One morning session on optimal transport after first-hand witnessing the impressive ballet of orderly lines entering the subway at Nagoya Station (and a very early run along the river and a high humidity rate, hence the picture of empty street at 5am). With Hugo Lavenant exhibiting optimal rates for Bayesian nonparametrics using Wasserstein distances, Pierre Jacob coupling MCMC chains, and Anya Katsevich investigating non-Gaussian asymptotic distributions in high dimensions (beyond Bernstein-von Mises). Then I tried to attend the session on Bayesian Uncertainty Quantification and Posterior Sampling for Large-Scale Generative Models, but it proved too popular for the number of seats, and I ended up discussing with others. After a nap related to my jetlag induced, early, rise I went back to chair Sid Chib’s Foundation Lecture, where he discussed the use of an orbit of models in Bayesian model choice, rather than the (MAP) most likely one. Based on their 2018 JASA paper which I already discussed in Paris with Anna Simoni presenting. Hence reminding me of points I presumably already made, from the issue of having too many models to realistically explore to constructing coherent priors across them, with the fractional, empirical, proxy of using a (same) fraction of the sample as a learning sample, to more philosophical issues like missing a utility function about having to chose a model, especially with all models being wrong, missing an uncertainty quantification on the evidence itself, rather than using most likely models (MAP!), called an orbit by Sid (which requires some calibration). Since the uncertainty represented by the sample induces an uncertainty in the ranking of models. And a most appropriate, almost local, occurrence of the Rashomon principle!!! And I finished the day mixing with many friends in the poster session¹, where Darren Wraith presented our ongoing work on novel, adaptive, importance, sampling.
Archive for Rashomon
ISBA 2026²
Posted in Books, pictures, Running, Statistics, Travel, University life with tags Bayesian model averaging, Bayesian model choice, Bernstein-von Mises theorem, Chib's approximation, evidence, ISBA 2026, ISBA World Meeting, Japan, map, model uncertainty, Nagoya, Rashomon, Sid Chib, Wasserstein distance on July 1, 2026 by xi'anLibé’s Cannes’tionaire
Posted in Books, Kids, pictures, Running, Travel with tags 8 Miles, A Clockwork Orange, Alien, Blade Runner, Casablanca, Chaplin, Desperately Seeking Susan, Eine Liebe in Deutschland, Festival de Cannes 2025, Forest Gump, If..., into the wild, Isabelle Huppert, Kazuo Ishiguro, La Haine, Le Fabuleux Destin d'Amélie Poulain, Les 400 coups, Libé, memories, Moby Dick, Monty Python and the Holy Grail, Mujeres al borde de un ataque de nervios, Mylène Farmer, O Brother, questionnaire, Rashomon, Shoplifters, Shrek, Spirited Away, Sweet Bean, Tampopo, The Blues Brothers, The Circus, The Dead, The Grapes of Wrath, The Hobbit, The Last Temptation of Christ, The Martian, Tirez sur le Pianiste, trainspotting, Twenty-Thousand Leagues under the Sea were, Where Art Thou?, Young Frankenstein on May 30, 2025 by xi'an
The French newspaper Libé(ration) is submitting some participants to the 2025 Cannes film festival to a questionnaire akin to Proust’s literary questionnaire and I found myself hard-pressed to answer, as it took a few on-line searches to fit the questions. Obviously the answers are of little interest and definitely not going to appear in Libé!
La première image ?
Hard to remember, rally, since (paradoxically) we were hardly ever going out to see films in the cinema of the small Norman town where we lived when I was a kid (and with no TV at home). Once in a (long) while a projectionist would come to our primary school so it may be Moby Dick (1956) or Twenty-Thousand Leagues under the Sea were among the first films I saw. As well as The Grapes of Wrath on a neighbour’s television, down the street. I actually remember most vividly a time when we all went to this local cinema for a family film (possibly Charlie Chaplin’s The Circus) and I got terrified by the teaser for an incoming film about vampires!
Le chef-d’œuvre dont tout le monde vous parle et que vous n’avez jamais vu ?
An incredible number of masterpieces, in fact, like Les 400 coups or La Haine to stick to the French production—and neither I have watched Le Fabuleux Destin d’Amélie Poulain, but I am uncertain it qualifies as a masterpiece. Which reflects my lack of cinematographic culture, getting worse in the recent years where I only listen to the film critic show on the French public radio, France Inter. I tried to catch up during COVID, but somehow got distracted by series. Partly because watching on-line older, more classical movies, is often a challenge. (I managed to bag Tirez sur le Pianiste last year.)
Un film secret qui en sait long sur vous ?
If… a 1968 vitriolesque depiction of boarding schools, with A Clockwork Orange‘s Malcom McDowell. Reflecting my mood about said schools at the time I saw it.
La bande originale qui vous trotte dans la tête ?
The music of Blade Runner by Vangelis is just fitting the movie so well. Albeit not something I would keep in my head for days. If I skip films involving music one way or another like 8 Miles, The Blues Brothers, O Brother, Where Art Thou?, or Desperately Seeking Susan, the (not original) soundtracks of, to name just a few, Trainspotting, Shrek and The Hobbit (Misty Mountains) certainly stayed there for a while!
Un film où il ferait bon vivre ? Ou un film qui fait aimer les gens ?
Votre palme d’or favorite (ou un film qui ne l’a pas eue et c’est un scandale !)
Votre vie devient un biopic. Qui dans votre rôle ? Et qui derrière la caméra ?
Le monstre ou le psychopathe de cinéma dont vous vous sentez le plus proche ?
Alien! I mean, why did they have to come and bother it?! And, in a less serious mood, The Monster (with no name, poor thing!, not even for his Abe Normal’s brain…) in Young Frankenstein. [Answer that I share with Isabelle Huppert, as I realised after writing this! And she also mentions Blade Runner, albeit as the masterpiece she did not watch.]
La scène qui vous fait pleurer à tous les coups ?
The finale of (John Huston’s) The Dead. And Tokue’s death in Sweet Bean (あん). And many others! Plus, while this is not the question per se, I have fainted during a few films, like The Last Temptation of Christ (and not because the protesters at the entrance of the Ithaca cinema!) and The Martian (during a flight to Boston). But would not necessarily faint again were I to watch them a second time.
Le film le plus drôle de tous les temps ?
Monty Python and the Holy Grail, no doubt! [Shared with Mylène Farmer, a posteriori.]A un-Monthy-esque seconder would be Almodovar’s Mujeres al borde de un ataque de nervios. Or Tampopo, as I have not watched either in years.
Quelle réplique peut résumer votre humeur du moment ?
I felt like running (Forest Gump) [which was a missed masterpiece for Kazuo Ishiguro, another interviewee!].
La dernière image ?
The final scene of Casablanca, with this forever obscure quote Here’s looking at you, kid.
Seminal ideas and controversies in Statistics [book review]
Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags ABC model choice, ACEMS, Adelaide, anti-vaccine, ASA, ASC 2012, Australia, autism, Bayesian bootstrap, Bayesian lasso, Biometrika, blonde, book cover, bootstrap, Bruce Lindsay, Calyampudi Radhakrishna Rao, Census, CHANCE, classics, controversies, CRC Press, Cuillin ridge, David Blackwell, econometrics, EDA, EM algorithm, estimating equations, FDR, finite mixtures, Gibbs sampling, Glasgow, Grace Wabha, Heinz, history of statistics, hypothesis testing, ICMS, International Prize in Statistics, James-Stein estimator, JASA, Jerzy Neyman, John Tukey, JRSS, machine learning, mathematical statistics, MCMC, Neyman-Pearson tests, pickles, posterior predictive check, Rashomon, replicability, ridge regression, Roderick Little, Ronald Fisher, Ryûnosuke Akutagawa, sabbatical, Scotland, shrinkage estimation, Skye, Stein's paradox, Steve Fienberg, the inaccessible pinacle, The Likelihood Principle, toothbrush moustache, Université Paris Dauphine, World Fertility Survey on May 24, 2025 by xi'an
CRC Press sent CHANCE this book for review. Since the topic was of clear interest to me, with an author who significantly contributed to the field—my only recollection meeting Roderick Little was during the Australian Statistical Conference in Adelaïde, in 2012, at the start of my Oz 2012 Tour!—, I took the opportunity of the nearest weekend to browse through Seminal ideas and controversies in Statistics. I like very much the idea of selecting a dozen key papers in the history of Statistics and of discussing why. In fact, this reminded me of my classics seminar, which lasted the few years I was 100% in charge of the Master program in Dauphine (and which I hope I could restart!). Checking the list of the papers I then suggested my students, I see some overlap with 9 papers out of the 15 groups. (I also remember Steve Fienberg making suggestions for that list, while he was spending a sabbatical in Paris at CREST.) Given that community of focus and purpose, and contrary to my wont, I have really very little of substance to criticize or wish about the book. The less when reading the following
“On a personal note, I met Yates [author of a 1984 paper on tests for 2×2 contingency tables discussing the relevance of conditioning on one or both margins], a charming man, when I was a young graduate student who knew next to nothing about statistics; we discussed the joys of traversing the Cuillin Ridge in Skye.”
since completing that ridge remains high in my mountain-climbing bucket-list! (Possibly next year, since we are running an ICMS workshop on the Island.)
The first paper in the series is more than a foundational paper since (The) Fisher’s 1922 paper is about creating (almost) ex nihilo the field of (modern) mathematical statistics. I don’t know if there is any equivalence in other scientific disciplines of such an impact (and of such a man)… Roderick Little manages to convincingly engage with Fisher’s dismissive views on (not yet called) Bayesian analysis, although, to the latter’s defence, the formalisation of Bayesian inference at that time had not yet emerged. The second chapter is discussing Yates’ 1984 paper on tests for 2×2 contingency tables that he wrote 50 years after writing the original one in the first volume of JRSS. Roderick Little adds a detailed Bayesian analysis with the three standard reference priors, Jeffreys’ version proving quite close to Fisher’s exact test (conditional on both margins). The third chapter is aiming at the generic challenge of hypothesis testing, from the well-known opposition between Fisher and Neyman (both on the cover), to questioning the sanity of hard-set thresholds (with a mention of our American Statistician call to abandon (shi)p!). The later (thus) refers to the recent literature on the replicability crisis and the now famous ASA statement on p-values by Ron Wasserstein and Nicole Lazar, analysed in the chapter. But I would have like to read another full section on alternatives to hypothesis testing. While now a niche interest (imho), Fisher’s attempt at creating a posterior distribution without a prior, aka fiducial inference, is discussed in Chapter 4 with the Behrens-Fisher problem as the illustrating example. The chapter feels rather anticlimactic, with the comparison relying on the (Malay) Ghosh and Kim (2001) simulation results.
Birnbaum’s (1962) likelihood principle is the topic of Chapter 5 (and I cannot remember any of my students choosing this paper over the years, although there was at least one). Roderick Little recalls some sentences from the JASA discussion as an appetiser, a reminder of the time when these discussions could turn in scathing attacks. The chapter contains excerpts from Berger and Wolpert (1988)—which they were writing while I was spending a year at Purdue and which I have always recommended to my PhD students, albeit not for the classic seminar. It then moves to the controversies that surround this principle since its inception, in particular those accumulated by Deborah Mayo (also on the cover) as reported on the ‘Og. In the recent years, I have become less excited about the LP, in part due to the imprecision in its statement, which opens the door to conflicting interpretations. And in part due to the scarcity of models with non-trivial sufficient statistics. (I am also wondering if the sufficiency issue we highlighted in our ABC model choice criticism does relate to the mixture example at the end of the chapter.)
The next chapter is one all for compromise, through the calibrated Bayes perspective that credible statements should be close to confidence statements in the long run. Which I remember him presenting at ASC 2012. The concept is found in the very 1984 paper by Don Rubin (also on the cover) that contains the concept behind Approximate Bayesian Computation (ABC). And the chapter proceeds by listing strengths and weaknesses of frequentist and Bayesian perspectives, towards a fusion of both., e.g. though posterior predictive checks.
While the choice of a (general public) paper from Scientific American may sound surprising in Chapter 7, with Efron’s (on the cover) and Morris’ 1977 Stein’s paradox, I cannot but applaud, the more because this was the first paper I read when starting my PhD on the James-Stein estimators. Although this may sound like happening eons ago, the James and Stein (1961) paper—which is my age!—”created a considerable backlash” by toppling unbiasedness from its pedestal and exhibiting a paradox that 1+1+1≠3… Which Little reinterprets via a random effect (or Bayesian hierarchical) model. (And a chapter where I learned that Little’s father was a journalist, a characteristic he shared with Bruce Lindsay, as I found at Blonde, Glasgow, during an ICMS workshop). Relatedly, the next chapter is about the “57 varieties [of regression] paper” by Demptster, Schatzoff and Wermuth (1977). Apparently connected with Heinz 57 varieties of pickles. The paper considers Stein and ridge and variable selections versions for variable selection. The chapter also covers (Bayesian) Lasso and BART, as well as a brief all too brief mention of Spike & Slab priors—with my friend Veronika Ročková missing from the authors’ index!—, but I was expecting from the title other, robust, forms of regression like L¹ regression and econometrics digressions. Chapter 10 can however been seen as a proxy since covering generalized estimating equations from a 1986 Biometrika paper of Liang and Zeger, with no Bayesian aspect (and an expected appearance of Communications in Statistics B).
Chapter 9 covers the almost immediately classic 1995 paper of Benjamini and Hochbeg on multiple regressions (that Series B turned into a discussion paper ten years later!). Although it spends more time on Berry’s (2012) recommendations than on FDR. The computational Chapter 11 brings together Efron’s (1979) bootstrap [with his picture on the cover] and MCMC, represented by the founding paper of Gelfand and Smith (1990, if mistakenly set in 1988 on p140). A bit of a strange mix imho as the former is more inferential than computational. And not giving the EM algorithm that much space. And not questioning MCMC methods as a good proxy to posterior distributions. Tukey’s Future of Data Analysis (as founding exploratory data analysis) and Breiman’s Two cultures (as launching statistical machine learning) meet in Chapter 12. (With a reminder that the latter invokes Occam’s razor—which may not be that appropriate for hugely overparameterised machine learning black boxes—and…the Rashomon principle! Meaning that distinct models may all fit the same data. Let me nitpickingly add the reference to Ryûnosuke Akutagawa as the author of Rashômon and other stories that Kurosawa adapted in his splendid movie). The chapter contains critical remarks from David Cox, Brad Efron, David Bickel, and Andrew Gelman, with a further section on Little’s view on modelling.
The last three chapters are on design and sampling, in connection with Little’s (and Rubin’s) works in the area. With a 1934 paper of Neyman (whose picture on the cover could have been chosen differently, albeit no fault of Neyman [or of Little!] that his toothbrush style of moustache dramatically got out of fashion!). With a return to calibrated Bayes and a reminiscence of Little’s time at the World Fertility Survey but (apparently) no mention of the probabilistic aspects of modern censuses (that saw my friends Steve Fienberg on the one side and Larry Brown and Marty Wells on the other side argue for and against it!), again relating to the reliance on statistical models. Chapter 14 relates randomized clinical trials to causality, which makes a (worthy) appearance there. Roderick Little also makes a clear case there against the retracted study linking vaccines and autism, a call that will unlikely not reach the current Trump administration and its Secretary of Health.
The book concludes with a list of twenty style and grammar suggestions for improved writing.
As should be crystal-clear from the above, I quite enjoyed the book and would definitely use its reading list in a graduate course whenever the opportunity arises. Once again, some choices are more personal to the author than others, and I would have place more emphasis on the fantastic Dawid, Stone and Zidek (1973)—with Jim Zidek also missing from the author index—, but all make sense in a walk through statistical classics. Let me however regret the absence therein of major actors like, e.g., D. Blackwell, C.R. Rao, or G. Wahba (except in a stylistic example p199), two of whom were awarded the International Prize in Statistics.
[Disclaimer about potential self-plagiarism: this post or an edited version will eventually appear in my Books Review section in CHANCE.]
a journal of the chaos, conquest, war, famine, and death [by drowning & ordeal] year
Posted in Books, Kids, Mountains, pictures, Running, Travel with tags Akira Kurosawa, Alþing, Argentan, Arnaldur Indriðason, Þingvellir, Bellême, book review, Brazil, capital punishment, Carrouges, Charles VI, Christian VII, COVID-19, Daniel Defoe, death penalty, Denmark, film review, ginger, ginger jam, humus, Iceland, incest, Journal of the Plague Year, judicial duel, Netflix, Notre-Dame-de-Paris, ordeal, Paris, rape, Rashomon, Ridley Scott, Russian invasion, sexual violence, The Last Duel, Ukraine on June 1, 2024 by xi'an
Read Indriðason’s Sigurverkið (The king and the clockmaker) while spending the
day in Charles de Gaulle airport waiting for my flight to Birmingham. This is an historical if romanced novel taking place around 1800 in both Iceland and Denmark. It is somewhat connected to Hannah Kent’s Burial Rites, —which impressed me so much that it became a customary book gift—in that this 2021 book by Indriðason is also about a judicial execution of a woman (and her lover) in Iceland, if a few decades earlier and by drowning in a bag at Thingvellir—which we visited during AISTATS in 2014—. The story is however told in a plainer style, the son of this woman being both the narrator, and the clockmaker repairing the historical clock of Habrecht—which was indeed in the Danish Royal Collection at the time and about to be repaired— , while the audience is the mentally unstable and in-name-only King of Denmark, Christian VII, whose father, Frederik V, had (twice) condemned the victims to death. Since the main story is known from the start there is no suspense and little sense of urgency, which makes the book slow-paced and not very engaging, even though the depiction of 18th Century Iceland and its dominion by the Danish crown remains interesting, as well as the historical basis for the executions, the Stóradomi [Great Edict] of 1564 that prescribed beheading for men and drowning for women in case of incest (which actually did not take place for the unjustly executed couple).
Made half a dozen ginger jam jars, as it is currently plentiful and very cheap at the local market (although shipped from Brazil!). But mostly because it is my wife’s favourite jam. Resulting in a definitely tangy jam, despite adding rhubarb, (entire) lemons and pears. Also took advantage of a sea brass BBQ to cook on the side sweet potatoes towards an unusual humus.
Watched (at last!) Scott’s The Last Duel, which foundations appealed to me for being a medieval remake of [my favourite movie] Rashōmon and for supposedly taking place in the vicinity of my home county (supposedly so because no scene was shot in or nearby Normandy!). The outcome is mixed for me, as the setting remains Disney-esque despite the use of medieval castles with tidy landscapes and interiors—the Castle of Carrouge being too “modern” for that purpose—, extensive battle scenes—why would hidden archers resort to fiery arrows?!—, a knighthood quite late in the coming, out-of-tune medieval music, an absurd medieval transplant of the modern constant need to hold a drink, a cartoonesque Paris (where Notre Dame had already been completed and where watermills fed by rainwater would not have lasted very long), but also Damon’s credible play-acting as a medieval lout, strong hints at the [Fol] King Charles VI’s unstable mind, impressive acting of Jodie Comer against her judges, along a ghastly reminder that in medieval times rape was not believed to induce pregnancy. Background conversations are in French, but clash with the main actors’ English (maiming all French names!). So it could have been worse, witness Scott’s Napoleon!
the last duel [not a film review]
Posted in Books, Kids, pictures, Travel with tags Akira Kurosawa, Carrouges, Charles VI, film, film review, France, Hundred Years' War, Normandy, ordalie, Orne, Paris, Rashomon, religion, Ridley Scott on September 23, 2021 by xi'anThe incoming film, The last duel, directed by Ridley Scott, is about one of the last trials by combat (ordalie) in France, in 1386 under the mad king Charles VI. Where the Norman knight Jehan de Carrouges fought a Norman squire, Jacques Le Gris, who stood accused of the rape of Marguerite de Carrouges, Jehan’s second wife. It is inspired from Eric Jager’s book on this story and I found it of some personal interest in that the original events take place in Normandy, near my wife’s hometown… Although the film was shot in completely different locations, including Ireland and the south of France! The rape story is presented there from three perspectives, as in Kurosawa’s (immense) Rashomon, but without the ambiguity of the later,
