Archive for Arizona

the “myth of the miracle machine”

Posted in Books, University life with tags , , , , , , , on September 13, 2017 by xi'an

In what appears to be a regular contribution of his to Nature, Daniel Sarewitz recently wrote a “personal take on events” that I find quite reactionary, the more because it comes from an academic. And I wonder why Nature chose to publish his opinion piece. Every other month! The arguments of the author is that basic science should be defunded in favour of “use-inspired” research, “mission oriented” programmes, “societal needs and socially valuable knowledge”… The reason being that it is a better use of public money and that scientists are just another interest group that should not be left to its own device. This is not a new tune, calls to cut down funding fundamental research emerge regularly as an easily found culprit for saving “taxpayer money”, and it is the simplest mean of rejecting a research proposal by blaming its lack of clear applicability. Of course, when looking a bit wider, one can check this piece bemoaning the Democrat inclinations of most scientists. Or that one that science should sometimes give way to religion. With the definitive argument that, for most people, the maths behind scientific models are so complex that they must turn to an act of faith… Yes, I do wonder at Nature providing Sarewitz with such a wide-ranging tribune.

Jim Harrison (1937-2016)

Posted in Statistics with tags , , , , , on September 25, 2016 by xi'an

“The wilderness does not make you forget your normal life as much as it removes the distractions for  proper remembering.” J. Harrison

One of my favourite authors passed away earlier this year and I was not even aware of it! Jim Harrison died from a heart attack in Arizona on March 26. I read Legends of the Fall [for the first time] when I arrived in the US in 1987 and then other [if not all] novels like A good day to die or Wolf

“Barring love, I’ll take my life in large doses alone: rivers, forests, fish, grouse, mountains. Dogs.” J. Harrison

What I liked in those novels was less the plot, which often is secondary—even though the Cervantesque story of the two guys trying to blow a dam in A good day to die is pure genius!—, than the depiction of the characters and their almost always bleak life, as well as the love of outdoors, in a northern Michigan that is at its heart undistinguishable from (eastern) Canada or central Finland. His tales told of eating and drinking, of womanising, fishing, and hunting, of failed promises and multiple capitulations, tales that are always bawdy and brimming with testosterone, but also with a gruff tenderness for those big hairy guys and their dogs. Especially their dogs. There is a lot of nostalgia seeping through these stories, a longing for a wild rural (almost feral) America that most people will never touch. Or even conceive. But expressed in a melancholic rather than reactionary way. In a superb prose that often sounded like a poem.

“I like grit, I like love and death, I am tired of irony…” J. Harrison

If anything, remembering those great novels makes me long for the most recent books of Harrison I have not [yet] read. Plus the non-fiction book The Raw and the Cooked.


Posted in Mountains, Statistics, Travel, University life with tags , , , , , , on March 9, 2013 by xi'an

In case you have missed the announcement, the AISTAT 2013 conference will take place in Phoenix, Arizona, on April 29-May 01, 2013.  This is the Sixteenth International Conference on Artificial Intelligence and Statistics. Registration and hotel reservation are now open. (Not that this is particularly relevant but I will attend the conference and give a lecture on, surprise, surprise!… ABC. Looking at the past location, it seems this is the first one not taking place on a beach, for which I am grateful! I am looking forward climbing near Phoenix, welcoming any suggestion to this effect.)

WSC [2]011

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on December 15, 2011 by xi'an

Last day at WSC 2011: as it was again raining, I could not run a second time into the South Mountain Preserve park. (I had a swim at 5am instead and ended up having a nice chat with an old man in the pool under the rain!) My first morning session was rather disappointing with two talks that remained at such a high level of generality as to be useless and a mathematical talk about new forms of stochastic approximation that included proofs and no indication on the calibration of its many parameters. During the coffee break, I tried to have a chat with a vendor of a simulation software but we were using so different vocabularies that I soon gave up. (A lot of the software on display was a-statistical in that users would build a network, specify all parameters, incl. the distributions at the different nodes and start calibrating those parameters towards a behaviour that suited them.) The second session was much more in my area of interest/expertise, with Paul Dupuis giving a talk in the same spirit as the one he gave in New York last September. using large deviations and importance sampling on diffusions. Both following talks were about specially designed importance sampling techniques for rare events and about approximating the zero variance optimal importance function: Yixi Shin gave a talk on cross-entropy based selection of mixtures for the simulation of tail events, connecting somehow with the talk on mixtures of importance sampling distributions I attended yesterday. Although I am afraid I dozed a while during the talk, it was an interesting mix with the determination of the weights by cross-entropy arguments reminded me of what we did for the population Monte Carlo approach (since it also involved some adaptive entropy optimisation). Zdravko Botev gave a talk on approximating the ideal zero variance importance function by MCMC and a sort of Rao-Blackwell estimator that gives an unbiased estimator of this density under stationarity. Then it was time to leave for the airport (and wait in a Starbucks for the plane to Minneapolis and then London to depart, as there is no such thing as a lounge in Phoenix airport…). I had an interesting exchange with a professional magician in the first plane, The Amazing Hondo!, who knew about Persi and was a former math teacher. He explained a few tricks to me, plus showed me his indeed amazing sleight of hands in manipulating cards. In exchange, I took Persi’s book on Magic and Mathematics out of my bag so that he could have look at it. (The trip to London was completely uneventful as I slept most of the way.)

Overall, WSC 2011 was an interesting experience in that (a) the talks I attended on zero variance importance simulation set me thinking again on potential applications of the apparently useless optimality result; (b) it showed me that most people using simulation do not, N.O.T., relate to Monte Carlo techniques (to the extent of being completely foreign to my domains of expertise); and (c) among the parallel sessions that cover military applications, health care simulation, &tc., there always is a theme connecting to mines, which means that I will find sessions to attend when taking part in WSC 2012 in Berlin next year (since I have been invited for a talk). This will be the first time WSC is held outside North America. Hopefully, this will attract simulation addicts from Europe as well as elsewhere.

WSC 20[1]1

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on December 13, 2011 by xi'an

This morning I attended the “Bruce Schmeiser session” at WSC 2011. I had once a meeting with Bruce (and Jim Berger) in Purdue to talk about MCMC methods but I never interacted directly with him. The first two talks were about batch methods, which I did not know previously, and I had trouble understanding what was the problem: for a truly iid normal sample, building an optimal confidence interval on the mean relies on the sufficient statistic rather than on the batch mean variance… It is only through the second talk that I understood that neither normality nor independence was guaranteed, hence the batches. I still wonder whether or a bootstrap strategy could be used instead, given the lack of confidence in the model assumptions. The third talk was about a stochastic approximation algorithm developed by Bruce Schmeiser, called retrospective approximation, where successive and improving approximations of the target to maximise are used in order not to waste time at the beginning. I thus found the algorithm had a simulated annealing flavour, even though the connection is rather tenuous…

The second session of WSC 2011 I attended was about importance sampling, The first talk was about mixtures of importance sampling distributions towards improved efficiency for cross-entropy, à la Rubinstein and Kroese. Its implementation seemed to depend very much on some inner knowledge of the target problem. The second talk was on zero-variance approximations for computing the probability that two notes are connected in a graph, using clever collapsing schemes. The third talk of the session was unrelated with the theme since it was about cross-validated non-parametric density estimation.

My own session was not terribly well attended and, judging from some questions I got at the end I am still unsure I had chosen the right level. Nonetheless, I got interesting discussions afterwards which showed that ABC was also appealing to some members of the audience. And I had a long chat with Enlu Zhou, a nice assistant professor from Urbana-Champaign who was teaching out of Monte Carlo Statistical Method, and had challenging questions about restricted support MCMC. Overall, an interesting day, completed with a light conference dinner in the pleasant company of Jingchen Liu from Columbia and some friends of his.


Posted in Mountains, pictures, Running, Travel with tags , , on December 12, 2011 by xi'an

WSC 2[0]11

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on December 12, 2011 by xi'an

I have now registered for the WSC 2011 conference and I am looking forward the first day of talks tomorrow. Especially since, reading from the abstracts to the talks, it sounds as if many participants have a different understanding of the word simulation than I have. (I had the same impression this summer when taking part in a half-day of talks in Lancaster.) I am however slightly worried at having prepared my (advanced) tutorial for the right crowd, being unable to judge the background of the audience. Some of the talks are highly technical, others seem much more elementary… (I spent the whole night and morning, except for a fairly long and great run in the hills at sunrise, collating and adapting my slides from my graduate course and from different talks. The outcome is on slideshare.)