## …place Dauphine…il est cinq heures, Paris s’éveille [jatp]

Posted in pictures, Travel, Wines with tags , , , , , , , , , , on November 21, 2019 by xi'an

## 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…