Archive for BibTeX

look, look, confidence! [book review]

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

As it happens, I recently bought [with Amazon Associate earnings] a (used) copy of Confidence, Likelihood, Probability (Statistical Inference with Confidence Distributions), by Tore Schweder and Nils Hjort, to try to understand this confusing notion of confidence distributions. (And hence did not get the book from CUP or anyone else towards purposely writing a review. Or a ½-review like the one below.)

“Fisher squared the circle and obtained a posterior without a prior.” (p.419)

Now that I have gone through a few chapters, I am no less confused about the point of this notion. Which seems to rely on the availability of confidence intervals. Exact or asymptotic ones. The authors plainly recognise (p.61) that a confidence distribution is neither a posterior distribution nor a fiducial distribution, hence cutting off any possible Bayesian usage of the approach. Which seems right in that there is no coherence behind the construct, meaning for instance there is no joint distribution corresponding to the resulting marginals. Or even a specific dominating measure in the parameter space. (Always go looking for the dominating measure!) As usual with frequentist procedures, there is always a feeling of arbitrariness in the resolution, as for instance in the Neyman-Scott problem (p.112) where the profile likelihood and the deviance do not work, but considering directly the distribution of the (inconsistent) MLE of the variance “saves the day”, which sounds a bit like starting from the solution. Another statistical freak, the Fieller-Creasy problem (p.116) remains a freak in this context as it does not seem to allow for a confidence distribution. I also notice an ambivalence in the discourse of the authors of this book, namely that while they claim confidence distributions are both outside a probabilisation of the parameter and inside, “producing distributions for parameters of interest given the data (…) with fewer philosophical and interpretational obstacles” (p.428).

“Bias is particularly difficult to discuss for Bayesian methods, and seems not to be a worry for most Bayesian statisticians.” (p.10)

The discussions as to whether or not confidence distributions form a synthesis of Bayesianism and frequentism always fall short from being convincing, the choice of (or the dependence on) a prior distribution appearing to the authors as a failure of the former approach. Or unnecessarily complicated when there are nuisance parameters. Apparently missing on the (high) degree of subjectivity involved in creating the confidence procedures. Chapter 1 contains a section on “Why not go Bayesian?” that starts from Chris Sims‘ Nobel Lecture on the appeal of Bayesian methods and goes [softly] rampaging through each item. One point (3) is recurrent in many criticisms of B and I always wonder whether or not it is tongue-in-cheek-y… Namely the fact that parameters of a model are rarely if ever stochastic. This is a misrepresentation of the use of prior and posterior distributions [which are in fact] as summaries of information cum uncertainty. About a true fixed parameter. Refusing as does the book to endow posteriors with an epistemic meaning (except for “Bayesian of the Lindley breed” (p.419) is thus most curious. (The debate is repeating in the final(e) chapter as “why the world need not be Bayesian after all”.)

“To obtain frequentist unbiasedness, the Bayesian will have to choose her prior with unbiasedness in mind. Is she then a Bayesian?” (p.430)

A general puzzling feature of the book is that notions are not always immediately defined, but rather discussed and illustrated first. As for instance for the central notion of fiducial probability (Section 1.7, then Chapter 6), maybe because Fisher himself did not have a general principle to advance. The construction of a confidence distribution most often keeps a measure of mystery (and arbitrariness), outside the rather stylised setting of exponential families and sufficient (conditionally so) statistics. (Incidentally, our 2012 ABC survey is [kindly] quoted in relation with approximate sufficiency (p.180), while it does not sound particularly related to this part of the book. Now, is there an ABC version of confidence distributions? Or an ABC derivation?) This is not to imply that the book is uninteresting!, as I found reading it quite entertaining, with many humorous and tongue-in-cheek remarks, like “From Fraser (1961a) and until Fraser (2011), and hopefully even further” (p.92), and great datasets. (Including one entitled Pornoscope, which is about drosophilia mating.) And also datasets with lesser greatness, like the 3000 mink whales that were killed for Example 8.5, where the authors if not the whales “are saved by a large and informative dataset”… (Whaling is a recurrent [national?] theme throughout the book, along with sport statistics usually involving Norway!)

Miscellanea: The interest of the authors in the topic is credited to bowhead whales, more precisely to Adrian Raftery’s geometric merging (or melding) of two priors and to the resulting Borel paradox (xiii). Proposal that I remember Adrian presenting in Luminy, presumably in 1994. Or maybe in Aussois the year after. The book also repeats Don Fraser’s notion that the likelihood is a sufficient statistic, a point that still bothers me. (On the side, I realised while reading Confidence, &tc., that ABC cannot comply with the likelihood principle.) To end up on a French nitpicking note (!), Quenouille is typ(o)ed Quenoille in the main text, the references and the index. (Blame the .bib file!)

ackward citation style

Posted in Statistics with tags , , , , , , on November 18, 2017 by xi'an

When submitting a paper to WIREs, I was asked to use the APA style for citations. This is rather unpleasant as it requires all kinds of fixes and even then returns an unseemly outcome, quoting sometimes authors with their first name and at a point ignoring the parentheses for \citep citations… Maybe all those annoying bugs are on purpose, as APA stands for the American Psychological Association, presumably eager to experiment on new subjects!

LaTeX issues from Vienna

Posted in Books, Statistics, University life with tags , , , , , , , , , , , on September 21, 2017 by xi'an

When working on the final stage of our edited handbook on mixtures, in Vienna, I came across unexpected practical difficulties! One was that by working on Dropbox with Windows users, files and directories names suddenly switched from upper case to lower cases letters !, making hard-wired paths to figures and subsections void in the numerous LaTeX files used for the book. And forcing us to change to lower cases everywhere. Having not worked under Windows since George Casella gave me my first laptop in the mid 90’s!, I am amazed that this inability to handle both upper and lower names is still an issue. And that Dropbox replicates it. (And that some people see that as a plus.)

The other LaTeX issue that took a while to solve was that we opted for one chapter one bibliography, rather than having a single bibliography at the end of the book, mainly because CRC Press asked for this feature in order to sell chapters individually… This was my first encounter with this issue and I found the solutions to produce individual bibliographies incredibly heavy handed, whether through chapterbib or bibunits, since one has to bibtex one .aux file for each chapter. Even with a one line bash command,

for f in bu*aux; do bibtex `basename $f .aux`; done

this is annoying in the extreme!

bibTeX and homonymy

Posted in Books, University life with tags , , , , on October 31, 2015 by xi'an

bibtex1How comes BibTeX is unable to spot homonyms?! Namely, if I quote two of my 1996 papers in the same LaTeX document, they will appear as Robert (1996a) and Robert (1996b). However, if I quote two different authors (or groups of authors) with the same surname, Martin as in the above example, who both happened to write a paper in 2014, BibTeX returns Martin (2014) and Martin (2014) in the output, hence it fails to recognise they are different authors, which is just weird! At least for author-year styles. I looked on Stack Exchange TeX forum, but the solution I found did not work with the IMS and Springer styles.

BibTool on the air

Posted in Books, Linux, Travel, University life with tags , , , , , , , , , , on October 23, 2014 by xi'an

Yesterday night, just before leaving for Coventry, I realised I had about 30 versions of my “mother of all .bib” bib file, spread over directories and with broken links with the original mother file… (I mean, I always create bib files in new directories by a hard link,

    ln ~/mother.bib

but they eventually and inexplicably end up with a life of their own!) So I decided a Spring clean-up was in order and installed BibTool on my Linux machine to gather all those versions into a new encompassing all-inclusive bib reference. I did not take advantage of the many possibilities of the program, written by Gerd Neugebauer, but it certainly solved my problem: once I realised I had to set the variates

check.double = on
check.double.delete = on
pass.comments = off

all I had to do was to call

bibtool -s -i ../*/*.bib -o mother.bib
bibtool -d -i mother.bib -o mother.bib
bibtool -s -i mother.bib -o mother.bib

to merge all bib file and then to get rid of the duplicated entries in mother.bib (the -d option commented out the duplicates and the second call with -s removed them). And to remove the duplicated definitions in the preamble of the file. This took me very little time in the RER train from Paris-Dauphine (where I taught this morning, having a hard time to make the students envision the empirical cdf as an average of Dirac masses!) to Roissy airport, in contrast with my pedestrian replacement of all stray siblings of the mother bib into new proper hard links, one by one. I am sure there is a bash command that could have done it in one line, but I spent instead my flight to Birmingham switching all existing bib files, one by one…