Archive for Series B

Confronting intractability in Bristol

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , on April 18, 2012 by xi'an

Here are the (revised) slides of my talk this afternoon at the Confronting Intractability in Statistical Inference workshop in Bristol, supported by SuSTain. The novelty is in the final part, where we managed to apply our result to a three population genetic escenario using one versus two δμ summary statistics. This should be the central new example in the incoming revision of our paper to Series B.

More generally, the meeting is very interesting, with great talks and highly relevant topics: e.g., yesterday, I finally understood what transportation models meant (at the general level) and how they related to copula modelling, saw a possible connection from computer models to ABC, got inspiration to mix Gaussian processes with simulation output, and listened to the whole exposition of Simon Wood’s alternative to ABC (much more informative than the four pages of his paper in Nature!). Despite (or due to?) sampling Bath ales yesterday night, I even woke up early enough this morning to run over and under the Clifton suspension bridge, with a slight drizzle that could not really be characterized as rain…

down with referees, up with ???

Posted in Books, Statistics, University life, Wines with tags , , , , , , , , , , on April 18, 2012 by xi'an

Statisfaction made me realise I had missed the latest ISBA Bulletin when I read what Julyan posted about Larry’s tribune on a World without referees. While I agree on many of Larry’s points, first and foremost on his criticisms of the refereeing process which seems to worsen and worsen, here are a few items of dissension…

The argument that the system is 350 years old and thus must be replaced may be ok at the rethoretical level, but does not carry any serious weight! First, what is the right scale for a change: 100 years?! 200 years?! Should I burn down my great-grand-mother’s house because it is from the 1800’s and buy a camping-car instead?! Should I smash my 1690 Stradivarius and buy a Fender Stratocaster?! Further, given the intensity and the often under-the-belt level of the Newton vs. Leibniz dispute, maybe refereeing and publishing in the Philosophical Transactions of the Royal Society should have been abolished right away from the start. Anyway, this is about rethoric, not matter. (Same thing about the wine store ellipse. It is not even a good one:  Indeed, when I go to a wine store, I have to rely on (a) well-known brands; (b) brands I have already tried and appreciated; (c) someone else’s advice, like the owner, or friends, or Robert Parker…. In the former case, it can prove great or disastrous. But this is the most usual way to pick wines as one cannot hope [dream?] to sample all wines in the shop.)

My main issue with doing away with referees is the problem of sifting through the chaff. The amount of research documents published everyday is overwhelming. There is a maximal amount of time I can dedicate to looking at websites, blogs, twitter accounts like Scott Sisson’s and Richard Everitt’s, and such. And there clearly is a limited amount of trust I put in the opinions expressed in a blog (e.g., take the ‘Og where this anonymous X’racter writes about everything, mostly non-scientific stuff, and reviews papers with a definite bias!) Even keeping track of new arXiv postings sometimes get overwhelming. So, Larry’s “if you don’t check arXiv for new papers every day, then you are really missing out” means to me that missing arXiv for a few days and I cannot recover. One week away at an intense workshop or on vacations and I am letting some papers going by forever, even though I carry them in my bag for a while…. Noll’s suggestion to publish only on one’s own website is even more unrealistic: why should anyone bother to comment on poor or wrong papers, except when looking for ‘Og’s fodder?! So the fundamental problem is separating the wheat from the chaff, given the amount of chaff and the connected tendency to choke on it! Getting rid of referees and journals to rely on depositories like [the great, terrific, essential] arXiv forces me to also rely on other sources for ranking, selecting, and eliminating papers. Again with a component of arbitrariness, subjectivity, bias, variation, randomness, peer pressure, &tc. In addition, having no prior check of papers means reading a new paper a tremendous chore as one would have to check the references as well, leading to a sort of infinite regress… and forcing one to rely on reputation and peer opinions, once again! And imagine the inflation in reference letters! I already feel I have to write too many reference letters at the moment, but a world without (good and bad) journals would be the Hell of non-stop reference letters. I definitely prefer to referee (except for Elsevier!) and even more being a journal editor, because I can get an idea of the themes in the field and sometimes spot new trends, rather than writing over and over again about an old friend’s research achievements or having to assess from scratch the worth of a younger colleague’s work…

Furthermore, and this is a more general issue, I do not believe that the multiplication of blogs, websites, opinion posts, tribunes, &tc., is necessarily a “much more open, democratic approach”: everyone voicing an opinion on the Internet does not always get listened to and the loudest ones (or most popular ones) are not always the most reliable ones. A complete egalitarian principle means everyone talks/writes and no one listens/reads: I’d rather stick to the principles set by the Philosophical Transactions of the Royal Society!

Anyway, thanks to Larry for launching a worthwhile debate into discovering new ways of making academia a more rational and scientific place!

potentially relevant

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on March 14, 2012 by xi'an

This week, freshly back from Roma, I got the reviews on our paper “Relevant statistics for Bayesian model choice” from Series B. The comments are detailed and mostly to the point, expressing concern about the relevance of the paper for statistical methodology as the major issue.  We are thus asked for a revision making a much better connection with ABC methodology.

This is not an unexpected outcome, from my point of view, because the paper is indeed quite theoretical and the mathematical assumptions required to obtain the convergence theorems are rather overwhelming… Meaning that in practical cases they cannot truly be checked. However, I think we can eventually address those concerns for two distinct reasons: first, the paper comes as a third step in a series of papers where we first identified a sufficiency property, then realised that this property was actually quite a rare occurrence, and finally made a theoretical advance as to when is a summary statistic enough (i.e. “sufficient” in the standard sense of the term!)  to conduct model choice, with a clear answer that the mean ranges of the summary statistic under each model could not intersect.  Second, my own personal view is that those assumptions needed for convergence are not of the highest importance for statistical practice (even though they are needed in the paper!) and thus that, from a methodological point of view, only the conclusion should be taken into account. It is then rather straightforward to come up with (quick-and-dirty) simulation devices to check whether a summary statistic behaves differently under both models, taking advantage of the reference table already available (instead of having to run Monte Carlo experiments with ABC basis)…

One of the comments was that maybe Bayes factors were not appropriate for conducting model choice, thus making the whole derivation irrelevant. This is a possible perspective but it can be objected that Bayes factors and posterior probabilities are used in conjunction with ABC in dozens of genetic papers. Further arguments are provided in the various replies to both of Templeton’s radical criticisms. That more empirical and model-based assessments also are available is quite correct, as demonstrated in the multicriterion approach of Olli Ratmann and co-authors. This is simply another approach, not followed by most geneticists so far…

MCMC with control variates

Posted in Books, Statistics, University life with tags , , , , , , , , , , on February 17, 2012 by xi'an

In the latest issue of JRSS Series B (74(1), Jan, 2012), I just noticed that no paper is “from my time” as co-editor, i.e. that all of them have been submitted after I completed my term in Jan. 2010. Given the two year delay, this is not that surprising, but it also means I can make comments on some papers w/o reservation! A paper I had seen earlier (as a reader, not as an editor nor as a referee!) is Petros Dellaportas’ and Ioannis Kontoyiannis’ Control variates for estimation based on  reversible Markov chain Monte Carlo samplers. The idea is one of post-processing MCMC output, by stabilising the empirical average via control variates. There are two difficulties, one in finding control variates, i.e. functions $\Psi(\cdot)$ with zero expectation under the target distribution, and another one in estimating the optimal coefficient in a consistent way. The paper solves the first difficulty by using the Poisson equation, namely that G(x)-KG(x) has zero expectation under the stationary distribution associated with the Markov kernel K. Therefore, if KG can be computed in closed form, this is a generic control variate taking advantage of the MCMC algorithm. Of course, the above if is a big if: it seems difficult to find closed form solutions when using a Metropolis-Hastings algorithm for instance and the paper only contains illustrations within the conjugate prior/Gibbs sampling framework. The second difficulty is also met by Dellaportas and Kontoyiannis, who show that the asymptotic variance of the resulting central limit can be equal to zero in some cases.

From Series B to Series A

Posted in Statistics, University life with tags , on February 12, 2010 by xi'an

The respite from editorial duties has been rather brief after all since, a bit longer than a month after (reluctantly) leaving the co-editorship of the Journal of the Royal Society, Series B, I have received a proposal this morning to join the editorial board of Sankhya, Series A! A proposal that I swiftly accepted, therefore joining the editorial board of Sankhya, Series A for the second time.