“The Royal Statistical Society (RSS) notes with concern the dismissal of Erika McEntarfer as Commissioner of Labor Statistics by US President, Donald Trump, at a time when the global economy is experiencing significant disturbance.
The United Nations’ Fundamental Principles of Official Statistics establishes international professional and scientific standards for the production of official statistics. The RSS, as one of the world’s leading statistical societies and with a membership that includes official statisticians from many countries, is keenly interested in the adherence to these standards across the world to ensure quality and integrity.
Any concerns regarding data or methodology should be independently evaluated to ensure credibility is maintained. The dismissal undermines international trust in US statistics, which has ramifications well beyond policy decisions within the US, with impacts on global confidence in the world economy.
The RSS is against all forms of political interference in the production of official statistics and urges President Trump to ensure that the nonpartisan integrity of the position is retained. Furthermore, reassurance is needed to ensure that statisticians working for federal agencies have confidence to continue producing the objective statistical information that enables those in power to gain the trust of their communities.
These actions are essential to ensure a healthy democracy in the US, and to maintain international credibility in its statistics.”
Archive for RSS
A statement from the Royal Statistical Society on the dismissal of the Commissioner of Labor Statistics, Dr Erika McEntarfer
Posted in Books, Statistics, University life, Wines with tags @ScientistTrump, academic integrity, Britain, Bureau of Labor Statistics, Donald Trump, federal agencies, official statistics, political interference, Royal Statistical Society, RSS, Trump administration, United Nations, US economy, US politics on August 7, 2025 by xi'anthe true cost of war [cover]
Posted in Books, Kids, pictures, Statistics with tags Afghanistan, American Statistical Association, armed conflict, ASA, forced displacement, Gaza, International Rescue Committee, Islamic State, mobile phone metadata, Oxford University Press, Royal Statistical Society, RSS, Significance, taliban, Uppsala Conflict Data Program, war crimes, war in Gaza on April 9, 2025 by xi'an
R[are]SS meeting
Posted in Statistics, Travel, University life with tags control variates, CREST, Fusion 2024, harmonic mean estimator, infinite variance estimators, ISBA 2024, pseudo-marginal MCMC, Rao-Blackwellisation, rare events, reparameterisation, Royal Statistical Society, RSS, Taylor expansion, turnkey solution, unbiasedness, Università Ca' Foscari Venezia, University of Warwick, Venezia, Warwickshire on September 29, 2024 by xi'an
Yesterday, I happened to be at the right time in the right place, as I was in Warwick for a RSS local section meeting on rare event simulation. (If missing the aurora borealis and the moon eclipse on previous nights!) And hence attended a seminar by Francesca Crucinio in six days!, as she talked about a turnkey approach to unbiased estimation of transforms of a moment, or wlog a mean μ, f(μ). A recent article with Nicolas Chopin (CREST) and Sumeet Singh, where they resort to Taylor expansions to achieve unbiasedness, using the Russian roulette trick to stop the summation from running to infinity. (As it happens, I heard Nicolas talk about this idea in the recent past namely at the ISBA-Fusion Sunday morn at Ca’Foscari.) Using a Taylor expansion is obviously natural and mathematically correct, albeit fraught with potential dangers [imho]:
- the Taylor expansion involves central moments up to a random order R, which are harder & harder to estimate with increasing orders (i.e., more & more uncertain, with the possibility of infinite variance estimators after a certain order)
- I did not spot a discussion on the moment estimators, that seems to rely on k iid replicas for the k-th moment
- a lot of calibration ensues, from the choice of the centre x⁰ to the (artificial) distribution of the stopping value R, to the parameterisation of the random variable attached to the moment μ
- the paper insists on recycling simulations to stabilise the moment estimators and ensure consistency, as a primary level of Rao-Blackwellisation, but this only applies to the smallest order moments and could be devised in many different ways, with varying computing costs
- consistency of the estimate is not necessarily needed, as for instance for pseudo-marginal applications
- as often with Russian roulette, positive quantities may receive negative estimations that are dominated by truncations to the positive real line (and alternating series offer the use of sandwiching estimators)
- for the above reason, it is not always reasonable to tunnel vision on unbiasedness and alternative estimates like bridge sampling solutions could be integrating towards improving the quality of the estimator (especially since the conditions for finite variance involve unknown quantities)
- while f-Taylored solutions like harmonic mean estimators for f(x)=1/x are not necessarily a panacea, they could be included in the comparison or as control variates
The first talk by Mathias Rousset was investigating adaptive multilevel sampling, a form of nested sampler, at the theoretical level, while the third talk by Tobias Grafke was a repetition of a talk he gave at the masterclass the interface between computational physics and computational statistics, last April.
Arnak Dalalyan at the RSS Journal Webinar
Posted in Books, pictures, Statistics, Travel, University life with tags approximate sampling, discussion paper, exact sampling, Journal of the Royal Statistical Society, Langevin MCMC algorithm, London, OUP, Oxford University Press, Palaiseau, Paris-Saclay campus, Read paper, Royal Statistical Society, RSS, RSS Journal Webinar, webinar on October 15, 2023 by xi'an
My friend and CREST colleague Arnak Dalalyan will (re)present [online] a Read Paper at the RSS on 31 October with my friends Hani Doss and Alain Durmus as discussants:
‘Theoretical Guarantees for Approximate Sampling and Log-Concave Densities’
Arnak Dalalyan ENSAE Paris, France
Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, exact sampling from a given distribution is impossible or computationally expensive and, therefore, one needs to resort to approximate sampling strategies. However, there is no well-developed theory providing meaningful non-asymptotic guarantees for the approximate sampling procedures, especially in high dimensional problems. The paper makes some progress in this direction by considering the problem of sampling from a distribution having a smooth and log-concave density defined on ℝᵖ, for some integer p > 0. We establish non-asymptotic bounds for the error of approximating the target distribution by the distribution obtained by the Langevin Monte Carlo method and its variants. We illustrate the effectiveness of the established guarantees with various experiments. Underlying our analysis are insights from the theory of continuous time diffusion processes, which may be of interest beyond the framework of log-concave densities that are considered in the present work.
statistical aspects of climate change [discuss]
Posted in Books, pictures, Statistics, Travel, University life with tags Aberdeen, climate change, discussion paper, environment, extreme temperatures, extreme value theory, forest fires, Greenland, Journal of the Royal Statistical Society, Pacific North West, Royal Statistical Society, RSS, Scotland, water on August 4, 2022 by xi'an
As part of its annual conference in Aberdeen, Scotland, the RSS is organising a discussion meeting on two papers presented on Wednesday 14 September 2022, 5.00PM – 7.00PM (GMT+1), with free on-line registration.
Two papers will be presented:
‘Assessing present and future risk of water damage using building attributes, meteorology, and topography’ by Heinrich-Mertsching et al.
‘The importance of context in extreme value analysis with application to extreme temperatures in the USA and Greenland’ by Clarkson et al.“The Discussion Meeting at this year’s RSS conference in Aberdeen will feature two papers on the Statistical Aspects of Climate Change. The Discussion Meetings Committee chose this topic area motivated by the UN Climate Change Conference (COP26) held in Glasgow last year and because climate changes and the environment is one of the RSS’s six current campaigning priorities for 2022.
You are welcome to listen to the speakers and join in the discussion of the papers which follows the presentations. All the proceedings will be published in a forthcoming issue of Journal of the Royal Statistical Society, Series C (Applied Statistics) .”
Dr Shirley Coleman, Chair and Honorary Officer for Discussion Meetings
