A mix of steampunk and urban magic in a enlightened 1912 Cairo sounded like a good prolegomena and I bought P. Djèli Clark’s The haunting of tram car 015 on this basis. As it happens, this is actually a novella of 123 pages building on the same universe as a previous work of the author, A dead djinn in Cairo, which however is even shorter and only available as a Kindle book… I really enjoyed the short read and its description of an alternate Cairo that is competing with Paris and London, thanks to the advantage brought by the supernatural powers of djinns. (And apparently also gaining the independence Egypt could not secure under the British protectorate.) The English suffragettes have also their counterparts in Egypt and the country is about to decide about women right to vote. The story itself is nice if not stratospheric, with mostly well-drawn characters and good dialogues. (The core of the plot relies on smuggling sweets from Armenia, though, a rather weak link.) As in an earlier order, the book itself was not properly printed, with a vertical white band of erased characters on most odd pages, presumably another illustration of the shortcomings of the print-on-demand principle. (Which means that I sent the book back to Amazon rather than leaving it in the common room.)
Archive for independence
haunting of tramcar 105 [book review]
Posted in Statistics with tags amazon associates, book review, Cairo, djinn, Egypt, independence, kindle, novella, print on demand, short story, steampunk, tramcar on April 20, 2019 by xi'anrevisiting the Gelman-Rubin diagnostic
Posted in Books, pictures, Statistics, Travel, University life with tags ABCruise, asymptotic variance, convergence diagnostics, effective sample size, Gelman-Rubin statistic, Gulf of Bothnia, independence, MCMC, MCMC convergence, Monte Carlo Statistical Methods, stopping rule, subsampling, sunset, Titanic on January 23, 2019 by xi'anJust before Xmas, Dootika Vats (Warwick) and Christina Knudson arXived a paper on a re-evaluation of the ultra-popular 1992 Gelman and Rubin MCMC convergence diagnostic. Which compares within-variance and between-variance on parallel chains started from hopefully dispersed initial values. Or equivalently an under-estimating and an over-estimating estimate of the MCMC average. In this paper, the authors take advantage of the variance estimators developed by Galin Jones, James Flegal, Dootika Vats and co-authors, which are batch mean estimators consistently estimating the asymptotic variance. They also discuss the choice of a cut-off on the ratio R of variance estimates, i.e., how close to one need it be? By relating R to the effective sample size (for which we also have reservations), which gives another way of calibrating the cut-off. The main conclusion of the study is that the recommended 1.1 bound is too large for a reasonable proximity to the true value of the Bayes estimator (Disclaimer: The above ABCruise header is unrelated with the paper, apart from its use of the Titanic dataset!)
In fact, I have other difficulties than setting the cut-off point with the original scheme as a way to assess MCMC convergence or lack thereof, among which
- its dependence on the parameterisation of the chain and on the estimation of a specific target function
- its dependence on the starting distribution which makes the time to convergence not absolutely meaningful
- the confusion between getting to stationarity and exploring the whole target
- its missing the option to resort to subsampling schemes to attain pseudo-independence or scale time to convergence (albeit see 3. above)
- a potential bias brought by the stopping rule.
maximal spacing around order statistics [#2]
Posted in Books, R, Statistics, University life with tags corrplot, extreme value theory, Gumbel distribution, independence, order statistics, R, riddle, spacings, The Riddler on June 8, 2018 by xi'anThe proposed solution of the riddle from the Riddler discussed here a few weeks ago is rather approximative, in that the distribution of
when the n-sample is made of iid Normal variates is (a) replaced with the distribution of one arbitrary minimum and (b) the distribution of the minimum is based on an assumption of independence between the absolute differences. Which does not hold, as shown by the above correlation matrix (plotted via corrplot) for N=11 and 10⁴ simulations. One could think that this correlation decreases with N, but it remains essentially 0.2 for larger values of N. (On the other hand, the minima are essentially independent.)
Imperial postdoc in Bayesian nonparametrics
Posted in pictures, R with tags Bayesian non-parametrics, independence, London, machine learning, mathematics, postdoctoral position, R, R package, United Kingdom on April 27, 2018 by xi'anHere is another announcement for a post-doctoral position in London (UK) to work with Sarah Filippi. In the Department of Mathematics at Imperial College London. (More details on the site or in this document. Hopefully, the salary is sufficient for staying in London, if not in South Kensington!)
The post holder will work on developing a novel Bayesian Non-Parametric Test for Conditional Independence. This is at the core of modern causal discovery, itself of paramount importance throughout the sciences and in Machine Learning. As part of this project, the post holder will derive a Bayesian non-parametric testing procedure for conditional independence, scalable to high-dimensional conditioning variable. To ensure maximum impact and allow experimenters in different fields to easily apply this new methodology, the post holder will then create an open-source software package available on the R statistical programming platform. Doing so, the post holder will investigate applying this approach to real-world data from our established partners who have a track record of informing national and international bodies such as Public Health England and the World Health Organisation.
Scottish polls…
Posted in pictures, Statistics, Travel with tags elections, Glasgow, Hillhead, independence, Nate Silver, poll, Scotland, Scottish independence referendum, United Kingdom on September 11, 2014 by xi'anAs much as I love Scotland, or because of it, I would not dream of suggesting to Scots that one side of the referendum sounds better than the other. However, I am rather annoyed at the yoyo-like reactions to the successive polls about the result, because, just like during the US elections, each poll is analysed separately rather than being pooled with the earlier ones in a reasonable meta-analysis… Where is Nate Silver when we need him?!