Archive for the Travel Category

an afternoon in emergency

Posted in Travel with tags , , , on September 2, 2015 by xi'an

Last Thursday, I drove a visiting friend from Australia to the emergency department of the nearby hospital in Paris as he exhibited symptoms of deep venous thrombosis following his 27 hour trip from down-under. It fortunately proved to be a false alert (which alas was not the case for other colleagues flying long distance in the recent past). And waiting for my friend gave me the opportunity to observe the whole afternoon of an emergency entry room (since my last visit to an emergency room was not that propitious for observation…)

First, the place was surprisingly quiet, both in terms of traffic and in the interactions between people. No one burst in screaming for help or collapsed before reaching the front desk! Maybe because this was an afternoon of a weekday rather than Saturday night, maybe because emergency services like firemen had their separate entry. Since this was the walk-in entry, the dozen or so people who visited the ward that afternoon walked in, waited in line and were fairly quickly seen by a nurse or a physician to decide on a course of action. Most of them did not come back to the entry room. While I saw a few others leave by taxi or with relatives. The most dramatic entry was a man leaning heavily on his wife, who seemed to have had a fall while playing polo (!) and who recovered rather fast (but not fast enough to argue with his wife about giving up polo!). Similarly, the interactions with the administrative desk were devoid of the usual tension when dealing with French bureaucrats, who often seem eager to invent new paperwork to delay action: the staff was invariably helpful, even with patients missing documents, and the only incident was with a taxi driver refusing to take an elderly patient home because of a missing certificate no other taxi seemed to require.

Second, and again this was surprising for me, I did not see many instances of people coming to the emergency department to bypass waiting or paying for a doctor, even though some were asked why they had not seen a doctor before (not much intimacy at the entry desk…). One old man with a missing leg spent some time in the room discussing with hospital social workers about where to spend the night but, as the homeless shelters around were all full, they ended up advising him to find a protected spot for the night, while agreeing to keep his bags for a day. It was raining rather heavily and the man was just out of cardiology so I found the advice a bit harsh. However, he was apparently a regular and I saw him later sitting in his wheelchair under an awning in a nearby street, begging from passer-bys.

The most exciting event of the afternoon (apart from the good news that there was no deep venous thrombosis, of course!) was the expulsion of a young woman who had arrived on a kick-scooter one hour earlier, not gone to the registration desk, and was repeatedly drinking coffees and eating snacks from the vending machine while exiting now and then to smoke a cigarette and while bothering with the phone chargers in the room. A security guard arrived and told her to leave, which she did, somewhat grudgingly. For the whole time, I could not fathom what was the point of her actions, but being the Jon Snow of emergency wards, what do I know?!

ergodicity of approximate MCMC chains with applications to large datasets

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , on August 31, 2015 by xi'an

bhamAnother arXived paper I read on my way to Warwick! And yet another paper written by my friend Natesh Pillai (and his co-author Aaron Smith, from Ottawa). The goal of the paper is to study the ergodicity and the degree of approximation of the true posterior distribution of approximate MCMC algorithms that recently flourished as an answer to “Big Data” issues… [Comments below are about the second version of this paper.] One of the most curious results in the paper is the fact that the approximation may prove better than the original kernel, in terms of computing costs! If asymptotically in the computing cost. There also are acknowledged connections with the approximative MCMC kernel of Pierre Alquier, Neal Friel, Richard Everitt and A Boland, briefly mentioned in an earlier post.

The paper starts with a fairly theoretical part, to follow with an application to austerity sampling [and, in the earlier version of the paper, to the Hoeffding bounds of Bardenet et al., both discussed earlier on the ‘Og, to exponential random graphs (the paper being rather terse on the description of the subsampling mechanism), to stochastic gradient Langevin dynamics (by Max Welling and Yee-Whye Teh), and to ABC-MCMC]. The assumptions are about the transition kernels of a reference Markov kernel and of one associated with the approximation, imposing some bounds on the Wasserstein distance between those kernels, K and K’. Results being generic, there is no constraint as to how K is chosen or on how K’ is derived from K. Except in Lemma 3.6 and in the application section, where the same proposal kernel L is used for both Metropolis-Hastings algorithms K and K’. While I understand this makes for an easier coupling of the kernels, this also sounds like a restriction to me in that modifying the target begs for a similar modification in the proposal, if only because the tails they are a-changin’

In the case of subsampling the likelihood to gain computation time (as discussed by Korattikara et al. and by Bardenet et al.), the austerity algorithm as described in Algorithm 2 is surprising as the average of the sampled data log-densities and the log-transform of the remainder of the Metropolis-Hastings probability, which seem unrelated, are compared until they are close enough.  I also find hard to derive from the different approximation theorems bounding exceedance probabilities a rule to decide on the subsampling rate as a function of the overall sample size and of the computing cost. (As a side if general remark, I remain somewhat reserved about the subsampling idea, given that it requires the entire dataset to be available at every iteration. This makes parallel implementations rather difficult to contemplate.)

no country for ‘Og snaps?!

Posted in Mountains, pictures, Travel with tags , , , , , , on August 30, 2015 by xi'an

A few days ago, I got an anonymous comment complaining about my tendency to post pictures “no one is interested in” on the ‘Og and suggesting I moved them to another electronic media like Twitter or Instagram as to avoid readers having to sort through the blog entries for statistics related ones, to separate the wheat from the chaff… While my first reaction was (unsurprisingly) one of irritation, a more constructive one is to point out to all (un)interested readers that they can always subscribe by RSS to the Statistics category (and skip the chaff), just like R bloggers only post my R related entries. Now, if more ‘Og’s readers find the presumably increasing flow of pictures a nuisance, just let me know and I will try to curb this avalanche of pixels… Not certain that I succeed, though!

walking the PCT

Posted in Books, Kids, Mountains, pictures, Running, Travel with tags , , , , , , on August 29, 2015 by xi'an

The last book I read in the hospital was wild, by Cheryl Strayed, which was about walking the Pacific Crest Trail (PCT) as a regenerating experience. The book was turned into a movie this year. I did not like the book very much and did not try to watch the film, but when I realised my vacation rental would bring me a dozen miles from the PCT, I planned a day hike along this mythical trail… Especially since my daughter had dreams of hiking the trail one day. (Not realising at the time that Cheryl Strayed had not come that far north, but had stopped at the border between Oregon and Washington.OLYMPUS DIGITAL CAMERA)

The hike was really great, staying on a high ridge for most of the time and offering 360⁰ views of the Eastern North Cascades (as well as forest fire smoke clouds in the distance…) Walking on the trail was very smooth as it was wide enough, with a limited gradient and hardly anyone around. Actually, we felt like intruding tourists on the trail, with our light backpacks, since the few hikers we crossed were long-distance hikers, “doing” the trail with sometimes backpacks that looked as heavy as Strayed’s original “Monster”. And sometimes with incredibly light ones. A great specificity of those people is that they all were more than ready to share their experiences and goals, with no complaint about the hardship of being on the trail for several months! And sounding more sorry than eager to reach the Canadian border and the end of the PCT in a few more dozen miles… For instance, a solitary female hiker told us of her plans to get back to the section near Lake Chelan she had missed the week before due to threatening forest fires. A great entry to the PCT, with the dream of walking a larger portion in an undefined future…

forest fires

Posted in Mountains, pictures, Travel with tags , , , , , , , , , , , , , , on August 26, 2015 by xi'an

fire1Wildfires rage through the US West, with currently 33 going in the Pacific Northwest, 29 in Northern California, and 18 in the northern Rockies, with more surface burned so far this year than in any of the past ten years. Drought, hot weather, high lightning frequency, and a shortage of firefighters across the US all are contributing factors…fire2Washington State is particularly stricken and when we drove to the North Cascades from Mt. Rainier, we came across at least two fires, one near Twisp and the other one around Chelan… The visibility was quite poor, due to the amount of smoke, and, while the road was open, we saw many burned areas with residual fumaroles and even a minor bush fire that was apparently let to die out by itself. The numerous orchards around had been spared, presumably thanks to their irrigation system.fire3The owner of a small café and fruit stand on Highway 20 told us about her employee, who had taken the day off to protect her home, near Chelane, that had already burned down last year. Among 300 or so houses. Later on our drive north, the air cleared up, but we saw many instances of past fires, like the one below near Hart’s Pass, which occurred in 2003 and has not yet reached regeneration. Wildfires have always been a reality in this area, witness the first US smokejumpers being based (in 1939) at Winthrop, in the Methow valley, but this does not make it less of an objective danger. (Which made me somewhat worried as we were staying in a remote wooden area with no Internet or phone coverage to hear about evacuation orders. And a single evacuation route through a forest…)fire5Even when crossing the fabulous North Cascades Highway to the West and Seattle-Tacoma airport, we saw further smoke clouds, like this one near Goodall, after Lake Ross, with closed side roads and campgrounds.fire4And, when flying back on Wednesday, along the Canadian border, more fire fronts and smoke clouds were visible from the plane. Little did we know then that the town of Winthrop, near which we stayed, was being evacuated at the time, that the North Cascades Highway was about to be closed, and that three firefighters had died in nearby Twisp… Kudos to all firefighters involved in those wildfires! (And close call for us as we would still be “stuck” there!)fire6

Blue Lake

Posted in Mountains, pictures, Running, Travel with tags , , , , on August 25, 2015 by xi'an

blu

consistency of ABC

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on August 25, 2015 by xi'an

Along with David Frazier and Gael Martin from Monash University, Melbourne, we have just completed (and arXived) a paper on the (Bayesian) consistency of ABC methods, producing sufficient conditions on the summary statistics to ensure consistency of the ABC posterior. Consistency in the sense of the prior concentrating at the true value of the parameter when the sample size and the inverse tolerance (intolerance?!) go to infinity. The conditions are essentially that the summary statistics concentrates around its mean and that this mean identifies the parameter. They are thus weaker conditions than those found earlier consistency results where the authors considered convergence to the genuine posterior distribution (given the summary), as for instance in Biau et al. (2014) or Li and Fearnhead (2015). We do not require here a specific rate of decrease to zero for the tolerance ε. But still they do not hold all the time, as shown for the MA(2) example and its first two autocorrelation summaries, example we started using in the Marin et al. (2011) survey. We further propose a consistency assessment based on the main consistency theorem, namely that the ABC-based estimates of the marginal posterior densities for the parameters should vary little when adding extra components to the summary statistic, densities estimated from simulated data. And that the mean of the resulting summary statistic is indeed one-to-one. This may sound somewhat similar to the stepwise search algorithm of Joyce and Marjoram (2008), but those authors aim at obtaining a vector of summary statistics that is as informative as possible. We also examine the consistency conditions when using an auxiliary model as in indirect inference. For instance, when using an AR(2) auxiliary model for estimating an MA(2) model. And ODEs.

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