Archive for book review

Introduction to Sequential Monte Carlo [book review]

Posted in Books, Statistics with tags , , , , , , , , , , , , , , , , on June 8, 2021 by xi'an

[Warning: Due to many CoI, from Nicolas being a former PhD student of mine, to his being a current colleague at CREST, to Omiros being co-deputy-editor for Biometrika, this review will not be part of my CHANCE book reviews.]

My friends Nicolas Chopin and Omiros Papaspiliopoulos wrote in 2020 An Introduction to Sequential Monte Carlo (Springer) that took several years to achieve and which I find remarkably coherent in its unified presentation. Particles filters and more broadly sequential Monte Carlo have expended considerably in the last 25 years and I find it difficult to keep track of the main advances given the expansive and heterogeneous literature. The book is also quite careful in its mathematical treatment of the concepts and, while the Feynman-Kac formalism is somewhat scary, it provides a careful introduction to the sampling techniques relating to state-space models and to their asymptotic validation. As an introduction it does not go to the same depths as Pierre Del Moral’s 2004 book or our 2005 book (Cappé et al.). But it also proposes a unified treatment of the most recent developments, including SMC² and ABC-SMC. There is even a chapter on sequential quasi-Monte Carlo, naturally connected to Mathieu Gerber’s and Nicolas Chopin’s 2015 Read Paper. Another significant feature is the articulation of the practical part around a massive Python package called particles [what else?!]. While the book is intended as a textbook, and has been used as such at ENSAE and in other places, there are only a few exercises per chapter and they are not necessarily manageable (as Exercise 7.1, the unique exercise for the very short Chapter 7.) The style is highly pedagogical, take for instance Chapter 10 on the various particle filters, with a detailed and separate analysis of the input, algorithm, and output of each of these. Examples are only strategically used when comparing methods or illustrating convergence. While the MCMC chapter (Chapter 15) is surprisingly small, it is actually an introducing of the massive chapter on particle MCMC (and a teaser for an incoming Papaspiloulos, Roberts and Tweedie, a slow-cooking dish that has now been baking for quite a while!).

the mechanical [book review]

Posted in Books, pictures with tags , , , , , , , , , , , , on June 4, 2021 by xi'an

Read this 2015 book by Ian Tregillis with growing excitement as I was first unsure why I had ordered it. It is a mix of the Baroque Cycle and of the Difference engine, with Huygens playing the central role (rather than Newton). The postulate of the story is that he found [in the 1600’s] a way to create robots (or mechanicals, or yet Clakkers) with autonomy, prodigious strength, and unlimited “life” time. Endowing the Netherlands with such an advantage as to become the unique European power. Except for a small population of French people, living in exile in Montréal, renamed as Marseille-in-the-West, where the descendants of Louis XIV were desperately fighting the Dutch robots with their barely sufficient chemical skills… In addition to this appealing alternate history, where the French are arguing about the free will of the machines, and building underground railways to convey rogue mechanicals outside the Dutch empire, partly for being Catholics and hence following the Pope’s doctrine [and partly to try to produce their own robots], where the Pope is also a refugee in Québec, and where New Amsterdam has not turned into New York, but is a thriving colonial city in America, linked to the mother country by mechanical boats and Zeppelin-like airships, the machines are constrained to obey the humans, with the Queen’s wishes at the top of a hierarchy of constraints. And no Asimov’s law to prevent them from being used as weapons, to the French’s sorrow! But their degree of autonomous thought is such that a mere loosening of a component may remove the compulsion and turn them into rogues, i.e, free willed robots. On the converse side, a nefarious guild in charge of a Calvinist faith and of the maintenance of the robots is attempting to extend this control of the Dutch State over some humans. Which makes for a great setting discussing the blurry border between humans and AIs, with both humans and Clakkers bringing their arguments to the game… I am now eagely waiting for the second and third volumes in the series of The Alchemy Wars to arrive in the mail to continue the story!

waste tide

Posted in Books, pictures, Travel with tags , , , , , , , , , , on April 11, 2021 by xi'an

I presumably bought this book upon a suggestion made by the Amazon AI. It sounded quite original and interesting. And translated by Ken Liu. I had not seen the above cover, but it would have only helped. (And reminded me of the daunting and bittersweet Tales from the Loop.)

“None of this, of course, existed in the digital world. In their place were highly abstract algorithms and programs that turned the complicated messy world into a set of mathematical models and topological spaces. Like a real spiderweb, the web would be deformed by any insect that got caught into it, and the rate at which such deformation evolved exceeded the rate at which information might be transmitted under the restricted-bitrate regulations. In this world, the shortest path between two points was no longer the straight line.”

Waste Tide is immensely puzzling and definitely interesting. A Chinese form of Neuromancer…. With further links to the Windup Girl. The location of the novel is a near-future island in Guiyu, China. Where the World electric waste ends up, to be processed and recycled by “waste people”. Who are despised by the original inhabitants of the island. And exploited by clans and American companies. Several of the main characters find themselves torn between several cultures, but these characters often sound a bit too caricaturesque. Just like the take-over of a “waste girl” by a residual AI is somewhat clumsy. Far from the constructs of Neuromancer or Windup Girl.

Another interesting side of the book is the translation by Ken Liu, who also translated The Three Body Problem. As well as published short stories of his own. The preface warns about the multiple languages co-existing in China, beyond the most well-known Cantonese and Mandarin and the book includes footnotes about the proper pronunciation of some words.

handbook of mixture analysis [review]

Posted in Books, R, Statistics with tags , , , , , , , , , on March 19, 2021 by xi'an

“In my opinion, the editors have done an excellent job when selecting the contents of the handbook and putting the different chapters together. For instance, this can be appreciated by the fact that, despite the large number of authors and contributions, all chapters have kept the same notation. Furthermore, in addition to a sound description of the underlying theory and methods, several chapters include information about how to fit the presented models using the R programming language. However, I missed pointers to repositories to download the code and datasets for some of the examples used in the book. To sum up, this is an excellent reference book on mixture models.” Virgilio Gómez-Rubio, JRSS A, 2021

poems that solve puzzles [book review]

Posted in Books, Kids, University life with tags , , , , , , , , , , , , , , , , , , on January 7, 2021 by xi'an

Upon request, I received this book from Oxford University Press for review. Poems that Solve Puzzles is a nice title and its cover is quite to my linking (for once!). The author is Chris Bleakley, Head of the School of Computer Science at UCD.

“This book is for people that know algorithms are important, but have no idea what they are.”

These is the first sentence of the book and hence I am clearly falling outside the intended audience. When I asked OUP for a review copy, I was more thinking in terms of Robert Sedgewick’s Algorithms, whose first edition still sits on my shelves and which I read from first to last page when it appeared [and was part of my wife’s booklist]. This was (and is) indeed a fantastic book to learn how to build and optimise algorithms and I gain a lot from it (despite remaining a poor programmer!).

Back to poems, this one reads much more like an history of computer science for newbies than a deep entry into the “science of algorithms”, with imho too little on the algorithms themselves and their connections with computer languages and too much emphasis on the pomp and circumstances of computer science (like so-and-so got the ACM A.M. Turing Award in 19… and  retired in 19…). Beside the antique algorithms for finding primes, approximating π, and computing the (fast) Fourier transform (incl. John Tukey), the story moves quickly to the difference engine of Charles Babbage and Ada Lovelace, then to Turing’s machine, and artificial intelligence with the first checkers codes, which already included some learning aspects. Some sections on the ENIAC, John von Neumann and Stan Ulam, with the invention of Monte Carlo methods (but no word on MCMC). A bit of complexity theory (P versus NP) and then Internet, Amazon, Google, Facebook, Netflix… Finishing with neural networks (then and now), the unavoidable AlphaGo, and the incoming cryptocurrencies and quantum computers. All this makes for pleasant (if unsurprising) reading and could possibly captivate a young reader for whom computers are more than a gaming console or a more senior reader who so far stayed wary and away of computers. But I would have enjoyed much more a low-tech discussion on the construction, validation and optimisation of algorithms, namely a much soft(ware) version, as it would have made it much more distinct from the existing offer on the history of computer science.

[Disclaimer about potential self-plagiarism: this post or an edited version of it will eventually appear in my Books Review section in CHANCE.]