## Bayesian statistics from methods to models and applications

Posted in Books, Kids, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , on July 5, 2015 by xi'an

A Springer book published in conjunction with the great BAYSM 2014 conference in Wien last year has now appeared. Here is the table of contents:

• Bayesian Survival Model Based on Moment Characterization by Arbel, Julyan et al.
• A New Finite Approximation for the NGG Mixture Model: An Application to Density Estimation by Bianchini, Ilaria
• Distributed Estimation of Mixture Model by Dedecius, Kamil et al.
• Jeffreys’ Priors for Mixture Estimation by Grazian, Clara and X
• A Subordinated Stochastic Process Model by Palacios, Ana Paula et al.
• Bayesian Variable Selection for Generalized Linear Models Using the Power-Conditional-Expected-Posterior Prior by Perrakis, Konstantinos et al.
• Application of Interweaving in DLMs to an Exchange and Specialization Experiment by Simpson, Matthew
• On Bayesian Based Adaptive Confidence Sets for Linear Functionals by Szabó, Botond
• Identifying the Infectious Period Distribution for Stochastic Epidemic Models Using the Posterior Predictive Check by Alharthi, Muteb et al.
• A New Strategy for Testing Cosmology with Simulations by Killedar, Madhura et al.
• Formal and Heuristic Model Averaging Methods for Predicting the US Unemployment Rate by Kolly, Jeremy
• Bayesian Estimation of the Aortic Stiffness based on Non-invasive Computed Tomography Images by Lanzarone, Ettore et al.
• Bayesian Filtering for Thermal Conductivity Estimation Given Temperature Observations by Martín-Fernández, Laura et al.
• A Mixture Model for Filtering Firms’ Profit Rates by Scharfenaker, Ellis et al.

Enjoy!

## generating from a failure rate function [X’ed]

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , on July 4, 2015 by xi'an

While I now try to abstain from participating to the Cross Validated forum, as it proves too much of a time-consuming activity with little added value (in the sense that answers are much too often treated as disposable napkins by users who cannot be bothered to open a textbook and who usually do not exhibit any long-term impact of the provided answer, while clogging the forum with so many questions that the individual entries seem to get so little traffic, when compared say with the stackoverflow forum, to the point of making the analogy with disposable wipes more appropriate!), I came across a truly interesting question the other night. Truly interesting for me in that I had never considered the issue before.

The question is essentially wondering at how to simulate from a distribution defined by its failure rate function, which is connected with the density f of the distribution by

$\eta(t)=\frac{f(t)}{\int_t^\infty f(x)\,\text{d}x}=-\frac{\text{d}}{\text{d}t}\,\log \int_t^\infty f(x)\,\text{d}x$

From a purely probabilistic perspective, defining the distribution through f or through η is equivalent, as shown by the relation

$F(t)=1-\exp\left\{-\int_0^t\eta(x)\,\text{d}x\right\}$

but, from a simulation point of view, it may provide a different entry. Indeed, all that is needed is the ability to solve (in X) the equation

$\int_0^X\eta(x)\,\text{d}x=-\log(U)$

when U is a Uniform (0,1) variable. Which may help in that it does not require a derivation of f. Obviously, this also begs the question as to why would a distribution be defined by its failure rate function.

## “UK outmoded universities must modernise”

Posted in Books, Kids, pictures, University life with tags , , , , on July 3, 2015 by xi'an

[A rather stinky piece in The Guardian today, written by a consultant self-styled Higher Education expert… No further comments needed!]

“The reasons cited for this laggardly response [to innovations] will be familiar to any observer of the university system: an inherently conservative and risk-averse culture in most institutions; sclerotic systems and processes designed for a different world, and a lack of capacity, skills and willingness to change among an ageing academic community. All these are reinforced by perceptions that most proposed innovations are over-hyped and that current ways of operating have plenty of life left in them yet.”

## R brut

Posted in Kids, pictures, R, Statistics, University life with tags , , , on July 2, 2015 by xi'an

## the (expected) demise of the Bayes factor [#2]

Posted in Books, Kids, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on July 1, 2015 by xi'an

Following my earlier comments on Alexander Ly, Josine Verhagen, and Eric-Jan Wagenmakers, from Amsterdam, Joris Mulder, a special issue editor of the Journal of Mathematical Psychology, kindly asked me for a written discussion of that paper, discussion that I wrote last week and arXived this weekend. Besides the above comments on ToP, this discussion contains some of my usual arguments against the use of the Bayes factor as well as a short introduction to our recent proposal via mixtures. Short introduction as I had to restrain myself from reproducing the arguments in the original paper, for fear it would jeopardize its chances of getting published and, who knows?, discussed.

## the girl who saved the king of Sweden [book review]

Posted in Books, Kids, Travel with tags , , , , , , , , , , , on June 27, 2015 by xi'an

When visiting a bookstore in Florence last month, during our short trip to Tuscany, I came upon this book with enough of a funny cover and enough of a funny title (possibly capitalising on the similarity with “the girl who played with fire”] to make me buy it. I am glad I gave in to this impulse as the book is simply hilarious! The style and narrative relate rather strongly to the series of similarly [mostly] hilarious picaresque tales written by Paasilina and not only because both authors are from Scandinavia. There is the same absurd feeling that the book characters should not have this sort of things happening to them and still the morbid fascination to watch catastrophe after catastrophe being piled upon them. While the story is deeply embedded within the recent history of South Africa and [not so much] of Sweden for the past 30 years, including major political figures, there is no true attempt at making the story in the least realistic, which is another characteristic of the best stories of Paasilina. Here, a young girl escapes the poverty of the slums of Soweto, to eventually make her way to Sweden along with a spare nuclear bomb and a fistful of diamonds. Which alas are not eternal… Her intelligence helps her to overcome most difficulties, but even her needs from time to time to face absurd situations as another victim. All is well that ends well for most characters in the story, some of whom one would prefer to vanish in a gruesome accident. Which seemed to happen until another thread in the story saved the idiot. The satire of South Africa and of Sweden is most enjoyable if somewhat easy! Now I have to read the previous volume in the series, The Hundred-Year-Old Man Who Climbed Out of the Window and Disappeared!

## another borderline conference

Posted in Kids, University life with tags , , , , , , on June 25, 2015 by xi'an

Following yesterday’s surprise at the unpleasant conference business run by WASET, I was once again confronted today with conference fees that sound like an unacceptable siphoning of research funds and public money. One of my PhD students got earlier personally invited to present a talk at EUSIPCO 2015, a European signal processing conference taking place in Nice next September and she accepted the invitation. Now, contrary to yesterday’s example, this EUSIPCO 2015 is a genuine conference sponsored by several European signal processing societies. From what I understand, speakers and poster presenters must submit papers that are reviewed and then published in the conference proceedings, part of the IEEE Xplore on-line digital library (impact factor of 0.04). As the conference is drawing near, my student is asked to register and is “reminded” of small prints in the conference rules, namely that “at least one author per paper must register by June 19, 2015 at the full rate”, student or not student, which means a 300€ difference in the fees and has absolutely no justification whatsoever since the papers are only processed electronically…

I checked across a few of the past editions of EUSIPCO and the same rip-off rule applies to those as well. I see no rational explanation for this rule that sounds like highway robbery and leads to the de facto exclusion of students from conferences… In fine, my student withdrew her paper and participation at EUSIPCO.