Archive for sunrise
impressions soleil levant [jatp]
Posted in pictures, Running, Travel with tags Antilles, Basse-Terre, Caribbean Sea, family trip, French West Indes, Guadeloupe, jatp, Les Saintes, morning run, Pain de Sucre, sunrise, tropics, vacations on August 24, 2025 by xi'an
bused to Chamonix [jatp]
Posted in Statistics with tags Chamonix-Mont-Blanc, cross-country skiing, ERC Synergy Grant, French Alps, jatp, Les Houches, Ocean, Pays du Mont-Blanc, sunrise, Travel, winter light, workshop on February 6, 2025 by xi'an
Lake Washington sunrise [jatp]
Posted in Mountains, pictures, Running, Travel with tags British Columbia, Canada, jatp, Lake Washington, morning run, open water swimming, otter, outdoor swimming, Pacific North West, Puget Sound, seals, Seattle, sunrise, University of Washington, Washington State, wildfire on August 22, 2024 by xi'an
Brussels blues
Posted in pictures, Running, Travel with tags Belgium, Brussels, ERC, European Research Council, European Union, jatp, lamp-post, morning run, sunrise, training, Woluwe-Saint-Pierre on June 26, 2024 by xi'an
connection between tempering & entropic mirror descent
Posted in Books, pictures, Running, Statistics, Travel, University life with tags ABC, Approximate Bayesian computation, chain-driven bicycle, Edward Langley Fardon, entropy, Fisher-Rao geometry, John Kemp Starley, Kenilworth, mirror descent, National Cycle Networks Sustrans, One World ABC Seminar, penny-farthing, Rover Safety Bicycle, sculpture, sculptures, sequential Monte Carlo, SMC, sunrise, tempering, University of Warwick, Warwickshire, Wasserstein distance, webinar on April 30, 2024 by xi'an 
The next One World ABC webinar is this Thursday, the 2nd May, at 9am UK time, with Francesca Crucinio (King’s College London, formerly CREST and even more formerly Warwick) presenting
“A connection between Tempering and Entropic Mirror Descent”.
a joint work with Nicolas Chopin and Anna Korba (both from CREST) whose abstract follows:
This work explores the connections between tempering (for Sequential Monte Carlo; SMC) and entropic mirror descent to sample from a target probability distribution whose unnormalized density is known. We establish that tempering SMC corresponds to entropic mirror descent applied to the reverse Kullback-Leibler (KL) divergence and obtain convergence rates for the tempering iterates. Our result motivates the tempering iterates from an optimization point of view, showing that tempering can be seen as a descent scheme of the KL divergence with respect to the Fisher-Rao geometry, in contrast to Langevin dynamics that perform descent of the KL with respect to the Wasserstein-2 geometry. We exploit the connection between tempering and mirror descent iterates to justify common practices in SMC and derive adaptive tempering rules that improve over other alternative benchmarks in the literature.
