technical steps

After procrastinating as much as feasible, I switched at last to (K)Ubuntu 22.04, Jammy Jellyfish, after security updates stopped for the 20.04 version. While this proceeded mostly without hiccups, the upgrade stalled when upgrading Firefox, which I had foolishly left open. When I turned it off and completed the upgrade, this erased all of my Firefox personal profile… Rather than copying my latest backup, I recovered most of the Firefox profile by syncing from another computer, although that. This was (recklessly) the very day before I flew to KAUST and, upon arriving there, I found out the associated version of beamer (3.65) had an issue, with colours (xcolor). Problem that I brute forced by downloading all files of the latest version (3.70), since a direct upgrade of beamer did not seem feasible… I have now recovered most of my (updated) passwords and my favourite commands are again running. (As a coincidence, I also recently bought a Garmin watch for training, which definitely helps for faster sessions—with possibly side effects on my cycling trips as I am trying to raise my average speed—although I  find the battery life ridiculously small.)

O’Bayes 19/3.5

 

Among the posters at the second poster session yesterday night, one by Judith ter Schure visually standing out by following the #betterposter design suggested by Mike Morrison a few months ago. Design on which I have ambivalent feelings. On the one hand, reducing the material on a poster is generally a good idea as they tend to be saturated and hard to read, especially in crowded conditions. Having the main idea or theorem immediately visible should indeed be a requirement, from immediately getting the point to starting from the result in explaining the advances in the corresponding work. But if this format becomes the standard, it will become harder to stand out! More fundamentally, this proposal may fall into the same abyss as powerpoint presentations, which is that insisting in making the contents simpler and sparser may reach the no-return point of no content [which was not the case of the above poster, let me hasten to state!]. Mathematical statistics poster may be automatically classified as too complicated for this #betterposter challenge as containing maths formulas! Or too many Greek letters as someone complained after one of my talks. And treating maths formulas as detail makes them even smaller than usual, which sounds like the opposite of the intended effect. (The issue is discussed on the betterposter blog, for a variety of opinions, mostly at odds with mine’s.)

O’Bayes 19/3

Nancy Reid gave the first talk of the [Canada] day, in an impressive comparison of all approaches in statistics that involve a distribution of sorts on the parameter, connected with the presentation she gave at BFF4 in Harvard two years ago, including safe Bayes options this time. This was related to several (most?) of the talks at the conference, given the level of worry (!) about the choice of a prior distribution. But the main assessment of the methods still seemed to be centred on a frequentist notion of calibration, meaning that epistemic interpretations of probabilities and hence most of Bayesian answers were disqualified from the start.

In connection with Nancy’s focus, Peter Hoff’s talk also concentrated on frequency valid confidence intervals in (linear) hierarchical models. Using prior information or structure to build better and shrinkage-like confidence intervals at a given confidence level. But not in the decision-theoretic way adopted by George Casella, Bill Strawderman and others in the 1980’s. And also making me wonder at the relevance of contemplating a fixed coverage as a natural goal. Above, a side result shown by Peter that I did not know and which may prove useful for Monte Carlo simulation.

Jaeyong Lee worked on a complex model for banded matrices that starts with a regular Wishart prior on the unrestricted space of matrices, computes the posterior and then projects this distribution onto the constrained subspace. (There is a rather consequent literature on this subject, including works by David Dunson in the past decade of which I was unaware.) This is a smart demarginalisation idea but I wonder a wee bit at the notion as the constrained space has measure zero for the larger model. This could explain for the resulting posterior not being a true posterior for the constrained model in the sense that there is no prior over the constrained space that could return such a posterior. Another form of marginalisation paradox. The crux of the paper is however about constructing a functional form of minimaxity. In his discussion of the paper, Guido Consonni provided a representation of the post-processed posterior (P³) that involves the Dickey-Savage ratio, sort of, making me more convinced of the connection.

As a lighter aside, one item of local information I should definitely have broadcasted more loudly and long enough in advance to the conference participants is that the University of Warwick is not located in ye olde town of Warwick, where there is no university, but on the outskirts of the city of Coventry, but not to be confused with the University of Coventry. Located in Coventry.

 

þe Norse farce beamer style

a weird beamer feature…

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 > in the sourcecode environment…]