Archive for Switzerland

at the foot of Monte Rosa

Posted in Mountains, pictures, Travel, Wines with tags , , , , , , , , , on August 16, 2017 by xi'an

After last-year failed attempt at climbing a summit in the Monte Rosa group, we came back for hiking on the “other side” of Monte Rosa, at the Italian foot of Dufourspitze with less ambitious plans of hiking around this fantastic range. Alas the weather got set against us and thunderstorms followed one another, making altitude hikes unreasonable because of the fresh snow and frequent fog, and lower altitude walks definitely unpleasant, turning the trails into creeks.

While we had many nice chats with local people in a mixture of French and Italian, and sampled local cheese and beers, this still felt like a bit of a wasted vacations week, especially when remembering how reasonable the weather had been the week before in Scotland. However, all things considered, the previous week had seen a deadly heat wave cross the south of Europe that very week, so I should not be complaining about rain and snow! And running a whole week checking the altimeter instead of the chronometer is a nice experience.

Ueli Steck dies on Nupse [Ueli Steck tödlich verunglückt]

Posted in Books, Mountains, Running with tags , , , , , , , on April 30, 2017 by xi'an

Ueli Steck was a Swiss climber renowned for breaking speed records on the hardest routes of the Alps. Including the legendary Eigerwand. And having been evacuated under death threats from the Everest base camp two years ago. I have been following on Instagram his preparation for another speed attempt at Everest the past weeks and it is a hug shock to learn he fell to his death on Nupse yesterday. Total respect to this immense Extrembergsteiger, who has now joined the sad cenacle of top climbers who did not make it back…

ABC in Les Diablerets

Posted in Statistics with tags , , , , , , , , , , on February 14, 2017 by xi'an

Since I could not download the slides of my ABC course in Les Diablerets in one go, I broke them by chapters as follows. (Warning: there is very little novelty in those slides, except for the final part on consistency.)

Although I did not do it on purpose (!), starting with indirect inference and other methods inspired from econometrics induced some discussion in the first hour of the course with econometricians in the room. Including Elvezio Ronchetti.

I also regretted piling too much material in the alphabet soup, as it was too widespread for a new audience. And as I could not keep the coherence of the earlier parts by going thru so many papers at once. Especially since I was a bit knackered after a day of skiing….

I managed to get to the final convergence chapter on the last day, even though I had to skip some of the earlier material. Which should be reorganised anyway as the parts between model choice with random forests and inference with random forests are not fully connected!

Les Diablerets skyline [jatp]

Posted in Kids, Mountains, pictures, Statistics, Travel with tags , , , , , , , on February 12, 2017 by xi'an

The short course I gave in Les Diablerets, Switzerland, was highly enjoyable, at least for me!, as it gave me the opportunity to present an  overview of the field, just before our workshop in Banff and to stay in a fantastic skiing area for four days! While I found out that my limited skiing skills are gone even more limited, the constant fresh snow falling during my stay and the very small number of people on the slopes made the outdoor highly enjoyable, the more because the temperatures were quite tolerable. The above picture was taken on the only morning it did not snow, with a nice cloud inversion over the valley separating France and Switzerland.

whiteout in Les Diablerets [jatp]

Posted in Mountains, pictures, Travel with tags , , , , , , on February 5, 2017 by xi'an

Bayesian methods in cosmology

Posted in Statistics with tags , , , , , , , , , , , , on January 18, 2017 by xi'an

A rather massive document was arXived a few days ago by Roberto Trotta on Bayesian methods for cosmology, in conjunction with an earlier winter school, the 44th Saas Fee Advanced Course on Astronomy and Astrophysics, “Cosmology with wide-field surveys”. While I never had the opportunity to give a winter school in Saas Fee, I will give next month a course on ABC to statistics graduates in another Swiss dream location, Les Diablerets.  And next Fall a course on ABC again but to astronomers and cosmologists, in Autrans, near Grenoble.

The course document is an 80 pages introduction to probability and statistics, in particular Bayesian inference and Bayesian model choice. Including exercises and references. As such, it is rather standard in that the material could be found as well in textbooks. Statistics textbooks.

When introducing the Bayesian perspective, Roberto Trotta advances several arguments in favour of this approach. The first one is that it is generally easier to follow a Bayesian approach when compared with seeking a non-Bayesian one, while recovering long-term properties. (Although there are inconsistent Bayesian settings.) The second one is that a Bayesian modelling allows to handle naturally nuisance parameters, because there are essentially no nuisance parameters. (Even though preventing small world modelling may lead to difficulties as in the Robbins-Wasserman paradox.) The following two reasons are the incorporation of prior information and the appeal on conditioning on the actual data.

trottaThe document also includes this above and nice illustration of the concentration of measure as the dimension of the parameter increases. (Although one should not over-interpret it. The concentration does not occur in the same way for a normal distribution for instance.) It further spends quite some space on the Bayes factor, its scaling as a natural Occam’s razor,  and the comparison with p-values, before (unsurprisingly) introducing nested sampling. And the Savage-Dickey ratio. The conclusion of this model choice section proposes some open problems, with a rather unorthodox—in the Bayesian sense—line on the justification of priors and the notion of a “correct” prior (yeech!), plus an musing about adopting a loss function, with which I quite agree.

Le Sassine

Posted in Mountains, pictures, Travel, Wines with tags , , , , , , on May 20, 2016 by xi'an