Archive for the Books Category

a thread to bin them all [puzzle]

Posted in Books, Kids, R, Travel with tags , , , , , , , , on July 9, 2018 by xi'an

The most recent riddle on the Riddler consists in finding the shorter sequence of digits (in 0,1,..,9) such that all 10⁴ numbers between 0 (or 0000) and 9,999 can be found as a group of consecutive four digits. This sequence is obviously longer than 10⁴+3, but how long? On my trip to Brittany last weekend, I wrote an R code first constructing the sequence at random by picking with high preference the next digit among those producing a new four-digit number

wn2dg=function(dz) 1+sum(dz*tenz)

while (min(seqz)==0){

which usually returns a value above 75,000. I then looked through the sequence to eliminate useless replicas

for (i in sample(4:(length(snak)-5))){
 if ((seqz[wn2dg(snak[(i-3):i])]>1)

until none is found. A first attempt produced 12,911 terms in the sequence. A second one 12,913. A third one 12,871. Rather consistent figures but not concentrated enough to believe in achieving a true minimum. An overnight run produced 12,779 as the lowest value. Checking the answer the week after, it appears that 10⁴+3 is the correct answer!

Nature snippets

Posted in Books with tags , , , , , on July 8, 2018 by xi'an

Besides this remarkable picture of a fox and an eagle fighting for a rabbit, posted in Nature of 7 June, I noticed [in Nature 24 May] an editorial by Richard McEalreath, author of the remarkable Statistical Rethinking, about a paper by González-Forero & Gardner developing a model for brain vs body growth, incorporating social and ecological challenges. The goal was to fit the actual growth in body mass and brain mass. As in the one below.Without reading the supplementary material, I cannot tell how much statistics was involved in preventing the “best fit” to turn to overfitting. But Richard McEalreath points out that this modelling goes away and presumably beyond the “purely statistical”, including regression approaches, without elaborating more on the methodological aspects.

hitting a wall

Posted in Books, Kids, R, Statistics, University life with tags , , , , , on July 5, 2018 by xi'an

Once in a while, or a wee bit more frequently (!), it proves impossible to communicate with a contributor of a question on X validated. A recent instance was about simulating from a multivariate kernel density estimate where the kernel terms at x¹,x²,… are Gaussian kernels applied to the inverses of the norms |x-x¹|, |x-x²|,… rather than to the norms as in the usual formulation. The reason for using this type of kernel is unclear, as it certainly does not converge to an estimate of the density of the sample x¹,x²,…  as the sample size grows, since it excludes a neighbourhood of each point in the sample. Since the kernel term tends to a non-zero constant at infinity, the support of the density estimate is restricted to the hypercube [0,1]x…x[0,1], again with unclear motivations. No mention being made of the bandwidth adopted for this kernel. If one takes this exotic density as a given, the question is rather straightforward as the support is compact, the density bounded and a vanilla accept-reject can be implemented. As illustrated by the massive number of comments on that entry, it did not work as the contributor adopted a fairly bellicose attitude about suggestions from moderators on that site and could not see the point in our requests for clarification, despite plotting a version of the kernel that had its maximum [and not its minimum] at x¹… After a few attempts, including writing a complete answer, from which the above graph is taken (based on an initial understanding of the support being for (x-x¹), …), I gave up and deleted all my entries.On that question.

ISBA 18 tidbits

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on July 2, 2018 by xi'an

Among a continuous sequence of appealing sessions at this ISBA 2018 meeting [says a member of the scientific committee!], I happened to attend two talks [with a wee bit of overlap] by Sid Chib in two consecutive sessions, because his co-author Ana Simoni (CREST) was unfortunately sick. Their work was about models defined by a collection of moment conditions, as often happens in econometrics, developed in a recent JASA paper by Chib, Shin, and Simoni (2017). With an extension about moving to defining conditional expectations by use of a functional basis. The main approach relies on exponentially tilted empirical likelihoods, which reminded me of the empirical likelihood [BCel] implementation we ran with Kerrie Mengersen and Pierre Pudlo a few years ago. As a substitute to ABC. This problematic made me wonder on how much Bayesian the estimating equation concept is, as it should somewhat involve a nonparametric prior under the moment constraints.

Note that Sid’s [talks and] papers are disconnected from ABC, as everything comes in closed form, apart from the empirical likelihood derivation, as we actually found in our own work!, but this could become a substitute model for ABC uses. For instance, identifying the parameter θ of the model by identifying equations. Would that impose too much input from the modeller? I figure I came with this notion mostly because of the emphasis on proxy models the previous day at ABC in ‘burgh! Another connected item of interest in the work is the possibility of accounting for misspecification of these moment conditions by introducing a vector of errors with a spike & slab distribution, although I am not sure this is 100% necessary without getting further into the paper(s) [blame conference pressure on my time].

Another highlight was attending a fantastic poster session Monday night on computational methods except I would have needed four more hours to get through every and all posters. This new version of ISBA has split the posters between two sites (great) and themes (not so great!), while I would have preferred more sites covering all themes over all nights, to lower the noise (still bearable this year) and to increase the possibility to check all posters of interest in a particular theme…

Mentioning as well a great talk by Dan Roy about assessing deep learning performances by what he calls non-vacuous error bounds. Namely, through PAC-Bayesian bounds. One major comment of his was about deep learning models being much more non-parametric (number of parameters rising with number of observations) than parametric models, meaning that generative adversarial constructs as the one I discussed a few days ago may face a fundamental difficulty as models are taken at face value there.

On closed-form solutions, a closed-form Bayes factor for component selection in mixture models by Fũqene, Steel and Rossell that resemble the Savage-Dickey version, without the measure theoretic difficulties. But with non-local priors. And closed-form conjugate priors for the probit regression model, using unified skew-normal priors, as exhibited by Daniele Durante. Which are product of Normal cdfs and pdfs, and which allow for closed form marginal likelihoods and marginal posteriors as well. (The approach is not exactly conjugate as the prior and the posterior are not in the same family.)

And on the final session I attended, there were two talks on scalable MCMC, one on coresets, which will require some time and effort to assimilate, by Trevor Campbell and Tamara Broderick, and another one using Poisson subsampling. By Matias Quiroz and co-authors. Which did not completely convinced me (but this was the end of a long day…)

All in all, this has been a great edition of the ISBA meetings, if quite intense due to a non-stop schedule, with a very efficient organisation that made parallel sessions manageable and poster sessions back to a reasonable scale [although I did not once manage to cross the street to the other session]. Being in unreasonably sunny Edinburgh helped a lot obviously! I am a wee bit disappointed that no one else follows my call to wear a kilt, but I had low expectations to start with… And too bad I missed the Ironman 70.3 Edinburgh by one day!

rather dull, if rother weird… [book review]

Posted in Books, Kids, Travel with tags , , , , , , , , , , on July 1, 2018 by xi'an

A book that I grabbed in Waterstones, Brussels, on a quick dash between two meetings. And which presumably attracted me because of the superficial [watery] similarity with the book series Rivers of London, which setting and style I like quite a lot. Or, one can always dream on, a light version of Jonathan Strange & Mr. NorrellRotherweird is the first book in a trilogy by Andrew Caldecott, taking place in a sort of time space hole in (very) rural England, the river Rother being a true river in South-East England, near Hastings, but this first book does not put me in a particularly eager mood to seek the next volumes, as I find the story, the plot, the characters, and the settings all quite disappointing. Maybe having a truly parallel universe does not help (although it worked pretty well with Jonathan Strange & Mr. Norrell!). Having a boarding school with weird teachers does not either, as they are never exhibited as particularly competent in their own field and as students are absolutely invisible in the novel, while supposed to be the brightest in the whole of England. (Which makes a comparison with Harry Potter megalogy pointless.) Having this town of Rotherweird stuck in a rather indefinite time (and banning any attempt at history) could have been a great start but characters are very shallow, despite some funny lines, and do not contribute to make the universe more conceivable, just the opposite. Without indulging in spoilers, the final resolution is very very unconvincing.

Bayesian GANs [#2]

Posted in Books, pictures, R, Statistics with tags , , , , , , , , , , , , on June 27, 2018 by xi'an

As an illustration of the lack of convergence of the Gibbs sampler applied to the two “conditionals” defined in the Bayesian GANs paper discussed yesterday, I took the simplest possible example of a Normal mean generative model (one parameter) with a logistic discriminator (one parameter) and implemented the scheme (during an ISBA 2018 session). With flat priors on both parameters. And a Normal random walk as Metropolis-Hastings proposal. As expected, since there is no stationary distribution associated with the Markov chain, simulated chains do not exhibit a stationary pattern,

And they eventually reach an overflow error or a trapping state as the log-likelihood gets approximately to zero (red curve).

Too bad I missed the talk by Shakir Mohammed yesterday, being stuck on the Edinburgh by-pass at rush hour!, as I would have loved to hear his views about this rather essential issue…

Bayesian gan [gan style]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , on June 26, 2018 by xi'an

In their paper Bayesian GANS, arXived a year ago, Saatchi and Wilson consider a Bayesian version of generative adversarial networks, putting priors on both the model and the discriminator parameters. While the prospect seems somewhat remote from genuine statistical inference, if the following statement is representative

“GANs transform white noise through a deep neural network to generate candidate samples from a data distribution. A discriminator learns, in a supervised manner, how to tune its parameters so as to correctly classify whether a given sample has come from the generator or the true data distribution. Meanwhile, the generator updates its parameters so as to fool the discriminator. As long as the generator has sufficient capacity, it can approximate the cdf inverse-cdf composition required to sample from a data distribution of interest.”

I figure the concept can also apply to a standard statistical model, where x=G(z,θ) rephrases the distributional assumption x~F(x;θ) via a white noise z. This makes resorting to a prior distribution on θ more relevant in the sense of using potential prior information on θ (although the successes of probabilistic numerics show formal priors can be used on purely numerical ground).

The “posterior distribution” that is central to the notion of Bayesian GANs is however unorthodox in that the distribution is associated with the following conditional posteriors

where D(x,θ) is the “discriminator”, that is, in GAN lingo, the probability to be allocated to the “true” data generating mechanism rather than to the one associated with G(·,θ). The generative conditional posterior (1) then aims at fooling the discriminator, i.e. favours generative parameter values that raise the probability of wrong allocation of the pseudo-data. The discriminative conditional posterior (2) is a standard Bayesian posterior based on the original sample and the generated sample. The authors then iteratively sample from these posteriors, effectively implementing a two-stage Gibbs sampler.

“By iteratively sampling from (1) and (2) at every step of an epoch one can, in the limit, obtain samples from the approximate posteriors over [both sets of parameters].”

What worries me about this approach is that  just cannot work, in the sense that (1) and (2) cannot be compatible conditional (posterior) distributions. There is no joint distribution for which (1) and (2) would be the conditionals, since the pseudo-data appears in D for (1) and (1-D) in (2). This means that the convergence of a Gibbs sampler is at best to a stationary σ-finite measure. And hence that the meaning of the chain is delicate to ascertain… Am I missing any fundamental point?! [I checked the reviews on NIPS webpage and could not spot this issue being raised.]