Archive for causal inference

Bayesian Workflow [book reviews]

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , on August 5, 2026 by xi'an

I thought I had posted a full-length review of the Bayesian Workflow, but the fact is I haven’t! Here is the blurb I wrote (upon request) for Chapman & Hall (and reproduced on Andrew’s blog):

“This original, thought-provoking, and transformative book is much much more than an implementation manual for Bayesian Data Analysis, even though it shares almost the same perspective. (The first sentence of the book states that the authors’ “conceptions of statistical practice, and of Bayesian statistics, have changed over the years”.) By providing a modus vivendi for undertaking Bayesian modelling from scratch in realistic settings where models are not magicked out of the blue, the authors explicit and rationalise the many steps required by such a bottom-up modelling protocol (“not a checklist, not a cookbook”, and not a flowchart!) in real situations. The contents read very well and very smoothly, with a seamless conjunction of intuition, modelling advices, computational details, and comparison tools. While unsurprisingly Bayesian, the perspective adopted therein remains both open and inclusive, with a welcome humility about the limitations and challenges of Bayesian workflows. This book should thus appeal to and profit a wide variety of readers, as providing guidance through an extensive collection of highly detailed examples, with shared code and exercises.”

Active Statistics: Stories, Games, Problems, and Hands-on Demonstrations [it’s out now!]

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , , on March 13, 2024 by xi'an

Contextual Integrity for Differential Privacy #3 [23w5106]

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , on August 4, 2023 by xi'an

Morning of diverse short talks. First talk by Bei Jiang (Edmonton) on locally processed privacy for quantile estimation, which relates very much to our ongoing research with Stan, who is starting his ERC funded PhD on privacy. Randomised response, in having a positive probability of replacing indicators in the empirical cdf by a random or perturbed version whose bias can be corrected. I may have overdone the similarity though in confusing users with agents. Followed by a hacking foray by Joel Reardon (Calgary) into how much information is transmitted by apps on completely unrelated phone activity. (Moral: Never send a bug report.)

The afternoon break saw us visiting the Frind Estate winery on the other side of the lake. Meaning not only wine tasting (great Syrah!), and discovering an hybrid grape called Maréchal Foch, but also entering the lab with its mass spectrometer. (But no glimpse of the winemaking process per se…)

Contextual Integrity for Differential Privacy #2 [23w5106]

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , , , , , , , , , , on August 3, 2023 by xi'an

Morning of diverse short talks. First one on What are the chances? Explaining ε towards endusers by presenting odds and illustrating the impact of including one potential user’s data. Then one on re-placing DP within CI in terms of causality. And multi-agent models, illustrated by the Cambridge Analytics scandal. I am still not getting the point of the CI perspective which sounds to me like an impossibility theorem. A bit as if Statistics had stopped at “All models are wrong” (as Keynes did, in a way). And a talk on Uses & misuses of DP inference, with nice drawings explaining that publicly available information (eg, smoking causes cancer) may create breaches of privacy (Alice may have cancer). Last talk of the morning on framing effects as privileging data processors and overly technical? Fundamental law of information privacy? Got me wondering about the lack (?) of dynamic perspective so far, in the (simplistic?) sense that DP does not seem to account for potential breaches were a secondary dataset to become available with shared subjects and record linkage. (A bit of a go at GDPR, for the second time within a week.)

Before, I had a rather nice early morning in woods on top of Okanagan Lake, crossing many white tailed deer, hopefully no ticks!, as well as No trespassing signs. And a quick and c…ool swim in the Lake 20⁰ waters. No sign of the large wildfires raging south in Osoyoos or north in Kalmoops. We had a fantastic lunch break at the nearby Arrowleaf Cellars winery, with a stellar pinot noir, although this rather made the following working session harder to engage with (not mentioning the lingering jetlag)!

Andrew & All about that Bayes!

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , on October 6, 2022 by xi'an


Andrew Gelman is giving a talk on 11 October at 2 p.m. in Campus Pierre et Marie Curie (Sorbonne Université), room 16-26-209. He will talk about

Prior distribution for causal inference

In Bayesian inference, we must specify a model for the data (a likelihood) and a model for parameters (a prior). Consider two questions:

  1. Why is it more complicated to specify the likelihood than the prior?
  2. In order to specify the prior, how could can we switch between the theoretical literature (invariance, normality assumption, …) and the applied literature (experts elicitation, robustness, …)?

I will discuss those question in the domain of causal inference: prior distributions for causal effects, coefficients of regression and the other parameters in causal models.