Archive for the Running Category

MCqMC 2016 [#4]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on August 21, 2016 by xi'an

In his plenary talk this morning, Arnaud Doucet discussed the application of pseudo-marginal techniques to the latent variable models he has been investigating for many years. And its limiting behaviour towards efficiency, with the idea of introducing correlation in the estimation of the likelihood ratio. Reducing complexity from O(T²) to O(T√T). With the very surprising conclusion that the correlation must go to 1 at a precise rate to get this reduction, since perfect correlation would induce a bias. A massive piece of work, indeed!

The next session of the morning was another instance of conflicting talks and I hoped from one room to the next to listen to Hani Doss’s empirical Bayes estimation with intractable constants (where maybe SAME could be of interest), Youssef Marzouk’s transport maps for MCMC, which sounds like an attractive idea provided the construction of the map remains manageable, and Paul Russel’s adaptive importance sampling that somehow sounded connected with our population Monte Carlo approach. (With the additional step of considering transform maps.)

An interesting item of information I got from the final announcements at MCqMC 2016 just before heading to Monash, Melbourne, is that MCqMC 2018 will take place in the city of Rennes, Brittany, on July 2-6. Not only it is a nice location on its own, but it is most conveniently located in space and time to attend ISBA 2018 in Edinburgh the week after! Just moving from one Celtic city to another Celtic city. Along with other planned satellite workshops, this occurrence should make ISBA 2018 more attractive [if need be!] for participants from oversea.

Sacramento skyline [jatp]

Posted in pictures, Running, Travel with tags , , , , , , , , on August 19, 2016 by xi'an

MCqMC 2016 [#2]

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , on August 17, 2016 by xi'an

In her plenary talk this morning, Christine Lemieux discussed connections between quasi-Monte Carlo and copulas, covering a question I have been considering for a while. Namely, when provided with a (multivariate) joint cdf F, is there a generic way to invert a vector of uniforms [or quasi-uniforms] into a simulation from F? For Archimedian copulas (as we always can get back to copulas), there is a resolution by the Marshall-Olkin representation,  but this puts a restriction on the distributions F that can be considered. The session on synthetic likelihoods [as introduced by Simon Wood in 2010] put together by Scott Sisson was completely focussed on using normal approximations for the distribution of the vector of summary statistics, rather than the standard ABC non-parametric approximation. While there is a clear (?) advantage in using a normal pseudo-likelihood, since it stabilises with much less simulations than a non-parametric version, I find it difficult to compare both approaches, as they lead to different posterior distributions. In particular, I wonder at the impact of the dimension of the summary statistics on the approximation, in the sense that it is less and less likely that the joint is normal as this dimension increases. Whether this is damaging for the resulting inference is another issue, possibly handled by a supplementary ABC step that would take the first-step estimate as summary statistic. (As a side remark, I am intrigued at everyone being so concerned with unbiasedness of methods that are approximations with no assessment of the amount of approximation!) The last session of the day was about multimodality and MCMC solutions, with talks by Hyungsuk Tak, Pierre Jacob and Babak Shababa, plus mine. Hunsuk presented the RAM algorithm I discussed earlier under the title of “love-hate” algorithm, which was a kind reference to my post! (I remain puzzled by the ability of the algorithm to jump to another mode, given that the intermediary step aims at a low or even zero probability region with an infinite mass target.) And Pierre talked about using SMC for Wang-Landau algorithms, with a twist to the classical stochastic optimisation schedule that preserves convergence. And a terrific illustration on a distribution inspired from the Golden Gate Bridge that reminded me of my recent crossing! The discussion around my folded Markov chain talk focussed on the extension of the partition to more than two sets, the difficulty being in generating automated projections, with comments about connections with computer graphic tools. (Too bad that the parallel session saw talks by Mark Huber and Rémi Bardenet that I missed! Enjoying a terrific Burmese dinner with Rémi, Pierre and other friends also meant I could not post this entry on time for the customary 00:16. Not that it matters in the least…)

Butte meadow [jatp]

Posted in pictures, Running, Travel with tags , , , , , , , , on August 17, 2016 by xi'an

bad graph of Olympic proportions

Posted in Books, Kids, pictures, Running with tags , , , , on August 14, 2016 by xi'an

olympicsIn connection with the current Olympics in Rio, the New York Times produced a sequence of graphs displaying the dominance of some countries for some sports, like the above for long distance running. I find the representation pretty poor, from using a continuous time perspective for 30 Olympic events, to an unexplained colour codes singling out a few countries, to an equally unexplained second axis, with an upward drift above that does not seem to make sense…

San Francisco [escape route]

Posted in Kids, pictures, Running, Travel with tags , , , , on August 8, 2016 by xi'an

travel madness

Posted in Kids, Running, Travel with tags , , , , , , on August 3, 2016 by xi'an

Certainly the 43 hours trip to San Francisco on Friday and Saturday was one of the worst travels I ever experienced as we were delayed, disembarked and left waiting in queues for most of two days. The August vacation peak weekend “coincided” with an Air France strike action by flight attendants and a correlated lack of ground personal in the airport. Rather than cancelling flights, Air France chose to downsize the number of passengers on board depending on the available flight attendants on that flight, which is presumably less expensive for the company. And so nice for the disembarked passengers, frequent fliers included. This was the Friday morning flight. We got rebooked to the Friday afternoon flight. Meaning six hours in the Air France lounge. After one hour delay, the afternoon flight rode for about 100 meters when leaking fuel was detected, apparently due to overfull tanks. Getting this sorted took around three hours, after which the captain told us that labour regulations prevented him and the crew to fly to San Francisco as it would be too long a working day. The whole plane was disembarked, which took another hour, to a transit area with hundred of people and no airline representative. Eventually someone from Air France appeared and started talking to people around rather than making a global announcement. Herding us back outside the restricted area with vague indications to get to another part of the terminal for rerouting. After more delays and chaos we ended up in another queue for hotel vouchers as the only choice was to wait for a specially chartered plane at noon the next day, our baggage being sealed and inaccessible. It took hours to get those vouchers and reach the airport hotel by midnight, before rushing back the next morn to another vaguely specified rendez-vous. This worked out more smoothly, except for another three hours delay waiting for enough flight attendants to show up.  This ruined our chances to get there in time to recover material for the race. Fortunately, our son managed to board an earlier plane [if last on board!] and grab it for us.

The worst thing about this [first world problem!] trip was not the strike or the cancellations, but the complete disorganisation of the management of the issues, with the passengers being herded from one place to another with contradictory items of information by clueless airline representatives. I figure this may be a consequence of the strike as well, the airport desks being poorly staffed for a major vacation weekend.  [Again, first world problem, no one was hurt and we just lost one vacation day. Plus the opportunity to write half a dozen posts.]

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