return of the boomerang

Pagani, Wiegand and Nadarajah wrote a paper past last Spring on the Rosenbrock distribution. Now, I did not know this distribution under that name but as the banana benchmark distribution I met for the first time in the 1999 Haario, Saksman and Tamminen paper on adaptive MCMC. And that I used in several papers (the picture below being borrowed from Statisfaction!)

The Rosenbrock function was introduced by… Howard Rosenbrock in 1960 in a computer journal as a benchmark for optimisation. (Or by someone else to keep up with Stigler’s Law of Eponymy.) It can be turned into a probability density by exponentiating its opposite. It corresponds to a Normal N(μ,σ²) marginal on the first component, followed by T Normal

N(x²_t-1,^σ²/₁₀)

conditional distributions on the following components. It is thus fully known, incl. its normalising constant, and easy to simulate. Hence to use as a fat tail target for benchmarking MCMC algorithms. The authors propose an extension as the hybrid Rosenbrock where several parallel sequences stem from the same component, but it is unclear to me how useful of a generalisation this is…

a journal of the plague year [almost gone]

Read The stars are legion, by Kameron Hurley, which I brought back from Gainesville last year. Although I cannot remember why I bought the book, it must have been a “recommendation” on Amazon… The story is part unusual, part classical, with a constant switch between the two major characters [viewpoint].  And between different times. The style is complex, maybe too complex, as the universe is slowly revealing itself, through the perception biases of the characters. Including (spoiler!) one with multiple memory erasures and two attempts at recycling. Stars are actually (spoiler!) space-ships with some possibly organic elements that are decomposing (and showing the steel skeletons), with also apparently organic smaller vessels to travel between ships or fight between clans. Some of the ship inhabitants are mutants, possibly for being unprotected from space or ship radiations (although the control and propulsion of these ships is never mentioned), possibly because they are perceived as such by different groups in the ships, à la Huxley’s Brave New World? And there seem to be only females on-board, with all of them getting (mysteriously) pregnant at one time or another, rarely giving birth to children (associated with driving the ships? creating new ships?) but rather to other organic entities, apparently contributing to keeping the ship alive. All this is quite creative, with a powerful theme of power versus motherhood, but the story-telling is just too messy for me to have enjoyed it. The more because the type of subterranean universe where characters wander from one level to the next and discover supremely different ecosystems at each level never appealed to me. Since I read Verne’s Voyage au Centre de la Terre. (And I suddenly remembered dropping out of an earlier Hurley’s book.)

Cooked (the last remaining) pumpkin risotto with (legal) Lapsang tea, which worked out rather nicely, albeit loosing most of the Lapsang flavour. Had a week of (pleasant) cookie flavour home fragrance while my wife was preparing cookies for the entire family. Cooked a brunch with my son on the last Sunday of 2020, once again with Lapsang as drink. And had a Michelin take-away with my mom in Caen, since all restaurants remain closed till an unknown date. Which proved a great choice as it was surprisingly good, once out of the (potato starch) package.

Watched Season 2 of the BBC His Dark Materials series. Still impressed by the high level of the show (and enjoying it even more as I had forgotten basically everything about The Subtle Knife!) Except for the dark matter physicist turning to I Ching to understand her empirical experiment… But it remains a great series (esp. when mostly avoiding bears.) Also rewatched a Harry Potter film with my daughter, The Order of the Phoenix, which I found rather poor on the whole, despite a few great scenes (like the Wesley twins’ departure) and the fabulous rendering of the petty bureaucratic evil of Mrs. Umbridge throughout the film. And a part of The Half Blood Prince. Which sounded much better by comparison.

“It slowly dawned on me that it’s possible for the wise men who run your life for you to see disaster coming and not have a plan for dealing with it”

Read another K.J. Parker’s book, “How to rule an empire and get away with it“, sequel to “Sixteen ways &tc.” Light (mind-candy) but enjoyable bedside reading. Somewhat of a classical trick where a double becomes the real thing, if not in a Kagemusha tragic style.

[o-l] ISBA 2021 [百花齊放，百家爭鳴]

As usual, when looking for our ISBA World conference, ISBA [now] 2021, many alternative realities emerge, ISBA being such a popular acronym! The actual dates for the (true and only) ISBA 2021 conference are 28 June – 02 July and the location is no longer Kunming, China, since there is a pandemic going on!!! The conference is now on-line, which forces a complete rethinking of its organisation, away from a sheer replica on Zoom of the traditional conference. And with no registration fees!! I have agreed to join other ISBA members to contribute (with limited abilities) to this switch and obviously welcome comments towards it! Having greatly learned from the earlier experience with the One World Bernoulli+IMS conference last summer, thanks to the dedication and imagination of Leif Döring!, here are some line of thought:

• Keep in mind days are 24 hours long and attention span much smaller, towards keeping the offer manageable for a fully engaged participant
• Account and take advantage of the multiple time zones available to virtual participants to stretch the schedule to cover as many participants as possible, with a potential multiplication of (plenary) talks and posters
• Avoid filling the on-line schedule with live talks but have them pre-registered, possibly with several levels of length and depth, including a one-slide two-minute version
• Exploit on-line abilities to focus solely (?) on interactions, which is the main point of conferences, meaning participants joining for a thematic session over a reasonable duration to discuss talks or posters they had attended on their own before, with a catalyst leading the show with prepared questions
• Preregister poster presentations as well, so that live poster sessions involve only questions and discussions, and group poster by theme (an attempt of mine at the earlier ISBA conferences) so that presenters and visitors can interact at the theme level rather than being stuck in an empty room with one’s poster
• Create local mirrors when people could physically (safely!) gather to attend the conference, from watching videos and poster together to engage into a local plus virtual discussion during interaction sessions. I certainly plan to hold one such session in Paris [if there and not in Eindhoven on 28 June – 02 July]
• Find ways to engage participants to fully commit to the conference (see above), for instance by preparing a “I am away at ISBA 2021” card one could post on whatever social or asocial networks one favours (but maybe not as one’s vacation email automated reply, unless the card is a few bytes…)

ABC, anytime!

Last June, Alix Marie d’Avigneau, Sumeet Singh, and Lawrence Murray arXived a paper on anytime ABC I intended to review right away but that sat till now on my virtual desk (and pile of to-cover-arXivals!). The notion of anytime MCMC was already covered in earlier ‘Og entries, but this anytime ABC version bypasses the problem of asynchronicity, namely, “randomly varying local move completion times when parallel tempering is implemented on a multi-processor computing resource”. The different temperatures are replaced by different tolerances in ABC. Since switches between tolerances are natural if a proposal for a given tolerance ε happens to be eligible for a lower tolerance ε’. And accounting for the different durations required to simulate a proposal under different tolerances to avoid the induced bias in the stationary distributions. Or the wait for other processors to complete their task. A drawback with the approach stands in calibrating the tolerance levels in advance (or via preliminary runs that may prove costly).

M cover