## a chance (?) encounter

Posted in Kids, pictures, Travel with tags , , , , , on July 16, 2019 by xi'an

As I was cycling to Paris Dauphine, a few days ago, I spotted someone sitting on a bench and working on a laptop who suspiciously looked like… Andrew Gelman! As I knew Andrew was in Paris that week, and as we were reasonably close to Dauphine, this did not sound like a zero probability event. I thus stopped to check that indeed this was the real Andrew, who happened to be in the vicinity and had decided to run this double blind experiment as to whether or not we could spot one another. While I am reasonably aware of my surroundings when cycling (as a matter of mere survival), my radar rarely extends to people sitting on benches, especially when I am riding the middle white line on the boulevard. As I was further a wee bit late that day, I should have been in my office by the time Andrew sat there. A chance encounter, hence, or a super subjective inference from the author of BDA!

## Monte Carlo fusion

Posted in Statistics with tags , , , , , , , , , on January 18, 2019 by xi'an

Hongsheng Dai, Murray Pollock (University of Warwick), and Gareth Roberts (University of Warwick) just arXived a paper we discussed together last year while I was at Warwick. Where fusion means bringing different parts of the target distribution

f(x)∝f¹(x)f²(x)…

together, once simulation from each part has been done. In the same spirit as in Scott et al. (2016) consensus Monte Carlo. Where for instance the components of the target cannot be computed simultaneously, either because of the size of the dataset, or because of privacy issues.The idea in this paper is to target an augmented density with the above marginal, using for each component of f, an auxiliary variable x¹,x²,…, and a target that is the product of the squared component, f¹(x¹)², f²(x²)², … by a transition density keeping f¹(.)²,f²(.)²,… invariant:

$f^c(x^c)^2 p_c(y|x^c) / f_c(y)$

as for instance the transition density of a Langevin diffusion. The marginal of

$\prod_c f^c(x^c)^2 p_c(y|x^c) / f_c(y)$

as a function of y is then the targeted original product. Simulating from this new extended target can be achieved by rejection sampling. (Any impact of the number of auxiliary variables on the convergence?) The practical implementation actually implies using the path-space rejection sampling methods in the Read Paper of Beskos et al. (2006). (An extreme case of the algorithm is actually an (exact) ABC version where the simulations x¹,x²,… from all components have to be identical and equal to y. The opposite extreme is the consensus Monte Carlo Algorithm, which explains why this algorithm is not an efficient solution.) An alternative is based on an Ornstein-Uhlenbeck bridge. While the paper remains at a theoretical level with toy examples, I heard from the same sources that applications to more realistic problems and implementation on parallel processors is under way.

## waiting for the red lights to change

Posted in pictures, Running, Travel with tags , , , , , on December 22, 2018 by xi'an

## Vélib’surdity!

Posted in pictures, Running, Travel with tags , , , , , , , on April 8, 2018 by xi'an

On January 1, 2018, the official purveyor of short term rental bikes in Paris, the Vélib‘, changed, due to Smovengo winning the official bid for the renovation of the 2007 structure, against the contender JCDecaux. I almost never use these bikes as I travel with mine(s), except when stuck in a broken train or sudden industrial action! But I find amazing that the bid comparison did not consider the ecological cost of switching operators, as every single slot of every Vélib’ station had to be changed to accommodate the new bicycles. Some of which are electric bikes, requiring electricity plugs on every slot, two other ecological fallacies. And this is not even accounting for the disposal of tens of thousands of the older bikes (which were already suffering from a very high failure rate). Given the slow pace of the switch, free floating bike services like Ofo, Gobee, and OBike tried to take a share of the market, but they suffered so many degradations that they are gone or about to go. Another mountain of used bikes to dispose off…

## wanton and furious cycling

Posted in pictures, Running, Travel with tags , , , , , , , , on September 10, 2017 by xi'an

A cyclist was convicted of “wanton or furious driving” last week in London after hitting a pedestrian crossing the street, leading to her death a few days later. The main legal argument for the conviction was that the cyclist was riding a “fixie”,  a bike with no front brake and fixed-gear, as used in track cycling. Which is illegal in Britain and, I just found out, in France too. (He was actually facing manslaughter, for which he got acquitted.) This is a most tragic accident, alas leading to a loss of a human life, and I did not look at the specifics, but I do not get the argument about the brakes and the furious driving: if the rider was going at about 28 km/h, which seems a reasonable speed in low density areas [and is just above my average speed in suburban Paris], and if the pedestrian stepped in his path six meters ahead, he had less than a second to react. Front brake or not, I am certainly unable to react and stop in this interval. And braking hard with the front brake will invariably lead to going over the bars: happens to me every time I have to stop for a car with my road bike. And would if I had to stop for a pedestrian.

Incidentally [or accidentally], here is the item of British Law from 1861 on which prosecution was based:

“Whosoever, having the charge of any carriage or vehicle, shall by wanton or furious driving or racing, or other wilful misconduct, or by wilful neglect, do or cause to be done any bodily harm to any person whatsoever, shall be guilty of a misdemeanour, and being convicted thereof shall be liable, at the discretion of the court, to be imprisoned for any term not exceeding two years.”

And here are the most reasonable views of the former Olympian Chris Boardman on this affair and the hysteria it created…

## lesson, test, and results

Posted in Running, Travel with tags , , , , , , on June 7, 2017 by xi'an

Two weeks ago, I got stopped by the traffic police in Paris for crossing a red light with my bike. Or more exactly two red lights in a row (the third one having turned green seconds before I went through). The surprise is that it only happened then, given my almost daily ride to Dauphine and my illegal if cautious management of the numerous red lights on my usual route. The policeman was quite polite, given the obvious break of the law, and asked me if he should fine me for the two red lights, at €135 each! Question to which I replied that he was The Law and I could not argue the facts. In the end, he gave me a lecture on the (real) dangers of crossing red lights—which in my opinion and experience are lesser than those of parked cars and scooters pulling out or opening doors without checking first—and warned me that I would get a fine if our paths crossed again at a red light. Which is just fair (even though I should have gotten the fines, in all fairness).

On the way back that evening I decided to count the exact number of lights and the extra-time it would take me when stopping at all red lights. Surprisingly, it only added six minutes to the 30mn± trip (not accounting for the variability on other days, my best time ever being 26:59 two weeks ago, on ±13km), despite the 60-ish lights on my way home. The experiment did not convince me to keep stopping at all red lights, since I find restarting from static always a major pain, but I now pay more attention to my surroundings when doing so. Until I find the technique to run by foot through the lights (which is legit!)…