Archive for Scandinavia

delayed-acceptance. ADA boosted

Posted in Statistics with tags , , , , , on August 11, 2019 by xi'an

Samuel Wiqvist and co-authors from Scandinavia have recently arXived a paper on a new version of delayed acceptance MCMC. The ADA in the novel algorithm stands for approximate and accelerated, where the approximation in the first stage is to use a Gaussian process to replace the likelihood. In our approach, we used subsets for partial likelihoods, ordering them so that the most varying sub-likelihoods were evaluated first. Furthermore, if a parameter reaches the second stage, the likelihood is not necessarily evaluated, based on the global probability that a second stage is rejected or accepted. Which of course creates an approximation. Even when using a local predictor of the probability. The outcome of a comparison in two complex models is that the delayed approach does not necessarily do better than particle MCMC in terms of effective sample size per second, since it does reject significantly more. Using various types of surrogate likelihoods and assessments of the approximation effect could boost the appeal of the method. Maybe using ABC first could suggest another surrogate?

Þe Norse farce [design #2]

Posted in Kids, Mountains, pictures with tags , , , , , , , , on November 19, 2018 by xi'an


postdocs positions in Uppsala in computational stats for machine learning

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on October 22, 2017 by xi'an

Lawrence Murray sent me a call for two postdoc positions in computational statistics and machine learning. In Uppsala, Sweden. With deadline November 17. Definitely attractive for a fresh PhD! Here are some of the contemplated themes:

(1) Developing efficient Bayesian inference algorithms for large-scale latent variable models in data rich scenarios.

(2) Finding ways of systematically combining different inference techniques, such as variational inference, sequential Monte Carlo, and deep inference networks, resulting in new methodology that can reap the benefits of these different approaches.

(3) Developing efficient black-box inference algorithms specifically targeted at inference in probabilistic programs. This line of research may include implementation of the new methods in the probabilistic programming language Birch, currently under development at the department.

wet summer reads [book reviews]

Posted in Books, Kids, Mountains, pictures, Travel with tags , , , , , , , , , , , , , , , , , , , , on September 24, 2017 by xi'an

“‘Oh ye of little faith.’ Rebus picked up his lamb chop and bit into it.” Ian Rankin, Rather be the Devil

Rebus’ latest case, a stray cat, a tree that should not be there, psychological worries in Uppsala, maths formulas, these are the themes of some of my vacation books. I read more than usual because of the heavy rains we faced in Northern Italy (rather than Scotland!). Ian Rankin’s latest novel Rather be the Devil reunites most of the characters of past novels, from John Rebus to Siobhan Clarke, Malcolm Fox, Big Ger’ Cafferty, and others. The book is just as fun to read as the previous ones (but only if one has read those I presume!), not particularly innovative in its plot, which recalls some earlier ones, and a wee bit disappointing in the way Big Ger’ seems to get the upper hand against Rebus and the (actual) police. Nonetheless pleasant for the characters themselves, including the City of Edinburgh itself!, and the dialogues. Rebus is not dead yet (spoiler?!) so there should be more volumes to come as Rankin does not seem to manage without his trademark detective. (And the above quote comes in connection with the muttonesque puzzle I mention in my post about Skye.)

The second book is a short story by Takashi Hiraide called The Guest Cat (in French, The cat who came from Heaven, both differing from the Japanese Neko ko kyaku) and which reads more like a prose poem than like a novel. It is about a (Japanese) middle-aged childless couple living in a small rented house that is next to a beautiful and decaying Japanese garden. And starting a relation with the neighbours’ beautiful and mysterious cat. Until the cat dies, somewhat inexplicably, and the couple has to go over its sorrow, compounded by the need to leave the special place where they live. This does not sound much of a story but I appreciated the beautiful way it is written (and translated), as well as related to it because of the stray cat that also visits us on a regular basis! (I do not know how well the book has been translated from Japanese into English.)

The third book is called Debout les Morts (translated as The Three Evangelists) and is one of the first detective stories of Fred Vargas, written in 1995. It is funny with well-conceived characters (although they sometimes verge so much on the caricature as to make the novel neo-picaresque) and a fairly original scenario that has a Russian doll or onion structure, involving many (many) layers. I was definitely expecting anything but the shocking ending! The three main characters (hence the English translation title) in the novel are 35-ish jobless historians whose interests range from hunter-gatherers [shouldn’t then he be a pre-historian?!] to the Great [WWI] War, with a medieval expert in the middle. (The author herself is a medieval historian.) As written above, it is excessive in everything, from the characters to the plot, to the number of murders, but or maybe hence it is quite fun to read.

The fourth book is Kjell Eriksson‘s Jorden ma rämna that I would translate from the French version as The earth may well split (as it is not translated in English at this stage), the second volume of the Ann Lindell series, which takes place in Uppsala, and in the nearby Swede countryside. I quite enjoyed this book as the detective part was is almost irrelevant. To the point of having the killer known from the start. As in many Scandinavian noir novels, especially Swedish ones, the social and psychological aspects are predominant, from the multiple events leading a drug addict to commit a series of crimes, to the endless introspection of both the main character and her solitude-seeking boyfriend, from the failures of the social services to deal with the addict to a global yearning for the old and vanished countryside community spirit, to the replacement of genuine workers’ Unions by bureaucratic structures. Not the most comforting read for a dark and stormy night, but definitely a good and well-written book.

And the last book is yet again a Japanese novel by Yôko Ogawa, The Housekeeper and The Professor, which title in French is closer to the Japanese title, The professor’s favourite equation (博士の愛した数式), is about a invalid maths professor who has an 80 minutes memory span, following a car accident. His PhD thesis was about the Artin conjecture. And about his carer (rather than housekeeper) who looks after him and manages to communicate despite the 80 mn barrier. And about the carer’s son who is nicknamed Root for having a head like a square root symbol (!). The book is enjoyable enough to read, with a few basic explanations of number theory, but the whole construct is very contrived as why would the professor manage to solve mathematical puzzles and keep some memory of older baseball games despite the 80mn window. (I also found the naivety of the carer as represented throughout the book a wee bit on the heavy side.)

Not a bad summer for books, in the end!!!

Takaisin helsinkiin

Posted in pictures, Statistics, Travel with tags , , , , , , , , , , on July 23, 2017 by xi'an

I am off tomorrow morning to Helsinki for the European Meeting of Statisticians (EMS 2017). Where I will talk on how to handle multiple estimators in Monte Carlo settings (although I have not made enough progress in this direction to include anything truly novel in the talk!) Here are the slides:

I look forward this meeting, as I remember quite fondly the previous one I attended in Budapest. Which was of the highest quality in terms of talks and interactions. (I also remember working hard with Randal Douc on a yet-unfinished project!)

ABC postdoc in Olso

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , on April 26, 2017 by xi'an

Jukka Corander sent me the announcement that he is opening a 3 year postdoctoral position at the University of Oslo, to work with him and his team on ABC projects. This sounds quite an exciting offer, plus gives the nominee the opportunity to live in the most enjoyable city of Oslo for several years in fairly comfy conditions! The deadline is May 31. (If I was at a stage of my career where applying made sense, I would definitely candidate. Not even waiting for the outcome of the French elections on May 7!)

the girl who saved the king of Sweden [book review]

Posted in Books, Kids, Travel with tags , , , , , , , , , , , on June 27, 2015 by xi'an

When visiting a bookstore in Florence last month, during our short trip to Tuscany, I came upon this book with enough of a funny cover and enough of a funny title (possibly capitalising on the similarity with “the girl who played with fire”] to make me buy it. I am glad I gave in to this impulse as the book is simply hilarious! The style and narrative relate rather strongly to the series of similarly [mostly] hilarious picaresque tales written by Paasilina and not only because both authors are from Scandinavia. There is the same absurd feeling that the book characters should not have this sort of things happening to them and still the morbid fascination to watch catastrophe after catastrophe being piled upon them. While the story is deeply embedded within the recent history of South Africa and [not so much] of Sweden for the past 30 years, including major political figures, there is no true attempt at making the story in the least realistic, which is another characteristic of the best stories of Paasilina. Here, a young girl escapes the poverty of the slums of Soweto, to eventually make her way to Sweden along with a spare nuclear bomb and a fistful of diamonds. Which alas are not eternal… Her intelligence helps her to overcome most difficulties, but even her needs from time to time to face absurd situations as another victim. All is well that ends well for most characters in the story, some of whom one would prefer to vanish in a gruesome accident. Which seemed to happen until another thread in the story saved the idiot. The satire of South Africa and of Sweden is most enjoyable if somewhat easy! Now I have to read the previous volume in the series, The Hundred-Year-Old Man Who Climbed Out of the Window and Disappeared!