Archive for Fort Collins

amazing appendix

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , on February 13, 2018 by xi'an

In the first appendix of the 1995 Statistical Science paper of Besag, Green, Higdon and Mengersen, on MCMC, “Bayesian Computation and Stochastic Systems”, stands a fairly neat result I was not aware of (and which Arnaud Doucet, with his unrivalled knowledge of the literature!, pointed out to me in Oxford, avoiding me the tedium to try to prove it afresco!). I remember well reading a version of the paper in Fort Collins, Colorado, in 1993 (I think!) but nothing about this result.

It goes as follows: when running a Metropolis-within-Gibbs sampler for component x¹ of a collection of variates x¹,x²,…, thus aiming at simulating from the full conditional of x¹ given x⁻¹ by making a proposal q(x|x¹,x⁻¹), it is perfectly acceptable to use a proposal that depends on a parameter α (no surprise so far!) and to generate this parameter α anew at each iteration (still unsurprising as α can be taken as an auxiliary variable) and to have the distribution of this parameter α depending on the other variates x²,…, i.e., x⁻¹. This is the surprising part, as adding α as an auxiliary variable was messing up the update of x⁻¹. But the proof as found in the 1995 paper [page 35] does not require to consider α as such as it establishes global balance directly. (Or maybe still detailed balance when writing the whole Gibbs sampler as a cycle of Metropolis steps.) Terrific! And a whiff mysterious..!

a fixation on food [U.S. airports survival guide]

Posted in Kids, Travel, Wines with tags , , , , , , , on January 30, 2016 by xi'an

In connection with the big snow storm of last weekend in the U.S. North-East, The New York Time published an airport survival guide that includes a comprehensive Best Dining section on each major airport. Sections that I find somewhat hilarious in turning what is just the thing to avoid (why would you need food before sitting in a plane for several hours?!) into a hype! Here are some particularly crunchy and savoury quotes (and a mention of the brewery that makes the famous Fat Tire!):

“Less healthy but perhaps more popular, Garrett Popcorn Shops, also in 2 and 3, specialize in the Garrett Mix, a blend of cheese and caramel popcorn.”

“At B Gates, Elway’s steakhouse is popular for its burger as well as Colorado-raised steaks, and New Belgium Hub serves microbrews from the Fort Collins brewer.”

“There is a strong Cuban accent in Miami’s airport restaurants, beginning with four Café Versailles, branches of the Little Havana landmark.”

“At its culinary rival, Terminal D, Bisoux will box your croque monsieurs and other bistro fare to go.”

(with the last one managing to stuff two French grammar mistakes in one line).

Improving convergence of Data Augmentation [published]

Posted in Statistics with tags , , , , on November 4, 2011 by xi'an

Our paper with Jim Hobert and Vivek Roy, Improving the Convergence Properties of the Data Augmentation Algorithm with an Application to Bayesian Mixture Modeling, has now appeared in Statistical Science and is available on Project Euclid. (For IMS members, at least.) Personally, this is an important paper, not only for providing an exact convergence evaluation for mixtures,  not only for sharing exciting research days with my friends Jim and Vivek, but also for finalising a line of research somehow started in 1993 when Richard Tweedie visited me in Paris and when I visited him in Fort Collins… Coincidentally, my discussion of Don Fraser’s provocative Is Bayes Posterior just Quick and Dirty Confidence? also appeared in this issue of Statistical Science.