Archive for rugby

MCMC with multiple tries

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , on April 5, 2018 by xi'an

Earlier this year, Luca Martino wrote and arXived a review on multiple try MCMC. As its name suggests, the starting point of this algorithm is to propose N potential moves simultaneously instead of one, possibly according to N different proposal (conditional) densities, and to select one by a normalised importance sampling weight. The move is accepted by a Metropolis-Hastings step based on the ratio of the normalisation constants [at the current and at the one-before-current stages]. Besides the cost of computing the summation and generating the different variates, this method also faces the drawback of requiring N-1 supplementary simulations that are only used for achieving detailed balance and computing a backward summation of importance weights. (A first section of the review is dedicated to independent Metropolis-Hastings proposals, q(θ), which make life simpler, but are less realistic in my opinion since some prior knowledge or experimentation is necessary to build a relevant distribution q(θ).) An alternative covered in the survey is ensemble Monte Carlo (Neal, 2011), which produces a whole sample at each iteration, with target the product of the initial targets. This reminded me of our pinball sampler, which aimed at producing a spread-out sample while keeping the marginal correct. Although the motivation sounds closer to a particle sampler. Especially with this associated notion of an empirical approximation of the target. The next part of the review is about delayed rejection, which is a natural alternative approach to speeding up MCMC by considering several possibilities, if sequentially. Started in Antonietta Mira‘s 1999 PhD thesis. The difficulty with this approach is that the acceptance probability gets increasingly complex as the number of delays grows, which may annihilate its appeal relative to simultaneous multiple tries.

a mad afternoon!

Posted in pictures, Running, Travel with tags , , , , , , , , , on March 21, 2015 by xi'an

An insanely exciting final day and end to the 2015 Six Nations tournament! on the first game of the afternoon, Wales beat Italy in Rome by a sound 20-61!, turning them into likely champions. But then, right after, Ireland won against Scotland 10-40! In mythical Murrayfield. A feat that made them winners unless England won over France in Twickenham by at least 26 points. Which did not happen, in a completely demented rugby game, a game of antology where England dominated but France was much more inspired (if as messy as usual) than in the past games and fought fair and well, managing to loose 35-55 and hence block English victory of the Six Nations. Which can be considered as a victory of sorts…! Absolutely brilliant ending.

Χ on stage

Posted in Kids, pictures, Travel, University life with tags , , , , , , , on September 11, 2013 by xi'an

XonXA screen-shot of the video taken during my talk in Hong Kong (restricted to 2013 WSC attendants, I am afraid. Or not.), where I happened to be wearing my favourite (and only) Scotland rugby shirt with prominent  Χ labels…

on the way to work

Posted in pictures, Travel, University life with tags , , , , , , , on October 23, 2011 by xi'an

Here are some sights I cross when biking to work. Of course, it is not always that bright and sunny! (Like three days ago when it rained and I fell from my bike and broke another rib…) The sculpture is in fact a phone booth made by Sophie Calle, who is the only one to know the number and who calls at random times… Never happened when I crossed the bridge, so far.And a terrific final today both in black and in white/blue! A game of anthology for both sides. So much the opposite of the semi-final when France should not have won against Wales. (It helps supporting both France and New Zealand! When Scotland is not playing…)