## the grey bastards [book review]

Posted in Books with tags , , , , , , on July 21, 2019 by xi'an

Another almost random read, The Grey Bastards by Jonathan French is a light (if gritty) fantasy book that should appeal to Warhammer players. Including the use of hogs as mounts. In that the main characters are half-orcs, in a Universe where lots of species (also found in Warhammer) co-exist, if not peacefully. The idea of reverting the usual perspective on orcs as dumb killers was already found in Stan Nicholls’ Orcs, which I found better than the current Grey Bastards, especially because there is not much to distinguish these from humans, sentiments included, apart from their appearance, but this makes for an enjoyable travel read. Since the characters are rather well-drawn, the story is rather (too?) simple and one can see where it is heading. (Some reviews commented on the Tolkien-meets-Sons-of-Anarchy aspect of the book, but as I have not watched the series…) There is at least one central weakness to the plot that I will not reveal, which first comes as a great shocker but is then later explained by a rather lame arm bending blackmail, that makes the story not as strong as it could have been. Upon finishing the book I found out that (a) there was a second book in the series about to appear and (b) it has won the 2016 Self-published fantasy blog-off prize, a prize started by Mark Lawrence (author of Red Sister) to “shine a light on self-published fantasy” which sounds like a great idea, in that it helps the authors towards commercial publishing. The jury is made of 10  fantasy bloggers going through a rather time-consuming process.

## ABC for wargames

Posted in Books, Kids, pictures, Statistics with tags , , , , , , on February 10, 2016 by xi'an

I recently came across an ABC paper in PLoS ONE by Xavier Rubio-Campillo applying this simulation technique to the validation of some differential equation models linking force sizes and values for both sides. The dataset is made of battle casualties separated into four periods, from pike and musket to the American Civil War. The outcome is used to compute an ABC Bayes factor but it seems this computation is highly dependent on the tolerance threshold. With highly variable numerical values. The most favoured model includes some fatigue effect about the decreasing efficiency of armies along time. While the paper somehow reminded me of a most peculiar book, I have no idea on the depth of this analysis, namely on how relevant it is to model a battle through a two-dimensional system of differential equations, given the numerous factors involved in the matter…

## Posterior predictive p-values and the convex order

Posted in Books, Statistics, University life with tags , , , , , , , , , on December 22, 2014 by xi'an

Patrick Rubin-Delanchy and Daniel Lawson [of Warhammer fame!] recently arXived a paper we had discussed with Patrick when he visited Andrew and I last summer in Paris. The topic is the evaluation of the posterior predictive probability of a larger discrepancy between data and model

$\mathbb{P}\left( f(X|\theta)\ge f(x^\text{obs}|\theta) \,|\,x^\text{obs} \right)$

which acts like a Bayesian p-value of sorts. I discussed several times the reservations I have about this notion on this blog… Including running one experiment on the uniformity of the ppp while in Duke last year. One item of those reservations being that it evaluates the posterior probability of an event that does not exist a priori. Which is somewhat connected to the issue of using the data “twice”.

“A posterior predictive p-value has a transparent Bayesian interpretation.”

Another item that was suggested [to me] in the current paper is the difficulty in defining the posterior predictive (pp), for instance by including latent variables

$\mathbb{P}\left( f(X,Z|\theta)\ge f(x^\text{obs},Z^\text{obs}|\theta) \,|\,x^\text{obs} \right)\,,$

which reminds me of the multiple possible avatars of the BIC criterion. The question addressed by Rubin-Delanchy and Lawson is how far from the uniform distribution stands this pp when the model is correct. The main result of their paper is that any sub-uniform distribution can be expressed as a particular posterior predictive. The authors also exhibit the distribution that achieves the bound produced by Xiao-Li Meng, Namely that

$\mathbb{P}(P\le \alpha) \le 2\alpha$

where P is the above (top) probability. (Hence it is uniform up to a factor 2!) Obviously, the proximity with the upper bound only occurs in a limited number of cases that do not validate the overall use of the ppp. But this is certainly a nice piece of theoretical work.

## MCMSki IV [day 2.5]

Posted in Mountains, pictures, Statistics, University life with tags , , , , , , , , , on January 8, 2014 by xi'an

Despite a good rest during the ski break, my cold did not get away (no magic left in this world!) and I thus had a low attention span to attend the Bayesian statistics and Population genetics session: while Jukka Corander mentioned the improvement brought by our AMIS algorithm, I had difficulties getting the nature of the model, if only because he used a blackboard-like font that made math symbols too tiny to read. (Nice fonts, otherwise!), Daniel Lawson (of vomiting Warhammer fame!) talked about the alluring notion of a statistical emulator, and Barbara Engelhardt talked about variable selection in a SNP setting. I did not get a feeling on how handling ten millions of SNPs was possible in towards a variable selection goal.  My final session of the day was actually “my” invited session on ABC methods, where Richard Everitt presented a way of mixing exact approximation with ABC and synthetic likelihood (Wood, Nature) approximations. The resulting MAVIS algorithm is  not out yet. The second speaker was Ollie Ratman, who spoke on his accurate ABC that I have discussed many times here. And Jean-Michel Marin managed to drive from Montpelier, just in time to deliver his talk on our various explorations of the ABC model choice problem.

After a quick raclette at “home”, we headed back to the second poster session, where I had enough of a clear mind and not too much of a headache (!) to have several interesting discussions, incl. a new parallelisation suggested  by Ben Calderhead, the sticky Metropolis algorithm of Luca Martino, the airport management video of Jegar Pitchforth, the mixture of Dirichlet distributions for extremes by Anne Sabourin, not mentioning posters from Warwick or Paris. At the end of the evening  I walked back to my apartment with the Blossom skis we had brought in the morning to attract registrations for the ski race: not enough to make up for the amount charged by the ski school. Too bad, especially given Anto’s efforts to get this amazing sponsoring!

## MCMC at ICMS (1)

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , on April 24, 2012 by xi'an

So this is the second meeting on computational statistics in a row for me and several other participants! Now in Edinburgh, in the terrific location of the ICMS, near the University of Edinburgh. The overlap with the previous meeting in Bristol is actually very limited and I only saw yesterday a talk by Nial Friel I had already heard in Bristol (plus one from Jim Hobert he delivered in Banff!). And of course most of the participants were not in Bristol, so got the most from these talks. The day went on quite smoothly and quickly, despite the tight schedule, and we managed to keep to this schedule within the five minute confidence band… Gareth Roberts gave the first talk of the day on an overview of convergence speeds for Gibbs samplers that insisted on the importance of the decomposition of the model into hierarchical components. In connection with one of Xiao-Li Meng’s favourite themes of getting different convergence behaviours for different conditional decompositions. Christophe Andrieu and Jim Hobert kept to the same theme of convergence properties of MCMC samplers, Christophe developing a recent work about using two Lyapounov control functions to assess adaptive MCMC. The second theme of the day was connected with normalising constants, with Yves Atchadé expanding on path sampling to construct confidence evaluations and Niel Friel comparing auxiliary variable techniques with ABC approximations. (The path sampling equality is a magical mystery to me: magical because the equality is true, mystery because the implementation depends very much on calibration choices that are both delicate and influential. Yves addressed the impact of the discretisation in the error.) Nicolas Chopin also considered approximation impacts on long-memory process estimation, where I think ABC could come as a calibration (something we have to discuss at CREST when we are back). Omiros Papaspiliopoulos gave his talk on the same paper Gareth presented in Banff and Bristol, but using his own perspective, which made the presentation quite worthwhile. Darren Wilkinson and Andrew Golightly talked about the complexity of conducting inference for biochemical Markov processes relating with SDE’s, again evaluating the impact of approximations. Andrew covered in particular a delayed rejection or rather acceptance method where a substitute is avoiding computing the complex target by rejecting the most unlikely values (with the drawback of having two acceptance steps)  Maria de Iorio introduced us to metabonomics (“the latest of the onimcs”!) with models that relate to spectral analysis (and thus reminded me of some astronomy models) and to wavelets (for the background noise), the estimation procedure seemingly related to source separation techniques found in signal processing (?). And Dan Lawson ended up the first day session with a fairly original presentation of the Dirichlet process in population genetics: this was the first talk I ever saw with the picture of a vomiting monster (see below for the Warhammer monster)…! During the poster session, Ian Murray provided us with a quick explanation of his work on expanding MCMC validation behind proper random generators, a paper I wanted to discuss here. And will certainly now that it has been pre-processed for me!

## Orcs vs. Dwarves

Posted in Books, Kids with tags , , , , on May 8, 2011 by xi'an

A few years ago, I read and definitely enjoyed Orcs by Stan Nicholls. The fundamental idea of the book was to write a story from the viewpoint of a band of marauding orcs. If you ever read a fantasy book, like the Lord of the Rings, you will understand how unusual this perspective can be! Orcs are usually dull and stupid, The dialogues were quite witty and, despite a rather weak plot, the book was definitely a success. My son loved it and read the next volume as well… (The main criticism I could make of the book is that the orcs are too human to make the experiment a complete success.) Continue reading