stratified ABC [One World ABC webinar]

The third episode of the One World ABC seminar (Season 1!) was kindly delivered by Umberto Picchini on Stratified sampling and bootstrapping for ABC which I already if briefly discussed after BayesComp 2020. Which sounds like a million years ago… His introduction on the importance of estimating the likelihood using a kernel, while 600% justified wrt his talk, made the One World ABC seminar sounds almost like groundhog day!  The central argument is in the computational gain brought by simulating a single θ dependent [expensive] dataset followed by [cheaper] bootstrap replicates. Which turns de fact into bootstrapping the summary statistics.

If I understand correctly, the post-stratification approach of Art Owen (2013?, I cannot find the reference) corrects a misrepresentation of mine. Indeed, defining a partition with unknown probability weights seemed to me to annihilate the appeal of stratification, because the Bernoulli variance of the estimated probabilities brought back the same variability as the mother estimator. But with bootstrap, this requires only two simulations, one for the weights and one for the target. And further allows for a larger ABC tolerance in fine. Free lunch?!

The speaker in two weeks (21 May or Ascension Thursday!) is my friend and co-author Gael Martin from Monash University, who will speak on Focused Bayesian prediction, at quite a late time down under..!

the hilarious disappearance (Chartres detail)

recent reads

During my trips in the recent weeks, I managed to read a few books, although nothing spectacular:

Arnaldur Indriðason’s Outrage (Myrká in Icelandic) is a thriller in the Erlandur series, where inspector Erlundur does not appear at all but is replaced with inspector Elinborg who deals with the murder of a drug rapist. And her family problems. The book got a prize in France and its focus on women issues makes it more interesting than the polce story itself, which meanders quite a lot and relies on too many coincidences. But I do like the stuffing no-exit (huis clos) atmosphere. (The above image is the critique in French from Le Canard Enchaîné.) Given that Erlundur has disappeared, this book stands in between other Indriðason’s books, Hypothermia (Harðskafi) and Black Skies (Svörtuloft).

I had mentioned my uneasiness about Hoffman’s The Left Hand of God a few months ago, both because of a very uneven style, a plot borrowing so much to real events and locations, and a highly ambiguous central character. I nonetheless read the second tome, The Last Four Things, following a request from my son. My impression has definitely not improved, mostly again for a high rate of borrowing from existing facts and places (like Chartres used for the papal seat). The title itself is found in many books and comes from a painting by Bosch I missed in Madrid last time I visited El Prado. The characters are mostly the same ones as in The Left Hand of God and they remain shallow and unconvincing. The political plot(s) are of no interest whatsoever. The reunion between Cale and Arbell is botched, to say the least. (And still some people love it!)

Another thriller I quickly read is Susanna Gregory’s Mystery in the Minster, the 17th chronicle of Matthew Bartholomew… In line with the recent chronicles in the series, the book is not worth any level of recommendation. The plots get thinner and thinner, the dialogues and settings less and less realistic for their 14th Century environment, and the resolution is rushed with no even a pretence of disguise for the massive infodump in the Epilogue! It feels like I have already seen it all in previous books: the trip away from Cambridge to gather an uncertain inheritance, the flow of new characters taking an unreasonable interest in Michelhouse affairs, an endless sequence of deaths, poisons, “wanton” nuns, attractive women turning into insane murderesses, fights for life in an abandoned and crumbling church, &tc. Among the many implausible facts in the current volume, the vicar-chorals’ obsession with shoes, speaking of “intelligent, liberal people” as in a 21st Century society, or hiring an actor to play the role of a (long dead) priest for more than a month… I will for certain abstain from buying the incoming 18th chronicle, appropriately planned for April the 1st!

When ordering books from amazon.fr for my daughter, I added Ascension, a manga by Shin’ichi Sakamoto about climbing. I was however quite disappointed by the result, both for the silly plot and for the lack of realism in its climbing connection!