Archive for Italy

non-identifiability in Venezia

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , on November 2, 2016 by xi'an

Last Wednesday, I attended a seminar by T. Kitagawa at the economics seminar of the University Ca’ Foscari, in Venice, which was about (uncertain) identifiability and a sort of meta-Bayesian approach to the problem. Just to give an intuition about the setting, a toy example is a simultaneous equation model Ax=ξ, where x and ξ are two-dimensional vectors, ξ being a standard bivariate Normal noise. In that case, A is not completely identifiable. The argument in the talk (and the paper) is that the common Bayesian answer that sets a prior on the non-identifiable part (which is an orthogonal matrix in the current setting) is debatable as it impacts inference on the non-identifiable parts, even in the long run. Which seems fine from my viewpoint. The authors propose to instead consider the range of possible priors that are compatible with the set restrictions on the non-identifiable parts and to introduce a mixture between a regular prior on the whole parameter A and this collection of priors, which can be seen as a set-valued prior although this does not fit within the Bayesian framework in my opinion. Once this mixture is constructed, a formal posterior weight on the regular prior can be derived. As well as a range of posterior values for all quantities of interest. While this approach connects with imprecise probabilities à la Walley (?) and links with robust Bayesian studies of the 1980’s, I always have difficulties with the global setting of such models, which do not come under criticism while being inadequate. (Of course, there are many more things I do not understand in econometrics!)

Ponte Foscari [jatp]

Posted in pictures, Running, Travel, University life with tags , , , , , , , on October 29, 2016 by xi'an

tre archi [jatp]

Posted in pictures, Travel, University life with tags , , , , , , , , , , on October 28, 2016 by xi'an

a Venezia [ESOBE 2016]

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , on October 26, 2016 by xi'an

Piazza Venezia, Roma, March 01, 2012Tomorrow I am off to Venezia for three days, attending the ESOBE 2016 workshop, where ESOBE stands for European Seminar on Bayesian Econometrics. This year it is indeed taking place in Venezia, Università Ca’ Foscari, in this beautiful building on the Gran Canale, and I have been invited to give a talk. Excited to get back to this unique place, hoping the high water will not be too high to prevent getting around (at random as usual).

Forte di Bard

Posted in Kids, Mountains, pictures, Travel, University life, Wines with tags , , , , , , , , , , , , on August 4, 2016 by xi'an

After our aborted attempt at Monte Rosa, Abele Blanc treated us to a quick visit to Forte di Bard, a 19th Century military fortress in the Valley of Aosta [a first version of which was razed by Napoleon’s troops in 1800] on top the medieval village of Bard. Ironically, the current fortress never saw action as Napoleon’s siege was the last invasion of the kingdom of Savoy by French troops.

The buildings are impressive, so seamlessly connected to the rock spur that supports them that they appear to have grown out of it. They reminded me of Vauban’s fortresses, with the feeling that they were already outdated when they got built. (On the French Savoy side, there is a series of fortresses that similarly faced no battle as they were designed to keep the French out, becoming overnight useless when this part of Savoy was ceded to France in exchange for its support of the unification of Italy. For instance, there is such a fort in Aussois, which now houses an hostel, a gastronomical restaurant [we enjoyed at O’Bayes 03], and a via ferrata…)

The fortress has been recently and beautifully renovated with the help of the Italian State and of the European Union. It houses conferences and art exhibits. Like those on Marc Chagall and Elliot Erwitt that we briefly saw, missing the massive museum of the Alps… A few dozen kilometers from Torino, it would be a perfect location for a small workshop, albeit not large enough for a future MCMski.

on Monte Rosa [a failed attempt at speed climbing]

Posted in Kids, Mountains, pictures, Running, Travel with tags , , , , , , , , , , , on July 24, 2016 by xi'an

With my daughter Rachel and her friend Clément, we tried last week to bag a few summits in the Monte Rosa massif, which stands between Italy (Aosta) and Switzerland (Zermatt). I wanted to take advantage of the Bastille Day break and we drove from Paris to Aosta in the very early morning, stopping in Chamonix to rent shoes and crampons, and meeting with our guide Abele Blanc at noon, before going together to the hut Rifugio Città di Mantova. At 3500m. Our goal was to spent the night there and climb to Punta Gnifetti (Rifugio Margherita) and Zumstein the next morning. Before heading back to Paris in the evening. However, it did not work out that way as I got a slight bout of mountain sickness that left me migrainous, nauseous, and having a pretty bad night, despite great conditions at the hut… So (despite my intense training of the previous weeks!) I did not feel that great when we left the hut at 5am. The weather was fine if cold and windy, but after two hours of moderate climbing in a fairly pleasant crispy snow of a glacier, Rachel was too out of breath to continue and Abele realised my nose had [truly] frozen (I could not feel anything!) and took us down before continuing with Clément to both peaks. This was quite a disappointment as we had planned this trip over several months, but it was clearly for the best as my fingers were definitely close to frozen (with my worst case ever of screamin’ barfies on the way down!). And we thus spent the rest of the morning waiting for our friends, warming up with tea in the sunshine. Upon reflection, planning one extra day of acclimatisation to altitude and cold would have been more reasonable and keeping handwarmers in our backpacks as well… In any case, Clément made it to the top with Abele and we got a good altitude training for the incoming San Francisco half-marathon. Plus an epic hike the next day around Cogne.

art brut [at Rifugio Città di Mantova]

Posted in Kids, Mountains, pictures, Travel with tags , , , , , , on July 23, 2016 by xi'an