Archive for November, 2009

Food stamps in the US

Posted in Statistics with tags , , on November 30, 2009 by xi'an

There are 239 counties in the United States where at least a quarter of the population receives food stamps” The New York Times

An impressive map and report in The New York Times yesterday about the food stamp usage across counties. About one child out of four gets some support through food stamps in the Us. Note that the highest figures about changes (300%) cover counties with low percentages of food stamp support.

Ps-Andrew Gelman also pointed out (this afternoon) to a further entry on these disturbing statistics.

The latest “Blake et Mortimer”

Posted in Books with tags , , on November 29, 2009 by xi'an

For those who have never read “The Yellow M” or “The Mystery of the Great Pyramid” by Edgar P. Jacobs, the following item of news is not particularly relevant: a new volume of the Blake and Mortimer series has appeared, called “La Malédiction des Trente Deniers”.

The series  of Blake and Mortimer was started in 1947 by Edgar P. Jacobs, an earlier collaborator of Hergé. He wrote and drew the eight original volumes of the series. Both the drawing style and the plots of some of these graphical novels are superb, including the above and “The Secret of the Espadon” (“The Yellow M” being in my opinion Jacobs’ ultimate realisation). Written and set in the 50’s, these novels are much more political that Hergé’s Tintin series, reflecting on the cold war atmosphere of the time and on the threat to (European) civilisation of mad scientists in a post-nuclear world. The fond depiction of an “Olde England” that is almost caricatural at times is also an enjoyable part of the novels. The longing for a British Empire that was quickly disappearing while the novels were written is obviously accompanied by an ethno-centrism that verges on racism and xenophobia at times. The World cannot be saved but by cultivated anglo-saxon men! (Characteristically, there is no female central character in the series… One [lame] explanation is that, the series being published in a kid magazine, Le Journal de Tintin, the editors were afraid of Belgian censorship if they included attractive  intelligent women!!) His attempts at science-fiction were less convincing, even though the drawings of “Time Trap” are also superb (in particular, the surroundings of La Roche-Guyon). Continue reading

La Recherche on current mathematics

Posted in Books, Statistics, University life with tags , , , on November 28, 2009 by xi'an

“Perrette asked why statistics did not have a category, and Mr Ruche said  he had decided that, as statistics dealt with specifics, it was too empirical to be a section of maths.” Denis Guedj, The Parrot’s Theorem

In November, La Recherche (also) published a special issue on the power of mathematics. While this issue contains a load of interesting papers on the various facets of current mathematics, some of which being edited reprints of earlier papers, and includes a good interview of Wendelin Werner, I find it quite significant that none of those papers ever mentions statistics! It sounds as if statistics was not part of mathematics for the editors of this issue, especially when considering the section on the applications of mathematics that includes character recognition and computer intensive methods. I understand that Gödel’s theorem and the theory of proofs may be more appealing to the layman than machine learning or bootstrap, but I still resent this exclusion from the mathematical “pantheon”! (Ironically, or not!, one of the few statistics books included in the bibliography is Py’s “Statistiques sans formules mathematiques“!) This reminds me of the exclusion of statistics from the field of mathematics by the writer/journalist Denis Guedj in his otherwise captivating The Parrot’s Theorem!

A Madrid hotel for statisticians only

Posted in pictures, Travel with tags , on November 27, 2009 by xi'an

Actually, this is a building close to the Plaza des los Cortes. not an hotel…

Tomaz Humar

Posted in Mountains with tags , on November 26, 2009 by xi'an

After several borderline solo ascents of incredibly difficult routes in the Himalayas, Tomas Humar died last week during another solo attempt, on the  Langtang Lirung, from the consequences of a fall and a delayed rescue operation. In 2005, he was somehow miraculously rescued from the slopes of the Rupal flank of Nanga Parbat by a Pakistanian army helicopter flying at the boundaries of its possibilities.

Following Messner‘s lead, Humar favoured a light-and-fast climbing style which allowed for faster climbs but left him open to difficulties in the case of bad weather. Here is a picture of the contents of his backpack from the 2005 Nanga Parbat expedition that shows how light he climbed!

Data augmentation convergence speed

Posted in Statistics with tags , , , , on November 25, 2009 by xi'an

With Jim Hobert and Vivekananda Roy, we have just completed an arxived paper on the finer convergence properties of two data augmentation algorithms. Every reversible Markov chain defines a functional operator over an L_2 space whose spectrum encodes the convergence properties of the chain. When the state space of the chain is finite, the spectrum is just the set of eigenvalues of the corresponding Markov transition matrix. However, when the state space is infinite, the spectrum may be uncountable, and is nearly always impossible to calculate. This is the case for most applications of the data augmentation (DA) algorithm, where the state space of the DA Markov chain is infinite. However, we show in this paper that, under regularity conditions that include the finiteness of the augmented space, the operators defined by the DA chain and by Hobert and Marchev’s (2008) alternative chain are both compact, and the corresponding spectra are both finite subsets of [0; 1). The main result in the paper is that the spectrum of Hobert and Marchev’s (2008) chain dominates the spectrum of the DA chain in the sense that the ordered elements of the former are all less than or equal to the corresponding elements of the latter. As a concrete example, we study a widely used DA algorithm for the exploration of posterior densities associated with standard mixture models,  introduced in an earlier paper of mine’s with Jean Diebolt (Diebolt and Robert, 1994). In particular, we compare this mixture DA algorithm with an alternative algorithm proposed by Sylvia Frühwirth-Schnatter (2001) that is based on random label switching. I am very glad to be part of this paper as it provides an exact assessment of the convergence speed of the DA algorithm for normal mixtures, a problem I discussed at length with Richard Tweedie when I visited him in Colorado in 1993…

The above graph shows how the dominant eigenvalue—the one that drives convergence—moves with the number of observations in the case of a Bernoulli mixture for different values of the Bernoulli probabilities. As expected, the convergence speed quickly decreases with the sample size, even in this toy example.The gain resulting from using the second scheme of Sylvia Frühwirth-Schnatter is obvious in the above graph, obtained for a normal mixture.

ISBA election

Posted in Statistics on November 24, 2009 by xi'an

For the 2009 ISBA Election, the President-elect is Michael I. Jordan (UC Berkeley, CA, US), the 2010-2012 Executive Secretary is Merlise Clyde (Duke U, Durham, NC, US), and the newly elected Board members are

As the 2009 chair of the Nominating Committee, I am grateful to all nominees who accepted to run for any of those positions, all of whom got a significant share of the votes always above 33%. This year, 311 of the 617 ISBA’s members submitted ballots.