travel woes

On my last trip to Warwick, the local (RER) train I boarded broke on its way to the CDG airport, after hitting something in a tunnel just three stops short of the airport, with so much delay and misleading communication that I missed my flight. While a minor issue for me, since I managed to work (and blog) in an airport lounge for most of the day—where I crossed path with Numerobis—, while waiting for the only flight to B’ham, this made me to reflect anew on the very poor state of the transportation network in Paris and its suburbs, with such incidents (power failures, broken rails, vetust engines, stolen cables, idiots on the tracks, &tc., even without mentioning the strikes) more and more the norm. And to wonder at how the ancient and bursting network is going to cope with the incoming flow of visitors attending the Olympics this summer… Actually, when compared with the other cities with a fairly reasonably efficient airport connection I experienced, it remains a mystery to me why the Greater Paris conurbation—whose president, Valérie Pécresse, was apparently deemed the main culprit for our train break by an incensed fellow passenger that morning!—has kept for years postponing the construction of a dedicated rail line between the airport and central Paris, as the unpredictable and uncomfortable suburban train is not delivering the intended message to Paris visitors and their still-growing contribution to the French GNP. But with the growing public opposition to any new infrastructure, incl. trains, this is unlikely to happen!

simulation as optimization [by kernel gradient descent]

Yesterday, which proved an unseasonal bright, warm, day, I biked (with a new wheel!) to the east of Paris—in the Gare de Lyon district where I lived for three years in the 1980’s—to attend a Mokaplan seminar at INRIA Paris, where Anna Korba (CREST, to which I am also affiliated) talked about sampling through optimization of discrepancies.
This proved a most formative hour as I had not seen this perspective earlier (or possibly had forgotten about it). Except through some of the talks at the Flatiron Institute on Transport, Diffusions, and Sampling last year. Incl. Marilou Gabrié’s and Arnaud Doucet’s.
The concept behind remains attractive to me, at least conceptually, since it consists in approximating the target distribution, known up to a constant (a setting I have always felt standard simulation techniques was not exploiting to the maximum) or through a sample (a setting less convincing since the sample from the target is already there), via a sequence of (particle approximated) distributions when using the discrepancy between the current distribution and the target or gradient thereof to move the particles. (With no randomness in the Kernel Stein Discrepancy Descent algorithm.)
Ana Korba spoke about practically running the algorithm, as well as about convexity properties and some convergence results (with mixed performances for the Stein kernel, as opposed to SVGD). I remain definitely curious about the method like the (ergodic) distribution of the endpoints, the actual gain against an MCMC sample when accounting for computing time, the improvement above the empirical distribution when using a sample from π and its ecdf as the substitute for π, and the meaning of an error estimation in this context.

“exponential convergence (of the KL) for the SVGD gradient flow does not hold whenever π has exponential tails and the derivatives of ∇ log π and k grow at most at a polynomial rate”

a journal of the conquest, war, famine, death[s], and chaos year

Read John Scalzi’s Head On, which is set in the same future America as Lock In, involving again the Halden syndrome patients forced to live by remotely operating robots (threeps) and introducing an extreme form of American football adapted to these patients, since they cannot be injured when their threep is. (Not as in the terrible 1975 dystopic Rollerball, which was supposedly taking place in… 2018!). The two main FBI detectives are the same as in Lock In, with great and funny dialogues but with mostly dialogues!, and a surprising disregard for team work and reporting to their hierarchy. My conclusion of the review of Lock In thus stands:

“the Halden detective conveniently happens to be the son of a very influential ex-basketball-player and hence to meet all the characters involved in the plot. This is pleasant but somewhat thin with a limited number of players considering the issues at stake and a rather artificial ending.”

Starting to cook a matcha rice pudding as an experiment, which proved successful in keeping both the matcha taste ad the rice pudding texture, and in lowering considerably the input of sugar [from which I must shy] in the recipe. (In all honesty, I actually used an organic substitute to matcha, grown and made in China!)

Found out while going to a repair shop for a brake replacement that my second bike (the one that I can leave locked in the street for a few hours!) was in such a bad state that I should not drive it. The wheels had indeed lost most of their material at the level of the brakes, due to alien, abrasive, material getting stuck inside the brake pads. My nearby repair shop was clearly uninterested in repairing a cheap, ten year old, bike and gave me a quote that was larger than my original purchase amount. I thus found a Décathlon store nearby PariSanté campus and brought back a new wheel attached to my backpack, which proved more manageable than dreaded!

Watched in the nearby cinema A Man (ある男) by Kei Ishikawa, based on a book with the same title by Keiichiro Hirano, that won the Yomiuri Prize for Literature.  (The main actress Sakura Ando also played a central role in the fantastic Cannes Palme d’Or winner Shoplifters.) I went thinking it would be a psychological thriller, but it proved me wrong, as the movie is much more about self identity, intimacy, and societal prejudices, than a detective story about usurped identity. The pace is deliberately slow and the director light, impressionist, touch gives depth and freedom to the characters, while keeping some of the mysteries behind the story open. I really enjoyed the film, which was the first time I had returned to a cinema since watching a Jim Harrison documentary in 2022. I also discovered thanks to the beginning and final scenes an infinitely deep René Magritte’s painting, La Reproduction Interdite, which I had never seen, and which was a perfect still for the film message.

mostly MC [April]

lecturing in Collège

A few weeks ago I gave a seminar on ABC (and its asymptotics) in the beautiful amphitheatre Marguerite de Navarre (a writer, a thinker, and a protector of writers like Rabelais and of reformist catholics, as well as th sister of the Collège founder, François I) of Collège de France, as complement of the lecture of that week by Stéphane Mallat, who is teaching this year on Learning and random sampling. In this lecture, Stéphane introduced Metropolis-Hastings as one can guess from the blackboards above! The amphitheatre was quite full since master students from several Parisian universities are following the course, along the “general public” since the first principle of the courses delivered at Collège de France is that they are open to everyone, free of charge and without preliminary registration! (As a countermeasure to the monopoly of the university of Paris, following the earlier example of the 1518 trilingual college of Louvain). Here are the slides I partly covered in the lecture.