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a journal of the Hugo year

Posted in Books, Kids, Mountains, pictures, Running, Travel, University life, Wines with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , on June 3, 2026 by xi'an

Read (over the past months) books I forgot to record in the Journal series namely, The Practice, the Horizon, and the Chain, by Sofia Samatar, a rather terrible take on Wells’ Time Machine where exploited live in the darkest parts of a space-ship and upper classes in the nicest places. With an unconvincing trio of characters and a paper-thin scenario, including an unconvincing pastiche of academic pettiness. Quite the disappointment! The latest Ben Aaronovitch’s Rivers of London novel, Stone & Sky, a rather nice instalment in the series, if only because it is set in Northern Scotland (where I read it!), but with some weaknesses in the plot and a puzzling two-voice narrative that sounds unbalanced (in favour of Peter vs. Abigail). Plus a wee bit caricaturing Scottish people, methinks! And then, being a Hugo voting member for 2026, several books and short stories that I receive as part of the LACon package, like The Raven Scholar by Antonia Hodgson read first because I love ravens! Especially the fantastic Ka: Dar Oakley in the Ruin of Ymr. I had trouble beginning the book, but once the setting was established, I could follow the main character more easily. The character is enticing but the universe building is shaky and the scenario weak on many planes, making the central issues of solving a murder and finding a new emperor/ress more of a summer camp challenge than crucial problems. Plus an all-too-common fixation on meals and drinks consumed by the characters… It is getting worse towards the end. Likely my (first and) last volume in the Eternal Path Trilogy! Not high in my Hugo ranking then. And the (Murderbot) novelette “Rapport: Friendship, Solidarity, Communion, Empathy” by Martha Wells. Frankly disappointing. I do love the Murderbot series, but this short story highly disappointed me. Between feelings of déjà vu and annoyance at the constant bickering between the characters that reminded me of the nadir of the relationship between my two kids! Absolutely worth ignoring! Even in the Hugo ranking.

Due to repeated travel, plus a heat wave, I did not cook much besides salads and fruit purées, but enjoyed a haggis pie on Skye. And two (local versions of) pissaladières in Marseille. I also had to transfer my olives of the (2025) year into new jars as some had started to grow mould. Fortunately. most of them remained edible if somewhat sour. Thanks to Omiros’ expert advice, they are now maturing in olive oil.

Watched Sins of Kujo, inspired from a popular manga series, which is quite puzzling for its moral and ethical ambiguities.

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à la journée François Perron

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on October 23, 2024 by xi'an

Wonderful day celebrating my long-term friend François Perron’s career, at the Université de Montréal! In full autumnal glory! With several long-time-no-see friends attending and presenting their work and connecting with François’ achievements, incl. Éric Marchand on Stein prediction for spherically symmetric distributions, where the predicted vector y appears in the same quadratic form as the observed one x, with the same location parameter, a setting that turns prediction into estimation of that parameter, a 2019 paper with Dominique Fourdrinier and Bill Strawderman,A
Mylène Bédard on a generalised optimal scaling of annealed MALA, with higher speeds in transient cases than known so far,t. Yves Atchadé on cyclical MCMC, a rejection free version of Radford Neal’s parallel tempering, that sometimes fails to converge
and Alex Bouchard-Côté on escaping the curse of dimensionality by interpolations of the target, which is a variant of simulated tempering (quite the theme of the day!), and happened to be his invited lecture for the 2024 CRM-SSC prize, awarded right after. Unfortunately I had to catch my plane and face the notorious jams to the airport. (And, fortunately, I had attended Saifuddin Syed’s related talk at Mostly MC the week before!)

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a lesser-known correlate of the Jeffreys-Lindley paradox (with discussion)

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , , , on October 19, 2024 by xi'an

Two UBC faculty, Harlan Campbell and Paul Gustafson, wrote a paper entitled “Defining a Credible Interval Is Not Always Possible with “Point-Null” Priors: A Lesser-Known Correlate of the Jeffreys-Lindley Paradox” in Bayesian Analysis (2024, 19, Number 3, pp. 925–984), which got discussed and presented on the BA webinar yesterday. I missed the call for discussion, on a topic I would have liked very much to discuss and an analysis I strongly disagree with. Fortunately, several of the discussants in the webinar and in the printed version advanced some of my points (as. e.g., Bertrand Clarke in the above slide screen-shot from the on-line video).

I find the paper somewhat missing in linking with the history of the topic, with no mention of Berger & Sellke (1987) that comes as a counterpoint to Casella &—the other—Berger (1987), opposing one sided to two sided tests. Or of matching priors, which connect credible and confidence intervals to higher orders. But the central issue with the apparent contradiction between rejecting the point null hypothesis and returning a credible interval that contains the null is that the construction proceeds from a model averaged posterior. Which fundamentally contradicts the construct of a pair of priors attached with each model towards selecting the fittest one. And requires a far-from-innocent choice of respective prior weights for both models, an ill-defined notion I have repeatedly criticised here and elsewhere. Model averaging clashes with model selection in both decision-theoretic and modelling terms. In model averaging terms, the disappearance of the opposition exhibited by the authors in the predictive distribution, as shown by discussants Held and Pawel, is unsurprising. And makes the spike-and-slab prior far of a necessity. Contrariwise to the model selection case where it proves unavoidable. And for which a merged credible interval does not make sense (to me at least) since it should be constructed once one (and only one) of the two models is chosen. At this point, that the other model ever was considered should not impact subsequent inference. And within that perspective I do not see the relevance of agnostic (ignoring the model choice ation) 5% confidence or credible regions.

“…considers the regime of a fixed true parameter value as n increases [and] of a fixed p-value…” (p928)

With regards with the connection with the Jeffreys-Lindley (or Lindley-Jeffreys) so-called paradox, on which I have already written a lot (or even too much!), many of the earlier objections resurface. Like the measure-theoretic difficulty in including within a continuous interval an atom, i.e., a value with a point mass. Which isolates this atom away from any other value in the interval (and of course creates discontinuities). Or fixing the p-value forever after (when n goes to infinity), as in the graph below (p929). Or treating an improper prior without further caution than with a proper prior. Especially when these are “created” by the decision problem itself.

 

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celebrating Ivar Ekeland⁸⁰ (24-25 Sept)

Posted in Books, pictures, University life with tags , , , , , , , , , , , , , , , , on September 14, 2024 by xi'an


Next week, our lab (CEREMADE) is celebrating the 80th birthday of our friend and colleague Ivar Ekeland with two days of talks and chats. (Registration is free.) Ivar is a leading figure in nonlinear functional analysis, calculus of variations, and mathematical economics. But also a moral beacon for many of us! He was the chairman of CEREMADE, the president of Paris Dauphine, a research chair at UBC, and the head of the Pacific Institute of Mathematical Sciences (managing Banff International Research Station). He wrote (and will write further) highly popular books on mathematics and is heading the sustainable development training at Dauphine.

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Philosophies, Puzzles and Paradoxes [book review]

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , on May 25, 2024 by xi'an

Yudi Pawitan and Youngjo Lee have written a book that recently caught my attention within the CRC Press list of new publications. Because philosophy, puzzles, and paradoxes are definitely of interest to me (as shown by numerous entries in the ‘Og!). The subtitle of said book is A Statistician’s Search for Truth.

Reviews of the book are already available, with for instance Andrew Gelman stating that he disagrees “with much of this book, but it’s an entertaining and thought-provoking introduction to some challenging questions” or Stephen Senn starting the foreword with “This is a remarkable book: wide-ranging, ambitious, challenging and profound but also intriguing, fascinating and original.” (Senn is also cited within the book for his discussion of our revisit of Harold Jeffreys’ Theory of Probability.) Nice cover as well (albeit I could not trace the origin of it, inside or outside the book.)

The book is made of three parts, one on the philosophical approaches to truth, scientific discovery, deduction, and induction, a second one on probability theories, with philosophical motivations, Bayesian inference, and likelihood-based inference, and a third section on paradoxes. Given that both authors are senior authors who have contributed to likelihood inference throughout their career, incl. the books In All Likelihood and Generalized Linear Models with Random Effects, the likelihood approach is somewhat privileged against other statistical resolutions towards the resolution of the paradoxes, with a defence of confidence distributions and a chapter on epistemic confidence that mostly stems from recent papers by the authors, like Pawitan et al.  (2023) and Lee and Lee (2023). I find the discussion therein somewhat unclear, esp. because the same notation Pr(.) is employed for different probability notions.

“Epistemic confidence is the objective measure of uncertainty that’s attached to single events, where the objectivity is based on a consensus of rational minds.” (p.197)

The philosophy part is following the (European) Enlightenment in producing more and more involved discussions on reason, knowledge and scientific discovery. This exploration is an easy read, as it does not delve particularly deeply in the arguments of Kant, Hume, or Popper. With the apparently unescapable mention of Gödel’s incompleteness theorem, including a sausage citation from Poincaré that reminded of that strip from Tintin in America:which, most probably, he would have applied to Ais! Several sections about pseudo-rational attempts to demonstrate the existence of Dog could have been skipped as well.

The part of probability already considers paradoxes which, like the subsequent ones are mostly the consequence of using natural (and hence ambiguous) languages instead of mathematical descriptions—incl. the statement of the Likelihood Principle. It also discusses Keynes’ logical (or imprecise) probabilities, briefly if appropriately given the pessimistic views of young Keynes on the assessment of the probability of an event. Savage is privileged enough to enjoy an entire chapter discussing his 1950’s axioms leading to the existence of a (subjective)  prior on “the states of the world”. This is followed by a chapter on Inverse probability (aka Bayesian statistics), where the authors consider Bayes’ 1763 Essay to have stayed mostly unnoticed till  the beginning of the 20th Century, which sounds a somewhat subjective judgement. (And as uncovered by Steve Stiegler, the original title of the Essay was indeed intended as a reply to Hume.) A further if short chapter is dedicated to the search for the prior distribution. Which thus gives the misguided impression that there should exist such a thing, rather than acknowledging that Bayesian statements are relative to the prior measure. The remainder of the discussion on invariant and reference priors is however mostly standard. Except when falling for the marginalisation paradox when stating that a product of improper priors implies independence on p.144.

The paradoxes examined in the final part are Allais’ (an alumni of Lycée Lakanal!), and Ellsberg’s, avatars of the Saint Petersburg paradox and referring to failing to adhere to rational decision-making and not in the least to statistics. Conjunction and inclusion “fallacious fallacies”, which are central to Kahneman’s Thinking fast and slow bestseller, and attributed to reasoning in terms of likelihood rather than of probability (without accounting for multiple testing on p.228). A whole if short chapter on the Monty Hall and three prisoners paradoxes, another predictable occurrence in a book on reasoning paradoxes. Again mostly a matter of poor wording, plus relying on the choice of an underlying probability model, for which the authors again follow a likelihood approach, the number of the prize door or of the freed prisoner being the parameter. Kyburg’s (very weak) lottery paradox and related forensic paradoxes, concluding with the rejection of judgements based solely on probability reasoning. Hempel’s paradox of the ravens, a priori unrelated with statistical evidence, but turned into one by squeezing in some sampling models. Finishing with the (envelope) exchange paradox, where the authors refuse to put a prior on the unknown parameter but end up with a solution equivalent to adopting a Jeffreys prior.

In conclusion, this attempt at connecting statistical inference and philosophy, probability concepts and rational decision making, paradoxes and modelling, within a single book is academically sound and overall enjoyable, if not outstanding or remarkable as it does not constitute a radical move away from existing analyses of those classical paradoxes. Furthermore, I find the paradoxes overwhelmingly distant from genuine statistical settings and involving a rather stretched notion of data. Still, methinks I will keep this book in my bookcase, rather than leaving it for the taking in the department coffee room!

As I was completing the book and getting towards writing this book review, I also noticed a two page blurb in Significance (May 2024 issue) written by the authors on their book. (which happens rather frequently with this magazine). Unsurprisingly, the contents provd mostly extracted from the preface and introduction With a nice ravens picture (in conjunction with the raven paradox).

[Disclaimer about potential self-plagiarism: this post or an edited version may eventually appear in my Books Review section in CHANCE.]

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