Archive for Zurich

sleeping late on Judgement Day [book review]

Posted in Books, Kids with tags , , , , , on January 23, 2016 by xi'an

“…gorgeous carpets with repeating patterns of silver and gold sketched in silk threads, like John Coltrane blowing in full mathematical freefall, so intricate and charming…”

This is the third, latest (and last?) instalment in the Bobby Dollar series by Tad Williams. And much better than the second volume. Much much better. To the points that (i) I did not regret [too much] the heavy price I paid for it in Zürich airport, about twice the U.S. price to be precise, and (ii) I read the book within a few days, despite all kinds of pressing commitments. The rating of this sleeping late on Judgment Day almost equals the dirty streets of Heaven in my opinion. Which is not that surprising when considering it takes place in the same San Juan location and with mostly the same characters, demons and monsters… The plot is also a straight continuation of the earlier one, which is obviously brought to a partly surprising conclusion and not a completely-happy-ending [no further spoilers!]. Some new friendly characters are fantastic, while a new group of enemies make little sense in the overall picture. But this is the problem with this unique series involving the upper spheres and the lower circles: Everything is possible, while requiring no rational explanation! Obviously, there is a risk of over-exploiting this possibility, which occurs from time to time in the novel. Still, it remains a page turner with often funny dialogues and monologues. May the series now rest in peace!

optimal importance sampling

Posted in Books, Statistics, Travel, University life with tags , , , , , , on January 13, 2016 by xi'an

somewhere near Zürich, Jan. 4, 2016An arXiv file that sat for quite a while in my to-read pile is Variance reduction in SGD by distributed importance sampling by Alain et al. I had to wait for the flight to Zürich and MCMskv to get a look at it. The part of the paper that is of primary interest to me is the generalisation of the optimal importance function result

q⁰(x)∞f(x)|h(x)|

to higher dimensions. Namely, what is the best importance function for approximating the expectation of h(X) when h is multidimensional? There does exist an optimal solution when the score function is the trace of the variance matrix. Where the solution is proportional to the target density times the norm of the target integrand

q⁰(x)∞f(x)||h(x)||

The application of the result to neural networks and stochastic gradients using minibatches of the training set somehow escapes me, even though the asynchronous aspects remind me of the recent asynchronous Gibbs sampler of Terenin, Draper, and Simpson.

While the optimality obtained in the paper is mathematically clear, I am a wee bit surprised at the approach: the lack of normalising constant in the optimum means using a reweighted approximation that drifts away from the optimal score. Furthermore, this optimum is sub-optimal when compared with the component wise optimum which produces a variance of zero (if we assume the normalising constant to be available). Obviously, using the component-wise optima requires to run as many simulations as there are components in the integrand, but since cost does not seem to be central to this study…

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #5]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , on November 18, 2015 by xi'an

moonriseWhile the deadline for Breaking News! submission is now over, with close to 20 submissions!, there is a new opening for cheaper lodging: The CUBE hotel in Savognin (20km away) has an offer at 110 CHF per person and per night, including breakfast, dinner, and skipass in a room for 3 people (or more). Be sure to mention MCMski in the subject of your email. As mentioned in the previous post, there are other opportunities in nearby villages, for instance Tiefencastel, 11km away with a 19mn bus connection, or Chur, 18km away with a slower 39mn bus connection, but with a very wide range of offers.

MCMskv, Lenzerheide, 4-7 Jan., 2016 [(breaking) news #4]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , on November 6, 2015 by xi'an

moonriseAs the deadline draws near, a week from now!, I want to remind participants to the next MCMSki conference in Lenzerheide that they can candidate to the Breaking News! session:

This edition of the MCMSki conference will include a Breaking News! session, covering the latest developments in the field, latest enough to be missed by the scientific committee when building the program. To be considered for this special session, please indicate you wish to compete for this distinction when submitting your poster. The deadline for submission is November 15, 2015. The selection will be made by the scientific committee and the time allocated to each talk will depend on the number of selected talks. Selected presenters will be notified by December 02, 2015, and they are expected to participate in the poster session to ensure maximal dissemination of their breaking news.

And since I got personal enquiries yesterday, the number of talks during that session will be limited to have real talks and not flash oral presentations of incoming posters. Unless the scientific committee cannot make its mind on which news to break..!

MCMskv, Lenzerheide, 4-7 Jan., 2016 on a shoestring [news #3]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , on September 16, 2015 by xi'an

moonriseAs the ‘Og received several comments about the accommodation costs for BayesComp MCMski V, which are indeed rather high if one only follows the suggestions on the lodging webpage, I started checking for cheaper alternatives in Lenzerheide and around. On booking.com, I found several local hotels and studios from 100€ to 200€ per night for two or three guests, with breakfast included. The offer on airbnb was quite limited but I still managed to secure a small chalet at about 50€ per person and per night. There are more opportunities in nearby villages, for instance Tiefencastel, 11km away with a 19mn bus connection. Chur is 18km away with a slower 39mn bus connection, but with a very wide range of offers. Savognin, near the pricey Sankt Moritz is 20km away, with other cheap alternatives. Which may even make renting a car worth the expense if split between 3 or 4. Note also that low-cost airlines fly to Zürich from major European cities. For instance, Easyjet is currently offering a round trip from London for 72€…

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #2]

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 7, 2015 by xi'an

moonriseA quick reminder that the early bird registration deadline for BayesComp MCMski V is drawing near. And reminding Og’s readers that there will be a “Breaking news” session to highlight major advances among poster submissions. For which they can apply when sending the poster template. In addition, there is only a limited number of hotel rooms at the Schweizerhof, the main conference hotel and the first 40 participants who will make a reservation there will get a free one-day skipass!

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

Posted in Kids, Mountains, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , on July 20, 2015 by xi'an

moonriseThe BayesComp MCMski V [or MCMskv for short] has now its official website, once again maintained by Merrill Lietchy from Drexel University, Philadelphia, and registration is even open! The call for contributed sessions is now over, while the call for posters remains open until the very end. The novelty from the previous post is that there will be a “Breaking news” [in-between the Late news sessions at JSM and the crash poster talks at machine-learning conferences] session to highlight major advances among poster submissions. And that there will be an opening talk by Steve [the Bayesian] Scott on the 4th, about the frightening prospect of MCMC death!, followed by a round-table and a welcome reception, sponsored by the Swiss Supercomputing Centre. Hence the change in dates. Which still allows for arrivals in Zürich on the January 4th [be with you].

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