Archive for the Statistics Category

la belle sauvage [book review]

Posted in Statistics with tags , , , , , , , , , , , on February 25, 2018 by xi'an

Another book I brought back from Austin. And another deeply enjoyable one, although not the end of a trilogy of trilogies this time. This book, La Belle Sauvage, is first in a new trilogy by Philip Pullman that goes back to the early infancy of the hero of His Dark Materials, Lyra. Later volumes will take place after the first trilogy.

This is very much a novel about Oxford, to the point it sometimes seems written only for people with an Oxonian connection. After all, the author is living in Oxford… (Having the boat of the two characters passing by the [unnamed] department of Statistics at St. Giles carried away by the flood was a special sentence for me!)

Also, in continuation of His Dark Materials, a great steampunk universe, with a very oppressive Church and so far a limited used of magicks! Limited to the daemons, again in continuation with past volumes…

Now, some passages of the book remind me of Ishiguro’s buried giant, in the sense that the characters meeting myths from other stories may “really” meet them or instead dream. This is for instance the case when they accost at a property where an outworldy party is taking place and no-one is noticing them. Or when they meet a true giant that is a river deity, albeit not in the spirit of Ben Aaronovitch’s Rivers of London novels.

The story is written in the time honoured setup of teenager discovery travels, with not so much to discover as the whole country is covered by water. And the travel gets a wee bit boring after a while, with a wee bit too many coincidences, the inexplicable death (?) of a villain, and an hurried finale, where the reverse trip of the main characters takes a page rather than one book…

Trivia: La Belle Sauvage was also the name of the pub in Ludgate Hill where Pocahontas and her brother Tomocomo stayed when they first arrived in London. And The Trout is a true local pub, on the other side of Port Meadow [although I never managed to run that far in that direction while staying in St. Hugh, Oxford, last time, the meadow being flooded!].

Looking forward the second volume (already written, so no risk of The Name of the Wind or Game of Thrones quagmires, i.e., an endless wait for the next volume!), hoping the author keeps up the good work, the right tension in the story, and avoids by all means parallel universes, which were so annoying in the first trilogy! (I do remember loosing interest in the story during the second book and having trouble finishing the third one. I am not sure my son [who started before me] ever completed the trilogy…)

dress down for ISBA 2018!

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , on February 24, 2018 by xi'an

In  preparation for the ISBA meeting next June in Edinburgh, I bought a kilt! (A cheap acrylic version of the real thing, sold by a company called Tartinista. As shown next, when getting ready for a night-out at a Kenilworth curry restaurant by bearable if sub-zero temperatures, the tartan of the kilt is Black Watch, for a Highland Regiment.)

Although I do not foresee a huge follow-up (!), I’d still like to suggest we all wear kilts at the conference, both as a celebration of Scotland and as a gender neutral support for an all-inclusive ISBA. [Needless to say (?), let me stress here this is a purely personal initiative, with no backup whatsoever from Visit Scotland, the ISBA Exec, from the Program Committee, from the Local Organising Committee, or from safeISBA!]

 

summer school on computational statistics [deadline]

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on February 23, 2018 by xi'an

Reminding ‘Og’s readers and others that the early bird registration deadline for our LMS/CRiSM summer school on computational statistics at the University of Warwick, 9-13 July, 2018 is next Thursday, March 01, 2018. This also applies for bursary applications, so do not dally and apply now!

infinite mixtures are likely to take a while to simulate

Posted in Books, Statistics with tags , , , , , , , , on February 22, 2018 by xi'an

Another question on X validated got me highly interested for a while, as I had considered myself the problem in the past, until I realised while discussing with Murray Pollock in Warwick that there was no general answer: when a density f is represented as an infinite series decomposition into weighted densities, some weights being negative, is there an efficient way to generate from such a density? One natural approach to the question is to look at the mixture with positive weights, f⁺, since it gives an upper bound on the target density. Simulating from this upper bound f⁺ and accepting the outcome x with probability equal to the negative part over the sum of the positive and negative parts f⁻(x)/f(x) is a valid solution. Except that it is not implementable if

  1.  the positive and negative parts both involve infinite sums with no exploitable feature that can turn them into finite sums or closed form functions,
  2.  the sum of the positive weights is infinite, which is the case when the series of the weights is not absolutely converging.

Even when the method is implementable it may be arbitrarily inefficient in the sense that the probability of acceptance is equal to to the inverse of the sum of the positive weights and that simulating from the bounding mixture in the regular way uses the original weights which may be unrelated in size with the actual importance of the corresponding components in the actual target. Hence, when expressed in this general form, the problem cannot allow for a generic solution.

Obviously, if more is known about the components of the mixture, as for instance the sequence of weights being alternated, there exist specialised methods, as detailed in the section of series representations in Devroye’s (1985) simulation bible. For instance, in the case when positive and negative weight densities can be paired, in the sense that their weighted difference is positive, a latent index variable can be included. But I cannot think of a generic method where the initial positive and negative components are used for simulation, as it may on the opposite be the case that no finite sum difference is everywhere positive.

Larry Brown (1940-2018)

Posted in Books, pictures, Statistics, University life with tags , , , , , , on February 21, 2018 by xi'an

Just learned a few minutes ago that my friend Larry Brown has passed away today, after fiercely fighting cancer till the end. My thoughts of shared loss and deep support first go to my friend Linda, his wife, and to their children. And to all their colleagues and friends at Wharton. I have know Larry for all of my career, from working on his papers during my PhD to being a temporary tenant in his Cornell University office in White Hall while he was mostly away in sabbatical during the academic year 1988-1989, and then periodically meeting with him in Cornell and then Wharton along the years. He and Linday were always unbelievably welcoming and I fondly remember many times at their place or in superb restaurants in Phillie and elsewhere.  And of course remembering just as fondly the many chats we had along these years about decision theory, admissibility, James-Stein estimation, and all aspects of mathematical statistics he loved and managed at an ethereal level of abstraction. His book on exponential families remains to this day one of the central books in my library, to which I kept referring on a regular basis… For certain, I will miss the friend and the scholar along the coming years, but keep returning to this book and have shared memories coming back to me as I will browse through its yellowed pages and typewriter style. Farewell, Larry, and thanks for everything!

Didier Lockwood (1956-2018)

Posted in Statistics with tags , , , , , , on February 21, 2018 by xi'an

bad graphics and poor statistics

Posted in Statistics with tags , , , , , , , , on February 21, 2018 by xi'an

Reading through The Guardian website, I came across this terrible graphic about US airlines 2016 comparison for killing pests pets they carry. Beyond the gross imprecision resulting from resorting to a (gross) dead dog scale to report integers, the impression of Hawaiian Airlines having a beef with pets is just misleading: there were three animal deaths on this company for that year. And nine on United Airlines (including the late giant rabbit). The law of small numbers in action! Computing a basic p-value (!) based on a Poisson approximation (the most pet friendly distribution) does not even exclude Hawaiian Airlines. Without even considering the possibility that, among the half-million plus pets travelling on US airlines in 2016, some would have died anyway but it happened during a flight. (As a comparison, there are “between 114 and 360 medical” in-flight [human] deaths per year. For it’s worth.) The scariest part of The Guardian article [beyond the reliance on terrible graphs!] is the call to end up pets travelling as cargo, meaning they would join their owner in the cabin. As if stag and hen [parties] were not enough of a travelling nuisance..!