ARS: when to update?

Posted in Books, Kids, Statistics, University life with tags , , , , , on May 25, 2017 by xi'an

An email I got today from Heng Zhou wondered about the validity of the above form of the ARS algorithm. As printed in our book Monte Carlo Statistical Methods. The worry is that in the original version of the algorithm the envelope of the log-concave target f(.) is only updated for rejected values. My reply to the question is that there is no difference in the versions towards returning a value simulated from f, since changing the envelope between simulations does not modify the accept-reject nature of the algorithm. There is no issue of dependence between the simulations of this adaptive accept-reject method, all simulations remain independent. The question is rather one about efficiency, namely does it pay to update the envelope(s) when accepting a new value and I think it does because the costly part is the computation of f(x), rather than the call to the piecewise-exponential envelope. Correct me if I am wrong!

Manchester, United we stand!

Posted in Books, Kids with tags , , , , , on May 24, 2017 by xi'an

This is the place
In the north-west of England. It’s ace, it’s the best
And the songs that we sing from the stands, from our bands
Set the whole planet shaking.
Our inventions are legends. There’s nowt we can’t make, and so we make brilliant music
We make brilliant bands

We make goals that make souls leap from seats in the stands
And we make things from steel
And we make things from cotton
And we make people laugh, take the mick summat rotten
And we make you at home
And we make you feel welcome and we make summat happen
And we can’t seem to help it
And if you’re looking from history, then yeah we’ve a wealth

But the Manchester way is to make it yourself.
And make us a record, a new number one
And make us a brew while you’re up, love, go on
And make us feel proud that you’re winning the league
And make us sing louder and make us believe that this is the place that has helped shape the world

And so this is the place now with kids of our own. Some are born here, some drawn here, but they all call it home.
And they’ve covered the cobbles, but they’ll never defeat, all the dreamers and schemers who still teem through these streets.
Because this is a place that has been through some hard times: oppressions, recessions, depressions, and dark times.
But we keep fighting back with Greater Manchester spirit. Northern grit, Northern wit, and Greater Manchester’s lyrics.

Tony Walsh

Russell Maliphant Company

Posted in Kids, pictures with tags , , , , on May 24, 2017 by xi'an

Last weekend, the Russell Maliphant Company from London was performing in a theatre nearby (in our backyard!) and we managed to get tickets at the last minute. While I am not at all versed in modern dance, this was a fantastic experience, with very moving performances from (guest) dancers like Lucia Lacarra and Marlon Dino above, a very elaborate impact of lighting that managed to duplicate or cancel depth, space, and time, great musical tracks, and a unique quality in the movements of the dancers.

end of a long era [1982-2017]

Posted in Books, pictures, Running, University life with tags , , , , , , , , , , , on May 23, 2017 by xi'an

This afternoon I went to CREST to empty my office there from books and a few papers (like the original manuscript version of Monte Carlo Statistical Methods). This is because the research centre, along with the ENSAE graduate school (my Alma mater), is moving to a new building on the Saclay plateau, next to École Polytechnique. As part of this ambitious migration of engineering schools from downtown Paris to a brand new campus there. Without getting sentimental about this move, it means leaving the INSEE building in Malakoff, on the outskirts of downtown Paris, which has been an enjoyable part of my student and then academic life from 1982 till now. And also leaving the INSEE Paris Club runners! (I am quite uncertain about being as active at the new location, if only because going there by bike is a bit more of a challenge. To be addressed anyway!) And I left behind my accumulation of conference badges (although I should try to recycle them for the incoming BNP 11 in Paris!).

Bacon in the Library [jatp]

Posted in Books, Kids, pictures, Travel, University life with tags , , , , , , , on May 23, 2017 by xi'an

The Riddle of the Sands [not a book review]

Posted in Books, Kids, pictures, Travel with tags , , , , , on May 22, 2017 by xi'an

Visiting Dublin last weekend led me to learn of the sad end of the author of The Riddle of the Sands, (Robert) Erskine Childers.  To my surprise, I indeed found out when reading about the Irish Civil War of the early 20’s that he was executed by a firing squad as a member of the anti-Treaty Sinn Féin. What could have led the author of the role model of classical spy novels, The Riddle of the Sands, to this tragical ending?! While his book was immensely popular in Britain, to the point of impacting the preparations for war in the years before WWI, and while he served as instructor of pilots towards a possible attack of Germany through the very Frisian islands appearing in the novel, he turned progressively towards Irish nationalism, smuggling weapons on his own boat, and opposing the treaty with Britain to  the point of joining the anti-treaty Sinn Féin. When a pistol was found at his home, he was sentenced to death and executed two days later.

the long way to a small angry planet [book review]

Posted in Statistics with tags , , , , , , , , , , on May 21, 2017 by xi'an

When leaving London last week, I went through the (very nice) bookstore in St Pancras International and saw this book by Becky Chambers. And bought it as I had read nice criticisms and liked both the title and the cover. I have been reading it at every free minute since then and eventually finished it last night. It is a very enjoyable novel, very homey despite it taking place mostly in interstellar space, as it goes through the personal stories of the members of a tunneller crew (tunnels meaning shortcuts between distant points in space, the astrophysics being a bit vague on how those are possible!). It is far from a masterpiece but the succession of scenes and characters is enjoyable enough to be enjoyable, with a final twist of a larger magnitude. Nothing profoundly innovative like Ancillary Justice [except for the openness about interspecies sex, this could have been written in the 50’s] or era-defining like Ender’s Game, or The Road, but a pleasant read by all means!