Archive for outdoor swimming

21w5107 [day 2]

Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , on December 1, 2021 by xi'an

After a rich and local (if freezing) dinner on a rooftop facing the baroque Oaxaca cathedral, and an early invigorating outdoor swim in my case!, the morning session was mostly on mixtures, with Helen Ogden exploring X validation for (estimating the number k of components for) finite mixtures, when using the likelihood as an objective function. I was unclear of the goal however when considering that the data supporting the study was Uniform (0,1), nothing like a mixture of Normal distributions. And about the consistency attached to the objective function. The session ended with Diana Cai presenting a counter-argument in the sense that she proved, along with Trevor Campbell and Tamara Broderick, that the posterior on k diverges to infinity with the number n of observations if a mixture model is misspecified for said data. Which does not come as a major surprise since there is no properly defined value of k when the data is not generated from the adopted mixture. I would love to see an extension to the case when the k component mixture contains a non-parametric component! In-between, Alexander Ly discussed Bayes factors for multiple datasets, with some asymptotics showing consistency for some (improper!) priors if one sample size grows to infinity. With actually attaining the same rate under both hypotheses. Luis Nieto-Barajas presented an approach on uncertainty assessment through KL divergence for random probability measures, which requires a calibration of the KL in this setting, as KL does not enjoy a uniform scale, and a prior on a Pólya tree. And Chris Holmes presented a recent work with Edwin Fong and Steven Walker on a prediction approach to Bayesian inference. Which I had had on my reading list for a while. It is a very original proposal where likelihoods and priors are replaced by the sequence of posterior predictives and only parameters of interest get simulated. The Bayesian flavour of the approach is delicate to assess though, albeit a form of non-parametric Bayesian perspective… (I still need to read the paper carefully.)

In the afternoon session, Judith Rousseau presented her recent foray in cut posteriors for semi-parametric HMMs. With interesting outcomes for efficiently estimating the transition matrix, the component distributions, and the smoothing distribution. I wonder at the connection with safe Bayes in that cut posteriors induce a loss of information. Sinead Williamson spoke on distributed MCMC for BNP. Going back at the “theme of the day”, namely clustering and finding the correct (?) number of clusters. With a collapsed versus uncollapsed division that reminded me of the marginal vs. conditional María Gil-Leyva discussed yesterday. Plus a decomposition of a random measure into a finite mixture and an infinite one that also reminded me of the morning talk of Diana Cai. (And making me wonder at the choice of the number K of terms in the finite part.) Michele Guindani spoke about clustering distributions (with firecrackers as a background!). Using the nDP mixture model, which was show to suffer from degeneracy (as discussed by Frederico Camerlenghi et al. in BA). The subtle difference stands in using the same (common) atoms in all random distributions at the top of the hierarchy, with independent weights. Making the partitions partially exchangeable. The approach relies on Sylvia’s generalised mixtures of finite mixtures. With interesting applications to microbiome and calcium imaging (including a mice brain in action!). And Giovanni Rebaudo presented a generalised notion of clustering aligned on a graph, with some observations located between the nodes corresponding to clusters. Represented as a random measure with common parameters for the clusters and separated parameters outside. Interestingly playing on random partitions, Pólya urns, and species sampling.

more of Sugiton at dawn [jatp]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , , , on November 7, 2021 by xi'an

Sugiton at dawn [jatp]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , on October 28, 2021 by xi'an

the 3 X loop

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , on June 6, 2021 by xi'an

2 star 3 athlon

Posted in Mountains, pictures, Running, Travel, Wines with tags , , , , , , , , , , , , , on June 5, 2021 by xi'an

During the week on Lac d’Annecy, I took most of the day off to run the 3 X trail, a first true run since 01 Jan, then cycle around the lake (with alas some discontinuities in the otherwise fantastic biking lane and an unexpected hill in Talloires) and have a lake swim in the early evening, when the water was at its warmest (15⁰), which makes it a triathlon of sorts.

The reward for the (moderate!) exercise was a take-away dinner, which is rather unusual for us but the more here because it was a two-star Michelin take-away! Namely, the Auberge du père Bise restaurant, with Jean Sulpice as its chef, located in Talloires-Montmin, by the lake, and featuring mostly local products. While eating at the restaurant would have been impossible, esp. wearing biking gear!, and beyond my pricing standards, we were able to enjoy six dishes, from an artichoke and ewe cheese salad, to an asparagus salad with rocket salad pesto, to polenta gnocchis with asparagus and tomato confit, to crayfish raviolis in a rich nutty sauce, to a rhubarb and verbena crumble, and to a lemon, praliné, and nut tart. Fabulous end of a well-occupied day!

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