Archive for August, 2012


Posted in Statistics, University life with tags , on August 31, 2012 by xi'an

Here is an email from SlideShare I received yesterday:

Hi xianblog,

Congrats! Your documents on SlideShare have had 100,000 views. Wow! You must be doing something right.
Only an exceptionally few reach this milestone.

Find out where your viewers are coming from. Sign up for one month free trial of SlideShare PRO account.

I wonder how much of a spam this is: with 69 presentations on line, this would mean each is viewed 1500 times, which sounds difficult to believe….

back from down under

Posted in Books, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on August 30, 2012 by xi'an

After a sunny weekend to unpack and unwind, I am now back to my normal schedule, on my way to Paris-Dauphine for an R (second-chance) exam. Except for confusing my turn signal for my wiper, thanks to two weeks of intensive driving in four Australian states!, things are thus back to “normal”, meaning that I have enough of a control of my time to handle both daily chores like the R exam and long-term projects. Including the special issues of Statistical Science, TOMACS, and CHANCE (reviewing all books of George Casella in memoriam). And the organisation of MCMSki 4, definitely taking place in Chamonix on January 6-8, 2014, hopefully under the sponsorship of the newly created BayesComp section of ISBA. And enough broadband to check my usual sites and to blog ad nauseam.

This trip to Australia, along the AMSI Lectures as well as the longer visits to Monash and QUT, has been quite an exciting time, with many people met and ideas discussed. I came back with a (highly positive) impression of Australian universities as very active places, just along my impression of Australia being a very dynamic and thriving country, far far away from the European recession. I was particularly impressed by the number of students within Kerrie Mengersen’s BRAG group, when we did held discussions in classrooms that felt full like a regular undergrad class! Those discussions and meetings set me towards a few new projects along the themes of mixture estimation and model choice, as well as convergence assessment. During this trip, I however also felt the lack of long “free times” I have gotten used to, thanks to the IUF chair support, where I can pursue a given problem for a few hours without interruption. Which means that I did not work as much as I wanted to during this tour and will certainly avoid such multiple-step trips in a near future. Nonetheless, overall, the own under” experience was quite worth it! (Even without considering the two weeks of vacations I squeezed in the middle.)

Back to “normal” also means I already had two long delays caused by suicides on my train line…

Brisbane (almost) sunset

Posted in pictures, Travel with tags , , , , on August 29, 2012 by xi'an


Posted in Statistics with tags , , , , , on August 29, 2012 by xi'an

A question sent by Eric, who attended my Public Lecture last week in Brisbane:

Last year at this time, Peter Sarnak toured Australia talking about randomness in number theory and Moebius randomness in dynamics. Recently,  he pointed a paper on the arXiv in which he claims that the distribution of [integer coordinate] points on the sphere of radius √n which satisfy


is random as n goes to infinity (the paper is much more precise).  You mentioned tests which look for non-randomness.  How does one test for a non-random distribution of points on the sphere?

Interesting question, both for linking two AMSI Lecture tours (Peter Sarnak’s schedule sounded more gruelling than mine!) and for letting me get a look at this paper. Plus for the connection with probabilistic number theory. This paper indeed stands within the area of randomness in number theory rather than random generation and I do not see an obvious connection here, but the authors of the paper undertake a study of the randomness of the solutions to the above equation for a fixed n using statistics and their limiting distribution. (I am not certain of the way points are obtained over a square on Fig. 1, presumably this is using the spherical coordinates of the projections over the unit sphere in R3.) Their statistics are the electrostatic energy, Ripley’s point pair statistic, the nearest neighbour spacing measure, minimum spacing, and the covering radius. The most surprising feature of this study is that this randomness seems to be specific to the dimension 3 case: when increasing the number of terms in the above equation, the distribution of the solutions seems more rigid and less random…

Bayes by the Bay

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , , , on August 28, 2012 by xi'an

No, no, this is not an announcement for a meeting on an Australian beach (which is Bayes on the Beach, taking place next November (6-8) on the Sunshine Coast and is organised by Kerrie Mengersen’s BRAG, at QUT, that I just left! With Robert Wolpert as the international keynote speaker and Matt Wand as the Australian keynote speaker.) Bayes by the Bay is “a pedagogical workshop on Bayesian methods in Science” organised by the Institute of Mathematical Sciences, based in the CIT campus in Chennai. It is taking place on January 4-8, 2013, in Pondichéry. (To use the French spelling of this former comptoir of French India…) Just prior to the ISBA Varanasi meeting on Bayesian Statistics.

Great: the webpage for the workshop uses the attached picture of Pierre-Simon (de) Laplace, rather than the unlikely picture of Thomas Bayes found all over the place (incl. this blog!). This was also the case in Christensen et al.’s Bayesian ideas and data analysis. So maybe there is a trend there. I also like the name “Bayes by the Bay“, as it reminds me of a kid song we used to sing to/with our kids when they were young, “down by the bay“, after a summer vacation with Anne and George Casella…

Coincidentally, my re-read of Laplace’s Théorie Analytique des Probabilitiés just appeared (in English) in the Boletim ISBrA, the dynamic Brazilian branch of ISBA.

interacting particles ABC

Posted in Statistics with tags , , , , , , on August 27, 2012 by xi'an

Carlo Albert and Hans Kuensch recently posted an arXiv paper which provides a new perspective on ABC. It relates to ABC-MCMC and to ABC-SMC in different ways, but the major point is to propose a sequential schedule for decreasing the tolerance that ensures convergence. Although there exist other proofs of convergence in the literature, this one is quite novel in that it connects ABC with the cooling schedules of simulated annealing. (The fact that the sample size does not appear as in Fearnhead and Prangle and their non-parametric perspective can be deemed less practical, but I think this is simply another perspective on the problem!) The corresponding ABC algorithm is a mix of MCMC and SMC in that it lets a population of N particles evolve in a quasi-independent manner, the population being only used to update the parameters of the independent (normal) proposal and those of the cooling tolerance. Each particle in the population moves according to a Metropolis-Hastings step, but this is not an ABC-MCMC scheme in that the algorithm works with a population at all times, and this is not an ABC-SMC scheme in that there is no weighting and no resampling.

Maybe I can add two remarks about the conclusion: the authors do not seem aware of other works using other penalties than the 0-1 kernel, but those abound, see e.g. the discussion paper of Fearnhead and Prangle. Or Ratmann et al. The other missing connection is about adaptive tolerance construction, which is also found in the literature, see e.g. Doucet et al. or Drovandi and Pettitt.


Posted in Kids, pictures, Travel with tags , , on August 26, 2012 by xi'an