Archive for Mathematical Sciences Building
CRiSM 2.0 [21-23 May]
Posted in pictures, Statistics, Travel, University life with tags conference, Coventry, CRiSM, Great-Britain, Mathematical Sciences Building, plenary speaker, poster, Statistics conference, University of Warwick, Warwick campus on May 21, 2025 by xi'an
a journal of the plague, sword, and famine year [no end on sight]
Posted in Books, Kids, pictures, Statistics, Travel, University life with tags Alan Turing Institute, ATI, bagels, book review, books, Compiègne, COVID-19, Daniel Defoe, dosa, film review, flan, flight, Fort-de-France, France Inter, Gözleme, hojicha tea, HWA Gold Crown awards, Jamie Lee Curtis, Journal of the Plague Year, Kenilworth, kokicha tea, le Masque et la Plume, Martinique, matcha tea, Mathematical Sciences Building, Maurienne, Michelle Yeoh, pandemics, Paris occupation, Philippines, Russian invasion, The Guardian, The New York Times, Turkish food, Ukraine, WW II on March 12, 2023 by xi'an
Read the second volume of The Craft Sequence, Two Serpents Rise, by Max Gladstone, with great difficulties as I found the story (again) poorly constructed, despite some characters being mostly well-designed (no connection with volume 1, except for taking place in the same universe, if at another time period). Mixing steampunk and hard fantasy involving gods does not work well in general and particularly there…. Following a New York Tĩmes review of the sequel, I also went very quickly through the Unwanted Dead, a first volume by Chris Lloyd, HWA Gold Crown for Best Historical Fiction winner for 2021, following a (s)hell-shocked PTSD-ed Paris police detective during World War II, when German troops arrive in the city. Not very realistic imho, as the nosy inspector happens to cross paths with Hitler during his very brief and unique visit to Paris as well as in Compiègne, and with a disappointing resolution of the wagon murders, but well-documented and with no obvious anachronism (except the unlikely presence of bathrooms in all apartments!, and the detective drinking whisky). (A wee nitpicking: Neuilly-sur-Seine (west of Paris) seemed to be confused with Neuilly-Plaisance (east of Paris), but the author acknowledged to me a general tendency to confuse east and west, just like I usually confuse right and left…) Overall, I found the Berlin Noir (Philip Kerr’s) novels more impressive and engaging!
Had a matcha flan in Paris, following a tip from Le Monde!, but was somewhat disappointed by its mild flavour, if comforted by the hojicha kokicha (made solely of tea stems) they served. And an excellent Filipino dinner in Kenilworth. And a yummy lamb Turkish Gözleme next to the ATI in London. While snacking the rest of week on Mysore dosas made on the street next to the Statistics Department at Warwick.
Watched (via a neighbour screen, on the flight to Martinique!) La Nuit du 12, a French thriller that got elected as Film of the Year (2022) by the Le Masque & La Plume (France Inter) audience, following a police investigation in the Maurienne valley after a particularly grisly murder of a young girl, one of the most fascinating aspects being that the crime remains unsolved despite the police efforts. In an impromptu home-made (!) Michelle Yeoh cycle, rewatched Crouching Tiger, Hidden Dragon after reading a particularly positive article in The Guardian. While the fighting scenes are definitely worth watching, esp. the trio fight on ice, the story remains rather lame. And Everything Everywhere All at Once, which I had also partly watched in the plane, but found highly unsatisfactory overall as lacking purpose, despite some great scenes between Michelle Yeoh and Jamie Lee Curtis ! Concurring with the strongly critical analyses in The New Yorker and the Guardian at the failure of the Daniels to find a purpose and a pace. (To quote from the latter, “these often impressively nutso formal backflips land in a position of pedestrian sentimentality, and then upbraid anyone resisting the viscous flood of sap for their cynicism.”) The scenes around the Everything Bagel are interminable…
revisiting the balance heuristic
Posted in Statistics with tags Mathematical Sciences Building, multiple importance methods, normalising constant, population Monte Carlo, Rao-Blackwellisation, United Kingdom, University of Warwick, variance reduction on October 24, 2019 by xi'an
Last August, Felipe Medina-Aguayo (a former student at Warwick) and Richard Everitt (who has now joined Warwick) arXived a paper on multiple importance sampling (for normalising constants) that goes “exploring some improvements and variations of the balance heuristic via a novel extended-space representation of the estimator, leading to straightforward annealing schemes for variance reduction purposes”, with the interesting side remark that Rao-Blackwellisation may prove sub-optimal when there are many terms in the proposal family, in the sense that not every term in the mixture gets sampled. As already noticed by Victor Elvira and co-authors, getting rid of the components that are not used being an improvement without inducing a bias. The paper also notices that the loss due to using sample sizes rather than expected sample sizes is of second order, compared with the variance of the compared estimators. It further relates to a completion or auxiliary perspective that reminds me of the approaches we adopted in the population Monte Carlo papers and in the vanilla Rao-Blackwellisation paper. But it somewhat diverges from this literature when entering a simulated annealing perspective, in that the importance distributions it considers are freely chosen as powers of a generic target. It is quite surprising that, despite the normalising weights being unknown, a simulated annealing approach produces an unbiased estimator of the initial normalising constant. While another surprise therein is that the extended target associated to their balance heuristic does not admit the right density as marginal but preserves the same normalising constant… (This paper will be presented at BayesComp 2020.)
the new building!
Posted in pictures, Travel, University life with tags bicycle, blackboard, Mathematical Sciences Building, office, University of Warwick, Zeeman building on October 22, 2018 by xi'an
The Department of Statistics at Warwick has moved to a new MSB building, next to the Zeeman building, with a lot of light and open space, including a sort of atrium in the centre. It remains to be seen how comfortable this new glassy structure will prove, in hot and cold weather, and how it will stand the test of years (months?!). It seems the place was not designed purposely for mathematicians and statisticians, as many are complaining of the lack of blackboards (and even of whiteboards!) versus an overwhelming number of voracious screens. (Funny enough, the early video selling the building included these blackboards!) And it is unclear how so many glass panes can be contributing to the carbon neutral goal. Still, so far, I enjoyed the light and luminosity of my office, but this may change in the rare event of a grey day… (And no indoor place to store bicycles! But I did recover my bike where I had left it last time.)
