Archive for PhD thesis

sampling using adaptive regenerative processes

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , on October 20, 2022 by xi'an

We just posted a new arXival on Sampling using Adaptive Regenerative Processes, written by Hector McKimm (Warwick), Andi Wang (soon Warwick), Murray Pollock (ex-Warwick), Gareth Roberts (Warwick) and myself. This is a collaborative that has been going on for a while, mostly via zoom in these Covid times. It builds upon the earlier paper of Wang et al.  (2021) constructing the regeneration process (Restore), by aiming at improving this process by adapting the regeneration distribution and hence dramatically reducing the number of regenerations. Gaining in addition the ability to sample from target distributions for which simulation under a fixed regeneration distribution is computationally intractable. This work is part of Hector’s PhD, written at Warwick.

35 years ago…

Posted in Books, Kids, Statistics, Travel, University life with tags , , , , , , , , on July 2, 2022 by xi'an

congrats, Dr. Clarté!

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on October 9, 2021 by xi'an

Grégoire Clarté, whom I co-supervised with Robin Ryder, successfully defended his PhD thesis last Wednesday! On sign language classification, ABC-Gibbs and collective non-linear MCMC. Congrats to the now Dr.Clarté for this achievement and all the best for his coming Nordic adventure, as he is starting a postdoc at the University of Helsinki, with Aki Vehtari and others. It was quite fun to work with Grégoire along these years. And discussing on an unlimited number of unrelated topics, incl. fantasy books, teas, cooking and the role of conferences and travel in academic life! The defence itself proved a challenge as four members of the jury, incl. myself, were “present remotely” and frequently interrupted him for gaps in the Teams transmission, which nonetheless broadcasted perfectly the honks of the permanent traffic jam in Porte Dauphine… (And alas could not share a celebratory cup with him!)

monomial representations on Netflix

Posted in Books, Kids, pictures, Travel with tags , , , , , , , , , , , , on February 16, 2021 by xi'an

When watching the first episode of Queen’s Gambit, following the recommendations of my son, I glimpsed the cover of a math thesis defended at Cornell by the mother of the main character..! Prior to 1957, year of her death. Searching a wee bit further, I found that there exists an actual thesis with this very title, albeit defended by Stephen Stanley in 1998 at the University of Birmingham. that is, Birmingham, UK [near Coventry]. Apart from this amusing trivia piece, I also enjoyed watching the first episodes of the series, the main actor being really outstanding in her acting, and the plot unfolding rather nicely, except for the chess games that are unrealistically hurried, presumably because watching people thinking is anathema on TV! The representation of misogyny at the time is however most realistic (I presume|!) and definitely shocking. (The first competition game when Beth Hamon loses is somewhat disappointing as failing to predict a Queen exchange is implausible at this level…) However, the growing self-destructive behaviour of Beth made me cringe to the point of stopping the series. The early episodes also reminded me of the days when my son had started playing chess with me, winning on a regular basis, had then joined a Saturday chess nearby, was moved to the adult section within a few weeks, and … stopped altogether a few weeks later as he (mistakenly) thought the older players were making fun of him!!! He never got to any competitive level but still plays on a regular basis and trashes me just as regularly. Coincidence or not, the Guardian has a “scandalous” chess story to relate last week,  when the Dutch champion defeated the world top two players, with one game won by him having prepared the Najdorf Sicilian opening up to the 17th round! (The chess problem below is from the same article but relates to Antonio Medina v Svetozar Gligoric, Palma 1968.)

generalised Poisson difference autoregressive processes

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , on February 14, 2020 by xi'an

Yesterday, Giulia Carallo arXived the paper on generalised Poisson difference autoregressive processes that is a component of her Ph.D. thesis at Ca’ Foscari Universita di Venezia and to which I contributed while visiting Venezia last Spring. The stochastic process under study is integer valued as a difference of two generalised Poisson variates, made dependent by an INGARCH process that expresses the mean as a regression over past values of the process and past means. Which can be easily simulated as a difference of (correlated) Poisson variates. These two variates can in their turn be (re)defined through a thinning operator that I find most compelling, namely as a sum of Poisson variates with a number of terms being a (quasi-) Binomial variate depending on the previous value. This representation proves useful in establishing stationarity conditions on the process. Beyond establishing various properties of the process, the paper also examines how to conduct Bayesian inference in this context, with specialised Gibbs samplers in action. And comparing models on real datasets via Geyer‘s (1994) logistic approximation to Bayes factors.

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