“Introducing a sparsity prior avoids overfitting the number of clusters not only for finite mixtures, but also (somewhat unexpectedly) for Dirichlet process mixtures which are known to overfit the number of clusters.” On my way back from Clermont-Ferrand, in an old train that reminded me of my previous ride on that line that took place […]
Category: Books
Prussian blue [book review]
This is the one-before-last volume in Philip Kerr’s Bernie Gunther series (one-before-last since the author passed away last year). Which I picked in a local bookstore for taking place in Berchtesgaden, which stands a few kilometers west of Salzburg and which I passed on my way there (and back) last week. Very good title, full […]
poor statistics
I came over the weekend across this graph and the associated news that the county of Saint-Nazaire, on the southern border of Brittany, had a significantly higher rate of cancers than the Loire countries. The complete study written by Solenne Delacour, Anne Cowppli-Bony, amd Florence Molinié, is quite cautious about the reasons for this higher […]
latent nested nonparametric priors
A paper on an extended type of non-parametric priors by Camerlenghi et al. [all good friends!] is about to appear in Bayesian Analysis, with a discussion open for contributions (until October 15). While a fairly theoretical piece of work, it validates a Bayesian approach for non-parametric clustering of separate populations with, broadly speaking, common clusters. […]
No review this summer
A recent editorial in Nature was a declaration by a biologist from UCL on her refusal to accept refereeing requests during the summer (or was it the summer break), which was motivated by a need to reconnect with her son. Which is a good enough reason (!), but reflects sadly on the increasing pressure on […]
unimaginable scale culling
Despite the evidence brought by ABC on the inefficiency of culling in massive proportions the British Isles badger population against bovine tuberculosis, the [sorry excuse for a] United Kingdom government has permitted a massive expansion of badger culling, with up to 64,000 animals likely to be killed this autumn… Since the cows are the primary […]
Le Monde puzzle [#1110]
A low-key sorting problem as Le Monde current mathematical puzzle: If the numbers from 1 to 67 are randomly permuted and if the sorting algorithm consists in picking a number i with a position higher than its rank i and moving it at the correct i-th position, what is the maximal number of steps to […]
the three i’s of poverty
Today I made a “quick” (10h door to door!) round trip visit to Marseille (by train) to take part in the PhD thesis defense (committee) of Edwin Fourrier-Nicolaï, which title was Poverty, inequality and redistribution: an econometric approach. While this was mainly a thesis in economics, meaning defending some theory on inequalities based on East […]
9 pitfalls of data science [book review]
I received The 9 pitfalls of data science by Gary Smith [who has written a significant number of general public books on personal investment, statistics and AIs] and Jay Cordes from OUP for review a few weeks ago and read it on my trip to Salzburg. This short book contains a lot of anecdotes and […]
likelihood-free inference by ratio estimation
“This approach for posterior estimation with generative models mirrors the approach of Gutmann and Hyvärinen (2012) for the estimation of unnormalised models. The main difference is that here we classify between two simulated data sets while Gutmann and Hyvärinen (2012) classified between the observed data and simulated reference data.” A 2018 arXiv posting by Owen […]
Japan’s Kumano Kodo pilgrimage [book review]
When preparing our hiking trip to the Kumano Kodo pilgrimage route, I was extremely pleased to find a dedicated guidebook that covered precisely the region we wanted to explore and provided enough background material to make the walk sound feasible. However, once I found the Kumano Travel reservation website, run most efficiently by the Tanabe […]
Nature tidbits
Before returning a few older issues of Nature to the coffee room of the maths department, a quick look brought out the few following items of interests, besides the great cover above: France showing the biggest decline in overal output among the top 10 countries in the Nature Index Annual Tables. A tribune again the […]
an independent sampler that maximizes the acceptance rate of the MH algorithm
An ICLR 2019 paper by Neklyudov, Egorov and Vetrov on an optimal choice of the proposal in an independent Metropolis algorithm I discovered via an X validated question. Namely whether or not the expected Metropolis-Hastings acceptance ratio is always one (which it is not when the support of the proposal is restricted). The paper mentions […]
FALL [book review]
The “last” book I took with me to Japan is Neal Stephenson’s FALL. With subtitle “Dodge in Hell”. It shares some characters with REAMDE but nothing prevents reading it independently as a single volume. Or not reading it at all! I am rather disappointed by the book and hence sorry I had to carry it […]
the (forty-)seven samurai (赤穂浪士)
During my vacations in Japan, I read the massive (1096p) book by Osaragi Jiro on the Akō incident, with occidental title the 47 rōnins. Which I had bought in Paris before leaving. This is a romancized version of an historical event that took part in 1701 in the Genroku era. Where 47 rōnin (leaderless samurai) […]
el lector de cadaveres [book review]
El lector de cadaveres (the corpse reader) by Antonio Garrido (from Valencià) is an historical novel I picked before departing to Japan as the cover reminded me of van Gulik’s Judge Dee which I very enjoyed (until a terrible movie came out!). Although van Gulik apparently took the idea from a 18th-century Chinese detective crime […]
golden glory [jatp]
conditional noise contrastive estimation
At ICML last year, Ciwan Ceylan and Michael Gutmann presented a new version of noise constrative estimation to deal with intractable constants. While noise contrastive estimation relies upon a second independent sample to contrast with the observed sample, this approach uses instead a perturbed or noisy version of the original sample, for instance a Normal […]
blackwing [book review]
Another fantasy series of the gritty type, maybe not up to the level of the first ground-breaking Abercrombie’s but definitely great! With some reminiscence of Lawrence’s first series but with a better defined and more complex universe and a not so repulsive central character. Maybe even not repulsive at all when considered past and current […]
a problem that did not need ABC in the end
While in Denver, at JSM, I came across [across validated!] this primarily challenging problem of finding the posterior of the 10³ long probability vector of a Multinomial M(10⁶,p) when only observing the range of a realisation of M(10⁶,p). This sounded challenging because the distribution of the pair (min,max) is not available in closed form. (Although […]