Archive for USSR

remembering Prague Spring, 1968

Posted in Books, Kids, pictures with tags , , , , , , , , , , , , , on March 2, 2022 by xi'an

In 1968, I was quite young (!), but I do remember vividly the invasion and repression of Czechoslovakia by troops of the Soviet Union and its satellite states. Maybe because the French public radio [our main source of information then] was quite vocal about it, maybe because my parents were early subscribers of a progressive, anti-colonialist, third-Worldist, Catholic newspaper named Croissance des Jeunes Nations, which I read as well and which mostly covered liberation movements in the Third World, but also the resistance of Czechoslovak people against Soviet tanks… Today these tanks are back, now in Kyiv streets. (With the difference that the China of 1968 denounced in the strongest terms the Soviet invasion.) While the Iron Curtain prevented most inhabitants to flee the country, the death toll was relatively limited, with 108 registered victims. After a few days into the Russian invasion, the toll is already much higher and the increasing bombing of Ukrainian cities is going to see it rise faster and faster. Support Ukraine!

30 years ago

Posted in Books, Kids with tags , , , , on December 26, 2021 by xi'an

Sobol’s Monte Carlo

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , on December 10, 2016 by xi'an


The name of Ilya Sobol is familiar to researchers in quasi-Monte Carlo methods for his Sobol’s sequences. I was thus surprised to find in my office a small book entitled The Monte Carlo Method by this author, which is a translation of his 1968 book in Russian. I have no idea how it reached my office and I went to check with the library of Paris-Dauphine around the corner [of my corridor] whether it had been lost: apparently, the library got rid of it among a collection of old books… Now, having read through this 67 pages book (or booklet as Sobol puts it) makes me somewhat agree with the librarians, in that there is nothing of major relevance in this short introduction. It is quite interesting to go through the book and see the basics of simulation principles and Monte Carlo techniques unfolding, from the inverse cdf principle [established by a rather convoluted proof] to importance sampling, but the amount of information is about equivalent to the Wikipedia entry on the topic. From an historical perspective, it is also captivating to see the efforts to connect physical random generators (such as those based on vacuum tube noise) to shift-register pseudo-random generators created by Sobol in 1958. On a Soviet Strela computer.

While Googling the title of that book could not provide any connection, I found out that a 1994 version had been published under the title of A Primer for the Monte Carlo Method, which is mostly the same as my version, except for a few additional sections on pseudo-random generation, from the congruential method (with a FORTRAN code) to the accept-reject method being then called von Neumann’s instead of Neyman’s, to the notion of constructive dimension of a simulation technique, which amounts to demarginalisation, to quasi-Monte Carlo [for three pages]. A funny side note is that the author notes in the preface that the first translation [now in my office] was published without his permission!

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