Archive for the Running Category

free fall [fake]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , on January 12, 2019 by xi'an

As I was looking for the location of a picture serving as a background image for Windows 10 log-in page, I came across several versions of the above, supposedly showing a climber failing to grab another climber’s hand and as a result falling. Or “falling” as the image is obviously doctored, most likely by removing the ropes securing both climbers. This is fairly ridiculous, from the top climber hanging by his hand to the bottom one carrying quickdraws on his harness, as in the worst climbing movies… Still, I wish the location of the shot was provided on the website. (As an insider joke, I had a fall when running that was definitely not fake during the Xmas vacations, scraping a fair amount of skin on the gritty sidewalk, but with no apparent lasting damage, although I am barred from running by a tendinitis which started in Warwick last month..!)

a question from McGill about The Bayesian Choice

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , on December 26, 2018 by xi'an

I received an email from a group of McGill students working on Bayesian statistics and using The Bayesian Choice (although the exercise pictured below is not in the book, the closest being exercise 1.53 inspired from Raiffa and Shlaiffer, 1961, and exercise 5.10 as mentioned in the email):

There was a question that some of us cannot seem to decide what is the correct answer. Here are the issues,

Some people believe that the answer to both is ½, while others believe it is 1. The reasoning for ½ is that since Beta is a continuous distribution, we never could have θ exactly equal to ½. Thus regardless of α, the probability that θ=½ in that case is 0. Hence it is ½. I found a related stack exchange question that seems to indicate this as well.

The other side is that by Markov property and mean of Beta(a,a), as α goes to infinity , we will approach ½ with probability 1. And hence the limit as α goes to infinity for both (a) and (b) is 1. I think this also could make sense in another context, as if you use the Bayes factor representation. This is similar I believe to the questions in the Bayesian Choice, 5.10, and 5.11.

As it happens, the answer is ½ in the first case (a) because π(H⁰) is ½ regardless of α and 1 in the second case (b) because the evidence against H⁰ goes to zero as α goes to zero (watch out!), along with the mass of the prior on any compact of (0,1) since Γ(2α)/Γ(α)². (The limit does not correspond to a proper prior and hence is somewhat meaningless.) However, when α goes to infinity, the evidence against H⁰ goes to infinity and the posterior probability of ½ goes to zero, despite the prior under the alternative being more and more concentrated around ½!

waiting for the red lights to change

Posted in pictures, Running, Travel with tags , , , , , on December 22, 2018 by xi'an

mare e monti [climbing up Rumpe Cuou]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , , on December 18, 2018 by xi'an

While at CIRM for Bayes for Good and Big Bayes workshops, I went again climbing with Nicolas, a guide from Cassis. As we had picked a day when the mistral (a local Northeasterner) was high and made climbing unpleasant and freezing, Nicolas picked a domain on the `other’ side, that was completely protected and started from the sea and went up in the sun, the wind only hitting us at the top, after six pitches, most of which I managed to lead.

We proceeded fast enough to get down for a second route, just as pleasant, finishing at the top as the Sun was setting down behind the islands below us. A well-chosen set of levels (5b, 5c) and rock-types like slab for my level and a nice conslusion to three climbing outings within a month. (Note that most pictures of our route are not mine as my camera battery went down before we even started.)

Venus at dawn

Posted in pictures, Running, Travel with tags , , , , , , , on December 14, 2018 by xi'an

Big Bayes goes South

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , on December 5, 2018 by xi'an

At the Big [Data] Bayes conference this week [which I found quite exciting despite a few last minute cancellations by speakers] there were a lot of clustering talks including the ones by Amy Herring (Duke), using a notion of centering that should soon appear on arXiv. By Peter Müller (UT, Austin) towards handling large datasets. Based on a predictive recursion that takes one value at a time, unsurprisingly similar to the update of Dirichlet process mixtures. (Inspired by a 1998 paper by Michael Newton and co-authors.) The recursion doubles in size at each observation, requiring culling of negligible components. Order matters? Links with Malsiner-Walli et al. (2017) mixtures of mixtures. Also talks by Antonio Lijoi and Igor Pruenster (Boconni Milano) on completely random measures that are used in creating clusters. And by Sylvia Frühwirth-Schnatter (WU Wien) on creating clusters for the Austrian labor market of the impact of company closure. And by Gregor Kastner (WU Wien) on multivariate factor stochastic models, with a video of a large covariance matrix evolving over time and catching economic crises. And by David Dunson (Duke) on distance clustering. Reflecting like myself on the definitely ill-defined nature of the [clustering] object. As the sample size increases, spurious clusters appear. (Which reminded me of a disagreement I had had with David McKay at an ICMS conference on mixtures twenty years ago.) Making me realise I missed the recent JASA paper by Miller and Dunson on that perspective.

Some further snapshots (with short comments visible by hovering on the picture) of a very high quality meeting [says one of the organisers!]. Following suggestions from several participants, it would be great to hold another meeting at CIRM in a near future. Continue reading

a la casa matemática de Oaxaca [reminiscence]

Posted in Mountains, Running, Travel, University life with tags , , , , , , , , , , on December 2, 2018 by xi'an

As this was my very first trip to the CMO part of CMO-BIRS, as opposed to many visits to BIRS, Banff, here are my impressions about this other mathematical haven, aka resort, aka retreat… First definitely a very loooong trip from Paris (especially when sitting next to three drunk women speaking loudly the whole trip, thankfully incomprehensibly in Russian!), with few connections between Mexico City [airport] and Oaxaca,  adding [for me] a five and a half hour stay over in the airport, where I experimented for the first time a coffin-like “sleep pod” hostel and some welcome rest. But presumably an easier access compared with Calgary for mathematicians from the South and East of the USA. And obviously for those Central and from South Americas.Then, contrary to Banff, the place for the Casa Matemàtica Oaxaca is for the time being essentially a permanently booked hotel, rather than a dedicated conference centre. Facilities are thus less attuned to visiting mathematicians, like missing real desks in bedrooms or working rooms. Still a nice with a very peaceful inner yard (and too small a pool to consider swimming). Actually facilitating interactions when compared with Banff: blackboards in the patios, tables outside, general quiet atmosphere (except for the endlessly barking dogs in the neighbourhood). Of course the huge difference in the weathers between both places does matter. Paradoxically (given the size of Oaxaca City), CMO is more isolated than BIRS, where downtown is a mere five minute walks, even in the middle of winter. Except for the occasional blizzard. But Oaxaca offers a fabulous food scene worth the longer trip!As for outdoors, there is also a swimming pool (Cina). And back streets to run on, even though the presence of stray dogs in about every road making running broken and haphazard (never run by a dog!, which is my rule since a tiny but angry dog bit my ankle in Caracas!). Running splits up hill a few times every morning was great training! There is furthermore the possibility of sport climbing in nearby San Sebastian de Tutla, as I experienced with Aventours, a local guiding company. And bouldering in an even closer gym.