Archive for the Running Category
The CRiSM workshop on estimating constants which took place here in Warwick from April 20 till April 22 was quite enjoyable [says most objectively one of the organisers!], with all speakers present to deliver their talks (!) and around sixty participants, including 17 posters. It remains a exciting aspect of the field that so many and so different perspectives are available on the “doubly intractable” problem of estimating a normalising constant. Several talks and posters concentrated on Ising models, which always sound a bit artificial to me, but also are perfect testing grounds for approximations to classical algorithms.
On top of [clearly interesting!] talks associated with papers I had already read [and commented here], I had not previously heard about Pierre Jacob’s coupling SMC sequence, which paper is not yet out [no spoiler then!]. Or about Michael Betancourt’s adiabatic Monte Carlo and its connection with the normalising constant. Nicolas Chopin talked about the unnormalised Poisson process I discussed a while ago, with this feature that the normalising constant itself becomes an additional parameter. And that integration can be replaced with (likelihood) maximisation. The approach, which is based on a reference distribution (and an artificial logistic regression à la Geyer), reminded me of bridge sampling. And indirectly of path sampling, esp. when Merrilee Hurn gave us a very cool introduction to power posteriors in the following talk. Also mentioning the controlled thermodynamic integration of Chris Oates and co-authors I discussed a while ago. (Too bad that Chris Oates could not make it to this workshop!) And also pointing out that thermodynamic integration could be a feasible alternative to nested sampling.
Another novel aspect was found in Yves Atchadé’s talk about sparse high-dimension matrices with priors made of mutually exclusive measures and quasi-likelihood approximations. A simplified version of the talk being in having a non-identified non-constrained matrix later projected onto one of those measure supports. While I was aware of his noise-contrastive estimation of normalising constants, I had not previously heard Michael Gutmann give a talk on that approach (linking to Geyer’s 1994 mythical paper!). And I do remain nonplussed at the possibility of including the normalising constant as an additional parameter [in a computational and statistical sense]..! Both Chris Sherlock and Christophe Andrieu talked about novel aspects on pseudo-marginal techniques, Chris on the lack of variance reduction brought by averaging unbiased estimators of the likelihood and Christophe on the case of large datasets, recovering better performances in latent variable models by estimating the ratio rather than taking a ratio of estimators. (With Christophe pointing out that this was an exceptional case when harmonic mean estimators could be considered!)
Last Friday I spent about 24 hours in Roma due to Clara Grazian defending her thesis there, which was awarded the highest PhD degree from both Sapienza Università di Roma and Université Paris-Dauphine. Her thesis was composed of her papers on ABC for integrated likelihood, on Jeffreys priors for mixtures (which sadly was rejected a few weeks ago), and on scoring rules à la Dawid for model choice. Clara was the first student to graduate from the joint graduate program between Sapienza and Paris-Dauphine, and I look forward the graduation of the next students!It was absolutely wonderful to be there, not only to attend the defence with Marilena Barbieri, Fabrizio Leisen, and Brunero Liseo (who was also Clara’s supervisor) and to congratulate Clara on the completion of her thesis, but also to meet [albeit much too briefly] with old friends, to enjoy great Roman food, perfect weather, my usual long run along the Tiber and twelve of its bridges in the glorious Roman morning, and “just” this unique feeling of Roma in Spring…
This morning, I was reading at breakfast a NYT article on a presumed cheat by the winner of the 2015 Ironman Canada race, in the category of women ages 40-44… (This gruelling race takes place around Whistler, with a 2.4-mile swim, a 112 mile bike race with a huge differential, and a complete marathon!) Leading to reassess earlier victories by the same runner and ending up by her being barred from running in Ironman and Triathlon Canada races (and loosing her title for the 2015 race as well). This reminded me of Darren Wraith pointing out to me an article in Runner’s World where an independent volunteer was checking times of road-runners across the US towards detecting inconsistencies in split times and between races, or in pictures at alleged split times, eventually exposing a significant number of cheaters that had been undetected by the organisers. While I find the temptation to cheat less of a surprise than the article authors, even when nothing more than local and much temporary fame is at stake, and particularly so when a podium or a selection for a more prestigious race is at stake, the limited involvement of race officials is an issue, given how easy it is to spot those inconsistencies. Actually, it is ridiculously easy to cheat as well: when I ran the last Gertrude Cox scholarship race at JSM in 2009, my wife and I picked our tags together and ended up switching them by mistake. Which made my wife the female winner of the race until I pointed out the switch later that afternoon to the organisers. And spoke with the true winner who was surprised but unsuspecting at not being the winner. This may well be a reason for the phenomenon to be so widespread, namely that it does seem to make sense to try to cheat for a middle-of-the-pack rank, so little sense that one does not bother to voice suspicions to course officials. For instance, when I ran my most recent half-marathon in Argentan, I crossed a runner coming backward on the course route around the 11th kilometre and thought he had either given up or was acting as a pacemaker for another runner. Later I however spotted him during the awards ceremony in the first ten runners of the half-marathon! But did not do anything as I was not 100% sure it was the same runner and as being on the podium was the only reward of a possible cheat… In addition, there was no split time and hence little if any hard fact to back up my story. Maybe I’ll pay more attention on the next race!