Archive for the pictures Category

sanpshot from München [#2]

Posted in pictures, Travel, University life with tags , , , , on May 26, 2016 by xi'an

Computing the variance of a conditional expectation via non-nested Monte Carlo

Posted in Books, pictures, Statistics, University life with tags , , , , on May 26, 2016 by xi'an

Fushimi Inari-Taisha shrine, Kyoto, June 27, 2012The recent arXival by Takashi Goda of Computing the variance of a conditional expectation via non-nested Monte Carlo led me to read it as I could not be certain of the contents from only reading the title! The short paper considers the issue of estimating the variance of a conditional expectation when able to simulate the joint distribution behind the quantity of interest. The second moment E(E[f(X)|Y]²) can be written as a triple integral with two versions of x given y and one marginal y, which means that it can approximated in an unbiased manner by simulating a realisation of y then conditionally two realisations of x. The variance requires a third simulation of x, which the author seems to deem too costly and that he hence replaces with another unbiased version based on two conditional generations only. (He notes that a faster biased version is available with bias going down faster than the Monte Carlo error, which makes the alternative somewhat irrelevant, as it is also costly to derive.) An open question after reading the paper stands with the optimal version of the generic estimator (5), although finding the optimum may require more computing time than it is worth spending. Another one is whether or not this version of the expected conditional variance is more interesting (computation-wise) that the difference between the variance and the expected conditional variance as reproduced in (3) given that both quantities can equally be approximated by unbiased Monte Carlo…

the end of Series B!

Posted in Books, pictures, Statistics, University life with tags , , , , on May 25, 2016 by xi'an

I received this news from the RSS today that all the RSS journals are turning 100% electronic. No paper version any longer! I deeply regret this move on which, as an RSS member, I would have appreciated to be consulted as I find much easier to browse through the current issue when it arrives in my mailbox, rather than being t best reminded by an email that I will most likely ignore and erase. And as I consider the production of the journals the prime goal of the Royal Statistical Society. And as I read that only 25% of the members had opted so far for the electronic format, which does not sound to me like a majority. In addition, moving to electronic-only journals does not bring the perks one would expect from electronic journals:

  • no bonuses like supplementary material, code, open or edited comments
  • no reduction in the subscription rate of the journals and penalty fees if one still wants a paper version, which amounts to a massive increase in the subscription price
  • no disengagement from the commercial publisher, whose role become even less relevant
  • no access to the issues of the years one has paid for, once one stops subscribing.

“The benefits of electronic publishing include: faster publishing speeds; increased content; instant access from a range of electronic devices; additional functionality; and of course, environmental sustainability.”

The move is sold with typical marketing noise. But I do not buy it: publishing speeds will remain the same as driven by the reviewing part, I do not see where the contents are increased, and I cannot seriously read a journal article from my phone, so this range of electronic devices remains a gadget. Not happy!

snapshot from München

Posted in pictures, Travel, University life with tags , , , , on May 22, 2016 by xi'an

on a day trip to München, Neues Rathaus, May 20, 2016

the snow geese [book review]

Posted in Books, Kids, pictures, Travel with tags , , , , , on May 21, 2016 by xi'an

Just as for the previous book, I found this travel book in a nice bookstore, Rue Mouffetard, after my talk at Agro, and bought it [in a French translation] in prevision for my incoming trip to Spain. And indeed read it while in Spain, finishing it a few minutes before touching ground in Paris.

“The hunters wolfed down chicken fried steaks or wolfed down cuds of Red Man, Beech-Nut, Levi Garrett, or Jackson’s Apple Jack”

The Snow Geese was written in 2002 by William Fiennes, a young Englishman recovering from a serious disease and embarking on a wild quest to overcome post-sickness depression. While the idea behind the trip is rather alluring, namely to follow Arctic geese from their wintering grounds in Texas to their summer nesting place on Baffin Island, the book itself is sort of a disaster. As the prose of the author is very heavy, or even very very heavy, with an accumulation of descriptions that do not contribute to the story and a highly bizarre habit to mention brands by groups of three. And of using heavy duty analogies, as in “we were travelling across the middle of a page, with whiteness and black markings all around us, and geese lifting off the snow like letters becoming unstuck”. The reflections about the recovery of the author from a bout of depression and the rise of homesickness and nostalgia are not in the least deep or challenging, while the trip of the geese does not get beyond the descriptive. Worse, the geese remain a mystery, a blur, and a collective, rather than bringing the reader closer to them. If anything is worth mentioning there, it is instead the encounters of the author with rather unique characters, at every step of his road- and plane-trips. To the point of sounding too unique to be true…  His hunting trip with a couple of Inuit hunters north of Iqualit on Baffin Island is both a high and a down of the book in that sharing a few days with them in the wild is exciting in a primeval sense, while witnessing them shoot down the very geese the author followed for 5000 kilometres sort of negates the entire purpose of the trip. It then makes perfect sense to close the story with a feeling of urgency, for there is nothing worth adding.

Le Sassine

Posted in Mountains, pictures, Travel, Wines with tags , , , , , , on May 20, 2016 by xi'an

snapshot from Stockholm

Posted in pictures, Running, Travel with tags , , , , on May 18, 2016 by xi'an


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