Archive for Osaka

non-reversible guided Metropolis–Hastings

Posted in Mountains, pictures, Statistics, Travel with tags , , , , , , , , , , , , on June 4, 2020 by xi'an

Kengo Kamatani and Xiaolin Song, whom I visited in Osaka last summer in what seems like another reality!, just arXived another paper on a non-reversible Metropolis version. That exploits a group action and the associated Haar measure.

Following a proposal of Gustafson (1998), a ∆-guided Metropolis–Hastings kernel is based on a statistic ∆ that is totally ordered and determine the acceptance of a proposed value y~Q(x,.) by adding a direction (-,+) to the state space and moving from x if ∆x≤∆y in the positive direction and if ∆y≤∆x in the negative direction [with the standard Metropolis–Hastings acceptance probability]. The sign of the direction switches in case of a rejection. And the statistic ∆ is such that the proposal kernel Q(x,.) is unbiased, i.e., agnostic to the sign, i.e., it gives the same probability to ∆x≤∆y and ∆y≤∆x. This modification reduces the asymptotic variance compared with the original Metropolis–Hastings kernel.

To construct a random walk proposal that is unbiased, the authors assume that the ∆ transform takes values in a topological group, G, with Q further being invariant under the group actions. This can be constructed from a standard proposal by averaging the transforms of Q under all elements of the group over the associated right Haar measure. (Which I thought implied that the group is compact, except I forgot to account for the data update into a posterior..!) The worked-out example is based on a multivariate autoregressive kernel with ∆x being a rescaled non-central chi-squared variate. In dimension 24. The results show a clear improvement in effective sample size per second evaluation over off-the-shelf random walk and Hamiltonian Monte Carlo versions.

Seeing the Haar measure appearing in the setting of Markov chain Monte Carlo is fun!, as my last brush with it was not algorithmic. I would think the proposal only applies to settings where the components of the simulated vector are somewhat homogeneous in that the determinationthe determination of both the group action and a guiding statistic seem harder in cases where these components take different meaning (or live in a weird topology). I also lazily wonder if selecting the guiding statistic as a gradient of the log-target would have any interest.

Japan’s Kumano Kodo pilgrimage [book review]

Posted in Books, Mountains, Running, Travel with tags , , , , , , , , , , , , on September 8, 2019 by xi'an

When preparing our hiking trip to the Kumano Kodo pilgrimage route, I was extremely pleased to find a dedicated guidebook that covered precisely the region we wanted to explore and provided enough background material to make the walk sound feasible. However, once I found the Kumano Travel reservation website, run most efficiently by the Tanabe City Kumano Tourism Bureau, the information contained in this site made the guidebook less relevant. And when we arrived in Tanabe at the start of the trail, I found that the Bureau was also distributing free leaflets in English for each of the three main routes, which described day-by-day the stages of the hikes, as well as recommendations and tips. Making in the end or a posteriori the guidebook superfluous. (As the detailed description of the routes was not necessary, given how clearly they are identified. The leaflet managed to stand the five days on the trail despite rain, humidity, frequent consultations and a general lack of care, as shown above!)  Hence, while there is nothing wrong with the guidebook which also includes an extra day-hike along the Eastern coast of the Kii peninsula and another one from Koyasan to the bottom of the cablecar [again covered by leaflets at the local tourism bureau], I would not strongly recommend it. Interestingly (?), when I stated these mere facts as a review on Amazon, I was rejected as contravening their review guidelines without further precision… (I can only post comments on the French portal of Amazon as my associate gains mean that I never “buy” anything on the US portal!)


temples on Mount Koya

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , on September 1, 2019 by xi'an

bye and thank you for all the fish!

Posted in pictures, Travel with tags , , , , , , , , , , on August 24, 2019 by xi'an

Osaka castle[ jatp]

Posted in pictures, Travel with tags , , , , , , on August 21, 2019 by xi'an


hiking the Kumano Kodo Nakahechi imperial route

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , , , , , , , , on August 19, 2019 by xi'an

The Kumano Kodo is a network of paths of pilgrimage towards places seen as sacred by either buddhists or shintoists (or syncretists!) from the 700’s. (The Kumano Hongu Taisha shrine celebrated its 2050th anniversary last year!) Meaning for non-believers a well-established system of ancient hiking paths in the mountainous forests of the Kii peninsula, south of Osaka, Kyoto and Nara. Apart from the potential dangers of heavy rain, like massive mudslides, there is no particular difficulty in the hikes (which were done wearing braided straw shoes, the waraji sandals) and a dense network of guest-houses and bus routes makes it possible to adapt the length of the day trips to one’s speed. While this is the place of Japan with the maximum of rain, the hot temperatures actually make it more than bearable when it is a shower and not a typhoon!day one

14km, from Takijiri-oji to Chikatsuyu-Oui, 7:30 hours, 1100 positive gain, nice trail all the way, maximum temperature 32°, met two dozen hikers and two trail runners, got tired by the end, confused one minshuku guest house for another, the hosts of the first one drove us to the second and later brought me back my sandals I have left in their car, no English speaking at the second place and no Onsen but very nice bento box and a pleasant conversation with a couple of Ausso-Danish young women spending a month in Japan and four on the trail. Entire path under cover, making high heat so much more bearable! Not too much in terms of views despite following ridges and visiting tops. Plenty of huge butterflies.

day two

6km, from Doguyaba-bashi (reached by bus) back to Tsugizakura, 2:30-3:00 hours, maximum temperature 30⁰, mixed trail and road, rain spells and showers, met three other couples of hikers, arrived too early at the guest house, waited in a one-room thatched traditional tea house by the side of the road with free hōji-cha tea offered by a very nice old man (not English speaking, alas, which limited the exchanges), reached the guest house at the same time as a Canadian-Spanish couple embarked on a massive six month travel. The dinner was imperial with a whooping ten dishes, all delicate and beautiful. Plus getting our names in Japanese Kanji characters.

day three

9km, from Doguyaba-bashi (the host gave us a ride) to Hosshinmon-oji, 4 hours, 600 positive gain, maximum temperature 29⁰, heavier rain spells, first part really nice then switching to forest track due to closures, finishing detour on tar road, took the infrequent bus to Yunomine-Onsen due to the closure. A few more couples and lone hikers passed us. Stayed at a larger guest-house minshuku with its own natural onsen plus normally access to the river with swimming waterholes. Far from Hongu and Yunomine, alas. But also welcome place to wait two days for the typhoon Krosa to pass by Western Japan.

day four

14km, from Nachisan to Koguchi, 930 positive gain and 1260 negative gain!, alas cancelled as advised by local tourist office due to uncertainties on the state of the trail, took the bus instead and enjoyed a swim after a very hot day in the now quiet Kumanogawachonichi, next to a most congenial guesthouse. Very quiet place, superlative food!

day five

13km, from Koguchi to Ukegawa,  690 positive gain, 5:30 hours, maximal temperature 29⁰, sunny, very enjoyable part of the trail with many ridge walks, no road share, hardly any trace of the typhoon, and early arrival in Hongu. Met with a guest from the Yunomine-Onsen guest house hiking the other way. And very few others.

okonomiyaki [jatp]

Posted in pictures, Travel with tags , , , , , on August 9, 2019 by xi'an