Archive for the Books Category


Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on June 26, 2019 by xi'an

I found my (short) trip to Abdijan for the CISEA 2019 conference quite fantastic as it allowed me to meet with old friends, from the earliest days at CREST and even before, and to meet new ones. Including local students of ENSEA who had taken a Bayesian course out of my Bayesian Choice book. And who had questions about the nature of priors and the difficulty they had in accepting that several replies were possible with the same data! I wish I had had more time to discuss the relativity of Bayesian statements with them but this was a great and rare opportunity to find avid readers of my books! I also had a long chat with another student worried about the use or mis-use of reversible jump algorithms to draw inference  on time-series models in Bayesian Essentials, chat that actually demonstrated his perfect understanding of the matter. And it was fabulous to meet so many statisticians and econometricians from West Africa, most of them French-speaking. My only regret is not having any free time to visit Abidjan or the neighbourhood as the schedule of the conference did not allow for it [or even for a timely posting of a post!], especially as it regularly ran overtime. (But it did provide for a wide range of new local dishes that I definitely enjoyed tasting!) We are now discussing further opportunities to visit there, e.g. by teaching a short course at the Master or PhD levels.

Bayesian conjugate gradients [open for discussion]

Posted in Books, pictures, Statistics, University life with tags , , , , , on June 25, 2019 by xi'an

When fishing for an illustration for this post on Google, I came upon this Bayesian methods for hackers cover, a book about which I have no clue whatsoever (!) but that mentions probabilistic programming. Which serves as a perfect (?!) introduction to the call for discussion in Bayesian Analysis of the incoming Bayesian conjugate gradient method by Jon Cockayne, Chris Oates (formerly Warwick), Ilse Ipsen and Mark Girolami (still partially Warwick!). Since indeed the paper is about probabilistic numerics à la Mark and co-authors. Surprisingly dealing with solving the deterministic equation Ax=b by Bayesian methods. The method produces a posterior distribution on the solution x⁰, given a fixed computing effort, which makes it pertain to the anytime algorithms. It also relates to an earlier 2015 paper by Christian Hennig where the posterior is on A⁻¹ rather than x⁰ (which is quite a surprising if valid approach to the problem!) The computing effort is translated here in computations of projections of random projections of Ax, which can be made compatible with conjugate gradient steps. Interestingly, the choice of the prior on x is quite important, including setting a low or high convergence rate…  Deadline is August 04!

A la Bienale di Venezia

Posted in Books, pictures, Travel with tags , , , , , , , , , , on June 23, 2019 by xi'an

Taking advantage of staying in Venezia over the weekend, we went to the huge international contemporary art exhibit located all over the city but mostly in the Arsenale and in the gardens. This was quite impressive in terms of diversity and style, of course, although the general feeling was rather bleak, centering on pollution and apocalyptic themes. The particularly ugly French exhibit was for instance a highly polluted sea surface, made of glass and only accessible by going around piles of gravel in the basement of the pavilion. Most exhibits also involved videos, often not making much sense, and comparatively few paintings or photographs. Within this depressing catalogue, a few beautiful highlights from my own perspective. One was a construct of several thousands shell-like objects, sculpted from sheep leather by Zahrah Al Ghamdi, a female Saudi Arabia artist Another one, representing Ghana, by the artists El Anatsui and Ibrahim Mahama, recycled aluminum stickers into huge maps, reminding me of the recycled maps in Munbai airport.Yet another one, difficult to catch, was a huge construct from the Philippines by Mark Justiniani, made of glass that gave an impression of infinite depth and again recycled different objects into wells, reminding me of the automated art pieces appearing in Gibson’s Count Zero. Called “Island Weather” to reflect upon the elusive nature of truth and the notion that everyone is an island, with bottomless layers of accumulated memories.

A series [called Angst] of remarkable night photographs by Soham Gupta of some inhabitants of the slums in Kolkata where the persons chose to act in relation with the hardship or trauma that led them to survive in the street. And still exhibiting joy and engaging into farciful behaviours. A video was however striking [from my perspective], describing the fight of a Nunavuk father to prevent his children being sent far away for schooling by the Canadian government, as it reminded me of a so different time when, as a child then, a catholic missionary from the Far North had come to our primary school and told us fascinating stories of the cruelly beautiful (or beautifully cruel?) like in the Arctic, in what did not appear yet as a strongly biased manner… The title of the Bienale this year was May you live in interesting times, which prompted many attendees to scrawl Theresa May you leave in interesting times over the exhibit panels! Interesting if bleak times indeed.

cuida tu vestido y no hables tanto, Jorge!

Posted in Books, pictures with tags , , , , , , , , , , on June 22, 2019 by xi'an

“”In our societies, it even seems homosexuality is fashionable. And this mentality, in some way, also influences the life of the Church (..) Therefore, the Church recommends that people with that kind of ingrained tendency should not be accepted into the ministry or consecrated life. The ministry or the consecrated life is not his place.” [En nuestras sociedades parece incluso que la homosexualidad está de moda y esa mentalidad, de alguna manera, también influye en la vida de la Iglesia (…) En la vida consagrada y en la vida sacerdotal, ese tipo de afectos no tienen cabida] 2 December 2018

“One cannot live a whole life of accusing, accusing, accusing, the Church. Those who spend their lives accusing, accusing, accusing are not the devil’s children because the devil has none. [They are] friends, cousins and relatives of the devil, and this is wrong.” 22 February 2019

“It is becoming increasingly clear that we are now facing with what might accurately be called an educational crisis, especially in the field of affectivity and sexuality. [Gender theory] denies the difference and reciprocity in nature of a man and a woman and envisages a society without sexual differences, thereby eliminating the anthropological basis of the family. This ideology leads to educational programs and legislative enactments that promote a personal identity and emotional intimacy radically separated from the biological difference between male and female. Consequently, human identity becomes the choice of the individual, one which can also change over time.” Male and Female He Created Them: Towards a path of dialogue on the question of gender in education, June 2019

likelihood-free approximate Gibbs sampling

Posted in Books, Statistics with tags , , , , , , , , on June 19, 2019 by xi'an

“Low-dimensional regression-based models are constructed for each of these conditional distributions using synthetic (simulated) parameter value and summary statistic pairs, which then permit approximate Gibbs update steps (…) synthetic datasets are not generated during each sampler iteration, thereby providing efficiencies for expensive simulator models, and only require sufficient synthetic datasets to adequately construct the full conditional models (…) Construction of the approximate conditional distributions can exploit known structures of the high-dimensional posterior, where available, to considerably reduce computational overheads”

Guilherme Souza Rodrigues, David Nott, and Scott Sisson have just arXived a paper on approximate Gibbs sampling. Since this comes a few days after we posted our own version, here are some of the differences I could spot in the paper:

  1. Further references to earlier occurrences of Gibbs versions of ABC, esp. in cases when the likelihood function factorises into components and allows for summaries with lower dimensions. And even to ESP.
  2. More an ABC version of Gibbs sampling that a Gibbs version of ABC in that approximations to the conditionals are first constructed and then used with no further corrections.
  3. Inherently related to regression post-processing à la Beaumont et al.  (2002) in that the regression model is the start to designing an approximate full conditional, conditional on the “other” parameters and on the overall summary statistic. The construction of the approximation is far from automated. And may involve neural networks or other machine learning estimates.
  4. As a consequence of the above, a preliminary ABC step to design the collection of approximate full conditionals using a single and all-purpose multidimensional summary statistic.
  5. Once the approximations constructed, no further pseudo-data is generated.
  6. Drawing from the approximate full conditionals is done exactly, possibly via a bootstrapped version.
  7. Handling a highly complex g-and-k dynamic model with 13,140 unknown parameters, requiring a ten days simulation.

“In certain circumstances it can be seen that the likelihood-free approximate Gibbs sampler will exactly target the true partial posterior (…) In this case, then Algorithms 2 and 3 will be exact.”

Convergence and coherence are handled in the paper by setting the algorithm(s) as noisy Monte Carlo versions, à la Alquier et al., although the issue of incompatibility between the full conditionals is acknowledged, with the main reference being the finite state space analysis of Chen and Ip (2015). It thus remains unclear whether or not the Gibbs samplers that are implemented there do converge and if they do what is the significance of the stationary distribution.

off to Abidjan, with a few Annals [62kg of ’em]

Posted in Books, Kids, Statistics, Travel, University life with tags , , , , , , , , on June 16, 2019 by xi'an

space opera by John Scalzi [book review]

Posted in Books, pictures, Travel with tags , , , , , , , , , , , , , , , , , on June 15, 2019 by xi'an

John Scalzi, author of the memorable Old Man’s War, has started a trilogy of which I only became aware recently (or more precisely became re-aware!), which has the perk of making two of the three books already published and hence available without a one or two year break. And having the book win the 2018 Locus Award in the meanwhile. This new series is yet again a space opera with space travel made possible by a fairly unclear Flow that even the mathematicians in the story have trouble understanding. And The Flow is used by guilds to carry goods and people to planets that are too hostile an environment for the “local” inhabitants to survive on their own. The whole setup is both homely and old-fashioned: the different guilds are associated with families, despite being centuries old, and the empire of 48 planets is still governed by the same dominant family, who also controls a fairly bland religion. Although the later managed to become the de facto religion.

“I’m a Flow physicist.  It’s high-order math. You don’t have to go out into the field for that.”

This does not sound much exciting, even for space operas, but things are starting to deteriorate when the novels start. Or more exactly, as hinted by the title, the Empire is about to collapse! (No spoiler, since this is the title!!!) However, the story-telling gets a wee bit lazy from that (early) point. In that it fixates on a very few characters [among millions of billions of inhabitants of this universe] who set the cogs spinning one way then the other then the earlier way… Dialogues are witty and often funny, those few characters are mostly well-drawn, albeit too one-dimensional, and cataclysmic events seem to be held at bay by the cleverness of one single person, double-crossing the bad guys. Mostly. While the second volume (unusually) sounds better and sees more action, more surprises, and an improvement in the plot itself, and while this makes for a pleasant travel read (I forgot The Collapsing Empire in a plane from B’ham!), I am surprised at the book winning the 2018 Locus Award indeed. It definitely lacks the scope and ambiguity of the two Ancillary novels. The convoluted philosophical construct and math background of Anathem. The historical background of Cryptonomicon and of the Baroque Cycle. Or the singularity of the Hyperion universe. (But I was also unimpressed by the Three-Body Problem! And by Scalzi’s Hugo Award Redshirts!) The third volume is not yet out.

As a French aside, a former king turned AI is called Tomas Chenevert, on a space-ship called Auvergne, with an attempt at coming from a French speaking planet, Ponthieu, except that is should have been spelled Thomas Chênevert (green oak!). Incidentally, Ponthieu is a county in the Norman marches, north of Rouen, that is now part of Picardy, although I do not think this has anything to do with the current novel!