Archive for British Columbia

Bertrand’s paradox [re]solved?

Posted in Books, pictures, Statistics, Travel with tags , , , , , , , , , , , on September 29, 2023 by xi'an

On the plane back from Vancouver, I read Bertrand’s Paradox Resolution and Its Implications for the Bing–Fisher Problem by Richard A. Chechile [who had pointed out his paper to me] In this paper, Chechile considers the Bayesian connections/sequences of Betrand’s paradox, as he sees it Bertrand’s different solutions/paradox to be

“designed to illustrate his dissatisfaction with the Bayes and Laplace use of a probability distribution to represent an unknown parameter that can have any continuous value”

and proposes to “resolve” this paradox, which imho is neither a paradox nor in need of a resolution!, as I see it more like a reflection on the importance of sigma algebras and measure theory. The uniform distribution (behind the “random” chord) is not a uniquely specified concept, just like the maximum entropy distribution is relative to the dominating measure. When arguing that

“Such a definition [based on any possible distribution of a stochastic chord] would yield a random variable, but this weak sense of the word random is not satisfactory, because there is an infinite number of stochastic processes that can be defined to yield a probability distribution of chord lengths.”

the author is simply restating that infinite collection of dominating measures.  But imho he is somewhat missing this point when defining Shannon`s entropy by resorting to a discrete version. And when adopting a uniform measure on the chord as a reference (Section 3.2, on The Importance of a Dominant Metric Representation). While the probability P(L>1) is invariant under any increasing transform of L (and 1)… This amounts to arguing for a favourite parameterisation in constructing  a reference prior (Section 4, where Jeffreys prior is also dismissed for not being at maximum entropy). The ensuing discussion as to why the three solutions of Bertrand’s are not valid (Section 2.2) is thus most curious to me since they all are implementable/practical ways of producing stochastic chords. I find it rather amusing that one returns to the quest for the ideal priori distribution Bayesians were so fiercely debating at the turn of the previous century. And non-Bayesians were all too happy to exploit when arguing against this approach.

a journal of the conquest, war, famine, and death year

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , on September 22, 2023 by xi'an

Read [on the way back home (and during the following jet-lagged nights)] the Ninth Rain and its sequel the Bitter Twins, by Jen Williams, for which she won twice a British Fantasy Award. I am twice as surprised given that it is quite a poor series, with a simplistic approach to its world building, a dreary time-line  repeating the all-too-common pattern of a very few individuals saving the planet from a recurrent alien invasion, and bickering about mundane issues like clothes or food while facing an alien invasion. The only thing I appreciated was the character of Vintage (!), both vignerone and femme savante. But I particularly disliked the mix of fantasy (kingdoms and a mostly primitive society) and science-fiction (spaceships, magic-driven trains). The cliffhanging final chapter of the Ninth Rain was rather predictable and the inconsistency in the character psychology a major flaw. The second volume is even poorer, with new major elements of the world being suddenly revealed, more bickering/whining, and even less consistency… I had also brought west the massive Les Furtifs by Alain Damasio, which I bought in De Gaulle airport months ago. But I just could not finish it, due to both the pretentious if clever style and the charicaturesque depiction of rebels within a highly numeric capitalistic society.

Came home to solve electrical problems (by calling the right company!), harvest the very first harvest of potatoes [a small basket amounting to more than my yearly consumption], and clean the garden to try to reduce the population of mosquitoes that exploded this (wet) summer. Due to the hot weather, cooked very little, having instead all sorts of salads, including a refreshing radish marinade vaguely inspired by Murakami.

Watched the (short) second season of D.P., a Korean series on the pursuit of deserters from the Korean Army (during their military service). Rather a serialised movie since the story sketches over the six episodes, quite dark in its depiction of hazing within the troops and cover-ups by the hierarchy. Despite strongly unrealistic situations, as e.g. at the end, I rather enjoyed it, in part because of its criticism of the Korean institutions, stronger than in other series.

Arrowleaf pinot noir

Posted in Mountains, pictures, Travel, Wines with tags , , , , , , on September 20, 2023 by xi'an

no [Google] play

Posted in Travel with tags , , , , , , on September 14, 2023 by xi'an

approximate computation for exact statistical inference from differentially private data

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , on September 10, 2023 by xi'an

“the employment of ABC for differentially private data serendipitously eradicates the “approximate” nature of the resulting posterior  samples, which otherwise would be the case if the data were noise-free.”

In parallel or conjunction with the 23w5601 workshop, I was reading some privacy literature and came across this Exact inference with approximate computation for differentially private data via perturbation by Ruobin Gong  that appeared in the Journal of Privacy and Confidentiality last year (2022). When differential privacy is implemented by perturbation, i.e. by replacing the private data with a randomised, usually Gaussian, version, the exact posterior distribution is a convolution which, if unavailable, can be approximated by a standard ABC step. Which, most interestingly does not impact the accuracy of the (public) posterior, i.e. it does not modify this posterior when the probability of acceptance in ABC is the density of the perturbation noise at the public data given the pseudo-data. Which follows from the 1984 introduction of the ABC idea. On the opposite, EM does not enjoy an exact version, as the E step must be (unbiasedly) approximated by a Monte Carlo representation that relies on the same ABC algorithm. Which usually makes the M step harder, although a Monte Carlo version of the gradient is also available.