## ABC’ory in Banff [17w5025]

Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on February 27, 2017 by xi'an

And another exciting and animated [last] day of ABC’ory [and practice]!  Kyle Cranmer exposed a density ratio density estimation approach I had not seen before [and will comment here soon]. Patrick Muchmore talked about unbiased estimators of Gaussian and non-Gaussian densities in elliptically contoured distributions which allows for running pseudo-MCMC than ABC. This reminded me of using the same tool [for those distributions can be expressed as mixtures of normals] in my PhD thesis, if for completely different purposes. In his talk, including a presentation of an ABC blackbox platform called ELFI, Samuel Kaski did translate statistical inference as inverse reinforcement learning: I hope this does not catch! In the afternoon, Dennis Prangle gave us the intuition behind his rare event ABC, which is not estimating rare events by ABC but rather using rare event simulation to improve ABC. [A paper I will a.s. comment here soon as well!] And Scott Sisson concluded the day and the week with his views on ABC for high dimensions.

While being obviously biased as the organiser of the workshop, I nonetheless feel it was a wonderful meeting with just the right number of participants to induce interactions and discussions during and around the talk, as well as preserve some time for pairwise interactions. Like all other workshops I contributed to in BIRS along the years

 07w5079 2007-07-01 Bioinformatics, Genetics and Stochastic Computation: Bridging the Gap 10w2170 2010-09-10 Hierarchical Bayesian Methods in Ecology 14w5125 2014-03-02 Advances in Scalable Bayesian Computation

this is certainly a highly profitable one! For a [major] change, the next one [18w5023] will take place in Oaxaca, Mexico, and will see computational statistics meet molecular simulation. [As an aside, here are the first and last slides of Ewan Cameron’s talk, appropriately illustrating beginning and end, for both themes of his talk: epidemiology and astronomy!]

## a new John Scalzi

Posted in Books, Kids, pictures with tags , , , on February 26, 2017 by xi'an

A new series by John Scalzi is about to get printed, with the first chapters available on Tor.com.

## Mördar-Anders och hans vänner [book review]

Posted in Books, Travel with tags , , , , , , , , on February 25, 2017 by xi'an

“The medieval city of Visby and its shops were preparing for the approaching Christmas season. Interest rates were down to 0.0, which encouraged people to spend money they did not have so that Christmas sales would break records once again.” (p.332)

Thanks to these forced 24 hours in Schiphol, I bought and read a third book by the Swedish author Jonas Jonasson. Which title is Hitman Anders and the meaning of it all. The themes are almost exactly the same as in the previous novels, namely an improbable bunch of losers, growing like a dustball during the story, being unexpectedly provided (like the hundred-year old man) with a huge sum of money by illegal means and managing to keep it from the reach of the State and of a whole collection of gangsters, with a bit of a road movie outside Stockholm and the same fascination for camper-vans [without an elephant this time] and some mild reflections on the role of religion in Swedish society. Plus the customary appearance of the King and Queen. Not absolutely unpleasant but not superlatively funny and somewhat repetitive. (Like the 20th novel of Paasilinna!)

## coauthorship and citation networks

Posted in Books, pictures, R, Statistics, University life with tags , , , , , , , , , on February 21, 2017 by xi'an

As I discovered (!) the Annals of Applied Statistics in my mailbox just prior to taking the local train to Dauphine for the first time in 2017 (!), I started reading it on the way, but did not get any further than the first discussion paper by Pengsheng Ji and Jiashun Jin on coauthorship and citation networks for statisticians. I found the whole exercise intriguing, I must confess, with little to support a whole discussion on the topic. I may have read the paper too superficially as a métro pastime, but to me it sounded more like a post-hoc analysis than a statistical exercise, something like looking at the network or rather at the output of a software representing networks and making sense of clumps and sub-networks a posteriori. (In a way this reminded of my first SAS project at school, on the patterns of vacations in France. It was in 1983 on pinched cards. And we spent a while cutting & pasting in a literal sense the 80 column graphs produced by SAS on endless listings.)

It may be that part of the interest in the paper is self-centred. I do not think analysing a similar dataset in another field like deconstructionist philosophy or Korean raku would have attracted the same attention. Looking at the clusters and the names on the pictures is obviously making sense, if more at a curiosity than a scientific level, as I do not think this brings much in terms of ranking and evaluating research (despite what Bernard Silverman suggests in his preface) or understanding collaborations (beyond the fact that people in the same subfield or same active place like Duke tend to collaborate). Speaking of curiosity, I was quite surprised to spot my name in one network and even more to see that I was part of the “High-Dimensional Data Analysis” cluster, rather than of the “Bayes” cluster.  I cannot fathom how I ended up in that theme, as I cannot think of a single paper of mines pertaining to either high dimensions or data analysis [to force the trait just a wee bit!]. Maybe thanks to my joint paper with Peter Mueller. (I tried to check the data itself but cannot trace my own papers in the raw datafiles.)

I also wonder what is the point of looking at solely four major journals in the field, missing for instance most of computational statistics and biostatistics, not to mention machine learning or econometrics. This results in a somewhat narrow niche, if obviously recovering the main authors in the [corresponding] field. Some major players in computational stats still make it to the lists, like Gareth Roberts or Håvard Rue, but under the wrong categorisation of spatial statistics.

## 神々の山嶺 [the summit of the gods]

Posted in Books, Kids, Mountains, pictures with tags , , , , , , , , , , , on February 19, 2017 by xi'an

The summit of the gods is a five volume manga created by Jiro Taniguchi, who just passed away. While I do not find the mountaineering part of the story realistic [as in the above stripe], with feats and strength that seem beyond even the top himalayists like Reinhold Messner, Pierre Beghin, Abele Blanc, or Ueli Steck (to name a few), I keep re-reading the series for the unique style of the drawing, the story (despite the above), and the atmosphere of solo climbing in the 1970’s or 1980’s, especially as a testimony to Japanese climbers, as well as the perfect rendition of the call of the mountains… Reading Taniguchi’s obituaries over the weekend, I realised he was much more popular in France, where he won a prize for his drawing at the BD Festival in Angoulême in 2005, than in Japan.

## a knapsack riddle?

Posted in Books, pictures, R, Statistics, Travel with tags , , , , , , on February 13, 2017 by xi'an

The [then current now past] riddle of the week is a sort of multiarmed bandits optimisation. Of sorts. Or rather a generalised knapsack problem. The question is about optimising the allocation of 100 undistinguishable units to 10 distinct boxes against a similarly endowed adversary, when the loss function is

$L(x,y)=(x_1>y_1)-(x_1y_{10})-(x_{10}

and the distribution q of the adversary is unknown. As usual (!), the phrasing of the riddle is somewhat ambiguous but I am under the impression that the game is played sequentially, hence that one can learn about the distribution of the adversary, at least when assuming this adversary keeps the same distribution q at all times. Continue reading

## Oxford snapshot [jatp]

Posted in Books, Kids, pictures, Travel, University life with tags , , , , , , on February 9, 2017 by xi'an