Archive for Oaxaca

non-reversible gerrymandering

Posted in Books, Statistics, Travel, University life with tags , , , , , , , on September 3, 2020 by xi'an

Gregory Herschlag, Jonathan C. Mattingly [whom I met in Oaxaca and who acknowledges helpful conversations with Manon Michel while at CIRM two years ago], Matthias Sachs, and Evan Wyse just posted an arXiv paper using non-reversible MCMC methods to improve sampling of voting district plans towards fighting (partisan) Gerrymandering. In doing so we extend thecurrent framework for construction of non-reversible Markov chains on discrete samplingspaces by considering a generalization of skew detailed balance. Since this means sampling in a discrete space, the method using lifting. Meaning adding a dichotomous dummy variable, “based on a notion of flowing the center of mass of districts along a defined vector field”. The paper is quite detailed about the validation and the implementation of the method. With this interesting illustration for the mixing properties of the different versions:

 

post-COVID post-conference mood

Posted in Kids, Running, Travel, University life with tags , , , , , , , , , , , , , on August 27, 2020 by xi'an

Nature ran a 4-page comment on the post-COVID future of massive conferences (NeurIPS or JSM style) and on how to make them less carbon greedy. Some of their common-sense suggestions come close to what I had suggested a while ago and some became promptly implemented in these times of COVID-19 travel restrictions, as, e.g., to systematically include virtual attendance option(s), with provisions from one’s institutions for quality time (as if one was indeed away), to add multiple (3?) regional hubs to a single location, which also offers the perk of a round-the-clock meeting, with an optimisation of the three places chosen to minimise (estimated) total flight distances for the potential participants, as in e.g. choosing U.S. central Chicago rather than extremes like Seattle or Miami, and possibly adding Tokyo and Paris, to reduce the frequency of the monster meetings by coordinating with sister societies, to enforce an individual or institutional maximum yearly budget, to have corporate sponsors turning from travel support to improving remote access in less favoured countries.

Obviously, it seems difficult to completely switch to a fully virtual solution, as attending a conference has many academic dimensions to be accounted for, but the “big ones” should be the first to shrink, if only because the most impacting. And also because small, high quality workshops have much more impact research-wise on their attendants. With the above still offering some savings. And also the possibility to bypass financial, personal, visa, political, life-threatening impossibilities to attend a meeting in a specific foreign country. Provided uncensored remote communication tools are allowed or possible from the said  country. (Calling for the question, barring financial difficulties, and once COVID-related restrictions have been lifted, what are the countries where everyone could consider attending?!)

This year, before lockdown forced the cancellation of ABC in Grenoble, we had set a mirror version in Warwick. Which led us to create the One World ABC seminar. The Bernoulli-IMS World congress was postponed by one year but a few dedicated volunteers managed to build within a few weeks a free impressive virtual substitute with more than 600 talks and close to 2000 participants (so far). Remember it is to take place on 24-28 August, on different time zones and with ten live plenaries repeated twice to this effect.

Next year, we still hope to organise an Objective Bayesian workshop at Casa Matemática Oaxaca (CMO) in México and the current sanitary conditions imply a reduction of the physically present participants by two thirds. Meaning for certain a remote component and possibly a mirror location depending on the state of the World in December 2021.

a memory called Empire [book review]

Posted in Books, Kids, pictures, Travel with tags , , , , , , , , , , , on June 6, 2020 by xi'an

A pleasant read for a few afternoon breaks (and vitamin D intake), that I chose as it was nominated for the Hugo and Nebula awards as well as a Not the Booker Prize Guardian choice. But not really worth the hype I think as the novel, A Memory Called Empire, is quite unidimensional (which is unfortunate for a space opera). In that the few characters that populate the book manage to move by themselves the political structure of the interstellar universe quite substantially. Within a few days. These characters are definitely attractive but somewhat too nice to be true and the way they bond and connect with one another is just implausible, even for a science fiction novel

“…no algorithm is innocent of its designersAn algorithm is only as perfect as the person designing it.”

The most interesting part in the story, although somewhat stretched too thin, is the conflict the central character feels between her attraction to the highly sophisticated culture of the Empire and the feeling that she will never be fully incorporated within that culture. Despite mastering the language and the societal codes well-enough to reach the upper spheres of society and impact them.

“…the real inspiration for the number-noun naming system comes from the naming practices of the Mixtec people of Oaxaca…” Arkady Martine

But, beside borrowing a lot to Japanese culture, and a wee bit to Maya or Aztec societies, the universe created by Arkady Martine is quite close to ours in its mundane aspects, including plastic spoons..! With very few truly novel technologies. But with email delivered on USB keys after travelling faster than light between star systems. The threat of an alien invasion is pending, by the end of the book, paving the way for an incoming second volume.To be read…

BayesComp’20

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , on January 10, 2020 by xi'an

First, I really have to congratulate my friend Jim Hobert for a great organisation of the meeting adopting my favourite minimalist principles (no name tag, no “goodies” apart from the conference schedule, no official talks). Without any pretense at objectivity, I also appreciated very much the range of topics and the sweet frustration of having to choose between two or three sessions each time. Here are some notes taken during some talks (with no implicit implication for the talks no mentioned, re. above frustration! as well as very short nights making sudden lapse in concentration highly likely).

On Day 1, Paul Fearnhead’s inaugural plenary talk was on continuous time Monte Carlo methods, mostly bouncy particle and zig-zag samplers, with a detailed explanation on the simulation of the switching times which likely brought the audience up to speed even if they had never heard of them. And an opening on PDMPs used as equivalents to reversible jump MCMC, reminding me of the continuous time (point process) solutions of Matthew Stephens for mixture inference (and of Preston, Ripley, Møller).

The same morn I heard of highly efficient techniques to handle very large matrices and p>n variables selections by Akihiko Nishimura and Ruth Baker on a delayed acceptance ABC, using a cheap proxy model. Somewhat different from indirect inference. I found the reliance on ESS somewhat puzzling given the intractability of the likelihood (and the low reliability of the frequency estimate) and the lack of connection with the “real” posterior. At the same ABC session, Umberto Picchini spoke on a joint work with Richard Everitt (Warwick) on linking ABC and pseudo-marginal MCMC by bootstrap. Actually, the notion of ABC likelihood was already proposed as pseudo-marginal ABC by Anthony Lee, Christophe Andrieu and Arnaud Doucet in the discussion of Fearnhead and Prangle (2012) but I wonder at the focus of being unbiased when the quantity is not the truth, i.e. the “real” likelihood. It would seem more appropriate to attempt better kernel estimates on the distribution of the summary itself. The same session also involved David Frazier who linked our work on ABC for misspecified models and an on-going investigation of synthetic likelihood.

Later, there was a surprise occurrence of the Bernoulli factory in a talk by Radu Herbei on Gaussian process priors with accept-reject algorithms, leading to exact MCMC, although the computing implementation remains uncertain. And several discussions during the poster session, incl. one on the planning of a 2021 workshop in Oaxaca centred on objective Bayes advances as we received acceptance of our proposal by BIRS today!

On Day 2, David Blei gave a plenary introduction to variational Bayes inference and latent Dirichlet allocations, somewhat too introductory for my taste although other participants enjoyed this exposition. He also mentioned a recent JASA paper on the frequentist consistency of variational Bayes that I should check. Speaking later with PhD students, they really enjoyed this opening on an area they did not know that well.

A talk by Kengo Kamatani (whom I visited last summer) on improved ergodicity rates for heavy tailed targets and Crank-NIcholson modifications to the random walk proposal (which uses an AR(1) representation instead of the random walk). With the clever idea of adding the scale of the proposal as an extra parameter with a prior of its own. Gaining one order of magnitude in the convergence speed (i.e. from d to 1 and from d² to d, where d is the dimension), which is quite impressive (and just published in JAP).Veronica Rockova linked Bayesian variable selection and machine learning via ABC, with conditions on the prior for model consistency. And a novel approach using part of the data to learn an ABC partial posterior, which reminded me of the partial  Bayes factors of the 1990’s although it is presumably unrelated. And a replacement of the original rejection ABC via multi-armed bandits, where each variable is represented by an arm, called ABC Bayesian forests. Recalling the simulation trick behind Thompson’s approach, reproduced for the inclusion or exclusion of variates and producing a fixed estimate for the (marginal) inclusion probabilities, which makes it sound like a prior-feeback form of empirical Bayes. Followed by a talk of Gregor Kastner on MCMC handling of large time series with specific priors and a massive number of parameters.

The afternoon also had a wealth of exciting talks and missed opportunities (in the other sessions!). Which ended up with a strong if unintended French bias since I listened to Christophe Andrieu, Gabriel Stolz, Umut Simsekli, and Manon Michel on different continuous time processes, with Umut linking GANs, multidimensional optimal transport, sliced-Wasserstein, generative models, and new stochastic differential equations. Manon Michel gave a highly intuitive talk on creating non-reversibility, getting rid of refreshment rates in PDMPs to kill any form of reversibility.

L’Armée Furieuse [book review]

Posted in Books, Travel with tags , , , , , , on December 9, 2018 by xi'an

“On dit que les Normands n’aiment pas beaucoup parler… Ce n’est pas qu’ils n’aiment pas parler, c’est qu’ils n’aiment pas répondre. Ce n’est pas la même chose.”

I picked this book by Fred Vargas at the airport mostly because the back cover mentioned Orbec a town near my hometown in rural Normandy. With a slight misspelling to avoid legal issues I presume. It made for a nice read in the long trip to Oaxaca even though it is filled with impossibilities and incoherences. The crux of the story is an interesting medieval myth called l’armée furieuse (the Wild Hunt) that tells of a spectral army crossing the North of France and picking dammed souls soon to die. The wild hunt is also called la mesnie or maisnie Hellequin, from the name of the Lord leading the spectral army. According to a English monk from a Norman monastery in the 1100’s. Myth that some in current era want to exploit to cover real crimes. As in the previous novels of Fred Vargas that I read there is an interesting undercurrent of exposing the machinery of a rural community, with highly unorthodox police officers. Not that I recognized much of my hometown atmosphere. And the Deus ex Machina represented by a local count [historically speaking, Orbec is only a barony] and the industrial plot were by far too implausible! (With a geographical inaccuracy of setting La Touques river nearby. And of mentioning a train station in Cernay, to end up on a very picky note.)