the mind of a con man

“The tone of his talks, he said, was “Let’s not talk about the plumbing, the nuts and bolts — that’s for plumbers, for statisticians.””

As I got a tablet last week and immediately subscribed to the New York Times, I started reading papers from recent editions and got to this long article of April 26, by Yudhijit Bhattacharjee on Diederik Stapel, the Dutch professor of psychology who used fake data in dozens of papers and PhD theses.

“In his early years of research — when he supposedly collected real experimental data — Stapel wrote papers laying out complicated and messy relationships between multiple variables. He soon realized that journal editors preferred simplicity.”

This article is rather puzzling in its presentation of the facts. While Stapel acknowledges making up the data that conveniently supported his theses, the journalist’s analysis is fairly ambivalent, for instance considering that faking data is a “lesser threat to the integrity of science than the massaging of data and selective reporting of experiments”. At the beginning of the article, Stapel is shown going back to places where his experiments were supposed to have taken place, but he “could not find a location that matched the conditions described in his experiment”, making it sound as if he had forgotten…

“Science is of course about discovery, about digging to discover the truth. But it is also communication, persuasion, marketing (…) People are on the road with their talk. With the same talk. It’s like a circus (…) They give a talk in Berlin, two days later they give the same talk in Amsterdam, then they go to London. They are traveling salesmen selling their story.”

The above quote from Stapel is even more puzzling, as if giving the same talk in different places is an unacceptable academic behaviour, in par with faking data and plagiarism… I do give the same talk in several conferences and seminars, mostly to different people and I do not see a problem with this. If I persist in this behaviour, it will get boring to people who see the same talk over and over, and it should lead to me not being invited to conferences or seminars any longer, but there is nothing unethical or a-scientific in this. Another illustration of the ambivalence of both the character and the article. I frankly dislike this approach to fraud, a kind of “50 shades of lies”, where all academics get under suspicion that one way or another they also acted un-ethically and in their own interest rather than towards the advancement of Science…

Ibragimov in Paris

On Monday, Ildar Ibragimov (St.Petersburg Department of Steklov Mathematical Institute, Russia) will give a seminar at CREST on “The Darmois – Skitovich and Ghurye – Olkin theorems revisited“. This sounds more like probability than statistics, as those theorems state that, if two linear combinations of iid rv’s are independent, then those rv’s are normal. See those remarks by Prof. Abram Kagan for historical details. Nonetheless, I find it quite an event to have a local seminar given by one of the fathers of asymptotic Bayesian theory. Here is the abstract to the talk. (The talk will be at ENSAE, Salle S8, at 3pm on Monday, March 18.)

visit at Gatsby

Today I took the Eurostar to London to give a seminar at the Gatsby Computational Neuroscience Unit, UCL. (Just a few blocks from the London School of Hygiene and Tropical Diseases, where I gave an ABC talk last year.) I had great fun, thanks to an uninterrupted sequence of meetings: I got a crash course on RKHS (reproducible kernel Hilbert spaces) by Arthur Gretton, discussed about estimating the number of species, dealing with unknown functions of the parameter in the likelihood, using tests as ABC statistics, and explained how to use empirical likelihoods in non-iid settings. After this full day, we had a superb dinner at St. John, a Michelin starred restaurant with highly enjoyable English cuisine, offering game and offal dishes that reminded me of Le Petit Marguery in Paris…  (Not a place for vegetarians, obviously.)

AMIS convergence, at last!

This afternoon, Jean-Michel Marin gave his talk at the big’MC seminar. As already posted, it was about a convergence proof for AMIS, which gave me the opportunity to simultaneously read the paper and listen to the author. The core idea for adapting AMIS towards a manageable version is to update the proposal parameter based on the current sample rather than on the whole past. This facilitates the task of establishing convergence to the optimal (pseudo-true) value of the parameter, under an assumption that the optimal value is a know moment of the target. From there, convergence of the weighted mean is somehow natural when the number of simulations grows to infinity. (Note the special asymptotics of AMIS, though, which are that the number of steps goes to infinity while the number of simulations per step grows a wee faster than linearly. In this respect, it is the opposite of PMC, where convergence is of a more traditional nature, pushing the number of simulations per step to infinity.) The second part of the convergence proof is more intricate, as it establishes that the multiple mixture estimator based on the “forward-backward” reweighting of all simulations since step zero does converge to the proper posterior moment. This relies on rather complex assumptions, but remains a magnificent tour de force. During the talk, I wondered if, given the Markovian nature of the algorithm (since reweighting only occurs once simulation is over), an alternative estimator based on the optimal value of the simulation parameter would not be better than the original multiple mixture estimator: the proof is based on the equivalence between both versions….

Bayesian seismic monitoring and big MC

Two announcements for seminars in Paris in the coming days:

Stuart Russell (University of California, Berkeley, visiting Paris 6 this year) will give a seminar next week, Thursday November 22, 10am, LIP6, Université Paris 6, on Global Seismic Monitoring: A Bayesian Approach. Here is the link to the LIP6 webpage.

On Thursday November 15, 3pm, Institut Henri Poincaré, Jean-Michel Marin will give a talk at our big’MC seminar on the Consistency of Adaptive Multiple Importance Sampling (AMIS), following a long search of ours for this proof and a recent resolution of his along with Pierre Pudlo and Mohammed Sedki! Hopefully soon discussed on the ‘Og….