Archive for sunrise

IMS workshop [day 5]

Posted in Books, pictures, Statistics, Travel with tags , , , , , , , , on September 3, 2018 by xi'an

The last day of the starting workshop [and my last day in Singapore] was a day of importance [sampling] with talks by Matti Vihola opposing importance sampling and delayed acceptance and particle MCMC, related to several papers of his that I missed. To be continued in the coming weeks at the IMS, which is another reason to regret having to leave that early [as my Parisian semester starts this Monday with an undergrad class at 8:30!]

And then a talk by Joaquín Miguez on stabilizing importance sampling by truncation which reminded me very much of the later work by Andrew Gelman and Aki Vehtari on Pareto smoothed importance sampling, with further operators adapted to sequential settings and the similar drawback that when the importance sampler is poor, i.e., when the simulated points are all very far from the centre of mass, no amount of fudging with the weights will bring the points closer. AMIS made an appearance as a reference method, to be improved by this truncation of the weights, a wee bit surprising as it should bring the large weights of the earlier stages down.

Followed by an almost silent talk by Nick Whiteley, who having lost his voice to the air conditioning whispered his talk in the microphone. Having once faced a lost voice during an introductory lecture to a large undergraduate audience, I could not but completely commiserate for the hardship of the task. Although this made the audience most silent and attentive. His topic was the Viterbi process and its parallelisation, by using a truncated horizon (presenting connection with overdamped Langevin, eg Durmus and Moulines and Dalalyan).

And due to a pressing appointment with my son and his girlfriend [who were traveling through Singapore on that day] for a chili crab dinner on my way to the airport, I missed the final talk by Arnaud Doucet, where he was to reconsider PDMP algorithms without the continuous time layer, a perspective I find most appealing!

Overall, this was a quite diverse and rich [starting] seminar, backed by the superb organisation of the IMS and the smooth living conditions on the NUS campus [once I had mastered the bus routes], which would have made much more sense for me as part of a longer stay, which is actually what happened the previous time I visited the IMS (in 2005), again clashing with my course schedule at home… And as always, I am impressed with the city-state of Singapore, for the highly diverse food scene in particular, but also this [maybe illusory] impression of coexistence between communities. And even though the ecological footprint could certainly be decreased, measures to curb car ownership (with a 150% purchase tax) and use (with congestion charges).

IMS workshop [day 4]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on August 31, 2018 by xi'an

While I did not repeat the mistake of yesterday morning, just as well because the sun was unbearably strong!, I managed this time to board a bus headed in the wrong direction and as a result went through several remote NUS campi! Missing the first talk of the day as a result. By Youssef Marzouk, with a connection between sequential Monte Carlo and optimal transport. Transport for sampling, that is. The following talk by Tiangang Cui was however related, with Marzouk a co-author, as it aimed at finding linear transforms towards creating Normal approximations to the target to be used as proposals in Metropolis algorithms. Which may sound like something already tried a zillion times in the MCMC literature, except that the setting was rather specific to some inverse problems, imposing a generalised Normal structure on the transform, then optimised by transport arguments. It is unclear to me [from just attending the talk] how complex this derivation is and how dimension steps in, but the produced illustrations were quite robust to an increase in dimension.

The remaining talks for the day were mostly particular, from Anthony Lee introducing a new and almost costless way of producing variance estimates in particle filters, exploiting only the ancestry of particles, to Mike Pitt discussing the correlated pseudo-marginal algorithm developed with George Deligiannidis and Arnaud Doucet. Which somewhat paradoxically managed to fight the degeneracy [i.e., the need for a number of terms increasing like the time index T] found in independent pseudo-marginal resolutions, moving down to almost log(T)… With an interesting connection to the quasi SMC approach of Mathieu and Nicolas. And Sebastian Reich also stressed the links with optimal transport in a talk about data assimilation that was way beyond my reach. The day concluded with fireworks, through a magistral lecture by Professeur Del Moral on a continuous time version of PMCMC using the Feynman-Kac terminology. Pierre did a superb job during his lecture towards leading the whole room to the conclusion.

sunrise stars [jatp]

Posted in Statistics with tags , , , , , , , , on August 15, 2018 by xi'an

impressions soleil levant [jatp]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , , on August 14, 2018 by xi'an

Squamish snapshot [jatp]

Posted in Mountains, pictures, Travel with tags , , , , , , , , , , on August 14, 2018 by xi'an

troubling trends in machine learning

Posted in Books, pictures, Running, Statistics, University life with tags , , , , , , , , , , , , , on July 25, 2018 by xi'an

This morning, in Coventry, while having an n-th cup of tea after a very early morning run (light comes early at this time of the year!), I spotted an intriguing title in the arXivals of the day, by Zachary Lipton and Jacob Steinhard. Addressing the academic shortcomings of machine learning papers. While I first thought little of the attempt to address poor scholarship in the machine learning literature, I read it with growing interest and, although I am pessimistic at the chances of inverting the trend, considering the relentless pace and massive production of the community, I consider the exercise worth conducting, if only to launch a debate on the excesses found in the literature.

“…desirable characteristics:  (i) provide intuition to aid the reader’s understanding, but clearly distinguish it from stronger conclusions supported by evidence; (ii) describe empirical investigations that consider and rule out alternative hypotheses; (iii) make clear the relationship between theoretical analysis and intuitive or empirical claims; and (iv) use language to empower the reader, choosing terminology to avoid misleading or unproven connotations, collisions with other definitions, or conflation with other related but distinct concepts”

The points made by the authors are (p.1)

  1. Failure to distinguish between explanation and speculation
  2. Failure to identify the sources of empirical gains
  3. Mathiness
  4. Misuse of language

Again, I had misgiving about point 3., but this is not an anti-maths argument, rather about the recourse to vaguely connected or oversold mathematical results as a way to support a method.

Most interestingly (and living dangerously!), the authors select specific papers to illustrate their point, picking from well-established authors and from their own papers, rather than from junior authors. And also include counter-examples of papers going the(ir) right way. Among the recommendations for emerging from the morass of poor scholarship papers, they suggest favouring critical writing and retrospective surveys (provided authors can be found for these!). And mention open reviews before I can mention these myself. One would think that published anonymous reviews are a step in the right direction, I would actually say that this should be the norm (plus or minus anonymity) for all journals or successors of journals (PCis coming strongly to mind). But requiring more work from the referees implies rewards for said referees, as done in some biology and hydrology journals I refereed for (and PCIs of course).

from Arthur’s Seat [spot ISBA participants]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , , , on June 27, 2018 by xi'an