While having breakfast (after an early morn swim at the vintage La Butte aux Cailles pool, which let me in free!), I noticed a letter to the Editor in the Annals of Applied Statistics, which I was unaware existed. (The concept, not this specific letter!) The point of the letter was to indicate that finding the MLE for the mean and variance of a folded normal distribution was feasible without resorting to the EM algorithm. Since the folded normal distribution is a special case of mixture (with fixed weights), using EM is indeed quite natural, but the author, Iain MacDonald, remarked that an optimiser such as R nlm() could be called instead. The few lines of relevant R code were even included. While this is a correct if minor remark, I am a wee bit surprised at seeing it included in the journal, the more because the authors of the original paper using the EM approach were given the opportunity to respond, noticing EM is much faster than nlm in the cases they tested, and Iain MacDonald had a further rejoinder! The more because the Wikipedia page mentioned the use of optimisers much earlier (and pointed out at the R package Rfast as producing MLEs for the distribution).
Archive for Annals of Applied Statistics
folded Normals
Posted in Books, Kids, pictures, R, Running, Statistics with tags Annals of Applied Statistics, EM algorithm, folded normal, La Butte aux Cailles, letter to the editor, maximum likelihood estimation, nlm, outdoor swimming, Paris, R, Rfast, swimming pool, wikipedia on February 25, 2021 by xi'anXmas tree at UCL, with a special gift
Posted in Books, pictures, Statistics, Travel, University life with tags academic position, Annals of Applied Statistics, Annals of Probability, Annals of Statistics, Britain, Current Index to Statistics, fellowships, IMS, London, Statistics, The BUGS book, UCL, University College London, Xmas on November 26, 2019 by xi'anPh.D. students at UCL Statistics have made this Xmas tree out of bound and unbound volumes of statistics journals, not too hard to spot (especially the Current Indexes which I abandoned when I left my INSEE office a few years ago). An invisible present under the tree is the opening of several positions, namely two permanent lectureships and two three-year research fellowships, all in Statistics or Applied Probability, with the fellowship deadline being the 1st of December 2019!
running shoes
Posted in Books, Running, Statistics with tags 4%, Annals of Applied Statistics, half-marathon, long distance running, New York City Marathon, Nike, NYT, The New York Times, three-hour marathon, USA, vaporfly on August 12, 2018 by xi'anA few days ago, when back from my morning run, I spotted a NYT article on Nike shoes that are supposed to bring on average a 4% gain in speed. Meaning for instance a 3 to 4 minute gain in a half-marathon.
“Using public race reports and shoe records from Strava, a fitness app that calls itself the social network for athletes, The Times found that runners in Vaporflys ran 3 to 4 percent faster than similar runners wearing other shoes, and more than 1 percent faster than the next-fastest racing shoe.”
What is interesting in this NYT article is that the two journalists who wrote it have analysed their own data, taken from Strava. Using a statistical model or models (linear regression? non-linear regression? neural net?) to predict the impact of the shoe make, against “all” other factors contributing to the overall time or position or percentage gain or yet something else. In most analyses produced in the NYT article, the 4% gain is reproduced (with a 2% gain for female shoe switcher and a 7% gain for slow runners).
“Of course, these observations do not constitute a randomized control trial. Runners choose to wear Vaporflys; they are not randomly assigned them. One statistical approach that seeks to address this uses something called propensity scores, which attempt to control for the likelihood that someone wears the shoes in the first place. We tried this, too. Our estimates didn’t change.”
The statistical analysis (or analyses) seems rather thorough, from what is reported in the NYT article, with several attempts at controlling for confounders. Still, the data itself is observational, even if providing a lot of variables to run the analyses, as it only covers runners using Strava (from 5% in Tokyo to 25% in London!) and indicating the type of shoes they wear during the race. There is also the issue that the shoes are quite expensive, at $250 a pair, especially if the effect wears out after 100 miles (this was not tested in the study), as I would hesitate to use them unless the race conditions look optimal (and they never do!). There is certainly a new shoes effect on top of that, between the real impact of a better response and a placebo effect. As shown by a similar effect of many other shoe makes. Hence, a moderating impact on the NYT conclusion that these Nike Vaporflys (flies?!) are an “outlier”. But nonetheless a fairly elaborate and careful statistical study that could potentially make it to a top journal like Annals of Applied Statistics!
Climate change in Annals of Applied Statistics
Posted in Statistics, University life with tags Annals of Applied Statistics, climate change, paleoclimatology on April 15, 2011 by xi'anA long editorial by Michael Stein in arXiv attracted my attention to an equally long discussion paper in the March 2011 issue of the Annals of Applied Statistics about paleoclimatology and potential consequences about climate change. I will wait for my hardcopy to arrive by surface mail before going into the paper and discussions, but I was surprised by the high degree of caution and the warnings in this editorial, as if it was trying to buffer incoming criticisms from pro- and anti-global warming groups (that are bound to happen given that climate change is the number one topic on forums of all kinds). It is interesting given that previous issues of Annals of Applied Statistics have also had their share of potentially controversial material, from JFK assassination, to the lost tomb of Jesus, radiations from portals, and so on. (Which is a fair way of attracting readers as long as the statistical quality is guaranteed, which is the case for AoAS!)