Archive for CHANCE

a most unexpected citaXion!

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , , on February 4, 2025 by xi'an

In a conversation between (Canadian) Christian Genest (whom I first met in 1986, in a dinner cruise of Lac Léman organised by the French Statistical Society for its national meeting in Lausanne) and David Bellhouse that recently appeared in the International Statistical Review of January 2025 figures the following bit that quotes my… review of Bellhouse’s  William Playfair!

Christian Genest: More recently, you produced some very original work on William Playfair (Bellhouse, 2023), who is generally regarded as the founder of graphical methods in statistics. What about it?

David Bellhouse: The best I can do here is to quote from Christian Robert’s review of my book in Chance (Robert, 2024).

‘The impressions I kept from reading this detailed account of a perfect unknown (as far as I am concerned) are of a rather unpleasant, unappealing, unsuccessful, fame-seeking, inefficient, short-sighted, self-aggrandizing, bigoted, dishonest character, a ‘rascal’ in Stieglerian terms, running away from his debtors for most of his life, with many jail episodes for bankruptcy, while trying to make a living from all sorts of doomed commercial projects, ill-conceived scams, short-lived blackmailing attempts, and mediocre books that did not sell to many’.

I am glad David enjoyed the quote (to which I may have invested more effort than usual to give it a sort of Dickensian flavour). Incidentally, I learned there that David was a French horn player (which would have been my first choice of musical instrument had I been given a choice when starting playing music!)

more oceanographers in Les Houches

Posted in Books, Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , on February 2, 2025 by xi'an

ridge6

Our second internal research workshop on privacy, covered  by our ERC Synergy project OCEAN is taking place in Les Houches, French Alps, this very week with 12 researchers gathering for further brain-storming on some of the themes at the core of the project, like algorithmic tools for multiple decision-making agents, along with Bayesian uncertainty quantification and Bayesian learning under constraints (scarcity, fairness, privacy). Due to the small size of the workshop, it will take place in the same local (and uncommon) hotel as last year. And where I had a genuine blackboard delivered (to be donated afterwards to École de Physique des Houches), as the place is not used to mathematicians discussing on and around a blackboard. Even though the schedule does not leave much time for skiing, I hope for a few opportunities, given that the ski cover is quite good this year!

[not so] hostile takeover on my Nature issue

Posted in Books, pictures, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , on November 29, 2024 by xi'an

When flying to Montréal last week, I took with me this 16 September issue of Nature but forgot it in the plane. But had time to read a tribune warning on the dangers of governments being involved in running the Internet. And thus disrupting its decentralised structure… And a short highlight on the (minimal) impact of atom-sized, asteroid-mass black holes crossing the Solar System, awakening me to the very existence of such stellar objects! And remained skeptical at the proposal to downsize pint glasses to lower beer consumption in the UK. (Although I now find myself unable to drink a whole pint of beer, outside eating a fiery curry! Or an alcohol free version.) And read how NobAIl Prize winning Alphafold2 unfolded a structure common to a family of flavivirus that make them relative with a common ancestor. And a book review pondering whether or not AI can feel distress, pondering at their sentience. (The book is freely available on OUP webpage.) Unlikely to be re-reviewed for CHANCE! And a fairly interesting long comment on how some Asian nations are massively investing into alternative approaches to meat production. (In particular since mentioning Singapore, where the company employing one of my nephews is soon to introduce in-vitro foie gras.) But missed the research paper on the origin and evolution of the bread wheat D genome, which I would have most certainly devoured, despite my favouring rye and buckwheat breads! (No bread was hurt in the study, since the 60 wheat landraces analysed therein came from the CIMMYT and ICARDA gene banks.) The origin is thus most likely on the “southern shores of the Caspian Sea 8,000–11,000 years ago”. Which sounds quite recent, all things considered!

Bayesian Inference: Theory, Methods, Computations [book review]

Posted in Statistics with tags , , , , , , , , , , , , , , , , , , , , , on November 12, 2024 by xi'an

Bayesian Inference: Theory, Methods, Computations by Silvelyn Zwanzig and Rauf Ahmad, both from Uppsala University, is a recent book published by Chapman & Hall / CRC Press. About 300p long (plus appendices), it covers the core aspects of Bayesian inference, namely the decision theoretic motivations, its asymptotic validation, the specifics of estimation and testing, and the computational approximations (MC, MCMC, ABC, VB), with entries on prior specification and Normal linear models. And some R codes. It is (and feels like) constructed from Master and PhD courses (at Uppsala University), with a rigorous mathematical presentation and many examples, some related to biostatistics. Drawings from the first author’s daughter are included in most chapters, to this reviewer’s bemusement. From a further personal viewpoint, the book also reads rather close to my (Bayesian) choice of a Bayesian textbook, which proves rather accurate since several chapters are inspired by my own Bayesian Choice. as acknowledged therein. As well as by the more recent Statistical Decision Theory: Estimation, Testing, and Selection by Liese & Miescke (2008) and Introduction to the Theory of Statistical Inference by Liero & Zwanzig (2011). Witness, for instance, an example of prior construction for capture-recapture experiments on lizards as analysed by my PhD student Dupuis (1995) [with a curious switch to the authors on p.263] and  also included in The Bayesian Choice (with drawing 2.9 incorrect in that the lizards there have marks on their backs, instead of the code adopted by the ecologists, namely cutting one specific phalange for each capture).

Other minor quandaries: The usual issue of quoting the wrong edition for creating a method, as when citing Jeffreys (1946) for inventing non-informative priors [p.53], failing to point out the parameterisation invariance of intrinsic losses [p.95]considering that Bayes factors are only relevant for obtaining evidence against the null hypothesis [p.216], recommending BIC and DIC (!) [pp.232-6], advocating sampling importance resampling (SIR) for approximate sampling from the target (omitting infinite variance issues) [p.253], defining annealing as using “several trial distributions” [p.261], a mistake in ABC-MCMC [p.274] since the case when the simulated data is too far from the actual data should lead to a repetition rather than a pure rejection.

All in all, a reasonable textbook with some recent input, but still lacking in originality, if I may subjectively say so.

[Disclaimer about potential self-plagiarism: this post or an edited version of it could possibly appear in my Books Review section in CHANCE.]

the polls weren’t wrong [book review]

Posted in Books, R, Statistics, University life with tags , , , , , , , , , , , , , , , , on November 1, 2024 by xi'an

While Nate Silver and his colleagues (as The New York Times Nate Cohn) have brought (part of) the general public to adopt a (more) scientific perspective on political polls, the way to combine them, and the need to keep uncertainty fully quantified (witness this recent “Two Theories for Why the Polls Failed in 2020, and What It Means for 2024” by Nate Cohn for the NYT’s Tilt), the author of this book embarks upon a crusade (and a lengthy rant) against pollsters and analysts and media reporters, with the single, many times repeated, argument that non-responses and undecided voters are crucial for the final election outcome… And that a poll gives a snapshot of the current (time) population opinion, not a prediction of its future state. There is not the slightest trace of statistical depth, there is actually no statistics at all found throughout the book, apart from a section (p.281) entitled “Threats to inferential statistics” (with not no maths either, as a few ratio manipulations and a chapter title invoking Jakob Bernoulli!) do not count as maths!, but a lot of repetitions on the same theme and dismissal of statisticians’ analyses, like Nate Silver’s. Opposing to them the theories of Nick Panagakis, a 1990’s pollster. (Funny enough, the Amazon reviews include one “expert in inferential statistics, the major tool employed by Carl [Alen] in this book” and another one stating that “Carl Allen takes the reader through a journey towards statistical literacy“!) And an R code (p.52) for plotting the outcome of 30 Binomial random draws.

“Unless my efforts achieve far more notoriety than even my most optimistic forecast would predict, [the Proportional Method] is unlikely to go away any time soon.” p.183

“If it seems like I’m picking on FiveThirtyEight a lot, it’s not because there are no other forecasters who are better or worse.” p.235

“Sounding eerily like myself, [Nate Silver] pointed out [in 2008] that `many things can happen’ months before the election.” p.208

Reading through the book (during a trip to & from Warwick) was painful, both for the feeling of being stuck in a plane with a perfect unknown, next seat, trying to force their weird theory upon you and no way to escape their rant, as well as for the terrible style of said book, full of repetitions and one-sentence paragraphs. (Of course, nothing as bad as this time near the 2012 US elections I flew to Des Moines next to an inebriated woman that would not stop blathering about her life!) Or as I imagine a card game addict defending their martingale as a sure way to win against the casino. It is also the first time I see references repeated (in postcripts) as many times as they are cited within a chapter. There is no true insight on how polling companies construct their polling samples, how they post-process outcomes by regression techniques, and no reflection on the unique weirdness of the US electoral system in that a few States determine the outcome (rather than majority votes) and thus how a tiny number of voters (escaping the law of Large Numbers) hold the overall result in their hand.

Thus (as most readers will have forecasted) concluding by not recommending the book!

[Disclaimer about potential self-plagiarism: this post or an edited version of it could possibly appear in my Books Review section in CHANCE. Most unlikely though!]