Archive for CRC Press

handbook of sharing confidential data [book review]

Posted in Statistics with tags , , , , , , , , , , , , , on March 12, 2025 by xi'an

A new Chapman & Hall handbook appeared on the most current issue of confidentiality and privacy, which has been edited by Jörg Drechsler, Daniel Kifer, Jerome Reiter, and Aleksandra Slavković. The forty authors of the 18 chapters are mostly from the U.S., with a few outliers from Edinburgh (involved in two chapters on protecting the Scottish Longitudinal Study and the U.S. IRS tax data) and Tallinn (for a chapter on secure multi-party computation applications). This means a more U.S. centric focus for realistic implementations as, e.g., with the Census Bureau (which employs 25% of the authors), than those implied by EU regulations, for instance.

Overall, I enjoyed reading these chapters and would certainly use the book as a first entry to a graduate course on privacy (as opposed to some books I recently reviewed). The first two chapters are 100% formula-free and thus more surveys than informative entries to the field, imho. The following Part II on formal privacy techniques covers the expected standards of differential privacy, local vs. global design, single vs. multiple queries, consequence on learning machines and statistical procedures. Concerning Bayesian aspects, Chapter 7 about private machine learning has two paragraphs on the privacy properties of MCMC algorithms albeit not exposing clearly enough that privacy vanishes as the number of iterations grows to infinity. Chapter 8 concentrates on statistical differential privacy, much along my own perception of the requirements for a genuine statistical approach, with Bayesian aspects not sidelined. If less critical of differential privacy than I. Chapter 9 focusses on system issues, investing a dozen pages into the specifics of pseudo-random generators. Part III is about synthetic data, with some overlap between the first two chapters. (I would deem DP need not be introduced by Chapter 12.) I find the section rather superficial, mostly formula free, and lacking in the statistical impact.

As an aside, I am disappointed at the poor rendering of (mathematical) equations making me wonder which type of LaTeX, if any, was used. There are even genuine typos  that seem to result from cut and past encoding errors (see, e.g., the final accentuated c of Sklavković). The reference lists are plentiful, see e.g. the 164 entries for Chapter 7, to the point it would have made more sense to regroup them into a single bibliography. (The predictable reply being that chapters are sold separately and need their respective reference lists.)

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

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!]

Model-Based Clustering, Classification, and Density Estimation Using mclust in R [not a book review]

Posted in Statistics with tags , , , , , , , , on May 29, 2023 by xi'an

Number savvy [book review]

Posted in Books, Statistics with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , , on March 31, 2023 by xi'an

“This book aspires to contribute to overall numeracy through a tour de force presentation of the production, use, and evolution of data.”

Number Savvy: From the Invention of Numbers to the Future of Data is written by George Sciadas, a  statistician working at Statistics Canada. This book is mostly about data, even though it starts with the “compulsory” tour of the invention(s) of numbers and the evolution towards a mostly universal system and the issue of measurements (with a funny if illogical/anti-geographical confusion in “gare du midi in Paris and gare du Nord in Brussels” since Gare du Midi (south) is in Brussels while Gare du Nord (north) in in Paris). The chapter (Chap. 3) on census and demography is quite detailed about the hurdles preventing an exact count of a population, but much less about the methods employed to improve the estimation. (The request for me to fill the short form for the 2023 French Census actually came while I was reading the book!)

The next chapter links measurement with socio-economic notions or models, like unemployment rate, which depends on so many criteria (pp. 77-87) that its measurement sounds impossible or arbitrary. Almost as arbitrary as the reported number of protesters in a French demonstration! Same difficulty with the GDP, whose interpretation seems beyond the grasp of the common reader. And does not cover significantly missing (-not-at-random) data like tax evasion, money laundering, and the grey economy. (Nitpicking: if GDP got down by 0.5% one year and up by 0.5% the year after, this does not exactly compensate!) Chapter 5 reflects upon the importance of definitions and boundaries in creating official statistics and categorical data. A chapter (Chap 6) on the gathering of data in the past (read prior to the “Big Data” explosion) is preparing the ground to the chapter on the current setting. Mostly about surveys, presented as definitely from the past, “shadows of their old selves”. And with anecdotes reminding me of my only experience as a survey interviewer (on Xmas practices!). About administrative data, progressively moving from collected by design to available for any prospection (or “farming”). A short chapter compared with the one (Chap 7) on new data (types), mostly customer, private sector, data. Covering the data accumulated by big tech companies, but not particularly illuminating (with bar-room remarks like “Facebook users tend to portray their lives as they would like them to be. Google searches may reflect more truthfully what people are looking for.”)

The following Chapter 8 is somehow confusing in its defence of microdata, by which I understand keeping the raw data rather than averaging through summary statistics. Synthetic data is mentioned there, but without reference to a reference model, while machine learning makes a very brief appearance (p.222). In Chapter 9, (statistical) data analysis is [at last!] examined, but mostly through descriptive statistics. Except for a regression model and a discussion of the issues around hypothesis testing and Bayesian testing making its unique visit, albeit confusedly in-between references to Taleb’s Black swan, Gödel’s incompleteness theorem (which always seem to fascinate authors of general public science books!), and Kahneman and Tversky’s prospect theory. Somewhat surprisingly, the chapter also includes a Taoist tale about the farmer getting in turns lucky and unlucky… A tale that was already used in What are the chances? that I reviewed two years ago. As this is a very established parable dating back at least to the 2nd century B.C., there is no copyright involved, but what are the chances the story finds its way that quickly in another book?!

The last and final chapter is about the future, unsurprisingly. With prediction of “plenty of black boxes“, “statistical lawlessness“, “data pooling” and data as a commodity (which relates with some themes of our OCEAN ERC-Synergy grant). Although the solution favoured by the author is centralised, through a (national) statistics office or another “trusted third party“. The last section is about the predicted end of theory, since “simply looking at data can reveal patterns“, but resisting the prophets of doom and idealising the Rise of the (AI) machines… The lyrical conclusion that “With both production consolidation and use of data increasingly in the ‘hands’ of machines, and our wise interventions, the more distant future will bring complete integrations” sounds too much like Brave New World for my taste!

“…the privacy argument is weak, if not hypocritical. Logically, it’s hard to fathom what data that we share with an online retailer or a delivery company we wouldn’t share with others (…) A naysayer will say nay.” (p.190)

The way the book reads and unrolls is somewhat puzzling to this reader, as it sounds like a sequence of common sense remarks with a Guesstimation flavour on the side, and tiny historical or technical facts, some unknown and most of no interest to me, while lacking in the larger picture. For instance, the long-winded tale on evaluating the cumulated size of a neighbourhood lawns (p.34-38) does not seem to be getting anywhere. The inclusion of so many warnings, misgivings, and alternatives in the collection and definition of data may have the counter-effect of discouraging readers from making sense of numeric concepts and trusting the conclusions of data-based analyses. The constant switch in perspective(s) and the apparent absence of definite conclusions are also exhausting. Furthermore, I feel that the author and his rosy prospects are repeatedly minimizing the risks of data collection on individual privacy and freedom, when presenting the platforms as a solution to a real time census (as, e.g., p.178), as exemplified by the high social control exercised by some number savvy dictatures!  And he is highly critical of EU regulations such as GDPR, “less-than-subtle” (p.267), “with its huge impact on businesses” (p.268). I am thus overall uncertain which audience this book will eventually reach.

[Disclaimer about potential self-plagiarism: this post or an edited version will potentially appear in my Books Review section in CHANCE.]