back from Prague

absurdum technicae

In what could have been the most expensive raclette ever, I almost get rid of my oven! Last weekend, to fight the ongoing cold wave, we decided to have a raclette with mountain cheese and potatoes, but the raclette machine (mostly a resistance to melt the cheese) had an electric issue and kept blowing the meter. We then decided to use the over to melt the cheese but, while giving all signs of working, it would not heat. Rather than a cold raclette, we managed with the microwave (!), but I though the oven had blown as well. The next morning, I still checked on the web for similar accidents and found the explanation: by pressing the proper combination of buttons, we had succeeded to switch the over into the demo mode, used by shops to run the oven with no heating. The insane part of this little [very little] story is that nowhere in the manual appeared any indication of an existing demo mode and of a way of getting back to normal! After pushing combinations of buttons at random, I eventually got the solution and the oven is again working, instead of standing in the recycling bin.

brief stop in Edinburgh

Yesterday, I was all too briefly in Edinburgh for a few hours, to give a seminar in the School of Mathematics, on the random forests approach to ABC model choice (that was earlier rejected). (The slides are almost surely identical to those used at the NIPS workshop.) One interesting question at the end of the talk was on the potential bias in the posterior predictive expected loss, bias against some model from the collection of models being evaluated for selection. In the sense that the array of summaries used by the random forest could fail to capture features of a particular model and hence discriminate against it. While this is correct, there is no fundamental difference with implementing a posterior probability based on the same summaries. And the posterior predictive expected loss offers the advantage of testing, that is, for representative simulations from each model, of returning the corresponding model prediction error to highlight poor performances on some models. A further discussion over tea led me to ponder whether or not we could expand the use of random forests to Bayesian quantile regression. However, this would imply a monotonicity structure on a collection of random forests, which sounds daunting…

My stay in Edinburgh was quite brief as I drove to the Highlands after the seminar, heading to Fort William, Although the weather was rather ghastly, the traffic was fairly light and I managed to get there unscathed, without hitting any of the deer of Rannoch Mor (saw one dead by the side of the road though…) or the snow banks of the narrow roads along Loch Lubnaig. And, as usual, it still was a pleasant feeling to drive through those places associated with climbs and hikes, Crianlarich, Tyndrum, Bridge of Orchy, and Glencoe. And to get in town early enough to enjoy a quick dinner at The Grog & Gruel, reflecting I must have had half a dozen dinners there with friends (or not) over the years. And drinking a great heather ale to them!

Sequential Monte Carlo 2015 workshop

An announcement for the SMC 2015 workshop:

Sequential Monte Carlo methods (also known as particle filters) have revolutionized the on-line and off-line analysis of data in fields as diverse as target tracking, computer vision, financial modelling, brain imagery, or population ecology. Their popularity stems from the fact that they have made possible to solve numerically many complex problems that were previously intractable.

The aim of the SMC 2015 workshop, in the spirit of SMC2006 and SMC2012, is to gather scientists from all areas of science interested in the theory, methodology or application of Sequential Monte Carlo methods.

SMC 2015 will take place at ENSAE, Paris, on August 26-28 2015.

The organising committee

Nicolas Chopin ENSAE, Paris

Adam Johansen, Warwick University
Thomas Schön, Uppsala University

 

cadillac [of wines]

foie gras fois trois

As New Year’s Eve celebrations are getting quite near, newspapers once again focus on related issues, from the shortage of truffles, to the size of champagne bubbles, to the prohibition of foie gras. Today, I noticed an headline in Le Monde about a “huge increase in French people against force-fed geese and ducks: 3% more than last year are opposed to this practice”. Now, looking at the figures, it is based on a survey of 1,032 adults, out of which 47% were against. From a purely statistical perspective, this is not highly significant since

is compatible with the null hypothesis N(0,1) distribution.

Frescobaldi Castello di Nipozzano Montesodi