Archive for the pictures Category

in memoriam

Posted in Kids, pictures, Travel, Wines with tags , , on November 27, 2015 by xi'an

The Richard Price Society

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , on November 26, 2015 by xi'an

As an item of news coming to me via ISBA News, I learned of the Richard Price Society and of its endeavour to lobby for the Welsh government to purchase Richard Price‘s birthplace as an historical landmark. As discussed in a previous post, Price contributed so much to Bayes’ paper that one may wonder who made the major contribution. While I am not very much inclined in turning old buildings into museums, feel free to contact the Richard Price Society to support this action! Or to sign the petition there. Which I cannot resist but  reproduce in Welsh:

Datblygwch Fferm Tynton yn Ganolfan Ymwelwyr a Gwybodaeth

​Rydym yn galw ar Lywodraeth Cymru i gydnabod cyfraniad pwysig Dr Richard Price nid yn unig i’r Oes Oleuedig yn y ddeunawfed ganrif, ond hefyd i’r broses o greu’r byd modern yr ydym yn byw ynddo heddiw, a datblygu ei fan geni a chartref ei blentyndod yn ganolfan wybodaeth i ymwelwyr lle gall pobl o bob cenedl ac oed ddarganfod sut mae ei gyfraniadau sylweddol i ddiwinyddiaeth, mathemateg ac athroniaeth wedi dylanwadu ar y byd modern.

a programming bug with weird consequences

Posted in Kids, pictures, R, Statistics, University life with tags , , , , , , on November 25, 2015 by xi'an

One student of mine coded by mistake an independent Metropolis-Hastings algorithm with too small a variance in the proposal when compared with the target variance. Here is the R code of this implementation:

#target is N(0,1)
#proposal is N(0,.01)
for (t in 2:T){
  if (logu[t]>ratav){

It produces outputs of the following shape
smalvarwhich is quite amazing because of the small variance. The reason for the lengthy freezes of the chain is the occurrence with positive probability of realisations from the proposal with very small proposal density values, as they induce very small Metropolis-Hastings acceptance probabilities and are almost “impossible” to leave. This is due to the lack of control of the target, which is flat over the domain of the proposal for all practical purposes. Obviously, in such a setting, the outcome is unrelated with the N(0,1) target!

It is also unrelated with the normal proposal in that switching to a t distribution with 3 degrees of freedom produces a similar outcome:

It is only when using a Cauchy proposal that the pattern vanishes:

fluctuat nec cogitat

Posted in Kids, pictures with tags on November 21, 2015 by xi'an

stevebellAs was alas predictable, the mass assassinations in Paris last Friday led to senseless gesticulations and warmongering declarations from French political leaders. Hence my title, borrowed from Paris motto: intended to mean “Fluctuating without thinking”, or, as Google translate would inadvertently put it in a strangely appropriate way, to “turn and toss”. Martial emergency order has been declared and is contemplated for months (months!) ahead. After the “Charlie Hebdo” law on intelligence voted a few months ago (which actually goes against everything Charlie stood for!), more attacks on civil liberties are now to come, with a revision of the Constitution with the next days (days!)… Hence this drawing from Steve Bell in The Guardian: While French military forces are engaged in Irak and Syria in a dubious campaign, I completely dispute the notion that France is “at war” and see present declarations and new legislations as catering to the rightmost fringes of the public opinion. With no other clear consequences than to pave the way for the French extreme right to win the coming election(s). Just as withdrawing French citizenship from double nationals who anyway do not consider themselves as French and who are determined to blow themselves on demand is ridiculously inappropriate. The similitude between the reactions of Bush after 09/11/01 and Hollande after 11/13/15 is striking and frightening in the lack of long-term vision and of mere rational thinking… To end up with another translation, “to rock with no purpose”, indeed.


Posted in pictures, Travel, Wines with tags , , , , , on November 20, 2015 by xi'an

an enjoyable full-bodied wine from the Pacific North-West (Walla Walla, WA), Seatlle, Aug. 10, 2015"more details..."

intractable likelihoods (even) for Alan

Posted in Kids, pictures, Statistics with tags , , , , , , , , , , , , on November 19, 2015 by xi'an

In connection with the official launch of the Alan Turing Institute (or ATI, of which Warwick is a partner), it funded an ATI Scoping workshop yesterday a week ago in Warwick around the notion(s) of intractable likelihood(s) and how this could/should fit within the themes of the Institute [hence the scoping]. This is one among many such scoping workshops taking place at all partners, as reported on the ATI website. Workshop that was quite relaxed and great fun, if only for getting together with most people (and friends) in the UK interested in the topic. But also pointing out some new themes I had not previously though of as related to ilike. For instance, questioning the relevance of likelihood for inference and putting forward decision theory under model misspecification, connecting with privacy and ethics [hence making intractable “good”!], introducing uncertain likelihood, getting more into network models, RKHS as a natural summary statistic, swarm of solutions for consensus inference… (And thanks to Mark Girolami for this homage to the iconic LP of the Sex Pistols!, that I played maniacally all over 1978…) My own two-cents into the discussion were mostly variations of other discussions, borrowing from ABC (and ABC slides) to call for a novel approach to approximate inference:

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #5]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , on November 18, 2015 by xi'an

moonriseWhile the deadline for Breaking News! submission is now over, with close to 20 submissions!, there is a new opening for cheaper lodging: The CUBE hotel in Savognin (20km away) has an offer at 110 CHF per person and per night, including breakfast, dinner, and skipass in a room for 3 people (or more). Be sure to mention MCMski in the subject of your email. As mentioned in the previous post, there are other opportunities in nearby villages, for instance Tiefencastel, 11km away with a 19mn bus connection, or Chur, 18km away with a slower 39mn bus connection, but with a very wide range of offers.


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