Archive for fog

beach walk in the fog [jatp]

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

asymptotics of M³C²L

Posted in Statistics with tags , , , , , , , on August 19, 2018 by xi'an
In a recent arXival, Blazej Miasojedow, Wojciech Niemiro and Wojciech Rejchel establish the convergence of a maximum likelihood estimator based on an MCMC approximation of the likelihood function. As in intractable normalising constants. The main result in the paper is a Central Limit theorem for the M³C²L estimator that incorporates an additional asymptotic variance term for the Monte Carlo error. Where both the sample size n and the number m of simulations go to infinity. Independently so. However, I do not fully perceive the relevance of using an MCMC chain to target an importance function [which is used in the approximation of the normalising constant or otherwise for the intractable likelihood], relative to picking an importance function h(.) that can be directly simulated.

art brut

Posted in pictures, Running, Travel with tags , , , , on November 11, 2017 by xi'an

nebbia su Venezia [jatp]

Posted in pictures, Running, Travel with tags , , , , , , on October 24, 2017 by xi'an

tramonto in Venezia [jatp]

Posted in pictures, Running, Travel with tags , , , , , , on October 19, 2017 by xi'an

[Astrostat summer school] fogrise [jatp]

Posted in Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on October 11, 2017 by xi'an

[Astrostat summer school] sunrise [jatp]

Posted in Statistics with tags , , , , , , , , , , , on October 10, 2017 by xi'an