Archive for January, 2013

R finals

Posted in R, Statistics, University life with tags , , , , , , , , on January 31, 2013 by xi'an

From my office in Dauphine, on the hottest day of the year (so far)...On the morning I returned from Varanasi and the ISBA meeting there, I had to give my R final exam (along with three of my colleagues in Paris-Dauphine). This year, the R course was completely in English, exam included, which means I can post it here as it may attract more interest than the French examens of past years…

I just completed grading my 32 copies, all from exam A, which takes a while as I have to check (and sometimes recover) the R code, and often to correct the obvious mistakes to see if the deeper understanding of the concepts is there. This year student cohort is surprisingly homogeneous: I did not spot any of the horrors I may have mentioned in previous posts.

I must alas acknowledge a grievous typo in the version of Exam B that was used the day of the final: cutting-and-pasting from A to B, I forgot to change the parameters in Exercise 2, asking them to simulate a Gamma(0,1). It is only after half an hour that a bright student pointed out the impossibility… We had tested the exams prior to printing them but this somehow escaped the four of us!

Now, as I was entering my grades into the global spreadsheet, I noticed a perfect… lack of correlation between those and the grades at the midterm exam. I wonder what that means: I could be grading at random, the levels in November and in January could be uncorrelated, some students could have cheated in November and others in January, student’s names or file names got mixed up, …? A rather surprising outcome!

grades of some of my students at the midterm and finals R exams

métro static

Posted in pictures, Travel with tags , , on January 30, 2013 by xi'an

wall at Saint-Michel station, RER B, Feb. 10,2012(One of those countless phone conversations imposed upon the whole carriage in the morning métro…)

…je récupère mon sac et je m’arrache direct à la Rochelle…

..j’en ai pas dormi de la nuit, les gens c’est des batards, t’es réglo avec eux,et puis…

…j’arrive à Victor Hugo..

…je suis sous contrôle judiciaire, tu vois ce que je veux dire, j’avais une facture et tout, c’est dingue..

..oui 250 euros, c’est de l’argent, depuis Septembre, Octobre..

…j’vais y réfléchir dans le TGV, grave, pendant tout le voyage, tu vois?!

Dear Sir, I am unable to understand…

Posted in Statistics, University life with tags , , , , , , on January 30, 2013 by xi'an

Here is an email I received a few days ago, similar to many other emails I/we receive on a regular basis:

I am working on Markov Chain Monte Carlo methods as part of my Masters project. I have to estimate mean, variance from a Gaussian mixture using metropolis method.  I came across your paper ‘Bayesian Modelling and Inference on Mixtures of Distributions’. I am unable to understand how to obtain the new sample for mean, variance etc… I am using uniform distribution as proposal distribution. Should it be random numbers for the proposal distribution.
I have been working and trying to understand this for a long time. I would be grateful for any help.

While I felt sorry for the Master student, I consider it is the responsibility of his/her advisor to give her/him the proper directions for understanding the paper. (Given the contents of the email, it sounds as if the student would require proper training in both Bayesian statistics [uniform priors on unbounded parameters?] and simulation [the question about random numbers does not make sense]…) This is what I replied to the student, hopefully in a positive tone.

oops, no tooltip…!

Posted in pictures with tags , , , , on January 29, 2013 by xi'an

Thanks to Jean-Michel Marin, I have just noticed that the legends I put on my (or others‘) images were not visible as blue boxes hovering over the picture. I checked on wordpress and found the solution: The new title of the downloaded image is not the title of the published image!

The title added in this field does not display as a tooltip (when a mouse is hovered over the image). To add a tooltip title, edit the image after inserting it into the post, and add your tooltip wording to the Title field.

However that means that the older images in the ‘Og (those published since the new version of wordpress was implemented, around the very end of November…) will not be corrected…

Statistics may be harmful to your freedom

Posted in Statistics with tags , , , , , on January 29, 2013 by xi'an

On Wednesday, I was reading the freshly delivered Significance and esp. the several papers therein about statisticians being indicted, fired, or otherwise sued for doing statistics. I mentioned a while ago the possible interpretations of L’Aquila verdict (where I do not know whether any of the six scientists is a statistician), but did not know about Graciela Bevacqua‘s hardship in the Argentinian National Statistics Institute, nor about David Nutt being sacked from the Advisory Council on the Misuse of Drugs, nor about Peter Wilmshurst being sued by NMT (a US medical device corporation) for expressing concern about a clinical trial they conducted. What is most frightening in those stories is that those persons ended up facing those hardships without any support from their respective institutions (quite the opposite in two cases!). And then, on the way home, I further read that the former head of the Greek National Statistics Institute (Elstat) was fired and indicted for over-estimating the Greek deficit, after resisting official pressure to lower it down…  Tough job!

À la manif (guest photo)

Posted in pictures with tags , , , , , on January 28, 2013 by xi'an

rainbow flag and Colonne de Juillet, Bastille, Paris, Jan. 28, 2013 (c.) Alessandra Iacobucci

reading classics (#7)

Posted in Statistics with tags , , , , , , , , , on January 28, 2013 by xi'an

Last Monday, my student Li Chenlu presented the foundational 1962 JASA paper by Allan Birnbaum, On the Foundations of Statistical Inference. The very paper that derives the Likelihood Principle from the cumulated Conditional and Sufficiency principles and that had been discussed [maybe ad nauseam] on this ‘Og!!! Alas, thrice alas!, I was still stuck in the plane flying back from Atlanta as she was presenting her understanding of the paper, as the flight had been delayed four hours thanks to (or rather woe to!) the weather conditions in Paris the day before (chain reaction…):

I am sorry I could not attend this lecture and this for many reasons: first and  foremost, I wanted to attend every talk from my students both out of respect for them and to draw a comparison between their performances. My PhD student Sofia ran the seminar that day in my stead, for which I am quite grateful, but I do do wish I had been there… Second, this a.s. has been the most philosophical paper in the series.and I would have appreciated giving the proper light on the reasons for and the consequences of this paper as Li Chenlu stuck very much on the paper itself. (She provided additional references in the conclusion but they did not seem to impact the slides.)  Discussing for instance Berger’s and Wolpert’s (1988) new lights on the topic, as well as Deborah Mayo‘s (2010) attacks, and even Chang‘s (2012) misunderstandings, would have clearly helped the students.


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