Archive for political science

Bayesian workflow [book review]

Posted in Books, R, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , , on October 8, 2026 by xi'an


“This original, thought-provoking, and transforming, 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.”

This book proposes a modus vivendi for Bayesian modelling in applied, realistic Bayesian analysis, where models are not magicked out of the blue. It thus emphases iterative model building, model checking, computational troubleshooting, and simulated-data experimentation, filling a gap that looks glaring in retrospect. It particularly targets users and developers of Stan, with code excerpts in R and Stan. It consists of four parts:

  1. background on Bayesian methods and computational tools;
  2. the Bayesian workflow proper, namely building a statistical model from its components, together with its assessment tools;
  3. the computational aspects of fitting models, diagnosing convergence and assessing calibration;
  4. case studies.

I was eagerly waiting for the book, as I knew Andrew, Aki, and Richard had been working on it for a few years. (The quote above is the blurb I wrote upon request from the publisher.)

The tenets of BaWoFlo—if I may resort to this acronym!—are (i) fitting multiple models, (ii) applying methods repeatedly, and (iii) resorting to simulated-data experiments, which should not come as a surprise to readers of BDA. As noted in the introduction, the protocol exposed therein can also benefit non-Bayesian experimenters. This agrees with the highly moderate, “M-open”, agnostic approach to Bayesianism adopted by the authors (“there is no safe haven”). I also welcome and share their humble perspective about the limitations and challenges of Bayesian workflows.

Examples are treated in full detail, with successive modelling and computational choices profusely commented, which is a big plus for such a practical book. This starts as early as Chapter 4, with a multiple-choice exam example. Indeed, there cannot be general principles or a generic theory that would make the approach foolproof. See, e.g., “A data model is not just a ‘likelihood’” (p.70), as when the data model is not fully generative. I very much liked the section on choosing priors (5.6), and the very rich graphs (see, e.g., Chapter 8) for assessing the impact of prior and likelihood, as well as for predictive checks. In coherent continuation of the authors’ earlier work, the book advocates LOO methods and model stacking rather than model averaging. (With a surprisingly anti-Ockham perspective in Section 9.7.)

The MCMC coverage is unsurprising, with \(\hat R\) at the forefront. Chapter 12, on using fast experiments to detect fitting or computational issues, is very nice. The book builds on the immense corpus of work achieved by the authors over the decades (for the most senior ones!). By contrast, the chapter on approximate solutions (13) is way too short, and the same goes for those on calibration and software development.

The book is very US-centric, unsurprisingly given Andrew’s focus on political science. Some sections are reminiscent of Andrew’s blog entries (or the opposite). The (football) World Cup example was initiated when Andrew was in France, during the 2014 World Cup, and as a result (?) the names of the teams are in French! One chapter also reanalyses the birthdate data displayed on the cover of BDA.

Mileage varies on the applied chapters, depending on the example. A dog chapter is followed by a cat chapter! Not that the (stat)dog experiment was in any way enjoyable, especially for the dogs. Maybe the cats were running it! And then come chapters on roaches and sharks. There is also a frightening flowchart (Fig. 2.1)! And the book ends with an appendix on going through BDA to better understand BaWoFlo

[The usual disclaimer applies, namely that this review is likely to appear later in CHANCE, in my book reviews column.]

Thucydides 2.0

Posted in Statistics with tags , , , , , , , , , , , , , , on May 24, 2026 by xi'an

Last weekend, I was listening to one of my favourite (France Inter) radio shows, Quand les dieux rôdaient sur la Terre (when gods roamed the Earth), and the story was about the siege of the tiny island of Melos by the Athenians and the subsequent massacre, based on the report given in Thucydides’ History of the Peloponnesian War and in particular the Melian Dialogue. I was unaware of this episode, but the modern tone of the dialogue excerpts was striking and made me think they equally applied to modern leaders… To wit,

“The strong do what they can, and the weak suffer what they must.” — Melian Dialogue, Book V

“Most people, in fact, will not take the trouble in finding out the truth, but are much more inclined to accept the first story they hear.” — Book I, §20

“Men naturally despise those who court them, but respect those who do not give way to them.” — Book III, Cleon’s speech

“It is a common mistake in going to war to begin at the wrong end — to act first, and wait for disaster to find out what to do.” — Book I, §78

“Words had to change their ordinary meaning and to take that which was now given them. Reckless audacity came to be considered the courage of a loyal ally; prudent hesitation, specious cowardice.” — Book III, §8

new ISBA section on Bayesian Social Sciences [reposted]

Posted in Statistics, University life with tags , , , , , , , , , , , , , , , , on November 26, 2024 by xi'an

We are proposing a new section on Bayesian Social Sciences at ISBA. If you agree that this section would be useful, please add your name to the petition!

Bayesian methods have become increasingly popular in many Social Sciences: there have been applications in fields as diverse as Anthropology, Archaeology, Demography, Economics, Geography, History, Linguistics, Political Science, Psychology, and Sociology, among others. The appeal of the Bayesian framework may be philosophical, or may be practical, because of informative prior distributions, structured models which are well suited to Bayesian inference, or a strong need for uncertainty quantification.

Statisticians and practitioners have recently started meeting at workshops on Bayesian Methods for the Social Sciences. The 2022 edition in Paris and 2024 edition in Amsterdam gathered around 80 participants each; work has started to prepare the 2026 edition.

To help organize this community, and to strengthen links between statisticians and practitioners in the Social Sciences, we propose to start a new ISBA section on Bayesian Social Sciences. To create a new section, the ISBA bylaws require a petition signed by at least 30 ISBA members.

If you are interested, you can read the proposed bylaws and add your name to the petition. Please forward to colleagues who might find this relevant!

The proposed initial section officers are:
Monica Alexander
Nial Friel
Adrian Raftery
Robin Ryder
EJ Wagenmakers

[The Art of] Regression and other stories

Posted in Books, R, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , on July 23, 2020 by xi'an

CoI: Andrew sent me this new book [scheduled for 23 July on amazon] of his with Jennifer Hill and Aki Vehtari. Which I read in my garden over a few sunny morns. And as Andrew and Aki are good friends on mine, this review is definitely subjective and biased! Hence to take with a spoonful of salt.

The “other stories’ in the title is a very nice touch. And a clever idea. As the construction of regression models comes as a story to tell, from gathering and checking the data, to choosing the model specifications, to analysing the output and setting the safety lines on its interpretation and usages. I added “The Art of” in my own title as the exercise sounds very much like an art and very little like a technical or even less mathematical practice. Even though the call to the resident stat_glm R function is ubiquitous.

The style itself is very story-like, very far from a mathematical statistics book as, e.g., C.R. Rao’s Linear Statistical Inference and Its Applications. Or his earlier Linear Models which I got while drafted in the Navy. While this makes the “Stories” part most relevant, I also wonder how I could teach from this book to my own undergrad students without acquiring first (myself) the massive expertise represented by the opinions and advice on what is correct and what is not in constructing and analysing linear and generalised linear models. In the sense that I would find justifying or explaining opinionated sentences an amathematical challenge. On the other hand, it would make for a great remote course material, leading the students through the many chapters and letting them experiment with the code provided therein, creating new datasets and checking modelling assumptions. The debate between Bayesian and likelihood solutions is quite muted, with a recommendation for weakly informative priors superseded by the call for exploring the impact of one’s assumption. (Although the horseshoe prior makes an appearance, p.209!) The chapter on math and probability is somewhat superfluous as I hardly fathom a reader entering this book without a certain amount of math and stats background. (While the book warns about over-trusting bootstrap outcomes, I find the description in the Simulation chapter a wee bit too vague.) The final chapters about causal inference are quite impressive in their coverage but clearly require a significant amount of investment from the reader to truly ingest these 110 pages.

“One thing that can be confusing in statistics is that similar analyses can be performed in different ways.” (p.121)

Unsurprisingly, the authors warn the reader about simplistic and unquestioning usages of linear models and software, with a particularly strong warning about significance. (Remember Abandon Statistical Significance?!) And keep (rightly) arguing about the importance of fake data comparisons (although this can be overly confident at times). Great Chapter 11 on assumptions, diagnostics and model evaluation. And terrific Appendix B on 10 pieces of advice for improving one’s regression model. Although there are two or three pages on the topic, at the very end, I would have also appreciated a more balanced and constructive coverage of machine learning as it remains a form of regression, which can be evaluated by simulation of fake data and assessed by X validation, hence quite within the range of the book.

The document reads quite well, even pleasantly once one is over the shock at the limited amount of math formulas!, my only grumble being a terrible handwritten graph for building copters(Figure 1.9) and the numerous and sometimes gigantic square root symbols throughout the book. At a more meaningful level, it may feel as somewhat US centric, at least given the large fraction of examples dedicated to US elections. (Even though restating the precise predictions made by decent models on the eve of the 2016 election is worthwhile.) The Oscar for the best section title goes to “Cockroaches and the zero-inflated negative binomial model” (p.248)! But overall this is a very modern, stats centred, engaging and careful book on the most common tool of statistical modelling! More stories to come maybe?!

Le Monde lacks data scientists!

Posted in Books, Statistics with tags , , , , , , , on July 11, 2017 by xi'an

In a paper in Le Monde today, a journalist is quite critical of statistical analyses of voting behaviours regressed on socio-economic patterns. Warning that correlation is not causation and so on and so forth…But the analysis of the votes as presented in the article is itself quite appalling! Just judging from the above graph, where the vertical and horizontal axes are somewhat inverted (as predicting the proportion of over 65 in the population from their votes does not seem that relevant), with an incomprehensible drop in the over 65 proportion within a district between the votes for the fascist party and the other ones, both indicators of an inversion of the axes!, where the curves are apparently derived from four points [correction at the end explaining they used the whole data collection to draw the curve],  where the variability in the curves is not opposed to the overall variability in the population, where more advanced tools than mere correlation are not broached upon, and so on… They should have asked Andrew. Or YouGov!