Archive for Oxford

la belle sauvage [book review]

Posted in Statistics with tags , , , , , , , , , , , on February 25, 2018 by xi'an

Another book I brought back from Austin. And another deeply enjoyable one, although not the end of a trilogy of trilogies this time. This book, La Belle Sauvage, is first in a new trilogy by Philip Pullman that goes back to the early infancy of the hero of His Dark Materials, Lyra. Later volumes will take place after the first trilogy.

This is very much a novel about Oxford, to the point it sometimes seems written only for people with an Oxonian connection. After all, the author is living in Oxford… (Having the boat of the two characters passing by the [unnamed] department of Statistics at St. Giles carried away by the flood was a special sentence for me!)

Also, in continuation of His Dark Materials, a great steampunk universe, with a very oppressive Church and so far a limited used of magicks! Limited to the daemons, again in continuation with past volumes…

Now, some passages of the book remind me of Ishiguro’s buried giant, in the sense that the characters meeting myths from other stories may “really” meet them or instead dream. This is for instance the case when they accost at a property where an outworldy party is taking place and no-one is noticing them. Or when they meet a true giant that is a river deity, albeit not in the spirit of Ben Aaronovitch’s Rivers of London novels.

The story is written in the time honoured setup of teenager discovery travels, with not so much to discover as the whole country is covered by water. And the travel gets a wee bit boring after a while, with a wee bit too many coincidences, the inexplicable death (?) of a villain, and an hurried finale, where the reverse trip of the main characters takes a page rather than one book…

Trivia: La Belle Sauvage was also the name of the pub in Ludgate Hill where Pocahontas and her brother Tomocomo stayed when they first arrived in London. And The Trout is a true local pub, on the other side of Port Meadow [although I never managed to run that far in that direction while staying in St. Hugh, Oxford, last time, the meadow being flooded!].

Looking forward the second volume (already written, so no risk of The Name of the Wind or Game of Thrones quagmires, i.e., an endless wait for the next volume!), hoping the author keeps up the good work, the right tension in the story, and avoids by all means parallel universes, which were so annoying in the first trilogy! (I do remember loosing interest in the story during the second book and having trouble finishing the third one. I am not sure my son [who started before me] ever completed the trilogy…)

amazing appendix

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , on February 13, 2018 by xi'an

In the first appendix of the 1995 Statistical Science paper of Besag, Green, Higdon and Mengersen, on MCMC, “Bayesian Computation and Stochastic Systems”, stands a fairly neat result I was not aware of (and which Arnaud Doucet, with his unrivalled knowledge of the literature!, pointed out to me in Oxford, avoiding me the tedium to try to prove it afresco!). I remember well reading a version of the paper in Fort Collins, Colorado, in 1993 (I think!) but nothing about this result.

It goes as follows: when running a Metropolis-within-Gibbs sampler for component x¹ of a collection of variates x¹,x²,…, thus aiming at simulating from the full conditional of x¹ given x⁻¹ by making a proposal q(x|x¹,x⁻¹), it is perfectly acceptable to use a proposal that depends on a parameter α (no surprise so far!) and to generate this parameter α anew at each iteration (still unsurprising as α can be taken as an auxiliary variable) and to have the distribution of this parameter α depending on the other variates x²,…, i.e., x⁻¹. This is the surprising part, as adding α as an auxiliary variable was messing up the update of x⁻¹. But the proof as found in the 1995 paper [page 35] does not require to consider α as such as it establishes global balance directly. (Or maybe still detailed balance when writing the whole Gibbs sampler as a cycle of Metropolis steps.) Terrific! And a whiff mysterious..!

annual visit to Oxford

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , on February 1, 2018 by xi'an

As in every year since 2014, I am spending a few days in Oxford to teach a module on Bayesian Statistics to our Oxford-Warwick PhD students. This time I was a wee bit under the weather due to a mild case of food poisoning and I can only hope that my more than sedate delivery did not turn definitely the students away from Bayesian pursuits!

The above picture is at St. Hugh’s College, where I was staying. Or should it be Saint Hughes, since this 12th century bishop was a pre-Brexit European worker from Avalon, France… (This college was created in 1886 for young women of poorer background. And only opened to male students a century later. The 1924 rules posted in one corridor show how these women were considered to be so “dangerous” by the institution that they had to be kept segregated from men, except their brothers!, at all times…)

Arcad’yaaawn… [book review]

Posted in Books, pictures, Travel with tags , , , , , , , , , , , , , on November 19, 2017 by xi'an

“How does it do this? Pears, not traditionally a science fiction writer, employs some commonly used devices of the genre to create a mind-bending but wholly satisfying tale…” Robin’s Books

“Indeed, Arcadia seems to be aimed at the lucrative crossover point between the grownup and YA markets, even if it lacks the antic density of the Harry Potter series or the focused peril of The Hunger Games.” Steven Poole, The Guardian

The picture above is completely unrelated with the book if not the title. (And be at rest: I am not going to start an otter theme in the spirit of Andrew’s cats… Actually a cat plays a significant role in this book.) But Pears’ Arcadia is a fairly boring tale and an attempt at a rather dry play on the over-exploited theme of time-travel. Yaaawny, indeed!

I am fairly disappointed by this book, the more because Pears’ An Instance at the Fingerpost is a superb book, one of my favourites!, with a complexity of threads and levels, while maintaining a coherence of the plot that makes the final revelation a masterpiece. The Dream of Scipio also covers several historical periods of French Provence with a satisfactory plot and deep enough background (fed by a deep knowledge of the area and the eras…). The background, the broader perspective, the deep humanity of the characters, all these qualities of Pears’ books are lost in Arcadia, which sums up as an accumulation of clichés on dystopias, time-travel, and late 1950’s Oxford academics. [Warning, spoilers ahoy!] The parallel (and broadly medieval) universe to which the 20th century characters time-travel has some justifications for being a new type of Flatland: it is the creation of a single Oxonian academic, a mix of J.R. Tolkien and Eric Ambler. But these 20th century characters are equally charicaturesque. And so are the oppressors and the rebels in the distant future. (Set on the Isle of Mull, of all places!) And the mathematics of the time-travel apparatus are carefully kept hidden (with the vague psychomathematics there reminding me of the carefully constructed Asimov’s psychohistory.)

There is a point after which pastiches get stale and unattractive. And boring, so Yawn again. (That the book came to be shortlisted for the Arthur C. Clarke award this year is a mystery.)

the fifth season [book review]

Posted in Books, Kids, Travel with tags , , , , , , , on May 14, 2017 by xi'an

When in Oxford two months ago, I dropped by the original Blackwell bookstore on my way to the station and rather hurriedly grabbed a few books from the science-fiction and fantasy section! One of them was The Fifth Season by N.K. Jemisin, which sounded exciting [enough] from the back cover and gave a sort of reassurance from the Hugo Award label on the front cover.

While I end up being rather disappointed with the whole book, there are redeeming features, from the universe conception, where massive earthquakes destroy civilisations now and then and where some races can locally control or unravel telluric forces, to the multifaceted conception of the story, with three women blessed or plagued with this ability, to the exposition of the exploitation of those women by the ruling class and the rejection by most of their society. This ends up however too much of a ping-pong game, when moving from one character to another character is more and more of a nuisance, with a predictable reunification of the three viewpoints at the end and just too many deus ex machina moments, even for people controlling earthquakes.

Coincidentally [not really!], the author, N.K. Jemisin, also happens to be the science-fiction and fantasy book editor for The New York Times, with a compilation of her favourite titles every trimester or so. And a tendency towards short stories, anthologies and graphic novels that makes the entries mildly appealing to me. But still managed to signal to me a recent publishing of some short stories by Ursula Le Guin.

non-reversible Langevin samplers

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on February 6, 2017 by xi'an

In the train to Oxford yesterday night, I read through the recently arXived Duncan et al.’s Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation. Standing up the whole trip in the great tradition of British trains.

The paper is fairly theoretical and full of Foster-Lyapunov assumptions but aims at defending an approach based on a non-reversible diffusion. One idea is that the diffusion based on the drift {∇ log π(x) + γ(x)} is associated with the target π provided

∇ . {π(x)γ(x)} = 0

which holds for the Langevin diffusion when γ(x)=0, but produces a non-reversible process in the alternative. The Langevin choice γ(x)=0 happens to be the worst possible when considering the asymptotic variance. In practice however the diffusion need be discretised, which induces an approximation that may be catastrophic for convergence if not corrected, and a relapse into reversibility if corrected by Metropolis. The proposal in the paper is to use a Lie-Trotter splitting I had never heard of before to split between reversible [∇ log π(x)] and non-reversible [γ(x)] parts of the process. The deterministic part is chosen as γ(x)=∇ log π(x) [but then what is the point since this is Langevin?] or as the gradient of a power of π(x). Although I was mostly lost by that stage, the paper then considers the error induced by a numerical integrator related with this deterministic part, towards deriving asymptotic mean and variance for the splitting scheme. On the unit hypercube. Although the paper includes a numerical example for the warped normal target, I find it hard to visualise the implementation of this scheme. Having obviously not heeded Nicolas’ and James’ advice, the authors also analyse the Pima Indian dataset by a logistic regression!)

back in Oxford

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on January 30, 2017 by xi'an

As in the previous years, I am back in Oxford (England) for my short Bayesian Statistics course in the joint Oxford-Warwick PhD programme, OxWaSP.  For some unclear reason, presumably related to the Internet connection from Oxford, I have not been able to upload my slides to Slideshare, so here the [99.9% identical] older version: