ignorami rule

Posted in Kids, Travel, University life with tags , , , , , on May 12, 2016 by xi'an

There has already been many blog entries [incl. Andrew’s] on that story of a plane passenger calling security about a neighbour solving differential equations next seat and many jokes will certainly stem from it. My closest encounter with such a passenger was a while ago, when flying to Manchester for a visit to Lancaster, when the man next to me suddenly asked if I was working on particle physics because he would not tolerate it. Or something like this. As I did not want to get arrested upon arrival I refrained from smashing his head into the seat and muttered something indistinct between a curse and a comment that this was statistics, but I now regret I had not confronted this holier-than-thou (to keep polite) attitude! This story also reminds me of another flight, from Montpelier to Paris, when I was discussing ABC with Jean-Michel Marin and Jean-Marie Cornuet, when an AF flight attendant came by and added an x at random in one of my equations! This did not solve the problem but we had a good laugh and did not end up questioned by security!

Anyway, my reaction to this PDE (or is it ODE?!) scandal is of a more sombre tone: I find the fact that airline personal paid any attention to the complaint deeply worrying. Rather that dismissing the worries of this ignorant (or myopic) passenger [and possibly contacting a psychiatrist], they called security and the PDE had to be produced before the economics professor could resume his seat and the flight take off… This incident shows both (i) a trend in irrationality (if associating maths equations with terrorist threat) or ignorance (if confusing maths equation with Arabic writing), not to mention xenophobia and (ii) a readiness of companies and administrations to pester, detain, question and bother anyone with any exotic characteristics. Including solving PDEs or even trying to. [But what can we expect when bottled water or orange marmalade is treated as a potential threat by security checks?] Beside sticking to writing maths in my notebook when I travel, I think I should start signalling to flight attendants truly irrational behaviours of my fellow passengers, like reading newspapers that seem solely concerned by the anatomy of reality TV shows or muttering prayers to a deity at take-off and landing…

WSC 2[0]11

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on December 12, 2011 by xi'an

I have now registered for the WSC 2011 conference and I am looking forward the first day of talks tomorrow. Especially since, reading from the abstracts to the talks, it sounds as if many participants have a different understanding of the word simulation than I have. (I had the same impression this summer when taking part in a half-day of talks in Lancaster.) I am however slightly worried at having prepared my (advanced) tutorial for the right crowd, being unable to judge the background of the audience. Some of the talks are highly technical, others seem much more elementary… (I spent the whole night and morning, except for a fairly long and great run in the hills at sunrise, collating and adapting my slides from my graduate course and from different talks. The outcome is on slideshare.)

Viva and talk in Lancaster [back]

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , on July 20, 2011 by xi'an

Both viva and talk went on well (even though I was a bit too tired to give a good talk, I fear!), with interesting outcomes in both cases. The viva lasted over two hours with an exciting exchange over the increase in overall error linked with the increase in dimension and over handling HMMs with four parameters to calibrate in parallel. At some point I got confused with Dennis’ result that

$\mathbb{E}[\theta|x] = \mathbb{E}\{\theta|\mathbb{E}[\theta|x]\}$

which I though was contradicting my favourite example of the non-central chi-square domination of the regular normal mean, namely that

$\mathbb{E}[||\theta||^2|x]\text{ is doing worse than }\mathbb{E}[||\theta||^2|||x||^2]$

under squared error loss. (This is Example 3.35 in The Bayesian Choice.) I had completely forgotten that the Jeffreys’ priors associated with both posterior expectations were different! The above equality is thus not invalidated by this example. It is further quite interesting in that it shows the posterior expectation is a sort of weak sufficient statistics for the estimation of the parameter, even though I remain in favour of using more summary statistics in ABC than a posterior expectation or a pseudo-MLE. In any case, the discussion of the corresponding Read Paper at the Royal Statistical Society next December 14 promises to be interesting and well-attended… Overall, the trip was quite pleasant (nice hotel, nice run in the countryside, where I took the attached pictures) and profitable, with discussions with Paul Fearnhead gearing me towards taking advantage of my colleagues’ expertise on indirect inference at CREST.

Viva and talk in Lancaster

Posted in Mountains, Statistics, Travel, University life with tags , , on July 18, 2011 by xi'an

On Monday and Tuesday, I will be visiting Lancaster University, first to take part in Dennis Prangle‘s viva and then in a local ABC meeting. I had not been in Lancaster since giving an seminar there in 2005 (just prior to climbing the four Munroes of the Ben Lui group near Tyndrum!), so I am quite pleased to visit again, especially to talk about ABC. (As Chris Bonington is the chancellor of Lancaster University, it could have been a great opportunity to meet him, had he been around and available at this time!)