Archive for the Kids Category

Conditional love [guest post]

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

[When Dan Simpson told me he was reading Terenin’s and Draper’s latest arXival in a nice Bath pub—and not a nice bath tub!—, I asked him for a blog entry and he agreed. Here is his piece, read at your own risk! If you remember to skip the part about Céline Dion, you should enjoy it very much!!!]

Probability has traditionally been described, as per Kolmogorov and his ardent follower Katy Perry, unconditionally. This is, of course, excellent for those of us who really like measure theory, as the maths is identical. Unfortunately mathematical convenience is not necessarily enough and a large part of the applied statistical community is working with Bayesian methods. These are unavoidably conditional and, as such, it is natural to ask if there is a fundamentally conditional basis for probability.

Bruno de Finetti—and later Richard Cox and Edwin Jaynes—considered conditional bases for Bayesian probability that are, unfortunately, incomplete. The critical problem is that they mainly consider finite state spaces and construct finitely additive systems of conditional probability. For a variety of reasons, neither of these restrictions hold much truck in the modern world of statistics.

In a recently arXiv’d paper, Alexander Terenin and David Draper devise a set of axioms that make the Cox-Jaynes system of conditional probability rigorous. Furthermore, they show that the complete set of Kolmogorov axioms (including countable additivity) can be derived as theorems from their axioms by conditioning on the entire sample space.

This is a deep and fundamental paper, which unfortunately means that I most probably do not grasp it’s complexities (especially as, for some reason, I keep reading it in pubs!). However I’m going to have a shot at having some thoughts on it, because I feel like it’s the sort of paper one should have thoughts on. Continue reading

Laplace great⁶-grand child!

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

eulerchild1laplacechildLooking at the Family Tree application (I discovered via Peter Coles’ blog), I just found out that I was Laplace’s [academic] great-great-great-great-great-great-great-grand-child! Through Poisson and Chasles. Going even further, as Simeon Poisson was also advised by Lagrange, my academic lineage reaches Euler and the Bernoullis. Pushing always further, I even found William of Ockham along one of the “direct” branches! Amazing ancestry, to which my own deeds pay little homage if any… (However, I somewhat doubt the strength of the links for the older names, since pursuing them ends up at John the Baptist!)

I wonder how many other academic descendants of Laplace are alive today. Too bad Family Tree does not seem to offer this option! Given the longevity of both Laplace and Poisson, they presumably taught many students, which means a lot of my colleagues and even of my Bayesian colleagues should share the same illustrious ancestry. For instance, I share part of this ancestry with Gérard Letac. And Jean-Michel Marin. Actually, checking with the Mathematics Genealogy Project, I see that Laplace had… one student!, but still a grand total of [at least] 85,738 descendants… Incidentally, looking at the direct line, most of those had very few [recorded] descendants.

weird bug

Posted in Kids, pictures with tags , , , , , on August 2, 2015 by xi'an


new tomatoes [update]

Posted in Kids, pictures with tags , , on August 1, 2015 by xi'an


Judith Rousseau gets Bernoulli Society Ethel Newbold Prize

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , , , , , , on July 31, 2015 by xi'an

As announced at the 60th ISI World Meeting in Rio de Janeiro, my friend, co-author, and former PhD student Judith Rousseau got the first Ethel Newbold Prize! Congrats, Judith! And well-deserved! The prize is awarded by the Bernoulli Society on the following basis

The Ethel Newbold Prize is to be awarded biannually to an outstanding statistical scientist for a body of work that represents excellence in research in mathematical statistics, and/or excellence in research that links developments in a substantive field to new advances in statistics. In any year in which the award is due, the prize will not be awarded unless the set of all nominations includes candidates from both genders.

and is funded by Wiley. I support very much this (inclusive) approach of “recognizing the importance of women in statistics”, without creating a prize restricted to women nominees (and hence exclusive).  Thanks to the members of the Program Committee of the Bernoulli Society for setting that prize and to Nancy Reid in particular.

Ethel Newbold was a British statistician who worked during WWI in the Ministry of Munitions and then became a member of the newly created Medical Research Council, working on medical and industrial studies. She was the first woman to receive the Guy Medal in Silver in 1928. Just to stress that much remains to be done towards gender balance, the second and last woman to get a Guy Medal in Silver is Sylvia Richardson, in 2009… (In addition, Valerie Isham, Nicky Best, and Fiona Steele got a Guy Medal in Bronze, out of the 71 so far awarded, while no woman ever got a Guy Medal in Gold.) Funny occurrences of coincidence: Ethel May Newbold was educated at Tunbridge Wells, the place where Bayes was a minister, while Sylvia is now head of the Medical Research Council biostatistics unit in Cambridge.

Egyptian fractions [Le Monde puzzle #922]

Posted in Books, Kids, R with tags , , , , , , , on July 28, 2015 by xi'an

For its summer edition, Le Monde mathematical puzzle switched to a lighter version with immediate solution. This #922 considers Egyptian fractions which only have distinct denominators (meaning the numerator is always 1) and can be summed. This means 3/4 is represented as ½+¼. Each denominator only appears once. As I discovered when looking on line, a lot of people are fascinated with this representation and have devised different algorithms to achieve decompositions with various properties. Including Fibonacci who devised a specific algorithm called the greedy algorithm in 1202 in the Liber Abaci. In the current Le Monde edition, the questions were somewhat modest and dealt with the smallest decompositions of 2/5, 5/12, and 50/77 under some additional constraint.

Since the issue was covered in so many places, I just spent one hour or so constructing a basic solution à la Fibonacci and then tried to improve it against a length criterion. Here are my R codes (using the numbers library):

#can the fraction a/b be simplified
while (sum(duplicated(divc))>0){
  for (i in n){a=div(a,i);b=div(b,i)}

presumably superfluous for simplifying fractions

#decomposition by removing 1/b
 if (!(b %in% teth)){
 if (a>0){
  if (bet>b){ isis=c(isis,horus(a,b,teth))}else{
  # find largest integer
    while (k %in% teth) k=k+1

which produces a Fibonacci solution (with the additional inclusion of the original denominator) and

if ((a==1)&(!(b %in% isis))){isis=c(isis,b)}else{
 if (max(a,b)<1e5) hapy=horus(a,b,teth=isis)
 propa=propb=propc=propd=rep(NaN,le=length((k %in% isis)))
 for (i in k[!(k %in% isis)]){

which compares solutions against their lengths. When calling those functions for the three fractions above the solutions are

> seth(2,5)
[1] 15 3
> seth(5,12)
[1] 12  3
> seth(50,77)
[1]   2 154   7

with no pretension whatsoever to return anything optimal (and with some like crashes when the magnitude of the entries grows, try for instance 5/121). For this latest counter-example, the alternative horus works quite superbly:

> horus(5,121)
[1] 121 31 3751 1876 7036876

Le Monde puzzle [#920]

Posted in Books, Kids, R, Statistics, University life with tags , on July 23, 2015 by xi'an

A puzzling Le Monde mathematical puzzle (or blame the heat wave):

A pocket calculator with ten keys (0,1,…,9) starts with a random digit n between 0 and 9. A number on the screen can then be modified into another number by two rules:
1. pressing k changes the k-th digit v whenever it exists into (v+1)(v+2) where addition is modulo 10;
2. pressing 0k deletes the (k-1)th and (k+1)th digits if they both exist and are identical (otherwise nothing happens.
Which 9-digit numbers can always be produced whatever the initial digit?

I did not find an easy entry to this puzzle, in particular because it did not state what to do once 9 digits had been reached: would the extra digits disappear? But then, those to the left or to the right? The description also fails to explain how to handle n=000 000 004 versus n=4.

Instead, I tried to look at the numbers with less than 7 digits that could appear, using some extra rules of my own like preventing numbers with more than 9 digits. Rules which resulted in a sure stopping rule when applying both rules above at random:

for (v in 1:1e6){
 for (t in 1:1e5){
  k=length(x) #as sequence of digits
  if (k<3){

   if (i<k){ x=c(y,x[(i+1):k])}else{ x=y}

  if (length(difs)>0) prop1=sample(rep(difs,2),1)
  if (k<9) prop2=sample(rep(1:k,2),1)

  if (length(c(prop1,prop2))>1){
   if (runif(1)<.5){

    if (prop2<k){ x=c(y,x[(prop2+1):k])}else{ x=y}
    while ((length(x)>1)&(x[1]==0)) x=x[-1]}

  if (length(c(prop1,prop2))==1){
    if (is.null(prop2)){ x=x[-c(prop1-1,prop1+1)]
     if (prop2<k){ x=c(y,x[(prop2+1):k])
     }else{ x=y}
    while ((length(x)>1)&(x[1]==0)) x=x[-1]}

  if (length(c(prop1,prop2))==0) break()

 if (k<7) leplein[sum(x*10^((k-1):0))]=

code that fills an occupancy table for the numbers less than a million over 10⁶ iterations. The solution as shown below (with the number of zero entries over each column) is rather surprising in that it shows an occupancy that is quite regular over a grid. While it does not answer the original question…



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