## August 31, 2015

### Books to Read While the Algae Grow in Your Fur, August 2015

Attention conservation notice: I have no taste.

Roland and Sabrina Michaud, Mirror of the Orient
The Michauds' gorgeous photos from the 1960s and 1970s — mostly of Afghanistan, but also Turkey, Iran, and India — aptly paired with Persianate miniature paintings. This is a wonderful book I have coveted for many years, and I am very pleased to have finally scored a copy I could afford.
Alain Barrat, Marc Barthelemy and Alessandro Vespignani, Dynamical Processes on Complex Networks
Survey of the state of the field as of 2008. It is decent and generally clear, if not especially fast-paced, and covers ideas about network structure, percolation, synchronization of oscillators, epidemic models, diffusion of innovations (mapped on to epidemic models), and Kauffman's Nk model in some detail. (They're pretty good on linkages between these.) On other biological processes they are vaguer.
I found the emphasis on results presuming exact power-law degree distributions less than compelling, and the apologia for this emphasis in the conclusion surprisingly wrong-headed. (It does no good to defend them as approximations unless you also show that conclusions continue to hold when the assumptions are in fact only approximately true --- that there is, as Herbert Simon once put it, continuity of approximation. And in many cases, you'd need very robust continuity of approximation indeed.) But I recognize that I am abnormally picky about this subject.
ObDisclaimer: I've met Prof. Vespignani once or twice, but I don't think I've ever met or corresponded with the other authors.
Kelley Armstrong, Sea of Shadows and Empire of Night
Mind candy: First two-thirds of a fantasy trilogy about the adventures of a pair of teenage shamans. It's surprisingly enjoyable, with surprisingly effective monsters. The human setting is inspired not by a vaguely feudal Europe, but by more-or-less Heian-era Japan, though there seems to be no equivalent of Buddhism (maybe the bit with the monks in the second book?), and making the !Ainu blonds and redheads hints at pandering to the audience.
Sequel.
Arthur E. Albert and Leland A. Gardner, Jr., Stochastic Approximation and Nonlinear Regression
This is all about on-line learning and stochastic gradient descent before it was cool:
This monograph addresses the problem of "real-time" curve fitting in the presence of noise, from the computational and statistical viewpoints. Specifically, we examine the problem of nonlinear regression where observations $\{Y_n: n= 1, 2, \ldots \}$ are made on a time series whose mean-value function $\{ F_n(\theta) \}$ is known except for a finite number of parameters $(\theta_1, \theta_2, \ldots \theta_p) = \theta^\prime$. We want to estimate this parameter. In contrast to the traditional formulation, we imagine the data arriving in temporal succession. We require that the estimation be carried out in real time so that, at each instant, the parameter estimate fully reflects all of the currently available data.
The conventional methods of least-squares and maximum-likelihood estimation ... are inapplicable [because] ... the systems of normal equations that must be solved ... are generally so complex that it is impractical to try to solve them again and again as each new datum arrives.... Consequently, we are led to consider estimators of the "differential correction" type... defined recursively. The $(n+1)$st estimate (based on the first $n$ observations) is defined in terms of the $n$th by an equation of the form $t_{n+1} = t_n + a_n[Y_n - F_n(t_n)]$ where $a_n$ is a suitably chosen sequence of "smoothing" vectors.
(It's not all time series though: section 7.8 sketches applying the idea to experiments and estimating response surfaces.) Accordingly, most of the book is about coming up with ways of designing the $a_n$ to ensure consistency, i.e., $t_n \rightarrow \theta$ (in some sense), especially $a_n$ sequences which are themselves very fast to compute.
Mathematically, of course, we've got much more powerful machinery for proving theorems about stochastic approximation these days, but Albert and Gardner's methods seem particularly clear to me. Also, it's more fun to think of these tools being used to estimate the orbital elements of satellites (as in the lovingly-detailed section 8.5) than for ad targeting, a.k.a. commercialized surveillance.
Xavier Guyon, Random Fields on a Network: Modeling, Statistics, and Applications
Lots of overlap with Gaetan and Guyon's Spatial Statistics and Modeling (unsurprisingly), though omitting point processes and going at greater depth into the math of random fields (e.g., spectral representations) on, mostly, regular lattices. I suspect most readers would be better served by the later book, but this is a useful reference for me.
Mircea Eliade, Cosmos and History: The Myth of the Eternal Return
My brief comments outgrew their bounds; I will try to bring them under some kind of control soon.
Paula Volsky, Illusion
An old favorite, re-read after a long interval. It holds up. So: if you'd like to read a secondary-world fantasy novel where a magic kingdom gets visited by a horrific and entirely deserved version of the French Revolution, with well-drawn characters on all sides, written by an author who clearly learned great lessons from Jack Vance but has very much her own voice, track this down.
Ta-Nehisi Coates, Between the World and Me
Commentary outsourced to Unfogged.
William H. Sandholm, Population Games and Evolutionary Dynamics
A readable textbook on evolutionary game theory. It's pretty much entirely devoted to mathematical methods for finding equilibria and deducing long-run dynamics, as opposed to substantive results about particular games (or even classes of games). The mathematical background is explained extensively, and well, in a series of chapter appendices, amounting to maybe a quarter of the text.
By "population game", Sandholm means one in which large numbers of agents all play simultaneously, and all agents making the same move receive the same payoff, which is solely a function of the current distribution of moves over players. Agents then update their strategies in some way which depends on what they did, on the pay-off, and perhaps on how many others played various different moves and their pay-offs. These "revision protocols" give rise to different evolutionary dynamics, but all ones which are Markov processes. Over limited stretches of time, these approximate the ordinary differential equations one gets from looking at the expected rates of change in strategy frequencies, with the approximation getting closer and closer as the population grows. Understanding the limiting behavior over indefinitely long stretches of time is trickier, since various limits (e.g., large population vs. low noise) do not necessarily yield the same predictions.
For the most part, Sandholm limits himself to revision protocols which have various reasonable properties, like continuity in the population distribution, or not requiring too much information of the agents. (The book pays no attention to empirical evidence about how human beings or other animals act in strategic or repeated-choice situations.) But he also has (what seems to me to be) a mildly perverse interest in revision protocols which will converge on Nash equilibria, not because they are plausible but, as nearly as I can tell, because this lets evolutionary and classical game theorists live in peace in the same economics department.
If this isn't already the economists' standard textbook on evolutionary game theory, it ought to be.
ETA: I really hope this is a different William H. Sandholm.
Gene Wolfe, Citadel of the Autarch
The end of the Book of the New Sun (previously: 1, 2, 3). I find that I had retained the bare outlines of the story from when I read it as a boy, but I must have appreciated almost nothing more than the story, and the sense of a very strange and very old, worn-out world. (For instance, the concrete symbols, the parallels, and the parodic inversions of Wolfe's Catholicism must have gone right over my head...) Having finished it, I continue to wonder at the sense of unexplained-but-explicable mysteries that Wolfe created (*), and to be unsure whether it would be possible to solve them by careful study of the books, or whether only Wolfe knows what he had in mind, or whether he merely aimed for that very effect and had no definite answers. (The first option seems too Protestant, too sola scriptura, somehow.)
*: For instance, is "Behind our efforts, let there be found our efforts" supposed to echo with the way the last chapter says that behind this Severian, there is another Severian?
Noelle Stevenson, Nimona
Greg Rucka and Matthew Southworth, Stumptown: The Case of the Baby in the Velvet Case
Comic-book mind candy. (Previously for Stumptown.)
Lauren Willig, The Lure of the Moonflower
Mind candy. I am surprised how sad I am to see this series end. Once again, Willig does a good job of taking characters who had been merely stock figures in previous books and turning them into people, while preserving continuity with those earlier books.
Sarah Lotz, The Three
Mind candy: This is nicely creepy, but it goes rather off the rails in the last part, where Lotz tries to go from localized weirdness to whole countries (and, by implication, the world) heading to hell in hand baskets. (Chfuvat gur HF vagb gurbpenpl naq Wncna vagb erivivat gur Terngre Rnfg Nfvna Pb-Cebfcrevgl Fcurer vf n ybg gb nfx bs guerr jrveq xvqf.) I do like, however, that she never actually explains what happened. Zl thrff, onfrq ba gur irel ynfg yvarf, vf gung gur Guerr ner va n ebyr-cynlvat tnzr, jvgu rirelbar ryfr orvat na ACP, creuncf va n fvzhyngvba.
Lois McMaster Bujold, Pensic's Demon
Minor Bujold, but still Bujold, which is to say this novella leaves me wanting to read more adorable adventures of Pensic and Desdemona. (For instance, jung jvyy Cra'f ernpgvba or jura ur naq Qrf ner va n ebznapr-abiry cybg?)
Joe Abercrombie, Half a War
Mind candy: conclusion to Abercrombie's Viking-ish trilogy (previously), and just as compulsively readable. There are some "Nooo!" moments (particularly for readers of previous books), and lots of bloodshed, brutality and betrayal (as I said: Viking-ish), but he pulled off an ending which does not show every hope as false or futile, which is triumph enough for his worlds.
ROT-13'd for spoilers: 1. Guvf obbx nyfb pbasvezf fbzrguvat V'q fhfcrpgrq fvapr gur ynfg bar, anzryl gung gur jbeyq bs gur Funggrerq Frn vf gur erzbgr nsgrezngu bs na heona, grpuabybtvpny pvivyvmngvba oybjvat vgfrys hc — vaqrrq vg frrzf irel yvxryl gung jr ner gur ryirf. 2. V nqzvg V thrffrq jebat nobhg gur vqragvgl bs gur genvgbe; V'z fgvyy abg fher gung vg ernyyl svgf jvgu jung'f orra rfgnoyvfurq bs Sngure Lneiv'f punenpgre naq qrrc phaavat.
Corinna Sara Bechko and Gabriel Hardman, Heathentown
Mind candy: seeing something nasty in a central Florida graveyard. Promising material, but somehow it never came together for me; it may work better for others.
G. R. Grimmett, Probability on Graphs: Random Processes on Graphs and Lattices [Book preprint]
Dense but very rich; it presumes no prior acquaintance with graph theory or spatial stochastic processes, but a very good grasp on measure-theoretic probability, and a lot of mathematical maturity. The first few chapters build up gradually from an opener on electrical circuits (!) to random spanning trees, self-avoiding random walks, "influence" theorems and phase transitions, percolation theory, and random cluster models. (I must at this point confess that I'd never got the point of random cluster models before.) Thereafter things become a bit more miscellaneous, touring the Ising model, the "contact" model of stochastic epidemics, other interacting particle systems, random graphs, and, finally, the Lorentz gas. The perspective is very much that of a pure probabilist, though mention is made of applications to, or non-rigorous results from, physics and statistics.
Lisa Jardine, Going Dutch: How England Plundered Holland's Glory
The subtitle promises a lot more than Jardine delivers, which is instead a series of more-or-less interesting but only slightly connected anecedotes about Anglo-Dutch high politics and cultural interchange in the 17th century. Since the century ended with the Netherlands conquering Britain, but somehow not turning it into a permanent dependency, I'd really like to read a much more systematic and analytical account.
Patrick Weekes, The Palace Job and The Prophecy Con
Very fluffy mind candy: heists in fantasyland. I'm not sure they'd have worked in any reading environment other than trans-continental airplane flights, but they did.
Patrick O'Brian, Blue at the Mizzen
I had resisted reading the last of the Aubrey-Maturin novels until now. Having done so, I'm not at all sure how I feel about it, because it is so obviously the opening to a new cycle of novels, which were never written.

Update, next day: added a link to Simon's comment on "continuity of approximation", and deleted an excessive "very". 4 September: replaced Simon link with one which should work outside CMU, fixed an embarrassing typo.

Posted at August 31, 2015 23:59 | permanent link