Archive for July, 2009

Versailles by night

Posted in Travel with tags , , on July 31, 2009 by xi'an

A few weeks ago, we went with a very good friend to the light and watermusic evening show in the Versailles palace (which takes place most of the summer). Here are a few pictures taken by my daughter. versailles.1Although there is a “tourist-trap” feeling in the show (and the place is literarly crawling with people and nationalities!), the overall harmony and order of the Le Notre gardens eventually overcome this unpleasant aspect. As the night comes in, especially on a clean windless evening, the crowd somewhat vanishes and all that remains are the fountains, the gardens, and the castle in the background. versailles.4

Even the fireworks that close the evening are enjoyable (and I usually hate fireworks for their noise and vacuity!) because they were already part of the parties at the time Versailles was inhabited…

Harmonic mean estimators

Posted in Statistics with tags , , , on July 30, 2009 by xi'an

In connection with my recent talk at MaxEnt 2009 and older talks and posts, I have just written with Darren Wraith a very short note on some computational methods used for approximating Bayes factors. This note has now been arXived and it is strongly based on the slides for this talk. Nonetheless, I think there is an interesting point made in the section on harmonic mean estimators, namely that (a) using an MCMC output, it is easy to determine highest posterior density regions by looking directly at the numerical value of the posterior (up to a constant) and (b) those HPD regions can be used to construct pseudo-proposals whose support is one of those regions. This cancels the infinite variance difficulty rightly stressed recently by Radford Neal. In short, the fact that

\mathbb{E}\left[ \dfrac{\varphi(\theta)}{\pi(\theta) L(\theta|x)} \mid   x \right] = \dfrac{1}{m(x)}

holds for any density φ is of interest for approximating m(x) and therefore Bayes factors only when φ is such that the corresponding importance sampling estimator has a finite variance. The infamous but common choice φ=π is rarely appropriate in this regard. However, if one uses the output of an MCMC sampler to determine an empirical highest posterior density region, restricting φ to this region or to an approximation of it—like an ellipsoid—escapes the infinite variance difficulties.

Empirical HPD region

IMS membership is free

Posted in Statistics, University life with tags , , on July 29, 2009 by xi'an

As recalled in the IMS Bulletin I received yesterday, IMS membership is free for students and it includes a free print journal subscription! This means getting the Annals of Statistics for free! Or the Annals of Applied Statistics or yet the Annals of Applied Probability… And all of them as electronic versions. I detailed in this Christmas post the reasons why I thought joining one or several statistical societies was important. Already pointing out the free feature for IMS membership! So, if you are a student or if you teach or supervise students in statistics, probability or related fields, make sure you take advantage of this opportunity.

Little bonsai [of the latter days]

Posted in Kids on July 28, 2009 by xi'an

The remaining bonsai is on the exit lane… It has not recovered from its week outside and the roots have started to rot. We may resume the experiment in the Fall with new seeds, stay tuned!


Aosta [hike 3.2]

Posted in Mountains, Travel with tags , , on July 27, 2009 by xi'an

Parnassius apollo (C.) Abele BlancWe have received in the mail this weekend a cd of the pictures taken by our mountain guide Abele Blanc during the hike last week and they are superb, like the one above of the Parnassius Apollo butterfly, which is one of the emblems of the Gran Paradiso National Park and which mostly dwells in Aosta and in the nearby Valais.

The mistborn trilogy

Posted in Books with tags , , , on July 26, 2009 by xi'an

“It’s like the chaos of normal random statistics has broken down (…) A population should never react this precisely—there should be a curve of probability, with smaller populations reflecting the expected percentages less accurately.” The Hero of Ages

Last night, I finished the third volume of Brandon Saunderson‘s Mistborn trilogy, The Hero of Ages. While I read the first volume, Mistborn: The Final Empire, with pleasure and excitement, and enjoyed the second volume, The Well of Ascension, I went through this last volume at a miserable pace, slowed down by boredom and disillusion, often reading nothing but a single page before falling asleep! Following another disappointing read of Elantris, this does not abide well for the incoming completion of The Wheel of Time.

“These numbers are just too regular to be natural. Nature works in organized chaos—randomness on the small scale, with trends on the large scale.” The Hero of Ages

Indeed, while both Mistborn and Elantris managed to create innovative universes and compelling characters (Mistborn more than Elantris), they both suffer from superficial plots and disappointing endings. Mistborn creates an interesting connection between metals and magical abilities, some magicians named mistings being able to use a single metal and others, named mistborns, being able to use all sixteen of them, and the different races (humans, terrismen, mistwraiths, koloss, kandras) introduced in the first book are well-designed (even though ska is a denomination also used in Jack Vance’s Lyonesse trilogy). The initial band of rebels found in Mistborn: The Final Empire is nicely balanced between characters and the teenage ska hero Vin is psychologically deep enough to be a central character, as is the rebellious son and future emperor, Elend Venture. The plot in The Well of Ascension starts deteriorating, with the predicted (and rather predictable) fight between father—reminding me of the Lannister father in George Martin’s A Song of Ice and Fire unfinished series—and son and a more interesting competition between Elend Venture and his mad half-brother for Vin’s love. This volume sees the appearance of the evil entity Ruin, released by a misled Vin, that will dominate the final volume. Both first volumes contain interesting reflections and subplots about political and religious aspects, not that deep—in that enlightened dictatorship always seems better than democracy, especially during crises—but nonetheless interesting, which is a relief for the completion of The Wheel of Time, where political maneuvering is a strong part of the plot. But the relation between Vin and Elend remains at a fairly superficial level and the lack of moral qualms in Vin for using her superpower to massacre entire armies unsettling.

The scribes didn’t have a large enough set from which to determine patterns. “This seems completely random.” The Hero of Ages

The final volume, The Hero of Ages, contains the resolution of the series and brings a complete explanation about the structure of the Mistborn universe, including the true nature of the kandras, the koloss and the Steel inquisitors. But it is done in such a pedestrian way that it is downright boring. The quest of Vin and Elend for the final cache of the special atium metal is unconvincing, the fights and battles are repetitive of earlier ones and the characters have lost all depth. The evil entity turns up having a benign double and the pantheon of the Mistborn universe ends up being of the Ying/Yang variety! The ending is appaling: both central characters Vin and Elend die and everything is set right, from stopping volcanoes to changing the orbit of the planet, to re-creating flowers by a single historian of religions… Disappointing to say the least! (I have added the quotes to indicate that the books contain interesting scientific undercurrents, trying (too much?) to explain the magic, not because those quotes are particularly deep!)

Nice bill

Posted in Statistics, Travel on July 25, 2009 by xi'an


I have had those two nice Danish 200 kroner bills on my shelf since the conference on Efficient Monte Carlo in Sandbjerg Estate, Sønderborg last year, celebrating the 70th birthday of Reuven Rubinstein. (As explained in the link, this manor is related to Isaac Dinesen, aka Karen Blixen, who is one of my favourite writers.)