Archive for Darjeeling

incredible India

Posted in Kids, Mountains, pictures, Running, Travel with tags , , , , , , , , , , , , , , on January 15, 2017 by xi'an

[The following is a long and fairly naïve rant about India and its contradiction, without pretence at anything else than writing down some impressions from my last trip. JATP: Just another tourist post!]

Incredible India (or Incredible !ndia) is the slogan chosen by the Indian Ministry of Tourism to promote India. And it is indeed an incredible country, from its incredibly diverse landscapes [and not only the Himalayas!] and eco-systems, to its incredibly huge range of languages [although I found out during this trip that the differences between Urdu and Hindi are more communitarian and religious than linguistic, as they both derive from Hindustani, although the alphabets completely differ] and religions [a mixed blessing], to its incredibly rich history and culture, to its incredibly wide offer of local cuisines [as shown by the Bengali sample below, where the mustard seed fish cooked in banana leaves and the fried banana flowers are not visible!] and even wines [like Sula Vineyards, which offers a pretty nice Viognier]. Not to mention incredibly savoury teas from Darjeeling and Assam. Continue reading →

empirical Bayes, reference priors, entropy & EM

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , on January 9, 2017 by xi'an

Klebanov and co-authors from Berlin arXived this paper a few weeks ago and it took me a quiet evening in Darjeeling to read it. It starts with the premises that led Robbins to introduce empirical Bayes in 1956 (although the paper does not appear in the references), where repeated experiments with different parameters are run. Except that it turns non-parametric in estimating the prior. And to avoid resorting to the non-parametric MLE, which is the empirical distribution, it adds a smoothness penalty function to the picture. (Warning: I am not a big fan of non-parametric MLE!) The idea seems to have been Good’s, who acknowledged using the entropy as penalty is missing in terms of reparameterisation invariance. Hence the authors suggest instead to use as penalty function on the prior a joint relative entropy on both the parameter and the prior, which amounts to the average of the Kullback-Leibler divergence between the sampling distribution and the predictive based on the prior. Which is then independent of the parameterisation. And of the dominating measure. This is the only tangible connection with reference priors found in the paper.

The authors then introduce a non-parametric EM algorithm, where the unknown prior becomes the “parameter” and the M step means optimising an entropy in terms of this prior. With an infinite amount of data, the true prior (meaning the overall distribution of the genuine parameters in this repeated experiment framework) is a fixed point of the algorithm. However, it seems that the only way it can be implemented is via discretisation of the parameter space, which opens a whole Pandora box of issues, from discretisation size to dimensionality problems. And to motivating the approach by regularisation arguments, since the final product remains an atomic distribution.

While the alternative of estimating the marginal density of the data by kernels and then aiming at the closest entropy prior is discussed, I find it surprising that the paper does not consider the rather natural of setting a prior on the prior, e.g. via Dirichlet processes.

tea rampage

Posted in Mountains, pictures, Travel with tags , , , , , , , , , , on January 8, 2017 by xi'an

While in India, I took the opportunity to buy Darjeeling tea in large quantities (15 boxes!) as teas from a wide variety of gardens and types were available, including my favourite, Muscatel. Some of which are for family and friends. We also drove through huge tea gardens on our way back to Bagdogra airport, with new buds already growing on the tea bushes. (The pictures below are taken from the Long View tea estate.)

Nepal snapshot [jatp]

Posted in Mountains, pictures, Travel with tags , , , , , , , , , on January 2, 2017 by xi'an

कञ्चनजङ्घा [jatp]

Posted in Statistics with tags , , , , , , , , , , , on January 1, 2017 by xi'an