Archive for Shanghai

Xi’an cuisine [Xi’an series]

Posted in Statistics with tags , , , , , , , , , , , on August 26, 2017 by xi'an

David Frazier sent me a picture of another Xi’an restaurant he found near the campus of Monash University. If this CNN webpage on the ten best dishes in Xi’an is to be believed, this will be a must-go restaurant for my next visit to Melbourne! Especially when reading there that Xi’an claims to have xiaolongbao (soup dumplings) that are superior to those in Shanghai!!! (And when considering that I once went on a xiaolongbao rampage in downtown Melbourne.

O’Bayes17, next December in Austin

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on April 5, 2017 by xi'an

The next edition of the OBayes meetings is taking place this December in Austin, Texas! On the campus of the University of Texas (UT), organised by Carlos Carvalho, Peter Mueller,  James Scott, and Tom Shively. On December 10-13. Following a tradition of more than 20 years—I went to most meetings although I missed the very first conference in West Lafayette, Indiana, and only stayed 27 hours in Shanghai!, plus adopted the O’Bayes logo for the Aussois meeting, even though I meant the number of the year rather than for the edition!!—, this meeting brings together researchers interested in objective Bayes theory, methodology, and applications, and related topics, to provide opportunities for young researchers, and to establish new collaborations and partnerships. (The meeting is the biennial meeting of the Objective Bayes section of the International Society for Bayesian Analysis, of which I happen to be the current president.)

The list of speakers and discussants this year is quite impressive and far reaching, and everyone is more than welcome to present a poster at the workshop. The first (Sun)day will see a series of tutorials, given by members of the scientific committee (myself included), followed by three days of invited talks with discussions,  plus a poster session on Monday night. And possibly a desert excursion on Thursday! It should be a great meeting and I most warmly invite all ‘Og’s readers to join us in Texas!

when we were orphans

Posted in Books, Kids, Travel with tags , , , , on February 9, 2014 by xi'an

Kazuo Ishiguro’s The Remains of the Day is one of my favourite novels for its bittersweet depiction of the growing realisation that the main character has wasted his life. This other novel has the same thread of backward perspectives and of missed opportunities, however the main character (Banks) is of a very different nature. The way When we were orphans is written, one starts thinking this is all about an English detective trying to uncover the truth behind a very personal  tragedy, the disappearance of both his parents in Shanghai when he was a child. But progressively the narrative gets fractured and incoherent and we progressively doubt the author’s story, then his sanity. By the end of the book, it is just impossible to sift reality from imagination, daydreaming from life accomplishments. For instance, Banks presents himself as a detective with a certain degree of fame in London circles. However, there is no description whatsoever of his methods or of specific cases. The closest to a description is a child murder (and worse?) where a local constable pleads for the detective to hit at the heart of evil, in a completely incoherent discourse. The storytelling qualities of Ishiguro are so perfect that the character remains a mystery till the end. It is not even sure that he has at all left the acting as a detective he used to indulge in with his Japanese neighbour in Shanghai! The most disturbing section occurs when he revisits Shanghai at the time of the Japanese invasion and thinks he can link his parents’ disappearance with the said invasion and solve both of them at once. It is only when he enters a battle zone in the slums of the city that reality seems to reassert itself, but even then the reunification of Banks and the Japanese friend from his childhood is so unrealistic that the most likely interpretation is that Banks is in a permanent denial and that the Japanese officer he rescued plays the game to stay alive. Still, the story is told in such a way that one can never be sure of any of these interpretations and this is what makes it such a great book, more complex than The Remains of the Day in its construction, if less compelling because of the unfocussed nature of most characters, which we can never grasp hard enough…

Melbourne dumpling rampage

Posted in Travel with tags , , , , on July 28, 2012 by xi'an

(Warning, this post is irrelevant for most readers, except maybe for those living in Melbourne and not yet aware of the best dumpling restaurants in town!)

Having discussed earlier with Brendan McCabe of our common appreciation of Shanghai broth-filled (aka Xiao Long Bao) dumplings (小籠包), we went on Sunday sampling a few places in Melbourne Chinatown offering this delicacy (and mentioned in some blogs or reviews…) We started with Wonton House on Russell St. The place was mostly empty and we had to wait for the dumplings to be made, a good omen in itself! The dumplings (above) were good, with tasty pastry and pork filling. However, the very little juice they had was rather bland and luke-warm. Not bad but far from Shanghai standards!

The second place we sampled was the apparently famous Camy Shanghai Dumpling Village on the tiny Tattersalls Lane which serves fairly cheap dumplings in a no-frill, minimalist service (and borderline dirty) restaurant. There were enough people there but we did not find the queues predicted by the guidebooks. (Again Sunday noon was not such a busy time, check this funny report!) Dumplings came more quickly, presumably because of the larger number of customers, and were certainly warmer than in the first place. The broth was tasty and the pork filling quite good as well. The pastry of the dumplings was somehow coarser than in Wonton House and maybe a bit too heavy, however the whole impression was quite positive. (At $4, these were also the cheapest dumplings of the tour.)

The third and last place we sampled was another famous dumpling place, Hu Tong Dumpling Bar, on Market Lane (that we missed on our fist passage), and it was the culmination of our culinary trip: because of the higher customer turnover (we waited a few minutes, watching the cooks making the dumplings behind a glass pane), we got served very hot dumplings almost immediately, they were superb, with thin pastry, plenty of delicious broth, and a superior type of pork filling. The pepper sauce on the side was also a perfect counterpoint to the rich tastes of the dumplings. Almost on a par with our Shanghai reference! (Service was excellent as well, e.g. tea came in a teapot.) We were thus very lucky in getting an improvement at every place we stopped!

ABC+EL=no D(ata)

Posted in Books, pictures, R, Statistics, University life with tags , , , , , , , , , , , , on May 28, 2012 by xi'an

It took us a loooong while [for various and uninteresting reasons] but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/o much Bayesian connections and this got me thinking of a possible recycling within ABC. I won’t get into the details of empirical likelihood, referring to Art Owen’s book “Empirical Likelihood” for a comprehensive entry, The core idea of empirical likelihood is to use a maximum entropy discrete distribution supported by the data and constrained by estimating equations related with the parameters of interest/of the model. As such, it is a non-parametric approach in the sense that the distribution of the data does not need to be specified, only some of its characteristics. Econometricians have been quite busy at developing this kind of approach over the years, see e.g. Gouriéroux and Monfort’s  Simulation-Based Econometric Methods). However, this empirical likelihood technique can also be seen as a convergent approximation to the likelihood and hence exploited in cases when the exact likelihood cannot be derived. For instance, as a substitute to the exact likelihood in Bayes’ formula. Here is for instance a comparison of a true normal-normal posterior with a sample of 10³ points simulated using the empirical likelihood based on the moment constraint.

The paper we wrote with Kerrie Mengersen and Pierre Pudlo thus examines the consequences of using an empirical likelihood in ABC contexts. Although we called the derived algorithm ABCel, it differs from genuine ABC algorithms in that it does not simulate pseudo-data. Hence the title of this post. (The title of the paper is “Approximate Bayesian computation via empirical likelihood“. It should be arXived by the time the post appears: “Your article is scheduled to be announced at Mon, 28 May 2012 00:00:00 GMT“.) We had indeed started looking at a simulated data version, but it was rather poor, and we thus opted for an importance sampling version where the parameters are simulated from an importance distribution (e.g., the prior) and then weighted by the empirical likelihood (times a regular importance factor if the importance distribution is not the prior). The above graph is an illustration in a toy example.

The difficulty with the method is in connecting the parameters (of interest/of the assumed distribution) with moments of the (iid) data. While this operates rather straightforwardly for quantile distributions, it is less clear for dynamic models like ARCH and GARCH, where we have to reconstruct the underlying iid process. (Where ABCel clearly improves upon ABC for the GARCH(1,1) model but remains less informative than a regular MCMC analysis. Incidentally, this study led to my earlier post on the unreliable garch() function in the tseries package!) And it is even harder for population genetic models, where parameters like divergence dates, effective population sizes, mutation rates, &tc., cannot be expressed as moments of the distribution of the sample at a given locus. In particular, the datapoints are not iid. Pierre Pudlo then had the brilliant idea to resort instead to a composite likelihood, approximating the intra-locus likelihood by a product of pairwise likelihoods over all pairs of genes in the sample at a given locus. Indeed, in Kingman’s coalescent theory, the pairwise likelihoods can be expressed in closed form, hence we can derive the pairwise composite scores. The comparison with optimal ABC outcomes shows an improvement brought by ABCel in the approximation, at an overall computing cost that is negligible against ABC (i.e., it takes minutes to produce the ABCel outcome, compared with hours for ABC.)

We are now looking for extensions and improvements of ABCel, both at the methodological and at the genetic levels, and we would of course welcome any comment at this stage. The paper has been submitted to PNAS, as we hope it should appeal to the ABC community at large, i.e. beyond statisticians…

“Dry Red Wine”

Posted in Travel, Wines with tags , , , on June 20, 2011 by xi'an

A “dry red wine” (which exact name I do not know) I would certainly not recommend. The year (1994) is very unlikely to be related with the age of the beverage and the “Produce of France” at the bottom is at best connected to the use of French oak barrels…

上海, 天际线 [Shanghai skyline 2]

Posted in pictures, Travel with tags , , on June 16, 2011 by xi'an

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