A chance question on X validated made me reconsider about the minimaxity over the weekend. Consider a Geometric G(p) variate X. What is the minimax estimator of p under squared error loss ? I thought it could be obtained via (Beta) conjugate priors, but following Dyubin (1978) the minimax estimator corresponds to a prior with point masses at ¼ and 1, resulting in a constant estimator equal to ¾ everywhere, except when X=0 where it is equal to 1. The actual question used a penalised qaudratic loss, dividing the squared error by p(1-p), which penalizes very strongly errors at p=0,1, and hence suggested an estimator equal to 1 when X=0 and to 0 otherwise. This proves to be the (unique) minimax estimator. With constant risk equal to 1. This reminded me of this fantastic 1984 paper by Georges Casella and Bill Strawderman on the estimation of the normal bounded mean, where the least favourable prior is supported by two atoms if the bound is small enough. Figure 1 in the Negative Binomial extension by Morozov and Syrova (2022) exploits the same principle. (Nothing Orwellian there!) If nothing else, a nice illustration for my Bayesian decision theory course!
Archive for 1984
a [counter]example of minimaxity
Posted in Books, Kids, Statistics, University life with tags 1984, cross validated, Geometric distribution, George Orwell, least favourable priors, minimaxity, negative binomial distribution, Statistical Decision Theory and Bayesian Analysis, The Bayesian Choice on December 14, 2022 by xi'andoublespeak [маскировка]
Posted in pictures with tags 1984, apology of war crimes, doublespeak, Kyiv, NATO, Russian Federation, Russian invasion, Solidarity with Ukraine, Vladimir Putin, war crimes on July 18, 2022 by xi'an“Our plans are not to occupy Ukraine, we do not plan to impose ourselves on anyone.” V. Putin, 22 Feb.
“You Ukrainians are always worried about what you can steal and you think everyone thinks that way.” S. Lavrov, 8 June
“If the US and NATO are really interested in resolving the Ukraine crisis, then first of all, they should wake up and stop supplying the Kyiv regime with arms and ammunition” S. Lavrov , 30 April
“Our goals there are clear, we want to save people from the pressure of the neo-Nazi regime.” S. Lavrov, 8 June
“We didn’t invade Ukraine.” S. Lavrov, 15 June
The Handmaid’s Tale [book review]
Posted in Books, Kids with tags 1984, book review, Brave New World, Joyce Carol Oates, Margaret Atwood, Nathaniel Hawthorne, The Handmaid's Tale, The New York Times, The Scarlet Letter, trumpism on April 1, 2017 by xi'anFollowing a newspaper article where this book was referred, along Brave New World and 1984, as an essential novel for this time of trumpism, I read this 1986 book by Margaret Atwood of a dystopian America where Christian fundamentalists have taken over a region around Harvard and imposed a dictatorial society, plagued by pollution-induced sterility, inter-state wars, and the omnipresence of a fascist state. The central and brilliant idea of the novel is that the bodies of fertile women are no longer theirs to conceive babies [with the obvious and immediate question rising as to when they actually were…] and that the State allocate them to men from the ruling class, their babies been “adopted” by these men’s family once they are born. With a deadly dose of religious blather to justify this enslavement of bodies (and in most cases minds). Ten years ago, Joyce Carol Oates wrote a detailed commentary on the book that perfectly exposes its strength, using the almost mundane journal of one nameless handmaiden to describe the absolute horror of the Gilead Republic.
Since this book has become a classic, often in high school reading curricula (albeit almost as often challenged by conservative parents and organisations), I wonder why I did not read it earlier. Reading it today is however very much appropriate to stress the point that such extremes could essentially happen anywhere, anytime, not necessarily far from here or from now. And to also see the book as a warning parabola about the omnipresent threats on women and reproductive rights. Although the tale is set in the current era, the connection with the (first?) Puritan Massachusetts state through the (red) costume of the Handmaiden [acknowledged by Atwood] and the rigid control of the community over the individuals reminded me of Hawthorne’ Scarlet Letter, a beautiful book that keeps its relevance in present days.
In conjunction with the novel been adapted as a TV Series starting next month, Margaret Atwood wrote in the NYT a post-Trump analysis of the themes and prospects in The Handmaid’s Tale that is certainly worth reading. (I have no opinion about the TV Series, just hoping it keeps this feeling that such things could be just around the corner.)
moral [dis]order
Posted in Kids, Travel with tags 1984, bigotry, discrimination, George Orwell, Newspeak, same-sex marriage, The New York Times on October 3, 2015 by xi'an“For example, a religiously affiliated college that receives federal grants could fire a professor simply for being gay and still receive those grants. Or federal workers could refuse to process the tax returns of same-sex couples simply because of bigotry against their marriages. It doesn’t stop there. As critics of the bill quickly pointed out, the measure’s broad language — which also protects those who believe that “sexual relations are properly reserved to” heterosexual marriages alone — would permit discrimination against anyone who has sexual relations outside such a marriage. That would appear to include women who have children outside of marriage, a class generally protected by federal law.” The New York Time
An excerpt from this week New York Time Sunday Review editorial about what it qualifies as “a nasty bit of business congressional Republicans call the First Amendment Defense Act.” A bill which first line states to be intended to “prevent discriminatory treatment of any person on the basis of views held with respect to marriage” and which in essence would allow for discriminatory treatment of homosexual and unmarried couples not to be prosecuted. A fine example of Newspeak if any! (Maybe they could also borrow Orwell‘s notion of a Ministry of Love.) Another excerpt of the bill that similarly competes for Newspeak of the Year:
(5) Laws that protect the free exercise of religious beliefs and moral convictions about marriage will encourage private citizens and institutions to demonstrate tolerance for those beliefs and convictions and therefore contribute to a more respectful, diverse, and peaceful society.
This reminded me of a story I was recently told me about a friend of a friend who is currently employed by a Catholic school in Australia and is afraid of being fired if found being pregnant outside of marriage. Which kind of “freedom” is to be defended in such “tolerant” behaviours?!