## X de Sceaux 2018 [20:25, 14/185, 2/21]

Posted in Kids, Running with tags , , , , , on February 15, 2018 by xi'an

Without any preparation [apart from my daily jog], I signed for the 5k in my local park, two days before the race, the 43rd trail of Sceaux. As it had snowed a lot in the past week, the race was mostly on (in?) slush, if not overly slippery, the remaining part being enjoyably muddy! I did a fairly poor time but still managed to squeeze in between the first and the third runners in my V2 (Grand Masters) category. With a 4 seconds differential each time!

## Gibbs for kidds

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , , , , , , , , on February 12, 2018 by xi'an

A chance (?) question on X validated brought me to re-read Gibbs for Kids, 25 years after it was written (by my close friends George and Ed). The originator of the question had difficulties with the implementation, apparently missing the cyclic pattern of the sampler, as in equations (2.3) and (2.4), and with the convergence, which is only processed for a finite support in the American Statistician paper. The paper [which did not appear in American Statistician under this title!, but inspired an animal bredeer, Dan Gianola, to write a “Gibbs for pigs” presentation in 1993 at the 44th Annual Meeting of the European Association for Animal Production, Aarhus, Denmark!!!] most appropriately only contains toy examples since those can be processed and compared to know stationary measures. This is for instance the case for the auto-exponential model

$f(x,y) \propto exp(-xy)$

which is only defined as a probability density for a compact support. (The paper does not identify the model as a special case of auto-exponential model, which apparently made the originator of the model, Julian Besag in 1974, unhappy, as George and I found out when visiting Bath, where Julian was spending the final year of his life, many years later.) I use the limiting case all the time in class to point out that a Gibbs sampler can be devised and operate without a stationary probability distribution. However, being picky!, I would like to point out that, contrary, to a comment made in the paper, the Gibbs sampler does not “fail” but on the contrary still “converges” in this case, in the sense that a conditional ergodic theorem applies, i.e., the ratio of the frequencies of visits to two sets A and B with finite measure do converge to the ratio of these measures. For instance, running the Gibbs sampler 10⁶ steps and ckecking for the relative frequencies of x’s in (1,2) and (1,3) gives 0.685, versus log(2)/log(3)=0.63, since 1/x is the stationary measure. One important and influential feature of the paper is to stress that proper conditionals do not imply proper joints. George would work much further on that topic, in particular with his PhD student at the time, my friend Jim Hobert.

With regard to the convergence issue, Gibbs for Kids points out to Schervish and Carlin (1990), which came quite early when considering Gelfand and Smith published their initial paper the very same year, but which also adopts a functional approach to convergence, along the paper’s fixed point perspective, somehow complicating the matter. Later papers by Tierney (1994), Besag (1995), and Mengersen and Tweedie (1996) considerably simplified the answer, which is that irreducibility is a necessary and sufficient condition for convergence. (Incidentally, the reference list includes a technical report of mine’s on latent variable model MCMC implementation that never got published.)

## Ivanoël! [jatp]

Posted in Kids, pictures, Travel with tags , , , , , , , on February 11, 2018 by xi'an

## exams

Posted in Kids, Statistics, University life with tags , , , , , , , on February 7, 2018 by xi'an
As in every term, here comes the painful week of grading hundreds of exams! My mathematical statistics exam was highly traditional and did not even involve Bayesian material, as the few students who attended the lectures were so eager to discuss sufficiency and ancilarity, that I decided to spend an extra lecture on these notions rather than rushing though conjugate priors. Highly traditional indeed with an inverse Gaussian model and a few basic consequences of Basu’s theorem. actually exposed during this lecture. Plus mostly standard multiple choices about maximum likelihood estimation and R programming… Among the major trends this year, I spotted out the widespread use of strange derivatives of negative powers, the simultaneous derivation of two incompatible convergent estimates, the common mixup between the inverse of a sum and the sum of the inverses, the inability to produce the MLE of a constant transform of the parameter, the choice of estimators depending on the parameter, and a lack of concern for Fisher informations equal to zero.

## Les Enfants Rouges

Posted in Kids, pictures, Travel with tags , , , , , , , on February 4, 2018 by xi'an

An happenstance reservation at Les Enfants Rouges led to a great and unique meal. The restaurant is located in Le Marais, north of Paris City Hall, and the chef Daï Shinozuka brings a precision in the cooking and presentation of traditional French food that makes each dish a masterpiece. Above the “neo bistro-fare” lauded by The New York Times. But definitely part of the new and exciting food scene in Paris!

## Assassin’s fate [book review]

Posted in Books, Kids with tags , , , , , on February 3, 2018 by xi'an

I am afraid it is impossible to report on Assassin’s Fate without introducing spoilers, so would-be readers, be warned! The end of a long if enjoyable journey with FitzChivalry, the royal Assassin created by Robin Hobb two decades ago, in a book that brings together almost all characters she introduced in the five trilogies linking the Six Duchies, the Rain Wild, and beyond. Beyond the imperfections of some slow-pace sections and of the infuriating stubbornness of Fitz along with his righteousness at times, the conclusion of the book is stunning and perfectly closes the series, leaving the reader who has followed these characters for years and enjoyed the carefully constructed universe behind them, as well as the psychological depth of most of them, with a peaceful and bittersweet sadness. Never have so many owed so much to so few, some would add about Fitz, The Fool and Bee, given the upheaval they bring to this whole universe, impacting first and foremost the Liveship traders… In my opinion, the saga of FitzChivalry that concludes with this book stands among the most realised and elaborated ones in fantasy, primarily for its highly attaching (and far from heroic) characters. Who definitely belong to a pantheon of fantasy characters that one remembers along the years, even with long interruptions.

## annual visit to Oxford

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , on February 1, 2018 by xi'an

As in every year since 2014, I am spending a few days in Oxford to teach a module on Bayesian Statistics to our Oxford-Warwick PhD students. This time I was a wee bit under the weather due to a mild case of food poisoning and I can only hope that my more than sedate delivery did not turn definitely the students away from Bayesian pursuits!

The above picture is at St. Hugh’s College, where I was staying. Or should it be Saint Hughes, since this 12th century bishop was a pre-Brexit European worker from Avalon, France… (This college was created in 1886 for young women of poorer background. And only opened to male students a century later. The 1924 rules posted in one corridor show how these women were considered to be so “dangerous” by the institution that they had to be kept segregated from men, except their brothers!, at all times…)