## Bayes Rules! [book review]

Posted in Books, Kids, Mountains, pictures, R, Running, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , on July 5, 2022 by xi'an

Bayes Rules! is a new introductory textbook on Applied Bayesian Model(l)ing, written by Alicia Johnson (Macalester College), Miles Ott (Johnson & Johnson), and Mine Dogucu (University of California Irvine). Textbook sent to me by CRC Press for review. It is available (free) online as a website and has a github site, as well as a bayesrule R package. (Which reminds me that both our own book R packages, bayess and mcsm, have gone obsolete on CRAN! And that I should find time to figure out the issue for an upgrading…)

As far as I can tell [from abroad and from only teaching students with a math background], Bayes Rules! seems to be catering to early (US) undergraduate students with very little exposure to mathematical statistics or probability, as it introduces basic probability notions like pmf, joint distribution, and Bayes’ theorem (as well as Greek letters!) and shies away from integration or algebra (a covariance matrix occurs on page 437 with a lot . For instance, the Normal-Normal conjugacy derivation is considered a “mouthful” (page 113). The exposition is somewhat stretched along the 500⁺ pages as a result, imho, which is presumably a feature shared with most textbooks at this level, and, accordingly, the exercises and quizzes are more about intuition and reproducing the contents of the chapter than technical. In fact, I did not spot there a mention of sufficiency, consistency, posterior concentration (almost made on page 113), improper priors, ergodicity, irreducibility, &tc., while other notions are not precisely defined, like ESS, weakly informative (page 234) or vague priors (page 77), prior information—which makes the negative answer to the quiz “All priors are informative”  (page 90) rather confusing—, R-hat, density plot, scaled likelihood, and more.

As an alternative to “technical derivations” Bayes Rules! centres on intuition and simulation (yay!) via its bayesrule R package. Itself relying on rstan. Learning from example (as R code is always provided), the book proceeds through conjugate priors, MCMC (Metropolis-Hasting) methods, regression models, and hierarchical regression models. Quite impressive given the limited prerequisites set by the authors. (I appreciated the representations of the prior-likelihood-posterior, especially in the sequential case.)

Regarding the “hot tip” (page 108) that the posterior mean always stands between the prior mean and the data mean, this should be made conditional on a conjugate setting and a mean parameterisation. Defining MCMC as a method that produces a sequence of realisations that are not from the target makes a point, except of course that there are settings where the realisations are from the target, for instance after a renewal event. Tuning MCMC should remain a partial mystery to readers after reading Chapter 7 as the Goldilocks principle is quite vague. Similarly, the derivation of the hyperparameters in a novel setting (not covered by the book) should prove a challenge, even though the readers are encouraged to “go forth and do some Bayes things” (page 509).

While Bayes factors are supported for some hypothesis testing (with no point null), model comparison follows more exploratory methods like X validation and expected log-predictive comparison.

The examples and exercises are diverse (if mostly US centric), modern (including cultural references that completely escape me), and often reflect on the authors’ societal concerns. In particular, their concern about a fair use of the inferred models is preminent, even though a quantitative assessment of the degree of fairness would require a much more advanced perspective than the book allows… (In that respect, Exercise 18.2 and the following ones are about book banning (in the US). Given the progressive tone of the book, and the recent ban of math textbooks in the US, I wonder if some conservative boards would consider banning it!) Concerning the Himalaya submitting running example (Chapters 18 & 19), where the probability to summit is conditional on the age of the climber and the use of additional oxygen, I am somewhat surprised that the altitude of the targeted peak is not included as a covariate. For instance, Ama Dablam (6848 m) is compared with Annapurna I (8091 m), which has the highest fatality-to-summit ratio (38%) of all. This should matter more than age: the Aosta guide Abele Blanc climbed Annapurna without oxygen at age 57! More to the point, the (practical) detailed examples do not bring unexpected conclusions, as for instance the fact that runners [thrice alas!] tend to slow down with age.

A geographical comment: Uluru (page 267) is not a city!, but an impressive sandstone monolith in the heart of Australia, a 5 hours drive away from Alice Springs. And historical mentions: Alan Turing (page 10) and the team at Bletchley Park indeed used Bayes factors (and sequential analysis) in cracking the Enigma, but this remained classified information for quite a while. Arianna Rosenbluth (page 10, but missing on page 165) was indeed a major contributor to Metropolis et al.  (1953, not cited), but would not qualify as a Bayesian statistician as the goal of their algorithm was a characterisation of the Boltzman (or Gibbs) distribution, not statistical inference. And David Blackwell’s (page 10) Basic Statistics is possibly the earliest instance of an introductory Bayesian and decision-theory textbook, but it never mentions Bayes or Bayesianism.

[Disclaimer about potential self-plagiarism: this post or an edited version will eventually appear in my Book Review section in CHANCE.]

## a journal of the plague year [October reviews]

Posted in Books, Kids, Mountains, pictures, Travel with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , on October 31, 2020 by xi'an

Read two more “little red” books from Éditions Guérin/Paulsen, the fantastic Chamonix editor, namely, Lénine à Chamonix by François Garde, a former Secretary-General of the Government of New-Caledonia, and Les Hallucinés (Un voyage dans les délires d’altitude), by Thomas Venin. The first book is a collection of short stories related to mountains, ranging from the realistic to the fantastic, and from good to terrible. I think in particular of the 1447 mètres story that involves a Holtanna like big wall in Iceland [good start then!], possibly the Latrabjarg cliff—although it stands at 1447 feet, not meters!, and the absurd impact of prime numbers on the failure of the climbing team. Lénine à Chamonix muses on the supposed day Vladimir Illitch “Lenin” Ulyanov spent in Chamonix in 1903, almost losing his life but adopting his alias there [which clashes with its 1902 first occurrence in publications!]. The second book is about high altitude hallucinations as told by survivors from the “death zone”. Induced by hypoxia, they lead hymalayists to see imaginary things or persons, sometimes to act against their own interest and often to die as a result. The stories are about those who survived and told about their visions. They reminded me of Abele Blanc telling us of facing the simultaneous hallucinations of two (!) partners during an attempt at Annapurna and managing to bring down one of the climbers, with the other managing on its own after a minor fall resetting his brain to the real world. Touching the limits of human abilities and the mysterious working of the brain…

Cooked several dishes suggested by the New York Times (!), including a spinach risotto [good], orecchiette with fennel and sausages [great], and malai broccoli [not so great], as well as by the Guardian’s Yotam Ottolenghi’s recipes, like a yummy spinash-potatoe pie. As Fall is seeping in, went back to old classics like red cabbage Flemish style. And butternut soups, starting with our own. And a pumpkin biryani!

Read Peter Hamilton’s Salvation, with a certain reluctance to proceed as I found the stories within mostly disconnected and of limited interest. (This came obviously as a disappointment, having enjoyed a lot Great North Road.) Unlikely I read the following volumes in the series. On the side, I heard that fantasy writer Terry Goodkind died on Sept. 17. He had written “The Sword of Truth” series, of which I read the first three volumes. (Out of 21 total!!!) While there were some qualities in the story, the setting was quite naïve (in the usual trope of an evil powerful character that need be fought at all costs) and the books carry a strong component of political conservatism as well as extensive sections of sadistic scenes

Watched Tim Burton’s 2012 Dark Shadows (terrible!) and a Taiwanese 2018 dark comedy entitled Dear Ex (誰先愛上他的) which I found rather interesting and quite original, despite the overdone antics of the mother. I even tried Tim Burton’s Sweeney Todd for a few minutes, being completely unaware this was a musical!

## on Monte Rosa [a failed attempt at speed climbing]

Posted in Kids, Mountains, pictures, Running, Travel with tags , , , , , , , , , , , on July 24, 2016 by xi'an

With my daughter Rachel and her friend Clément, we tried last week to bag a few summits in the Monte Rosa massif, which stands between Italy (Aosta) and Switzerland (Zermatt). I wanted to take advantage of the Bastille Day break and we drove from Paris to Aosta in the very early morning, stopping in Chamonix to rent shoes and crampons, and meeting with our guide Abele Blanc at noon, before going together to the hut Rifugio Città di Mantova. At 3500m. Our goal was to spent the night there and climb to Punta Gnifetti (Rifugio Margherita) and Zumstein the next morning. Before heading back to Paris in the evening. However, it did not work out that way as I got a slight bout of mountain sickness that left me migrainous, nauseous, and having a pretty bad night, despite great conditions at the hut… So (despite my intense training of the previous weeks!) I did not feel that great when we left the hut at 5am. The weather was fine if cold and windy, but after two hours of moderate climbing in a fairly pleasant crispy snow of a glacier, Rachel was too out of breath to continue and Abele realised my nose had [truly] frozen (I could not feel anything!) and took us down before continuing with Clément to both peaks. This was quite a disappointment as we had planned this trip over several months, but it was clearly for the best as my fingers were definitely close to frozen (with my worst case ever of screamin’ barfies on the way down!). And we thus spent the rest of the morning waiting for our friends, warming up with tea in the sunshine. Upon reflection, planning one extra day of acclimatisation to altitude and cold would have been more reasonable and keeping handwarmers in our backpacks as well… In any case, Clément made it to the top with Abele and we got a good altitude training for the incoming San Francisco half-marathon. Plus an epic hike the next day around Cogne.

## sunset over Rifugio Città di Mantova

Posted in Kids, Mountains, pictures, Travel with tags , , , , , , on July 22, 2016 by xi'an

## up to Rifugio Città di Mantova

Posted in Kids, Mountains, pictures, Running, Travel with tags , , , , , , , , , on July 20, 2016 by xi'an