Archive for the Travel Category

asynchronous distributed Gibbs sampling

Posted in Books, Statistics, Travel, University life with tags , , , , , , , on October 13, 2015 by xi'an

Alexander Terenin, Dan Simpson, and David Draper just arXived a paper on an alternative brand of Gibbs sampler, which they think can revolutionise the sampler and overcome its well-known bottlenecks. David had sent me the paper in advance and thus I had time to read it in the plane to Calgary. (This is also the very first paper I see acknowledging a pair of trousers..! With no connection whatsoever with bottlenecks!)

“Note that not all updates that are sent will be received by all other workers: because of network traffic congestion and other types of failures, a significant portion of the updates will be lost along the way.”

The approach is inherently parallel in that several “workers” (processors or graphical units) run Gibbs samplers in parallel, using their current knowledge of the system. This means they update a component of the model parameter, based on the information they have last received, and then send back this new value to the system. For physical reasons, there is not instantaneity in this transmission and thus all workers do not condition on the same “current” value, necessarily. Perceiving this algorithm as a “garden of forking paths” where each full conditional uses values picked at random from a collection of subchains (one for each worker), I can see why the algorithm should remain valid.

“Thus, the quality of this [ABC] method rises and falls with the ingenuity of the user in identifying nearly-sufficient statistics.”

It is also clear that this approach allows for any degree of parallelisation. However, it is less clear to me why this should constitute an improvement. With respect to the bottlenecks mentioned at the beginning of the paper, I do not truly see how the large data problem is bypassed. Except in cases where conditionals only depend on small parts of the data. Or why large dimensions can be more easily managed when compared with a plain Gibbs sampler or, better, parallel plain Gibbs samplers that would run on the same number of processors. (I do not think the paper runs the comparison in that manner, using instead a one-processor Gibbs sampler as its benchmark. Or less processors in the third example.) Since the forking paths repeatedly merge back at aperiodic stages, there is no multiplication or clear increase of the exploratory abilities of the sampler. Except for having competing proposed values [or even proposals] selected randomly. So maybe reaching a wee bit farther from time to time.

Le Monde on the “dangers” of mathematics

Posted in Books, Statistics, Travel, University life with tags , , , , on October 12, 2015 by xi'an

“La responsabilité des mathématiciens semble engagée.”

This post is presumably aiming at a very small (French speaking) audience, but Le Monde published a central Science leaflet this week on the dangers of using uncontrolled mathematical modelling. Resulting in a mismatch of platitudes and absurdities. Blaming mathematicians for about every misappropriate use of mathematics and even more statistics, from the lack of reproducibility in published psychology studies and the poor predictions of flu epidemics by Google to the sub-prime crisis and the prosecutor fallacy. Quoting judicial miscarriages like the case of Lucy de Berk when the statistical arguments were administrated by a psychologist, while a statistician, Richard Gill, was instrumental in reopening the case by demonstrating those arguments were wrong. Objecting to the use of logistic regression for profiling inmates on the probability of recidivism. &tc., &tc… The only item of interest in this really poor article is the announcement of a semester workshop at the Isaac Newton Institute on the use of mathematics in criminal sciences. Which after verification is a workshop on probability and statistics in forensic sciences. With Richard Gill as one of the organisers.

a maths mansion!

Posted in Books, Kids, pictures, Travel with tags , , , , , , , , , on October 11, 2015 by xi'an

I read in The Guardian today about James Stewart’s house being for sale. James Stewart was a prolific author of many college and high-school books on calculus and pre-calculus. I have trouble understanding how one can write so many books on the same topic, but he apparently managed, to the point of having this immense house designed by architects to his taste. Which sounds a bit passé in my opinion. Judging from the covers of the books, and from the shape of the house, he had a fascination for the integral sign (which has indeed an intrinsic beauty!). Still amazing considering it was paid by his royalties. Less amazing when checking the price of those books: they are about $250 a piece. Multiplied by hundreds of thousands of copies sold every year, it sums up to being able to afford such a maths mansion! (I am not so sure I can take over the undergrad market by recycling the Bayesian Choice..!)

World day against death penalty

Posted in pictures, Travel with tags , , on October 10, 2015 by xi'an

snapshot from Madrid

Posted in pictures, Statistics, Travel, University life with tags , , on October 9, 2015 by xi'an

I am in Madrid for the day, discussing with friends here the details of a collaboration to a Spanish Antarctica project on wildlife. Which is of course a most exciting prospect!

Banff snapshot [#3]

Posted in pictures, Travel with tags , , , , , , on October 4, 2015 by xi'an

moral [dis]order

Posted in Kids, Travel with tags , , , , , , on October 3, 2015 by xi'an

“For example, a religiously affiliated college that receives federal grants could fire a professor simply for being gay and still receive those grants. Or federal workers could refuse to process the tax returns of same-sex couples simply because of bigotry against their marriages. It doesn’t stop there. As critics of the bill quickly pointed out, the measure’s broad language — which also protects those who believe that “sexual relations are properly reserved to” heterosexual marriages alone — would permit discrimination against anyone who has sexual relations outside such a marriage. That would appear to include women who have children outside of marriage, a class generally protected by federal law.” The New York Time

An excerpt from this week New York Time Sunday Review editorial about what it qualifies as “a nasty bit of business congressional Republicans call the First Amendment Defense Act.” A bill which first line states to be intended to “prevent discriminatory treatment of any person on the basis of views held with respect to marriage” and which in essence would allow for discriminatory treatment of homosexual and unmarried couples not to be prosecuted. A fine example of Newspeak if any! (Maybe they could also borrow Orwell‘s notion of a Ministry of Love.) Another excerpt of the bill that similarly competes for Newspeak of the Year:

(5) Laws that protect the free exercise of religious beliefs and moral convictions about marriage will encourage private citizens and institutions to demonstrate tolerance for those beliefs and convictions and therefore contribute to a more respectful, diverse, and peaceful society.

This reminded me of a story I was recently told me about a friend of a friend who is currently employed by a Catholic school in Australia and is afraid of being fired if found being pregnant outside of marriage. Which kind of “freedom” is to be defended in such “tolerant” behaviours?!


Get every new post delivered to your Inbox.

Join 925 other followers