Archive for Milano

BNP15 a Bergamo [28 June – 02 July 2027]

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , on July 23, 2026 by xi'an

interpretable Bayesian learning for physical and engineering sciences [06-10 July 2026]

Posted in Kids, Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 22, 2026 by xi'an

Skew-symmetric approximations of posterior

Posted in Statistics with tags , , , , , , , on February 26, 2026 by xi'an

Botond Szabó gave a BNP webinar last week on the recent paper he wrote with Bocconni colleagues Francesco Pozza and Daniele Durante, to appear in Series B. Which studies the impact of using skew-symmetric approximations of posterior distributions. Skew-symmetric distributions are easy to simulate, either by accept-reject or by exploiting the cdf x pdf structure and the symmetry in the pdf. The Bernstein-von Mises theorem can be expanded to this case, although I am not certain what this means! The main theoretical result is a gain in the magnitude of the approximation, eg in KL, which I did not expected. With questions about the choice of the cdf (which can be automatised when the original posterior is available or when a closed-form approximation replaces it) and of the symmetry point ξ for complex models (which seems to be the MAP by default.) and of the impact on marginal likelihood approximations (if it makes any sense).

first man below the 6:00:00 barrier on the 5000m?!

Posted in Kids, Mountains, Running, Statistics, University life with tags , , , , , , , , on February 14, 2026 by xi'an

When I spotted this arXiv posting by Nils Hjort, Six-Minute Man Sander Eitrem 5:58.52 – first man below the 6:00.00 barrier, discussing Sander Eitrem‘s massive gain from the month-old previous record by Frenchman Timothy Loubineaud in Salt Lake City, just above 6’00”.. I was incredulous, not because I am knowledgeable in speed skating records, but because I was thinking of running… Where the World record is twice as large (12:35.36). Beyond my own personal interests, which drove the way I read this title, I was also stuck back in the past, with my last conversation with Nils being about long-distance running and record prediction, which happened quite a while ago when visiting the Isaac Newton Institute in Cambridge! (Nils’ note holds a reference to another famous Norwegian [runner], Jakob Ingebrigtsens.) Sander Eitrem also became the Olympic champion in Milano, breaking the Olympic record as well.

Cortina [1956]

Posted in Mountains, pictures with tags , , , , , , , , , , , , , , , on February 7, 2026 by xi'an