Archive for the Running Category

exciting week[s]

Posted in Mountains, pictures, Running, Statistics with tags , , , , , , , , , , , , , , on June 27, 2017 by xi'an

The past week was quite exciting, despite the heat wave that hit Paris and kept me from sleeping and running! First, I made a two-day visit to Jean-Michel Marin in Montpellier, where we discussed the potential Peer Community In Computational Statistics (PCI Comput Stats) with the people behind PCI Evol Biol at INRA, Hopefully taking shape in the coming months! And went one evening through a few vineyards in Saint Christol with Jean-Michel and Arnaud. Including a long chat with the owner of Domaine Coste Moynier. [Whose domain includes the above parcel with views of Pic Saint-Loup.] And last but not least! some work planning about approximate MCMC.

On top of this, we submitted our paper on ABC with Wasserstein distances [to be arXived in an extended version in the coming weeks], our revised paper on ABC consistency thanks to highly constructive and comments from the editorial board, which induced a much improved version in my opinion, and we received a very positive return from JCGS for our paper on weak priors for mixtures! Next week should be exciting as well, with BNP 11 taking place in downtown Paris, at École Normale!!!

a trip back in time [and in Rouen]

Posted in Kids, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on June 24, 2017 by xi'an

On Monday, I took part in a celebration of the remarkable career of a former colleague of mine in Rouen, Gérard Grancher, who is retiring after a life-long position as CNRS engineer in the department of maths of the University of Rouen, a job title that tells very little about the numerous facets of his interactions with mathematics, from his handling of all informatics aspects in the laboratory to his support of all colleagues there, including fresh PhD students like me in 1985!, to his direction of the CNRS lab in 2006 and 2007 at a time of deep division and mistrust, to his numerous collaborations on statistical projects with local actors, to his Norman federalism in bringing the maths departments of Caen and Rouen into a regional federation, to an unceasing activism to promote maths in colleges and high schools and science fairs all around Normandy, to his contributions to professional training in statistics for CNRS agents, and much, much more… Which explains why the science auditorium of the University of Rouen was packed with mathematicians and high schools maths teachers and friends! (The poster of the day was made by Gérard’s accomplices in vulgarisation, Élise Janvresse and Thierry Delarue, based on a sample of points randomly drawn from Gérard’s picture, maybe using a determinantal process, and the construction of a travelling salesman path over those points.)

This was a great day with mostly vulgarisation talks (including one about Rasmus’ socks..!) and reminiscences about Gérard’s carreer at Rouen. As I had left the university in 2000 to move to Paris-Dauphine, this was a moving day as well, as I met with old friends I had not seen for ages, including our common PhD advisor, Jean-Pierre Raoult.

This trip back in time was also an opportunity to (re-)visit the beautifully preserved medieval centre of Rouen, with its wooden houses, Norman-style, the numerous churches, including Monet‘s cathedral, the Justice Hall… Last time I strolled those streets, George Casella was visiting!

more Rouen noir [jatp]

Posted in pictures, Running, Travel with tags , , , on June 21, 2017 by xi'an

La Rochambelle, 25000⁺ coureuses! [39:29, 24⁰, 164th & 7th V2…]

Posted in Kids, pictures, Running, Travel with tags , , , , , , , , , , on June 18, 2017 by xi'an

As almost every year in the last decade, I have run the 10K in Caen for Courants de la Liberté, with 5000⁺ runners, on a new route completely in the city of Caen, partly downhill..! It did not go well (although I started in 3:44 on the first three k’s) as I ended up at a poor position (8th) in my category, which is not surprising with some runners now 8 years younger than I! (The runner next to me is the second V3.) And a fairly hot weather, especially for a Norman early morning…. Several runners fainted on the race or upon arrival and the faces of most runners showed the strain. But I first and primarily want to congratulate my mom for walking the 6⁻ km the previous evening despite serious health issues in the previous months, as well as my mother in-law who walked with her.

fast ε-free ABC

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on June 8, 2017 by xi'an

Last Fall, George Papamakarios and Iain Murray from Edinburgh arXived an ABC paper on fast ε-free inference on simulation models with Bayesian conditional density estimation, paper that I missed. The idea there is to approximate the posterior density by maximising the likelihood associated with a parameterised family of distributions on θ, conditional on the associated x. The data being then the ABC reference table. The family chosen there is a mixture of K Gaussian components, which parameters are then estimated by a (Bayesian) neural network using x as input and θ as output. The parameter values are simulated from an adaptive proposal that aims at approximating the posterior better and better. As in population Monte Carlo, actually. Except for the neural network part, which I fail to understand why it makes a significant improvement when compared with EM solutions. The overall difficulty with this approach is that I do not see a way out of the curse of dimensionality: when the dimension of θ increases, the approximation to the posterior distribution of θ does deteriorate, even in the best of cases, as any other non-parametric resolution. It would have been of (further) interest to see a comparison with a most rudimentary approach, namely the one we proposed based on empirical likelihoods.

lesson, test, and results

Posted in Running, Travel with tags , , , , , , on June 7, 2017 by xi'an

Two weeks ago, I got stopped by the traffic police in Paris for crossing a red light with my bike. Or more exactly two red lights in a row (the third one having turned green seconds before I went through). The surprise is that it only happened then, given my almost daily ride to Dauphine and my illegal if cautious management of the numerous red lights on my usual route. The policeman was quite polite, given the obvious break of the law, and asked me if he should fine me for the two red lights, at €135 each! Question to which I replied that he was The Law and I could not argue the facts. In the end, he gave me a lecture on the (real) dangers of crossing red lights—which in my opinion and experience are lesser than those of parked cars and scooters pulling out or opening doors without checking first—and warned me that I would get a fine if our paths crossed again at a red light. Which is just fair (even though I should have gotten the fines, in all fairness).

On the way back that evening I decided to count the exact number of lights and the extra-time it would take me when stopping at all red lights. Surprisingly, it only added six minutes to the 30mn± trip (not accounting for the variability on other days, my best time ever being 26:59 two weeks ago, on ±13km), despite the 60-ish lights on my way home. The experiment did not convince me to keep stopping at all red lights, since I find restarting from static always a major pain, but I now pay more attention to my surroundings when doing so. Until I find the technique to run by foot through the lights (which is legit!)…

end of a long era [1982-2017]

Posted in Books, pictures, Running, University life with tags , , , , , , , , , , , on May 23, 2017 by xi'an

This afternoon I went to CREST to empty my office there from books and a few papers (like the original manuscript version of Monte Carlo Statistical Methods). This is because the research centre, along with the ENSAE graduate school (my Alma mater), is moving to a new building on the Saclay plateau, next to École Polytechnique. As part of this ambitious migration of engineering schools from downtown Paris to a brand new campus there. Without getting sentimental about this move, it means leaving the INSEE building in Malakoff, on the outskirts of downtown Paris, which has been an enjoyable part of my student and then academic life from 1982 till now. And also leaving the INSEE Paris Club runners! (I am quite uncertain about being as active at the new location, if only because going there by bike is a bit more of a challenge. To be addressed anyway!) And I left behind my accumulation of conference badges (although I should try to recycle them for the incoming BNP 11 in Paris!).