Archive for motorbike

accelerating MCMC

Posted in Statistics with tags , , , , , , , , , , , , on May 29, 2017 by xi'an

I have recently [well, not so recently!] been asked to write a review paper on ways of accelerating MCMC algorithms for the [review] journal WIREs Computational Statistics and would welcome all suggestions towards the goal of accelerating MCMC algorithms. Besides [and including more on]

  • coupling strategies using different kernels and switching between them;
  • tempering strategies using flatter or lower dimensional targets as intermediary steps, e.g., à la Neal;
  • sequential Monte Carlo with particle systems targeting again flatter or lower dimensional targets and adapting proposals to this effect;
  • Hamiltonian MCMC, again with connections to Radford (and more generally ways of avoiding rejections);
  • adaptive MCMC, obviously;
  • Rao-Blackwellisation, just as obviously (in the sense that increasing the precision in the resulting estimates means less simulations).

Les statistiques, évitons de rentrer dedans

Posted in pictures, Statistics with tags , , , , on December 24, 2010 by xi'an

A new campaign against urban road accidents caught my attention because of the above slogan… Playing on the double meaning of rentrer dans les statistiques (becoming part of the statistics) and of rentrer dans quelqu’un (hitting someone). The case for hitting motorbikes is particularly acute on the Paris beltway:  motorbikes are driving between lanes at speeds that are very different from those of the cars and when changing lanes in dense traffic (with a car) it is almost impossible to account for the possibility of a motorbike arriving at 100 km/h or above. There are around 800 accidents per year involving bikes on the beltway. Last time I went to the airport, my taxi got hit several times by a biker who was unhappy with the taxi changing lanes, despite him having signalled well in advance and all that… (Note the funny reflection of the pink tag on the car, also implemented in the other pictures. I am not sure what’s the point there.) Continue reading