Archive for England

Manchester, United we stand!

Posted in Books, Kids with tags , , , , , on May 24, 2017 by xi'an

This is the place
In the north-west of England. It’s ace, it’s the best
And the songs that we sing from the stands, from our bands
Set the whole planet shaking.
Our inventions are legends. There’s nowt we can’t make, and so we make brilliant music
We make brilliant bands

We make goals that make souls leap from seats in the stands
And we make things from steel
And we make things from cotton
And we make people laugh, take the mick summat rotten
And we make you at home
And we make you feel welcome and we make summat happen
And we can’t seem to help it
And if you’re looking from history, then yeah we’ve a wealth

But the Manchester way is to make it yourself.
And make us a record, a new number one
And make us a brew while you’re up, love, go on
And make us feel proud that you’re winning the league
And make us sing louder and make us believe that this is the place that has helped shape the world

And so this is the place now with kids of our own. Some are born here, some drawn here, but they all call it home.
And they’ve covered the cobbles, but they’ll never defeat, all the dreamers and schemers who still teem through these streets.
Because this is a place that has been through some hard times: oppressions, recessions, depressions, and dark times.
But we keep fighting back with Greater Manchester spirit. Northern grit, Northern wit, and Greater Manchester’s lyrics.

Tony Walsh

objective and subjective RSS Read Paper next week

Posted in Books, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , on April 5, 2017 by xi'an

Andrew Gelman and Christian Hennig will give a Read Paper presentation next Wednesday, April 12, 5pm, at the Royal Statistical Society, London, on their paper “Beyond subjective and objective in statistics“. Which I hope to attend and else to write a discussion. Since the discussion (to published in Series A) is open to everyone, I strongly encourage ‘Og’s readers to take a look at the paper and the “radical” views therein to hopefully contribute to this discussion. Either as a written discussion or as comments on this very post.

The Hanging Tree

Posted in Books, Kids, Travel with tags , , , , , , , on March 25, 2017 by xi'an

This is the fifth sixth volume of Ben Aaronovitch’s Rivers of London series. Which features PC Peter Grant from the London’s Metropolitan Police specialising in paranormal crime. Joining a line of magicians that was started by Isaac Newton. And with the help of water deities. Although this English magic sleuthing series does not compare with the superlative Jonathan Strange & Mr. Norrell single book, The Hanging Tree remains highly enjoyable, maybe more for its style and vocabulary than for the detective story itself, which does not sound completely coherent (unless I read it too quickly during the wee hours in Banff last week). And does not bring much about this part of London. Still a pleasure to read as the long term pattern of Aaronovitch’s universe slowly unravels and some characters get more substance and depth.

Peter Lee (1940?-2017)

Posted in Books, pictures, R, Statistics, University life, Wines with tags , , , , , , on March 12, 2017 by xi'an

Just heard the sad news that Peter Lee, British Bayesian and author of Bayesian Statistics: An Introduction, has passed away yesterday night. While I did not know him, I remember meeting him at a few conferences in the UK and spending an hilarious evening at the pub. When the book came out, I thought it was quite fine an introduction to Bayesian Statistics, with enough mathematical details and prerequisites to make it worthwhile studying, while also including computational recommendations. Fare thee well, Peter.

Oxford snapshot [jatp]

Posted in Books, Kids, pictures, Travel, University life with tags , , , , , , on February 9, 2017 by xi'an

non-reversible Langevin samplers

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on February 6, 2017 by xi'an

In the train to Oxford yesterday night, I read through the recently arXived Duncan et al.’s Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation. Standing up the whole trip in the great tradition of British trains.

The paper is fairly theoretical and full of Foster-Lyapunov assumptions but aims at defending an approach based on a non-reversible diffusion. One idea is that the diffusion based on the drift {∇ log π(x) + γ(x)} is associated with the target π provided

∇ . {π(x)γ(x)} = 0

which holds for the Langevin diffusion when γ(x)=0, but produces a non-reversible process in the alternative. The Langevin choice γ(x)=0 happens to be the worst possible when considering the asymptotic variance. In practice however the diffusion need be discretised, which induces an approximation that may be catastrophic for convergence if not corrected, and a relapse into reversibility if corrected by Metropolis. The proposal in the paper is to use a Lie-Trotter splitting I had never heard of before to split between reversible [∇ log π(x)] and non-reversible [γ(x)] parts of the process. The deterministic part is chosen as γ(x)=∇ log π(x) [but then what is the point since this is Langevin?] or as the gradient of a power of π(x). Although I was mostly lost by that stage, the paper then considers the error induced by a numerical integrator related with this deterministic part, towards deriving asymptotic mean and variance for the splitting scheme. On the unit hypercube. Although the paper includes a numerical example for the warped normal target, I find it hard to visualise the implementation of this scheme. Having obviously not heeded Nicolas’ and James’ advice, the authors also analyse the Pima Indian dataset by a logistic regression!)

back in Oxford

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on January 30, 2017 by xi'an

As in the previous years, I am back in Oxford (England) for my short Bayesian Statistics course in the joint Oxford-Warwick PhD programme, OxWaSP.  For some unclear reason, presumably related to the Internet connection from Oxford, I have not been able to upload my slides to Slideshare, so here the [99.9% identical] older version: