Archive for the pictures Category

Wow! [#2]

Posted in Mountains, pictures, Running with tags , , , , , , , , , , , , , , on September 17, 2018 by xi'an

QuanTA

Posted in Books, pictures, Running, Statistics, University life with tags , , , , , , , on September 17, 2018 by xi'an

My Warwick colleagues Nick Tawn [who also is my most frequent accomplice to running, climbing and currying in Warwick!] and Gareth Robert have just arXived a paper on QuanTA, a new parallel tempering algorithm that Nick designed during his thesis at Warwick, which he defended last semester. Parallel tempering targets in parallel several powered (or power-tempered) versions of the target distribution. With proposed switches between adjacent targets. An improved version transforms the local values before operating the switches. Ideally, the transform should be the composition of the cdf and inverse cdf, but this is impossible. Linearising the transform is feasible, but does not agree with multimodality, which calls for local transforms. Which themselves call for the identification of the different modes. In QuanTA, they are identified by N parallel runs of the standard, or rather N/2 to avoid dependence issues, and K-means estimates. The paper covers the construction of an optimal scaling of temperatures, in that the difference between the temperatures is scaled [with order 1/√d] so that the acceptance rate for swaps is 0.234. Which in turns induces a practical if costly calibration of the temperatures, especially when the size of the jump is depending on the current temperature. However, this cost issue is addressed in the paper, resorting to the acceptance rate as a proxy for effective sample size and the acceptance rate over run time to run the comparison with regular parallel tempering, leading to strong improvements in the mixture examples examined in the paper. The use of machine learning techniques like K-means or more involved solutions is a promising thread in this exciting area of tempering, where intuition about high temperatures can be actually misleading. Because using the wrong scale means missing the area of interest, which is not the mode!

Wow!

Posted in pictures, Running with tags , , , , , , on September 16, 2018 by xi'an

end of the Canadian Rockies [jatp]

Posted in Mountains, pictures, Travel with tags , , , , , , , , , on September 16, 2018 by xi'an

State murder of Maurice Audin

Posted in Books, pictures with tags , , , , , , on September 13, 2018 by xi'an

phishing alert at CIRM!

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on September 13, 2018 by xi'an

A strong and loud warning to all participants to one of the three events organised in CIRM, Luminy, Marseilles, in conjunction with Kerrie Mengersen’s Jean Morlet visiting chair, namely that some participants have received calls from crooks posting as CIRM admins, asking for credit card details towards supporting their stay at CIRM. This is a phishing attempt as self-supported participants to these events will be asked to pay at the end of their stay and never by phone or mail. In the meanwhile, there remains a few entries for both

  1. Bayesian Statistics in the Big Data Era (26-30 Nov, 2018)
  2. Young Bayesians and Big Data for Social Good (23-26 Nov., 2018)

for which registration is free but compulsory.

two positions at UBC

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on September 12, 2018 by xi'an

Just to repost an announcement that the Department of Statistics at the University of British Columbia in Vancouver, BC, invites applications from outstanding new investigators for two tenure-track position at the rank of Assistant Professor. Deadline for application is October 17. More information is available there. (The above sculpture is the iconic Raven and the First Men by Billy Reid.)