no country for old biases

Posted in Books, Kids, Statistics with tags , , , , , on March 20, 2018 by xi'an

Following a X validated question, I read a 1994 paper by Phil Dawid on the selection paradoxes in Bayesian statistics, which first sounded like another version of the stopping rule paradox. And upon reading, less so. As described above, the issue stands with drawing inference on the index and value, (i⁰,μ⁰), of the largest mean of a sample of Normal rvs. What I find surprising in Phil’s presentation is that the Bayesian analysis does not sound that Bayesian. If given the whole sample, a Bayesian approach should produce a posterior distribution on (i⁰,μ⁰), rather than follow estimation steps, from estimating i⁰ to estimating the associated mean. And if needed, estimators should come from the definition of a particular loss function. When, instead, given the largest point in the sample, and only that point, its distribution changes, so I am fairly bemused by the statement that no adjustment is needed.

The prior modelling is also rather surprising in that the priors on the means should be joint rather than a product of independent Normals, since these means are compared and hence comparable. For instance a hierarchical prior seems more appropriate, with location and scale to be estimated from the whole data. Creating a connection between the means… A relevant objection to the use of independent improper priors is that the maximum mean μ⁰ then does not have a well-defined measure. However, I do not think a criticism of some priors versus other is a relevant attack on this “paradox”.

Le Monde puzzle [#1045]

Posted in Books, Kids with tags , , , on March 19, 2018 by xi'an

An arithmetic Le Monde mathematical puzzle of limited proportions (also found on Stack Exchange):

  1. If x,y,z are distinct positive integers such that x+y+z=19 and xyz=p, what is the value of p that has several ordered antecedents?
  2.  If the sum is now x+y+z=22, is there a value of p=xyz for which there are several ordered antecedents?
  3. If the sum is now larger than 100, is there a value of p with this property?

The first question is dead easy to code

for (y in 1:5) #y<z<x
for (z in (y+1):trunc((18-y)/2))
 if (19-y-z>z) entz=c(entz,y*z*(19-y-z))

and return p=144 as the only solution (with ordered antecedents 2 8 9 and 3 4 12). The second question shows no such case. And the last one requires more than brute force exploration! Or the direct argument that a multiple by κ of a non-unique triplet produces a sum multiplied by κ and a product multiplied by κ³. Hence leads to another non-unique triplet with an arbitrary large sum.

Picus viridis [jatp]

Posted in pictures with tags , , , , on March 18, 2018 by xi'an

a faint memory of ice

Posted in Books, Mountains, pictures, Running, Travel with tags , , , , , , , , , , , , , , on March 17, 2018 by xi'an


During the past week of vacations in Chamonix, I spent some days down-hill skiing (which I find increasingly boring!), X-country skiing (way better), swimming (indoors!) and running, but the highlight (and the number one reason for going there!) was an ice cascade climb with a local guide, Sylvain (from the mythical Compagnie des Guides de Chamonix). There were very options due to the avalanche high risk and Sylvain picked a route called Déferlante at the top of Les Grands Montets cabin stop and next to the end of a small icefield, Glacier d’Argentière. We went there quite early to catch the first cabin up, along a whole horde of badasss skiers and snowboarders, and reached the top of the route by foot first, a wee bit after 9 pm. A second guide and a client appeared before we were ready to abseil down, and two more groups would appear later. On touring skis. Continue reading

and here we go!

Posted in Books, Running, Statistics, University life with tags , , , , , on March 16, 2018 by xi'an

On March 1, I have started handling papers for Biometrika as deputy editor, along with Omiros Papaspiliopoulos. With on average one paper a day to handle this means a change in my schedule and presumably less blog posts about recent papers and arXivals if I want to keep my daily morning runs!

Brussels skyline [jatp]

Posted in pictures, Running, Travel, University life with tags , , , , , , , on March 15, 2018 by xi'an

another instance of a summer of Bayesian conferences

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on March 15, 2018 by xi'an

As it happens, the next MaxEnt conference will happens in London, on 2-6 July, at the Alan Turing Institute, which makes it another perfect continuation of the ISBA meeting in Edinburgh, or of the Computational Statistics summer school in Warwick the week after. But in competition with BAYsm in Warwick and MCqMC in Rennes. I once attended a MaxEnt meeting in Oxford. (Oxford, Mississippi!) Which was quite interesting in the audience it attracted and the focus of the discussions, some of which were exhilaratingly philosophical!