## The chocolate factory gone up in smoke

Posted in Kids, Running with tags , , , on September 30, 2014 by xi'an

There was a major fire near my house yesterday with many fire-engines rushing by and a wet smoke smell lingering by the whole night. As I found out during my early morning run, the nearby chocolate factory had completely burned. Actually, sixteen  hours after the beginning of the fire, the building was still smouldering, with a dozen fire-engines yet on site and huge hoses running on adjacent streets. A fireman told me the fire had started from an electric spark and that the entire  reserves had been destroyed. This is quite sad, as hitting a local business and a great chocolate maker, Patrick Roger. I do not know whether or not the company will survive this disaster, but if you happen to come by one of the shops in Paris or Brussels, drop in and buy some chocolates! For the taste of it and as a support.

## a weird beamer feature…

Posted in Books, Kids, Linux, R, Statistics, University life with tags , , , , , , , , , , , , on September 24, 2014 by xi'an

As I was preparing my slides for my third year undergraduate stat course, I got a weird error that got a search on the Web to unravel:

! Extra }, or forgotten \endgroup.
\endframe ->\egroup
\begingroup \def \@currenvir {frame}
l.23 \end{frame}
\begin{slide}
?


which was related with a fragile environment

\begin{frame}[fragile]
\frametitle{simulation in practice}
\begin{itemize}
\item For a given distribution $F$, call the corresponding
pseudo-random generator in an arbitrary computer language
\begin{verbatim}
> x=rnorm(10)
> x
[1] -0.021573 -1.134735  1.359812 -0.887579
[7] -0.749418  0.506298  0.835791  0.472144
\end{verbatim}
\item use the sample as a statistician would
\begin{verbatim}
> mean(x)
[1] 0.004892123
> var(x)
[1] 0.8034657
\end{verbatim}
to approximate quantities related with $F$
\end{itemize}
\end{frame}\begin{frame}


but not directly the verbatim part: the reason for the bug was that the \end{frame} command did not have a line by itself! Which is one rare occurrence where the carriage return has an impact in LaTeX, as far as I know… (The same bug appears when there is an indentation at the beginning of the line. Weird!) [Another annoying feature is wordpress turning > into &gt; in the sourcecode environment...]

## Statistics second slides

Posted in Books, Kids, Statistics, University life with tags , , , , , on September 24, 2014 by xi'an

This is the next chapter of my Statistics course, definitely more standard, with some notions on statistical models, limit theorems, and exponential families. In the first class, I recalled the convergence notions with no proof but counterexamples and spend some time on a slide not included here, borrowed from Chris Holmes’ talk last Friday on the linear relation between blood pressure and the log odds ratio of an heart condition. This was a great example, both to illustrate the power of increasing the number of observations and of using a logistic regression model. Students kept asking questions about it.

## BAYSM’14 recollection

Posted in Books, Kids, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , on September 23, 2014 by xi'an

When I got invited to BAYSM’14 last December, I was quite excited to be part of the event. (And to have the opportunities to be in Austria, in Wien and on the new WU campus!) And most definitely and a posteriori I have not been disappointed given the high expectations I had for that meeting…! The organisation was seamless, even by Austrian [high] standards, the program diverse and innovative, if somewhat brutal for older Bayesians and the organising committee (Angela Bitto, Gregor Kastner, and Alexandra Posekany) deserves an ISBA recognition award [yet to be created!] for their hard work and dedication. Thanks also to Sylvia Früwirth-Schnatter for hosting the meeting in her university. They set the standard very high for the next BAYSM organising team. (To be hold in Firenze/Florence, on June 19-21, 2016, just prior to the ISBA World meeting not taking place in Banff. A great idea to associate with a major meeting, in order to save on travel costs. Maybe the following BAYSM will take place in Edinburgh! Young, local, and interested Bayesians just have to contact the board of BAYS with proposals.)

So, very exciting and diverse. A lot of talks in applied domains, esp. economics and finance in connection with the themes of the guest institution, WU.  On the talks most related to my areas of interest, I was pleased to see Matthew Simpson working on interweaving MCMC with Vivek Roy and Jarad Niemi, Madhura Killedar constructing her own kind of experimental ABC on galaxy clusters, Kathrin Plankensteiner using Gaussian processes on accelerated test data, Julyan Arbel explaining modelling by completely random measures for hazard mixtures [and showing his filliation with me by (a) adapting my pun title to his talk, (b) adding an unrelated mountain picture to the title page, (c) including a picture of a famous probabilist, Paul Lévy, to his introduction of Lévy processes and (d) using xkcd strips], Ewan Cameron considering future ABC for malaria modelling,  Konstantinos Perrakis working on generic importance functions in data augmentation settings, Markus Hainy presenting his likelihood-free design (that I commented a while ago), Kees Mulder explaining how to work with the circular von Mises distribution. Not to mention the numerous posters I enjoyed over the first evening. And my student Clara Grazian who talked about our joint and current work on Jeffreys priors for mixture of distributions. Whose talk led me to think of several extensions…

Besides my trek through past and current works of mine dealing with mixtures, the plenary sessions for mature Bayesians were given by Mike West and Chris Holmes, who gave very different talks but with the similar message that data was catching up with modelling and with a revenge and that we [or rather young Bayesians] needed to deal with this difficulty. And use approximate or proxy models. Somewhat in connection with my last part on an alternative to Bayes factors, Mike also mentioned a modification of the factor in order to attenuate the absorbing impact of long time series. And Chris re-set Bayesian analysis within decision theory, constructing approximate models by incorporating the loss function as a substitute to the likelihood.

Once again, a terrific meeting in a fantastic place with a highly unusual warm spell. Plus enough time to run around Vienna and its castles and churches. And enjoy local wines (great conference evening at a Heuriger, where we did indeed experience Gemütlichkeit.) And museums. Wunderbar!

## new kids on the block

Posted in Kids, R, Statistics, University life with tags , , , on September 22, 2014 by xi'an

This summer, for the first time, I took three Dauphine undergraduate students into research projects thinking they had had enough R training (with me!) and several stats classes to undertake such projects. In all cases, the concept was pre-defined and “all they had to do” was running a massive flow of simulations in R (or whatever language suited them best!) to check whether or not the idea was sound. Unfortunately, for two projects, by the end of the summer, we had not made any progress in any of the directions I wanted to explore… Despite a fairly regular round of meetings and emails with those students. In one case the student had not even managed to reproduce the (fairly innocuous) method I wanted to improve upon. In the other case, despite programming inputs from me, the outcome was impossible to trust.  A mostly failed experiment which makes me wonder why it went that way. Granted that those students had no earlier training in research, either in exploiting the literature or in pushing experiments towards logical extensions. But I gave them entries, discussed with them those possible new pathways, and kept updating schedules and work-charts. And the students were volunteers with no other incentive than discovering research (I even had two more candidates in the queue).  So it may be (based on this sample of 3!) that our local training system is missing in this respect. Somewhat failing to promote critical thinking and innovation by imposing too long presence hours and by evaluating the students only through standard formalised tests. I do wonder, as I regularly see [abroad] undergraduate internships and seminars advertised in the stats journals. Or even conferences.

## Le Monde puzzle [#879]

Posted in Books, Kids with tags , , on September 21, 2014 by xi'an

Here is the last week puzzle posted in Le Monde:

Given an alphabet with 26 symbols, is it possible to create 27 different three-symbol words such that

1. all symbols within a word are different
2. all triplets of symbols are different
3. there is no pair of words with a single common symbol

Since there are

28x27x26/3×2=2925

such three-symbol words, it could be feasible to write an R code that builds the 27-uplet, assuming it exists. However, by breaking those words into primary words [that share no common symbols] and secondary words [that share two symbols with one primary word], it seems to me that there can be a maximum of 26 words under those three rules…

## Basil the chipmunk (#2)

Posted in Kids, Mountains, pictures, Travel with tags , , , , , on September 20, 2014 by xi'an