day. There is in particular a part where he seems to forget about his friend Lesley who is in deep trouble at the time and this does not seem to make much sense. But, except for this lapse (maybe due to my quick reading of the book over the week in Warwick), the flow and pace are great, with this constant undertone of satire and wit from the central character. I am definitely looking forward reading tomes 2 and 3 in the series (having already read tome 4 in Austria!, which was a mistake as there were spoilers about earlier volumes).

a day of travel

Posted in pictures, Running, Travel with tags , , , , , , on September 1, 2014 by xi'an

Bham2I had quite a special day today as I travelled through Birmingham, made a twenty minutes stop in Coventry to drop my bag in my office, went down to London to collect a most kindly loaned city-bike and took the train back to Coventry with the said bike… On my way from Bristol to Warwick, I decided to spend the night in downtown Birmingham as it was both easier and cheaper than to find accommodation on Warwick campus. However, while the studio I rented was well-designed and brand-new, my next door neighbours were not so well-designed in that I could hear them and the TV through the wall, despite top-quality ear-plugs! After a request of mine, they took the TV off but kept to the same decibel level for their uninteresting exchanges. In the morning I tried to go running in the centre of Birmingham but, as I could not find the canals, I quickly got bored and gave up. As Mark had proposed to lend me a city bike for my commuting in [and not to] Warwick, I then decided to take the opportunity of a free Sunday to travel down to London to pick the bike, change the pedals in a nearby shop, add an anti-theft device, and head back to Coventry. Which gave me the opportunity to bike in London by Abbey Road, Regent Park, and Hampstead, before [easily] boarding a fast train back to Coventry and biking up to the University of Warwick campus. (Sadly to discover that all convenience stores had closed by then… )


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