Archive for evidence
bridging ratio estimators
Posted in Books, Statistics, University life with tags annealed importance sampling, evidence, finite mixtures, INRAE, marginal likelihood, Monte Carlo methods, Monte Carlo Statistical Methods, normalising constant, seminar, simulated annealing, Université Paris Dauphine on June 3, 2025 by xi'an
document the attacks on USA’s evidence infrastructure [reposted]
Posted in Statistics, University life with tags American Statistical Association, ASA, data encryption, Data Foundation, evidence, Evidence Act, federal agencies, SAFE-Track, Stand Up To Trump, Trump administration on February 23, 2025 by xi'an
WASHINGTON, D.C., February 14, 2025 — The Data Foundation today announced the launch of SAFE-Track (Secure Anonymous Federal Evidence, Data and Analysis Tracking), a new secure, encrypted portal that enables confidential reporting of impacts from recent changes to federal evidence and data activities. This initiative responds to reports of significant disruptions affecting private sector research firms, federal contractors, and ongoing evaluation projects across government.
“We are hearing initial reports from our private sector partners in the data and evaluation communities about widespread effects on America’s evidence infrastructure, from mass layoffs at research firms to the premature termination of critical studies,” said Dr. Nick Hart, President and CEO of the Data Foundation. “Through SAFE-Track, we aim to systematically understand these impacts and inform policymakers while protecting the privacy and security of those sharing information.”
SAFE-Track (www.safe-track.org) provides:
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Complete anonymity for submissions
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End-to-end encryption of all data
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No requirement for email or personal identification
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Option for secure follow-up communication through anonymous conversation codes
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Protections against collection of personally identifiable information
The Data Foundation is particularly interested in documenting:
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Business impacts on private sector firms and contractors
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Effects on ongoing research and evaluation projects
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Implications for evidence-based policymaking
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Challenges in implementing the Evidence Act’s requirements
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Real-time impacts on government effectiveness and efficiency
“This secure platform will help the Data Foundation gather information about how recent changes affect the data and evaluation community’s ability to measure government performance and ensure taxpayer dollars are spent effectively,” added Hart. “Understanding these impacts is essential for supporting the bipartisan commitment to evidence-based policymaking established by the Foundations for Evidence-Based Policymaking Act, which President Trump signed into law in 2019.”
The Data Foundation emphasizes that submissions should avoid including personally identifiable information or confidential business information unless respondents specifically choose to be identified. The Foundation will use aggregated findings to inform Congress, the White House, and other stakeholders about the scope and scale of impacts while maintaining strict confidentiality of individual responses.
insufficient Gibbs sampling bridges as well!
Posted in Books, Kids, pictures, R, Statistics, University life with tags ABC, ABC model choice, Bayes factor, bridge sampling, completion, evidence, Gibbs sampling, insufficient statistic, latent variable, mad, median, model comparison, revision on March 3, 2024 by xi'an
Antoine Luciano, Robin Ryder and I posted a revised version of our insufficient Gibbs sampler on arXiv last week (along with three other revisions or new deposits of mine’s!), following comments and suggestions from referees. Thanks to this revision, we realised that the evidence based on an (insufficient) statistic was also available for approximation by a Monte Carlo estimate attached to the completed sample simulated by the insufficient sampler. Better, a bridge sampling estimator can be used in the same conditions as when the full data is available! In this new version, we thus revisited toy examples first explored in some of my ABC papers on testing (with insufficient statistics), as illustrated by both graphs on this post.
telescope on evidence for graphical models
Posted in Books, Statistics, University life with tags annealed importance sampling, Bayes factor, Bayesian model choice, bridge sampling, evidence, G-Wishart distribution, graphical model, harmonic mean estimator, nested sampling, telescoping formula on February 29, 2024 by xi'an
A recent paper on evidence by Anindya Bhadra, Ksheera Sagar, Sayantan Banerjee (whom I met during Rito’s seminar, since he was also visiting Ismael in Paris, and who mentioned this work), and Jyotishka Datta, on computing the evidence for graphical models. Obtaining an approximation of the evidence attached with a model and a prior on the covariance matrix Ω is a challenge they manage to address in a particularly clever manner.
“the conditional posterior density [of the last column of the covariance matrix] can be evaluated as a product of normal and gamma densities under suitable priors (…) We resolve this [difficulty with the integrated likelihood] by evaluating the required densities in one row or column at a time, and proceeding backwards starting from the p-th row, with appropriate adjustments to Ωp×p at each step via Schur complement. “
Using a telescoping trick, the authors exploit the fact that the decomposition
involves a problematic second term that can be ignored by successive cancellations, as shown by Figure 1. The other terms are manageable for some classes of priors on Ω. Like a Wishart. This allows them to call for Chib’s (two-black) method, which requires two independent MCMC runs. Actually, an unfortunate aspect of the approach is that its computational complexity is of order O(M p⁵), where M is the number of MCMC samples, due to the telescopic trick involving calling Chib’s approach for each of the p columns of Ω. While the numerical outcomes compare with nested sampling, annealed importance sampling, and even harmonic mean estimates (!), the computing time usually exceeds those for these other methods, esp. harmonic mean estimates For the specific G-Wishart case, the solution proposed by Atay-Kayis and Massam (2005) proves far superior. Since the main purpose of using evidence is in deriving Bayes factors, I wonder at possible gains in recycling simulations between models, even though this would seem to call for bridge sampling, no considered in the paper.
van Dantzig seminar
Posted in pictures, Statistics, Travel, University life with tags Amsterdam, Bayes factors, Centrum Wiskunde & Informatica, Chib's approximation, CWI, David van Dantzig, evidence, mixtures of distributions, seminar, Thalys, the Netherlands, Theory of Collective Phenomena, Van Dantzig Seminar on June 3, 2023 by xi'an
