Archive for sunrise
Dawn on Wear [jatp]
Posted in pictures, Running, Travel, University life with tags #ERCSyG, dawn, Durham, Durham university, ERC, jatp, Low Burnhall Woodlands, Northumberland, Oceanerc, River Browney, River Wear, sunrise, The North, trail running, Woodland Trust on September 4, 2026 by xi'an
Cuillins in majesty [jatp]
Posted in Mountains, pictures, Running, Travel with tags Cuillin ridge, Gaelic college, jatp, munroes, road running, Sabhal Mor Ostaig, Scotland, Scottish Highlands, Skye, sunrise on May 20, 2026 by xi'an
inverse probability weighting
Posted in Books, pictures, Running, Statistics, Travel, University life with tags Boston, Charles river, Charles Stein, Chris Sims, Comptes Rendus de l'Académie des Sciences, evidence, Harvard University, Horvitz-Thompson estimator, inverse probability, James-Stein estimator, Jaroslav Hájek, Larry Wasserman, New England, New England Journal of Statistics in Data Science, noise-contrastive estimation, Riemann sums, Robins-Wasserman paradox, self-normalised importance sampling, sunrise, survey sampling on May 4, 2026 by xi'an
Quite recently, Jyotishka Datta and Nick Polson published a fairly interesting [imho] paper in The New England Journal of Statistics in Data Science, entitled Inverse Probability Weighting: From Survey Sampling to Evidence Estimation that (obviously) caters to my own interests! They bring three threads together. First, they recall the long debate between using [normalized] Horvitz–Thompson and [self-normalized] Hájek estimators in survey sampling, pointing out that the latter is “usually the better estimator, despite estimation of an a priori known quantity” (citing from Särndal & al., 2003). Which is also my experience with importance sampling, as in this 1995 Note aux Comptes Rendus with George. The mathematical paradox of “estimating” a constant is central to other advances in the area, like noise-contrastive estimation à la Gutmann & Hyvärinen (2005) or the measure estimation of Kong & al. (2003). Even more interestingly, Datta & Polson consider there is a link with the inconsistent Bayesian (counter)example of Larry Wasserman and Jamie Robins, where the censoring probability increases with the value of the parameter of interest, paradox in which Chris Sims also got involved. (I was unaware that he had passed away last month.) And, lo and behold!, with the Stein “paradox” of my PhD years (and beyond).
Their central argument stands with the missing data link between Horvitz-Thompson survey sampling and Monte Carlo integration. (With a reference to our Riemann sum papers with Anne Philippe!, making me realise the authors had recently published an extension on that idea.) This reminds me very much of the missing measure approach of Kong et al. (2003). (Actually the reference appears in the final discussion.) The authors go over several paradoxes like Basu’s circus estimate (1988), Larry’s inconsistent Bayes estimate (2004), where Horvitz–Thompson performs nicely under compactness assumptions, the Bayesian answers (which include nested sampling even though I do not see the connection). Especially Li’s (2010) solution. The attached numerical experiment displays a consistent underperformance of the Horvitz-Thompson estimator, in contrast with the theory…
In conclusion, while enjoying very much revisiting so many examples and papers I came across in the past decades, I remain somewhat puzzled by the lack of overall message.
settimana scorsa a Venezia
Posted in pictures, Running, Travel, University life with tags airport, Cannaregio Canal, chemical complex, dawn, Italia, laguna, Marco Polo, Mestre, moonset, plane trip, Porto Marghera, Punta della Liberta, Serinissima, sunrise, supermoon, Università Ca' Foscari Venezia, Venezia, Venice, visiting position on April 21, 2026 by xi'an
direttissima [jatp]
Posted in Mountains, pictures, Running, Travel with tags Antilles, Basse-Terre, Carribbean Sea, French West Indies, Guadeloupe, jatp, Les Saintes, morning run, Pain de Sucre, scramble, sunrise, vacations on August 26, 2025 by xi'an
