ICMS supports mirrors

Posted in Travel, University life with tags , , , , on December 6, 2021 by xi'an

Received an announcement from the International Centre for Mathematical Sciences (ICMS) in Edinburgh that they will support mirror meetings (albeit in the United Kindgom) as well as other inclusive initiatives:

• ICMS@: this programme allows organisers to hold ‘satellite events’, ICMS-funded activity at venues elsewhere in the UK with logistic support by the ICMS staff. The aim will be to enable more activities at a high level distributed throughout the country and to facilitate participation by those who cannot easily travel. There will be an additional emphasis on regions that have found it difficult to fund local events in the past.

• Funds to allow participants at ICMS workshops to extend their visits in the UK, especially for the purpose of visiting other institutions and engaging in extended research interaction.

• A visitor programme for researchers from low- and middle-income countries to come to the UK to attend workshops and fund their stay for up to three months.

• Workshops or schools for postgraduate students and early career researchers which can be of varying lengths and intensities.

• A fund to help people with caring responsibilities attend our events.

the dark remains [book review]

Posted in Books, Travel with tags , , , , , , , , , , on December 4, 2021 by xi'an

When I left Birmingham a month ago, I spotted The Dark Remains, a book by Ian Rankin and the late William McIlvanney featuring Laidlaw, a unique Glaswegian detective featuring in his other books. Which I of course bought on the spot. (Ironically, along with the latest Ishiguro!) The book had been started by McIlvanney but left unfinished, which is where Rankin took over, as a big fan of McIlvanney, the designated father of tartan noir. This is a prequel to the other three Laidlaw novels, taking place in the early years of Laidlaw, at a time he was still living with his family, and it starts as a brewing war between two Glasgow gangs, with a fantastic immersion in the Glasgow of the 1970’s. The conclusion of the story is somewhat disappointing but the atmosphere and the reflection on the attitudes of the era are making it a great book. I actually stopped searching for Rankin’s touch almost from the start.

As an aside, the meaning of the title is unclear to me: is the Dark that remains or are the remains dark..? Reading from the Scotsman, it seems this is a typical French miscomprehension!

Burnin…

Posted in Books, Kids, pictures with tags , , , , , , on November 15, 2021 by xi'an

continuous herded Gibbs sampling

Posted in Books, pictures, Statistics with tags , , , , , , , , on June 28, 2021 by xi'an

Read a short paper by Laura Wolf and Marcus Baum on Gibbs herding, where herding is a technique of “deterministic sampling”, for instance selecting points over the support of the distribution by matching exact and empirical (or “empirical”!) moments. Which reminds me of the principal points devised by my late friend Bernhard Flury. With an unclear argument as to why it could take over random sampling:

“random numbers are often generated by pseudo-random number generators, hence are not truly random”

Especially since the aim is to “draw samples from continuous multivariate probability densities.” The sequential construction of such a sample proceeds sequentially by adding a new (T+1)-th point to the existing sample of y’s by maximising in x the discrepancy

$(T+1)\mathbb E^Y[k(x,Y)]-\sum_{t=1}^T k(x,y_t)$

where k(·,·) is a kernel, e.g. a Gaussian density. Hence a complexity that grows as O(T). The current paper suggests using Gibbs “sampling” to update one component of x at a time. Using the conditional version of the above discrepancy. Making the complexity grow as O(dT) in d dimensions.

I remain puzzled by the whole thing as these samples cannot be used as regular random or quasi-random samples. And in particular do not produce unbiased estimators of anything. Obviously. The production of such samples being furthermore computationally costly it is also unclear to me that they could even be used for quick & dirty approximations of a target sample.

northern gannets rock

Posted in Kids, pictures, Travel with tags , , , , , , , , , , , on May 9, 2021 by xi'an