Archive for the University life Category

Gaussian hare and Laplacian tortoise

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , , , on October 19, 2018 by xi'an

A question on X validated on the comparative merits of L¹ versus L² estimation led me to the paper of Stephen Portnoy and Roger Koenker entitled “The Gaussian Hare and the Laplacian Tortoise: Computability of Squared-Error versus Absolute-Error Estimators”, which I had missed at the time, despite enjoying a subscription to Statistical Science till the late 90’s.. The authors went as far as producing a parody of Granville’s Fables de La Fontaine by sticking Laplace’s and Gauss’ heads on the tortoise and the hare!

I remember rather vividly going through Steve Stigler’s account of the opposition between Laplace’s and Legendre’s approaches, when reading his History of Statistics in 1990 or 1991… Laplace defending the absolute error on the basis of the default double-exponential (or Laplace) distribution, when Legendre and then Gauss argued in favour of the squared error loss on the basis of a defaul Normal (or Gaussian) distribution. (Edgeworth later returned to the support of the L¹ criterion.) Portnoy and Koenker focus mostly on ways of accelerating the derivation of the L¹ regression estimators. (I also learned from the paper that Koenker was one of the originators of quantile regression.)

back to the Bayesian Choice

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , on October 17, 2018 by xi'an

Surprisingly (or not?!), I received two requests about some exercises from The Bayesian Choice, one from a group of students from McGill having difficulties solving the above, wondering about the properness of the posterior (but missing the integration of x), to whom I sent back this correction. And another one from the Czech Republic about a difficulty with the term “evaluation” by which I meant (pardon my French!) estimation.

severe testing or severe sabotage? [not a book review]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , on October 16, 2018 by xi'an

Last week, I received this new book of Deborah Mayo, which I was looking forward reading and annotating!, but thrice alas, the book had been sabotaged: except for the preface and acknowledgements, the entire book is printed upside down [a minor issue since the entire book is concerned] and with some part of the text cut on each side [a few letters each time but enough to make reading a chore!]. I am thus waiting for a tested copy of the book to start reading it in earnest!

 

ABC intro for Astrophysics

Posted in Books, Kids, Mountains, R, Running, Statistics, University life with tags , , , , , , , , , , , on October 15, 2018 by xi'an

Today I received in the mail a copy of the short book published by edp sciences after the courses we gave last year at the astrophysics summer school, in Autrans. Which contains a quick introduction to ABC extracted from my notes (which I still hope to turn into a book!). As well as a longer coverage of Bayesian foundations and computations by David Stenning and David van Dyk.

Juan Antonio Cano Sanchez (1956-2018)

Posted in Statistics, University life with tags , , , , , , , , on October 12, 2018 by xi'an

I have just learned the very sad news that Juan Antonio Cano, from Universidad de Murcia, with whom Diego Salmerón and I wrote two papers on integral priors, has passed away, after a long fight against a kidney disease. Having communicated with him recently, I am quite shocked by him passing away as I was not aware of his poor health. The last time we met was at the O’Bayes 2015 meeting in Valencià, with a long chat in the botanical gardens of the Universitat de Valencià. Juan Antonio was a very kind and unassuming person, open and friendly, with a continued flow of research in Objective Bayes methodology and in particular on integral priors. Hasta luego, Juan Antonio!

Le Monde puzzle [#1070]

Posted in Books, Kids, R, University life with tags , , , , , , , on October 11, 2018 by xi'an

Rewording Le Monde mathematical puzzle  fifth competition problem

For the 3×3 tables below, what are the minimal number of steps to move from left to rights when the yellow tokens can only be move to an empty location surrounded by two other tokens?

In the 4×4 table below, there are 6 green tokens. How many steps from left to right?

Painful and moderately mathematical, once more… For the first question, a brute force simulation of random valid moves of length less than 100 returns solutions in 4 steps:

     [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9]
     1    1    1    0    0    1    0    0    1
     1    0    1    0    1    1    0    0    1
     0    0    1    1    1    1    0    0    1
     0    0    1    1    0    1    0    1    1
     0    0    1    0    0    1    1    1    1

But this is not an acceptable move because of the “other” constraint. Imposing this constraint leads to a solution in 9 steps, but is this the lowest bound?! It actually took me most of the weekend (apart from a long drive to and from a short half-marathon!) to figure out a better strategy than brute force random exploration: the trick I eventually figured out is to start from the finishing (rightmost) value F of the grid and look at values with solutions available in 1,2,… steps. This is not exactly dynamic programming, but it keeps the running time under control if there is a solution associated with the starting (leftmost) value S. (Robin proceeded reverse-wise, which in retrospect is presumably equivalent, if faster!) The 3×3 grid has 9 choose 5, ie 126, possible configurations with 5 coins, which means the number of cases remains under control. And even so for the 4×4 grid with 6 coins, with 8008 configurations. This led to a 9 step solution for n=3 and the proposed starting grid in yellow:

[1] 1 1 1 0 0 1 0 0 1
[1] 1 1 0 0 1 1 0 0 1
[1] 1 1 0 1 1 0 0 0 1
[1] 0 1 0 1 1 1 0 0 1
[1] 0 1 1 1 0 1 0 0 1
[1] 1 1 1 1 0 0 0 0 1
[1] 0 1 1 1 1 0 0 0 1
[1] 0 0 1 1 1 0 0 1 1
[1] 0 0 1 1 0 0 1 1 1
[1] 0 0 1 0 0 1 1 1 1

and a 19 step solution for n=4:

[1] 1 0 0 0 0 1 0 0 0 1 1 1 0 0 0 1
[1] 1 0 0 0 0 1 0 0 0 0 1 1 0 0 1 1
[1] 1 0 0 0 0 1 1 0 0 0 1 1 0 0 1 0
[1] 1 1 0 0 0 1 1 0 0 0 0 1 0 0 1 0
[1] 1 1 0 0 0 0 1 1 0 0 0 1 0 0 1 0
[1] 1 1 1 0 0 0 1 1 0 0 0 0 0 0 1 0
[1] 1 0 1 1 0 0 1 1 0 0 0 0 0 0 1 0
[1] 1 1 1 1 0 0 1 0 0 0 0 0 0 0 1 0
[1] 1 1 0 1 0 1 1 0 0 0 0 0 0 0 1 0
[1] 1 0 0 1 1 1 1 0 0 0 0 0 0 0 1 0
[1] 0 0 0 1 1 1 1 0 0 0 1 0 0 0 1 0
[1] 0 0 0 1 1 1 0 0 0 1 1 0 0 0 1 0
[1] 0 0 0 1 1 1 0 0 1 1 0 0 0 0 1 0
[1] 0 0 0 1 0 1 0 0 1 1 0 0 0 1 1 0
[1] 0 0 0 1 0 1 0 0 1 0 0 0 1 1 1 0
[1] 0 0 0 1 1 1 0 0 1 0 0 0 1 0 1 0
[1] 0 0 0 1 0 1 0 0 1 1 0 0 1 0 1 0
[1] 0 0 0 1 0 1 0 0 0 1 1 0 1 0 1 0
[1] 0 0 0 1 0 1 1 0 0 1 1 0 1 0 0 0

The first resolution takes less than a minute and the second one just a few minutes (or less than my short morning run!). Surprisingly, using this approach does not require more work, which makes me wonder at the solution Le Monde journalists will propose. Given the (misguided) effort put into my resolution, seeing a larger number of points for this puzzle is no wonder.

BNP12

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on October 9, 2018 by xi'an

The next BNP (Bayesian nonparametric) conference is taking place in Oxford (UK), prior to the O’Bayes 2019 conference in Warwick, in June 24-28 and June 29-July 2, respectively. At this stage, the Scientific Committee of BNP12 invites submissions for possible contributed talks. The deadline for submitting a title/abstract is 15th December 2018. And the submission of applications for travel support closes on 15th December 2018. Currently, there are 35 awards that could be either travel awards or accommodation awards. The support is for junior researchers (students currently enrolled in a Dphil (PhD) programme or having graduated after 1st October 2015). The applicant agrees to present her/his work at the conference as a poster or oraly if awarded the travel support.

As for O’Bayes 2019, we are currently composing the programme, following the 20 years tradition of these O’Bayes meetings of having the Scientific Committee (Marilena Barbieri, Ed George, Brunero Liseo, Luis Pericchi, Judith Rousseau and myself) inviting about 25 speakers to present their recent work and 25 discussants to… discuss these works. With a first day of introductory tutorials to Bayes, O’Bayes and beyond. I (successfully) proposed this date and location to the O’Bayes board to take advantage of the nonparametric Bayes community present in the vicinity so that they could attend both meetings at limited cost and carbon impact.