Archive for University of Warwick

a journal of the plague year² [not there yet]

Posted in Books, Kids, pictures, Travel, University life, Wines with tags , , , , , , , , , , , , , , , , on November 27, 2021 by xi'an

Returned to Warwick once more, with “traffic-as-usual” at Charles de Gaulle airport, including a single border officer for the entire terminal, a short-timed fright that I actually needed a PCR test on top of my vaccine certificate to embark, due to wrong signage, a one-hour delay at departure due to foggy conditions in B’ham, and another ½ hour delay at arrival due to a shortage of staff and hence no exit stairs available! And got a tense return to B’ham as the taxi line in Warwick had vanished!

Read the first novel of P. Djèlí-Clark A Master of Djinn after reading a series of short stories and novellas of his, taking place in the same fantastic Cairo of the early 1900’s. This was enjoyable, mostly, again thanks to well-constructed characters (apart from the arch-villain) and the appeal of the magical Cairo imagined by the author. I did not feel the appearances of Raymond Poincaré or von Birsmark were really needed, though. Also kindled A history of what comes next, by Sylvain Neuvel, which I got as a free (Tor) book. Which is an interesting take on the space race, with a pair of (super-)women behind the entire thing. And a lot of connections to the actual history. I somehow got tired in the middle, even though I finished the book during my commuting to and from Warwick.

Watched within a week My Name, a dark Korean TV drama,  as I found it very good and rather original (albeit with some similarities with the excellent Jeju-based Night in Paradise). The storyline is one of a young woman, Ji Woo, seeking revenge on her father’s killer, by joining the criminal gang her father was part of and infiltrating the police (not really  a spoiler!). At the beginning, this sounded like gang glorification, hence rather unappealing, but soon things proved to be quite different from how they appeared first. The scenario is of course most unrealistic, especially the (brutal and gory) fights where the heroine takes down endless rows of gang members and where the participants almost always recover from knife injuries that should have been fatal or at least permanently damaging. And the ineffectiveness of the police in stopping the drug dealers. However, when watched as a theatrical performance, the main characters in My Name, most especially Ji Woo, are well-constructed and ambiguous enough to make this descent into darkness worth watching. (Given the conclusion of the series, I cannot imagine a second season being made.) Also had a short go at Night Teeth, which proved a complete waste of time!

control variates [seminar]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on November 5, 2021 by xi'an

Today, Petros Dellaportas (whom I have know since the early days of MCMC, when we met in CIRM) gave a seminar at the Warwick algorithm seminar on control variates for MCMC, reminding me of his 2012 JRSS paper. Based on the Poisson equation and using a second control variate to stabilise the Monte Carlo approximation do the first control variate. The difference with usual control variates is finding a first approximate G(x)-q(y|x)G(Y) to F-πF. And the first Poisson equation is using α(x,y)q(y|x) rather than π. Then the second expands log α(x,y)q(y|x) to achieve a manageable term.

Abstract: We provide a general methodology to construct control variates for any discrete time random walk Metropolis and Metropolis-adjusted Langevin algorithm Markov chains that can achieve, in a post-processing manner and with a negligible additional computational cost, impressive variance reduction when compared to the standard MCMC ergodic averages. Our proposed estimators are based on an approximate solution of the Poisson equation for a multivariate Gaussian target densities of any dimension.

I wonder if there were a neural network version that would first build G from scratch and later optimise it towards solving the Poisson equation. As in this recent arXival I haven’t read (yet).

Blackwell-Rosenbluth Awards 2021

Posted in Statistics, University life with tags , , , , , , , , , , , on November 1, 2021 by xi'an

Congratulations to the winners of the newly created award! This j-ISBA award is intended for junior researchers in different areas of Bayesian statistics. And named after David Blackwell and Arianna  Rosenbluth. They will present their work at the newly created JB³ seminars on 10 and 12 November, both at 1pm UTC. (The awards are broken into two time zones, corresponding to the Americas and the rest of the World.)

UTC+0 to UTC+13

Marta Catalano, Warwick University
Samuel Livingstone, University College London
Dootika Vats, Indian Institute of Technology Kanpur

UTC-12 to UTC-1

Trevor Campbell, University of British Columbia
Daniel Kowal, Rice University
Yixin Wang, University of Michigan

a journal of the plague year² [600+]

Posted in Books, Kids, pictures, Travel, University life, Wines with tags , , , , , , , , , , , , , , , , , , , , , , , , , on October 31, 2021 by xi'an

Returned to Warwick for the first time in 600 days!, most pleasantly reconnecting with my colleagues there and realising some were almost as freshly back to the department as myself. But also noticed a strong difference with France in terms of wearing mask and practicing social distanciation among the students (at the University) and the general population (in the local Tesco or the train to the airport). Which may explain for the persistently high number of contaminations, when compared with neighbouring countries. Despite its high vaccination rate.

Read the second volume of Baru Cormorant, after enjoying so much the first instalment (under the Corsican relentless sun). However, it was such a disappointment, as it seemed written by a completely different author, including the style, with the story being more broken, more difficult to follow, and the characters becoming shallow and uninteresting. This is particularly true of Baru, who sent from a sharp focus on her goal in Traitor, to a purposeless floatsam in Monster. With a highly artificial rescue of her ethics in [warning, spoiler ahead!] killing her lover Tain Hu (and hundreds of others) in the first volume. I currently doubt I will buy the third one… A stormy night kept me awake and as a result help me finish the last hundred pages!

Watched Mute, dubbed a “Netflix disaster” in The Guardian! (and following the appalling Warcraft!). Which postulate of a mute character could have been rewarding, had not the characters be of cardboard consistency. And the plot so transparent most of the scenes had to be shot at night. And the cheap plagiarism of Blade Runner is simply ludicrous. I also watched Bong Joon-Ho’s Okja, a satire about the meat industry producing hippo-like pigs that I found very heavy-handed, especially in its characters.Started cooking bread on a regular basis once again, as weather is turning colder and baking also warms up our drafty kitchen! Now turning to a heavier type of loaf, mixed wheat and rye, and reducing the amount of water to make it last longer. And also made a first attempt at Okonomyaki, this tortilla-like dish made of shredded cabbage and flour that I enjoyed very much in Osaka. The result was pleasant enough but very, very far from the original, maybe due to my using (soba) buckwheat rather than plain flour. Or using regular stock rather than daishi stock.

Bayesians at the helm!

Posted in pictures, Statistics, University life with tags , , , , , , , , on October 10, 2021 by xi'an

Just read the announcement that my friend (and former colleague at Warwick U) Mark Girolami became the Chief Scientist at The Alan Turing Institute, joining forces with Adrian Smith, currently Director and Chief Executive of the Turing Institute, into a Bayesian leadership!

%d bloggers like this: