**W**hile my train ride to the fabulous De Gaulle airport was so much delayed that I had less than ten minutes from jumping from the carriage to sitting in my plane seat, I handled the run through security and the endless corridors of the airport in the allotted time, and reached Munich in time for my afternoon seminar and several discussions that prolonged into a pleasant dinner of Wiener Schnitzel and Eisbier. This was very exciting as I met physicists and astrophysicists involved in population Monte Carlo and parallel MCMC and manageable harmonic mean estimates and intractable ABC settings (because simulating the data takes eons!). I wish the afternoon could have been longer. And while this is the third time I come to Munich, I still have not managed to see the centre of town! Or even the nearby mountains. Maybe an unsuspected consequence of the Heisenberg principle…

## Archive for particle physics

## trip to München

Posted in Mountains, Statistics, Travel, University life, Wines with tags ABC, Astrophysics, Bavaria, Charles de Gaulle, dark matter, Eisbier, Germany, Max Planck Institute, Munich, particle physics, population Monte Carlo, RER B, Roissy, Wener-Heisenberg-Institut on October 19, 2015 by xi'an## Le Monde puzzle [#849]

Posted in Books, Kids, R, Statistics with tags five sigma, Higgs boson, LaTeX, Le Monde, mathematical puzzle, particle physics on January 19, 2014 by xi'an**A** straightforward Le Monde mathematical puzzle:

Find a pair (a,b) of integers such that a has an odd number d of digits larger than 2 and ab is written as 10^{d+1}+10a+1. Find the smallest possible values of a and of b.

**I** ran the following R code

d=3 for (a in 10^(d-1):(10^d-1)){ c=10^(d+1)+10*a+1 if (a*trunc(c/a)==c) print(c(a,c))}

which produced a=137 (and b=83) as the unique case. For d=4, I obtained a=9091 and b=21, for d=6, a=909091, and b=21, for d=7, a=5882353 and b=27, while for d=5, my code did not return any solution. While d=8 took too long to run, a prime factor decomposition of 10⁹+1 leads to (with the schoolmath R library)

> for (d in 3:10) print(c(d,prime.factor(10^(d+1)+1))) [1] 3 73 137 [1] 4 11 9091 [1] 5 101 9901 [1] 6 11 909091 [1] 7 17 5882353 [1] 8 7 11 13 19 52579 [1] 9 101 3541 27961 [1] 10 11 11 23 4093 8779

which gives a=52631579 and b=29 for d=8 and also explains why there is no solution for d=5. The corresponding a has too many digits!

**T**his issue of Le Monde Science&Médecine leaflet had more interesting entries, from one on *“LaTeX as the lingua franca of mathematicians”*—which presumably made little sense to any reader unfamiliar with LaTeX—to the use of “big data” tools (like news rover) to analyse data produce by the medias, to yet another tribune of Marco Zito about the “five sigma” rule used in particle physics (and for the Higgs boson analysis)—with the reasonable comment that a large number of repetitions of an experiment is likely to exhibit unlikely events, and an also reasonable recommendation to support “reproduction experiments” that aim at repeating exceptional phenomena—, to a solution to puzzle #848—where the resolution is the same as mine’s, but mentions the principle of Dirichlet’s drawers to exclude the fact that all prices are different, a principle I had never heard off…

## Alésia sunset

Posted in pictures, Running, Statistics, University life, Wines with tags Alésia, church, Paris, particle physics, Russian roulette, sign problem, sunset, unbiasedness on July 12, 2013 by xi'an**M**ark Girolami came on Monday for a short visit at CREST this week, to discuss further the Russian roulette with Nicolas and I (and evacuate some of my “worries”), exploit the potential links with vanilla Rao-Blackwellisation, and look at other directions of common interest. In the conversation, we spent a while pondering about the “sign problem”, namely the difficulty with signed unbiased estimates of positive normalising constants. Quickly bumping into the impossibility of simulating from a negative density. Not that we had high expectations of solving in a single afternoon an NP hard problem, and one of the major unsolved problems in the physics of many-particle systems… Although Mark had made the “mistake” of picking a Monday for his visit, reducing considerably the potential for wine bars and great restaurants in the area, we undertook to play Russian roulette with sea-shells, at a brasserie in the shadow of Alésia church, without any of us being hit by a bacterial bullet. (Mark then played the Parisian roulette by biking back to the north of Paris and his hotel, again managing to foil the automotive bullet!)

## Monte Carlo workshop (Tage 1 & 2)

Posted in Statistics, Travel, University life with tags DESY, Dieharder, Germany, Hamburg, Higgs boson, hybrid Monte Carlo, leapfrog generator, Monte Carlo methods, particle physics, protein folding, simulation on February 21, 2013 by xi'an**G**athering with simulators from other fields (mostly [quantum] physicists) offers both the appeal of seeing different perspectives on simulation and the diffiulty of having to filter alien vocabulary and presentation styles (generally assuming too much background from the audience). For instance; while the first talk on Tuesday by Gergely Barnaföldi about using GPUs for simulation was quite accessible, showing poor performances of the (CPU based) Mersenne twister., when using Dieharder as the evaluator. (This was in comparison with GPU-based solutions.) This provided an interesting contrapoint to the (later) seminar by Frederik James on random generators. (Of course, I did have some preliminary background on the topic.)

**O**n the opposite, the second talk by Stefan Schäfer involved hybrid Monte Carlo methods but it took a lot of efforts (for me) to translate back to my understanding of the notion, gathered from this earlier Read Paper of Girolami and Calderhead, with the heat-bath and leapfrog algorithms. One extreme talk in this regard was William Lester’s talk on Wednesday morning on quantum Monte Carlo and its applications in computational chemistry where I could not get past the formulas! Too bad because it sounded quite innovative with notions like variational Monte Carlo and diffusion Monte Carlo… Nice movies, though. On the other hand, the final talk of the morning by Gabor Molnar-Saska on option pricing was highly pedagogical, defining everything and using simple examples as illustrations. (It certainly did not cure my misgivings about modelling the evolution of stock prices via pre-defined diffusions like Black-and-Scholes’, but the introduction was welcome, given the heterogeneity of the audience.) Both talks on transportation problems were also more accessible (maybe because they involved no pysics!)

**T**he speakers in the afternoon sessions of Wednesday also made a huge effort to bring the whole audience up-to-date about their topic, like protein folding and high-energy particle physics (although everyone knows about the Higgs boson nowadays!). And ensemble Kalman filters (x2). In particular, Andrew Stuart did a great job with his simulation movies. Even the final talk about path-sampling for quantum simulation was mostly understandable, at least the problematic of it. Sadly, at this stage, I still cannot put a meaning on “quantum Monte Carlo”… (*Incidentally, I do not think my own talk reached much of the audience, missing convincing examples I did not have time to present:)*

## Kant, Platon, Bayes, & Le Monde…

Posted in Books, Statistics, University life with tags Bayesian confidence interval, cosmology, frequentist inference, Fushimi Inari-Taihsa shrine, Immanuel Kant, ISBA 2012, Japan, Kyoto, Le Monde, Marco Zito, particle physics, platonicism, Thomas Bayes on July 2, 2012 by xi'an**I**n the weekend edition of *Le Monde* I bought when getting out of my plane back from Osaka, and ISBA 2012!, the science leaflet has a (weekly) tribune by a physicist called Marco Zito that discussed this time of the differences between frequentist and Bayesian confidence intervals. While it is nice to see this opposition debated in a general audience daily like *Le Monde*, I am not sure the tribune will bring enough light to help to the newcomer to reach an opinion about the difference! (The previous tribune considering Bayesian statistics was certainly more to my taste!)

**S**ince I cannot find a link to the paper, let me sum up: the core of the tribune is to wonder what does 90% in *90% confidence interval* mean? The Bayesian version sounds ridiculous since “there is a single true value of *[the parameter]* M and it is either in the interval or not” *[my translation]*. The physicist then goes into stating that the probability is in fact “subjective. It measures the degree of conviction of the scientists, given the data, for M to be in the interval. If those scientists were aware of another measure, they would use another interval” *[my translation]*. Darn… so many misrepresentations in so few words! First, as a Bayesian, I most often consider there is a true value for the parameter associated with a dataset but I still use a prior and a posterior that are not point masses, without being incoherent, simply because the posterior only summarizes what I know about the parameter, but is obviously not a property of the true parameter. Second, the fact that the interval changes with the measure has nothing to do with being Bayesians. A frequentist would also change her/his interval with other measures…Third, the Bayesian “confidence” interval is but a tiny (and reductive) part of the inference one can draw from the posterior distribution.

**F**rom this delicate start, things do not improve in the tribune: the frequentist approach is objective and not contested by Marco Zito, as it sounds eminently logical. Kant is associated with Bayes and Platon with the frequentist approach, “religious wars” are mentioned about both perspectives debating endlessly about the validity of their interpretation (is this truly the case? In the few cosmology papers I modestly contributed to, referees’ reports never objected to the Bayesian approach…) The conclusion makes one wonders what is the overall point of this tribune: superficial philosophy (“the debate keeps going on and this makes sense since it deals with the very nature of research: can we know and speak of the world *per se* or is it forever hidden to us? (…) This is why doubt and even distrust apply about every scientific result and also in other settings.”) or criticism of statistics (“science (or art) of interpreting results from an experiment”)? (And to preamp a foreseeable question: no, I am not writing to the journal this time!)