Natural statistical science [#2]

A rare occurrence of a Bayesian statistics paper in Nature with this “State estimation of a physical system with unknown governing equations” by Course and Nair. A variational Bayes modelling of a state system observed with noise, but without a physical model on the state (SDE) evolution itself. Which means a prior is set on a non-parametric or neural representation of the drift and a linear approximation is used for the variational approximation, leading to a Gaussian process as the approximate distribution. While this applies to highly complex models, like orbiting black holes, it is somewhat a surprise to meet this application of variational inference in a prestigious general science journal like Nature. (The picture above was taken on the train from Marseille at the end of the Bayes Fall school.)

“The approach is based on a technique called Bayesian inference, which is used widely, but which can be computationally challenging for complex systems.” B. Keith

en gare de Tours [jatp]

chance meeting

As I was travelling to Coventry yesterday, I spotted this fellow passenger on the train from Birmingham with a Valencia 9 bag, and a chat with him. It was a pure chance encounter as he was not attending our summer school, but continued down the line. (These bags are quite sturdy and I kept mine until a zipper broke.)

Байкало-Амурская магистраль/БАМ

While in Chamonix last month I dropped by the Guérin editions bookstore, always full of tantalising books on climbing and mountaineering, travelling and travellers. I managed to escape with only two small books, one on a young climber stuck for 100 hours at the top of Aiguilles Vertes [not far from my last ice-climb!] and the other one a railway trip along the Baïkal-Amour Mainline (BAM), which goes from the Baïkal Lake to Sovietskaïa Gavan, north of the Trans-Siberian line. The book is not the ultimate travel book as most of the pages are about historical features surrounding this line, first and foremost the constant reminder that Gulag prisoners were relentlessly exploited to build this line, which follows a macabre route along Siberian camps. The trip finishes not at the end of the BAM line or in Vladivostok, but on Sakhaline Island, which was a penitential colony from the mid-1800’s, as covered by Anton Tchekov in a statistical study and a short story, The Murder… (Comments about characters crossed throughout the trip are rarely to the benefit of these characters.) While I do not make this travel book or the places it crosses sound particularly exciting, it still carries with it the inducing whiff of faraway places, which makes me wish I could see Lake Baïkal or Vladivostok one day in the future, if not travel the entire line. And it also brought back memories of Corto Maltese in Siberia, which remains one of my favourites…

self-portrait on a railway board [jatp]