## a journal of the plague year [grey & dry ‘nuary reviews]

Posted in Books, Kids, pictures, Travel with tags , , , , , , , , , , , , , , , , , , , , , , , , , , on February 27, 2021 by xi'an

Read a Danish novel Ø by Siri Ranva Hjelm Jacobsen, directly translated as island in other languages (incl. French), which was a b’day gift from my wife, a book about the longing of uprooted Faroeses for their island,  rather than about the mathematical meaning of the empty set!, and the connection between a young third generation young woman and her grand-mother’s story. Very well written, with a side entry on Faroese recent history, incl. the British occupation during WWII, just before they invaded Iceland. (And feeding my hopes to visit the Faroe in a near and brighter future!)

Cooked more (Flemmish) red and (curried) white cabbage. Moved to baking spelt bread with spelt yeast as it takes less than ten minutes of actual work!  Attempted an Ethiopian meal with key wat (beef) stew,  a vegetable version, and injera (pancakes) when I realised the teff cereal could be replaced with buckwheat, a basic staple in Breton households! But the injera tasted and looked more like a galette, so this was not the real thing… Nonetheless a nice family meal.Watched the second instalment of The Hundred-Year-Old Man Who Climbed Out of the Window and Disappeared, The 101-Year-Old Man Who Skipped Out on the Bill and Disappeared, which is the straight continuation of the former if not as funny. (And not directly linked to the books.)

Read Time of Contempt, second volume in the Witcher’s novels. Not particularly impressive, with a lot of infodump chitchat, an almost absent Yennefer, a (thankfully short-lived) threat of the return of the magicians’ boarding school!, a gratuitous (?) visit by the Wild Hunt myth, some Star War inspired monster, an incomprehensible and highly predictable coup on the magicians’ council, and a teenage gang (in a Mark Lawrence rewriting Lord of the Flies spirit!), an inexplicable collapse of the balance of powers between the kingdoms. And I found the rendering of the rape scene at the end of the book most disturbing…

## checking for finite variance of importance samplers

Posted in R, Statistics, Travel, University life with tags , , , , , , , , on June 11, 2014 by xi'an

Over a welcomed curry yesterday night in Edinburgh I read this 2008 paper by Koopman, Shephard and Creal, testing the assumptions behind importance sampling, which purpose is to check on-line for (in)finite variance in an importance sampler, based on the empirical distribution of the importance weights. To this goal, the authors use the upper tail  of the weights and a limit theorem that provides the limiting distribution as a type of Pareto distribution

$\dfrac{1}{\beta}\left(1+\xi z/\beta \right)^{-1-1/\xi}$

over (0,∞). And then implement a series of asymptotic tests like the likelihood ratio, Wald and score tests to assess whether or not the power ξ of the Pareto distribution is below ½. While there is nothing wrong with this approach, which produces a statistically validated diagnosis, I still wonder at the added value from a practical perspective, as raw graphs of the estimation sequence itself should exhibit similar jumps and a similar lack of stabilisation as the ones seen in the various figures of the paper. Alternatively, a few repeated calls to the importance sampler should disclose the poor convergence properties of the sampler, as in the above graph. Where the blue line indicates the true value of the integral.

## 5 Munros, enough for a day…

Posted in Mountains, pictures, Running, University life with tags , , , , , , on June 2, 2014 by xi'an

Taking advantage of cheap [early] Sunday morning flights to Edinburgh, I managed to bag  a good hiking day (and three new Munros) within my trip to Scotland. I decided about the hike in the plane, picking the Lawers group as one of the closest to Edinburgh… The fair sequence of Munros in the group (5!) made it quite appealing [for a Munro-bagger], until I realised I would have to walk on a narrow road with no side-walk for 6km to complete the loop. Hence I decided on turning back after the third peak (An Stuc, recently promoted to Munro-fame!), which meant re-climbing the first two Munros from the “other” side, with a significant addition to the total differential (+1500m).  The weather was traditional Scottish, with plenty of clouds, gales and gusts, a few patches of blue sky, and a pleasant drizzle for the last hour. It did not seem to bother the numerous walkers passed on the first part of the trail. As usual, an additional reward with hiking or climbing in Scotland is that one can be back in time in town (i.e., Edinburgh) for the evening curry! Even when leaving from Paris in the morning.