a chance (?) encounter

As I was cycling to Paris Dauphine, a few days ago, I spotted someone sitting on a bench and working on a laptop who suspiciously looked like… Andrew Gelman! As I knew Andrew was in Paris that week, and as we were reasonably close to Dauphine, this did not sound like a zero probability event. I thus stopped to check that indeed this was the real Andrew, who happened to be in the vicinity and had decided to run this double blind experiment as to whether or not we could spot one another. While I am reasonably aware of my surroundings when cycling (as a matter of mere survival), my radar rarely extends to people sitting on benches, especially when I am riding the middle white line on the boulevard. As I was further a wee bit late that day, I should have been in my office by the time Andrew sat there. A chance encounter, hence, or a super subjective inference from the author of BDA!

Nature snapshots

In this 6 June issue of Nature, which I read on my way to O’Bayes, an editorial on the scary move by the WHO to incorporate traditional Chinese medicine remedies in its classification as this includes drugs made from protected and endangered species and as such remedies have not been evidence tested. A news brief on India abandoning the requirement for PhD students to get a paper published prior to been awarded the degree, presumably much to the sorrow of predatory publishers. A delay to Plan S (a European project to make all funded research freely available) reported to 21 January 2021. A review of the latest and yet unpublished book by Neal Stephenson, Fall. Which I obviously ordered immediately! A paper in the British Journal of Anasthesia published along with an independent assessment of the same study (methods and results). Some letters protesting the “public’s phobia” induced by the series Chernobyl. Which recoups an email from one of my colleagues on the same complaining theme, since “only 20 deaths” can be attributed to the disaster with certainty! A revisit of the “cold fusion” with no evidence of the claimed phenomenon that led to a scientific outcry in 1989.

CRAN does not validate R packages!

A friend called me the other day for advice on how to submit an R package to CRAN along with a proof his method was mathematically sound. I replied with some items of advice taken from my (limited) experience with submitting packages. And with the remark that CRAN would not validate the mathematical contents of the associated package manual. Nor even the validity of the R code towards delivering the right outcome as stated in the manual. This shocked him quite seriously as he thought having a package accepted by CRAN was a stamp of validation of both the method and the R code. It would be nice of course but would require so much manpower that it seems unrealistic. Some middle ground is to aim at a journal or a peer community validation where both code and methods are vetted. Which happens for instance with the Journal of Computational and Graphical Statistics. Or the Journal of Statistical Software (which should revise its instructions to authors that states “The majority of software published in JSS is written in S, MATLAB, SAS/IML, C++, or Java”. S, really?!)

As for the validity of the latest release of R (currently R-3.6.1 which came out on 2019-07-05, named Action of the Toes!), I figure the bazillion R programs currently running should be able to detect any defect pretty fast, although awareness of the incredible failure of sample() reported in an earlier post took a while to appear.

and it only gets worse [verbatim]

“Increasing export capacity from the Freeport LNG project is critical to spreading freedom gas throughout the world by giving America’s allies a diverse and affordable source of clean energy” M. Menezes, US Secretary of Energy

“NASA should NOT be talking about going to the Moon – We did that 50 years ago. They should be focused on the much bigger things we are doing, including Mars (of which the Moon is a part)” DT,, 7 June

“I just met with the Queen of England (U.K.) [sic], the Prince of Whales [re-sic]” DT, 13 June

“[Sarah Sanders] is going to be leaving the service of her country and she’s going to be going  (…) She’s a very special person, a very, very fine woman, she has been so great, she has such heart, she’s strong but with great, great heart, and I want to thank you for an outstanding job.” DT, 13 June

“…when I asked, ‘How many will die?’ ‘150 people, sir’, was the answer from a General. 10 minutes before the strike I stopped it, not … proportionate to shooting down an unmanned drone.” DT, 21 June

“The reason we have tragedies like that on the border is because that father didn’t wait to go through the asylum process in the legal fashion and decided to cross the river and not only died but his daughter died tragically as well,” K. Cuccinelli, head of US Immigration and Citizenship Services, 28 June

“If Japan is attacked, we will fight World War III. But if we’re attacked, Japan doesn’t have to help us at all. They can watch it on a Sony television.” DT, 24 June

O’Bayes 19/4

Last talks of the conference! With Rui Paulo (along with Gonzalo Garcia-Donato) considering the special case of factors when doing variable selection. Which is an interesting question that I had never considered, as at best I would remove all leves or keeping them all. Except that there may be misspecification in the factors as for instance when several levels have the same impact.With Michael Evans discussing a paper that he wrote for the conference! Following his own approach to statistical evidence. And including his reluctance to cover infinity (calling on Gauß for backup!) or continuity, and his call to falsify a Bayesian model by checking it can be contradicted by the data. His assumption that checking for prior is separable from checking for [sampling] model is debatable. (With another mention made of the Savage-Dickey ratio.)

And with Dimitris Fouskakis giving a wide ranging assessment [which Mark Steel (Warwick) called a PEP talk!] of power-expected-posterior priors, used with reference (and usually improper) priors. Which in retrospect would have suited better the beginning of the conference as it provided a background to several of the talks. Raising a question (from my perspective) on using the maximum likelihood estimator as a pseudo-sufficient statistic when this MLE is computed for the base (simplest) model. Maybe an ABC induced bias in this question as it would not work for ABC model choice.

Overall, I think the scientific outcomes of the conference were quite positive: a wide range of topics and perspectives, a reasonable and diverse attendance, especially when considering the heavy load of related conferences in the surrounding weeks (the “June fatigue”!), animated poster sessions. I am obviously not the one to assess the organisation of the conference! Things I forgot to do in this regard: organise transportation from Oxford to Warwick University, provide an attached room for in-pair research, insist on sustainability despite the imposed catering solution, facilitate sharing joint transportation to and from the Warwick campus, mention that tap water was potable, and… wear long pants when running in nettles.

O’Bayes 19/3.5

 

Among the posters at the second poster session yesterday night, one by Judith ter Schure visually standing out by following the #betterposter design suggested by Mike Morrison a few months ago. Design on which I have ambivalent feelings. On the one hand, reducing the material on a poster is generally a good idea as they tend to be saturated and hard to read, especially in crowded conditions. Having the main idea or theorem immediately visible should indeed be a requirement, from immediately getting the point to starting from the result in explaining the advances in the corresponding work. But if this format becomes the standard, it will become harder to stand out! More fundamentally, this proposal may fall into the same abyss as powerpoint presentations, which is that insisting in making the contents simpler and sparser may reach the no-return point of no content [which was not the case of the above poster, let me hasten to state!]. Mathematical statistics poster may be automatically classified as too complicated for this #betterposter challenge as containing maths formulas! Or too many Greek letters as someone complained after one of my talks. And treating maths formulas as detail makes them even smaller than usual, which sounds like the opposite of the intended effect. (The issue is discussed on the betterposter blog, for a variety of opinions, mostly at odds with mine’s.)

O’Bayes 19/3

Nancy Reid gave the first talk of the [Canada] day, in an impressive comparison of all approaches in statistics that involve a distribution of sorts on the parameter, connected with the presentation she gave at BFF4 in Harvard two years ago, including safe Bayes options this time. This was related to several (most?) of the talks at the conference, given the level of worry (!) about the choice of a prior distribution. But the main assessment of the methods still seemed to be centred on a frequentist notion of calibration, meaning that epistemic interpretations of probabilities and hence most of Bayesian answers were disqualified from the start.

In connection with Nancy’s focus, Peter Hoff’s talk also concentrated on frequency valid confidence intervals in (linear) hierarchical models. Using prior information or structure to build better and shrinkage-like confidence intervals at a given confidence level. But not in the decision-theoretic way adopted by George Casella, Bill Strawderman and others in the 1980’s. And also making me wonder at the relevance of contemplating a fixed coverage as a natural goal. Above, a side result shown by Peter that I did not know and which may prove useful for Monte Carlo simulation.

Jaeyong Lee worked on a complex model for banded matrices that starts with a regular Wishart prior on the unrestricted space of matrices, computes the posterior and then projects this distribution onto the constrained subspace. (There is a rather consequent literature on this subject, including works by David Dunson in the past decade of which I was unaware.) This is a smart demarginalisation idea but I wonder a wee bit at the notion as the constrained space has measure zero for the larger model. This could explain for the resulting posterior not being a true posterior for the constrained model in the sense that there is no prior over the constrained space that could return such a posterior. Another form of marginalisation paradox. The crux of the paper is however about constructing a functional form of minimaxity. In his discussion of the paper, Guido Consonni provided a representation of the post-processed posterior (P³) that involves the Dickey-Savage ratio, sort of, making me more convinced of the connection.

As a lighter aside, one item of local information I should definitely have broadcasted more loudly and long enough in advance to the conference participants is that the University of Warwick is not located in ye olde town of Warwick, where there is no university, but on the outskirts of the city of Coventry, but not to be confused with the University of Coventry. Located in Coventry.