## Carlin and Chib (1995) for fixed dimension problems

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , on February 25, 2014 by xi'an

Yesterday, I was part of a (public) thesis committee at the Université Pierre et Marie Curie, in down-town Paris. After a bit of a search for the defence room (as the campus is still undergoing a massive asbestos clean-up, 20 years after it started…!), I listened to Florian Maire delivering his talk on an array of work in computational statistics ranging from the theoretical (Peskun ordering) to the methodological (Monte Carlo online EM) to the applied (unsupervised learning of classes shapes via deformable templates). The implementation of the online EM algorithm involved the use of pseudo-priors à la Carlin and Chib (1995), even though the setting was a fixed-dimension one, in order to fight the difficulty of exploring the space of templates by a regular Gibbs sampler. (As usual, the design of the pseudo-priors was crucial to the success of the method.) The thesis also included a recent work with Randal Douc and Jimmy Olsson on ranking inhomogeneous Markov kernels of the type

$P \circ Q \circ P \circ Q \circ ...$

against alternatives with components (P’,Q’). The authors were able to characterise minimal conditions for a Peskun-ordering domination on the components to transfer to the combination. Quite an interesting piece of work for a PhD thesis!

## waterline (book review)

Posted in Books with tags , , , , , , , on September 1, 2013 by xi'an

Another book I received as a bedside gift at The Hospital, this one a gift from Magali. Waterline by Ross Raisin is the story of a Glaswegian former shipyard worker falling into a mental abyss of denial and grief after her wife died. She died from asbestos-related cancer, whose fibres were brought from the shipyard in Mick’s clothes. Mick seeks solitude and shuns contact with former colleagues and friends, seeing their return to a normal life as an aggression against his wife’s memory. When Mick cannot stay longer in his rented council  house in Glasgow, fearing eviction and with no money left, he moves to London where he first finds a job as a dishwasher that alienates him even further into a bubble where he can cut others out. He is fired after a while for taking a very passive part in a local union and within a few weeks he spirals down into homelessness. The second part of the book sees him getting out very slowly and very reluctantly out of this state, with no clear sign of any return to (whatever we could call) normality…

This is a far from perfect book and the second part feels contrived, with a sort of “happy ending” out of the bottom end of Mick’s life. Still, Waterline is a strong book that marked me because it left me with a strong impression that the same fall could happen to any of us, under the right (or rather wrong) … Raisin has a highly convincing way of describing the inner mental paths taken by Mick to stop seeing others, including his children, for not returning to his uncertain cab driver job, and for giving up too readily looking for jobs, shelters, or help. The homeless-ness pages are terrifying in their somehow warped version of normality, when the “lives” of Mick and of his (leading) companion of misfortune Brian follow some kind of predestined pattern, from avoiding security guards by moving around to finding accessible toilets, to stealing food from  delivery trucks, to tracking protected places to sleep away from the rough weather. At times, this feels like too much and too long, but I would support the idea that this is “exactly” (given my total lack of expertise in the matter…) reflecting the experience of those homeless men, with no future further than the next night or the next meal. The second part of the book also shows how hard it is to reconcile with a “normal” life, incl. a poignant chapter on Mike reuniting with his son uncomprehending why his father had not called for help.  A highly recommended read, if not exactly on the brightest side of life…