## a journal of the plague and pestilence [and war] year

Posted in Books, Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , on May 28, 2022 by xi'an

Received my first biking ticket ever, not for [cautiously!] Xing one of the 60⁺ red-lights on my bike route but for driving [most respectfully!] on the sidewalk in order to reach Dauphine as roads are currently under construction in the area, traffic is a mess, and bike lanes are closed. Had I realised this was at all possible (considering the absence of sanctions on reckless car and truck drivers!), I would have stopped before reaching the Paris traffic police which was already ticketing another cyclist.Read Upright Women Wanted [on Kindle, a courtesy gift from Tor] for just a few dozen pages and then almost gave up out of boredom! I found of limited literary or scenarist interest, despite its nominations to both Hugo and Locus Awards 2021, but finished it in the train to Roissy airport… I am still stuck (and much disappointed!) on the first pages of Susan Clarke’s Piranesi, as the story (?) takes place in an endless complex of empty rooms and the descriptions are endless. By comparison, the growing madness perspiring through the Gormenghast series is at least providing a leading line that makes it worth reading! Although it won the 2021 Women’s Prize for Fiction, and was praised everywhere and nominated for many prizes, imho, Piranesi stands as far as possible from Clarke’s earlier masterpiece Jonathan Strange & Mr. Norrell… I do not think I will manage to ever finish this book!

Cooked a batch of kouign amann but failed to include enough butter! Still eatable. And made a rather successful attempt at tortillas, following a NYT recipe.

Watched Witch at Court (마녀의 법정), which proposes a [of course] highly unrealistic story of an evil policeman turned politician and eventually being faced with his crimes by the daughter of one of his early victims. As often in K drama, everyone is connected to the case, with prosecutors being relatives of victims or culprits (but not bothered by conflicts of interest), red herrings abounding, and trial outcomes being decided on the flimsiest proofs. Nonetheless, this is the one series I (fast-forward) watched that addressed the most frontally women exploitation and sexual crimes.

## useR! 2022 [all virtual]

Posted in R, Statistics, University life with tags , , , , on May 27, 2022 by xi'an

## PINTS [Paris/Ile-de-France NeuroTheory Symposium, 02/06/2022]

Posted in pictures, Travel, University life with tags , , , , , on May 25, 2022 by xi'an

## 34ου Πανελληνίου Συνεδρίου Στατιστικής

Posted in Statistics, Travel, University life on May 22, 2022 by xi'an

## Another harmonic mean

Posted in Books, Statistics, University life with tags , , , , , , , , on May 21, 2022 by xi'an

Yet another paper that addresses the approximation of the marginal likelihood by a truncated harmonic mean, a popular theme of mine. A 2020 paper by Johannes Reich, entitled Estimating marginal likelihoods from the posterior draws through a geometric identity and published in Monte Carlo Methods and Applications.

The geometric identity it aims at exploiting is that

$m(x) = \frac{\int_A \,\text d\theta}{\int_A \pi(\theta|x)\big/\pi(\theta)f(x|\theta)\,\text d\theta}$

for any (positive volume) compact set $A$. This is exactly the same identity as in an earlier and uncited 2017 paper by Ana Pajor, with the also quite similar (!) title Estimating the Marginal Likelihood Using the Arithmetic Mean Identity and which I discussed on the ‘Og, linked with another 2012 paper by Lenk. Also discussed here. This geometric or arithmetic identity is again related to the harmonic mean correction based on a HPD region A that Darren Wraith and myself proposed at MaxEnt 2009. And that Jean-Michel and I presented at Frontiers of statistical decision making and Bayesian analysis in 2010.

In this avatar, the set A is chosen close to an HPD region, once more, with a structure that allows for an exact computation of its volume. Namely an ellipsoid that contains roughly 50% of the simulations from the posterior (rather than our non-intersecting union of balls centered at the 50% HPD points), which assumes a Euclidean structure of the parameter space (or, in other words, depends on the parameterisation)In the mixture illustration, the author surprisingly omits Chib’s solution, despite symmetrised versions avoiding the label (un)switching issues. . What I do not get is how this solution gets around the label switching challenge in that set A remains an ellipsoid for multimodal posteriors, which means it either corresponds to a single mode [but then how can a simulation be restricted to a “single permutation of the indicator labels“?] or it covers all modes but also the unlikely valleys in-between.