Archive for Biometrika

peer reviews on-line or peer community?

Posted in Statistics with tags , , , , , , , , , on September 20, 2018 by xi'an

Nature (or more precisely some researchers through Nature, associated with the UK Wellcome Trust, the US Howard Hughes Medical Institute (hhmo), and ASAPbio) has (have) launched a call for publishing reviews next to accept papers, one way or another, which is something I (and many others) have supported for quite a while. Including for rejected papers, not only because making these reviews public diminishes on principle the time involved in re-reviewing re-submitted papers but also because this should induce authors to revise papers with obvious flaws and missing references (?). Or abstain from re-submitting. Or publish a rejoinder addressing the criticisms. Anything that increases the communication between all parties, as well as the perspectives on a given paper. (This year, NIPS allows for the posting of reviews of rejected submissions, which I find a positive trend!)

In connection with this entry, I am still most sorry that I could not pursue the [superior in my opinion] project of Peer Community in computational statistics, for the time requested by Biometrika editing is just too important [given my current stamina!] for me to handle another journal (or the better alternative to a journal!). I hope someone else can take over the project and create the editorial team needed to run it.

And yet again in connection with this post (!), Andrew posted an announcement about the launch of, an on-line publication forum launched by Harry Crane and Ryan Martin, where the authors handle the peer review process from A to Z, including choosing the reviewers, whose reviews may be public or not, taken into account or not. Once published, the papers are open to comments from users, which constitutes a form of post-publication peer-review. Albeit a weak one in my opinion as the weakness of all such open depositories is the potential lack of interest of and reaction from the community. Incidentally, there is a $10 fee per submission for maintenance. Contrary to Peer Community in… the copyright is partly transferred to, which apparently prevents further publication in another journal.

asymptotic properties of ABC now appeared

Posted in Books, Statistics, University life with tags , , , , , , on September 1, 2018 by xi'an

Our paper with David Frazier, Gael Martin and Judith Rousseau has appeared in print in Biometrika, Volume 105, Issue 3, 1 September 2018, Pages 593–607, almost exactly two years after it was submitted. I am quite glad with the final version, though, and grateful for the editorial input, as the paper clearly characterises the connection between the tolerance level ε and the convergence rate of the summary statistic to its parameter identifying asymptotic mean. Asymptotic in the sample size, that is.

ABC’ptotics on-line

Posted in Statistics with tags , , , , , , , on June 14, 2018 by xi'an

Our paper on Asymptotic properties of ABC with David Frazier, Gael Martin, and Judith Rousseau, is now on-line on the Biometrika webpage. Coincidentally both papers by Wentao Li and Paul Fearnhead on ABC’ptotics are published in the June issue of the journal.

Approximate Bayesian computation allows for statistical analysis using models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on the rate at which the posterior distribution concentrates on sets containing the true parameter, the limiting shape of the posterior distribution, and the asymptotic distribution of the posterior mean. These results hold under given rates for the tolerance used within the method, mild regularity conditions on the summary statistics, and a condition linked to identification of the true parameters. Implications for practitioners are discussed.

approximate Bayesian inference under informative sampling

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , on March 30, 2018 by xi'an

In the first issue of this year Biometrika, I spotted a paper with the above title, written by Wang, Kim, and Yang, and thought it was a particular case of ABC. However, when I read it on a rare metro ride to Dauphine, thanks to my hurting knee!, I got increasingly disappointed as the contents had nothing to do with ABC. The purpose of the paper was to derive a consistent and convergent posterior distribution based on a estimator of the parameter θ that is… consistent and convergent under informative sampling. Using for instance a Normal approximation to the sampling distribution of this estimator. Or to the sampling distribution of the pseudo-score function, S(θ) [which pseudo-normality reminded me of Ron Gallant’s approximations and of my comments on them]. The paper then considers a generalisation to the case of estimating equations, U(θ), which may again enjoy a Normal asymptotic distribution. Involving an object that does not make direct Bayesian sense, namely the posterior of the parameter θ given U(θ)…. (The algorithm proposed to generate from this posterior (8) is also a mystery.) Since the approach requires consistent estimators to start with and aims at reproducing frequentist coverage properties, I am thus at a loss as to why this pseudo-Bayesian framework is adopted.

and here we go!

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

On March 1, I have started handling papers for Biometrika as deputy editor, along with Omiros Papaspiliopoulos. With on average one paper a day to handle this means a change in my schedule and presumably less blog posts about recent papers and arXivals if I want to keep my daily morning runs!

delayed acceptance ABC-SMC

Posted in pictures, Statistics, Travel with tags , , , , , , , on December 11, 2017 by xi'an

Last summer, during my vacation on Skye,  Richard Everitt and Paulina Rowińska arXived a paper on delayed acceptance associated with ABC. ArXival that I missed, then! In order to decrease the number of simulations from the likelihood. As in our own delayed acceptance paper (without ABC), a cheap alternative generator is used to first reject the least likely parameters values, before possibly continuing to use a full generator. Also as lazy ABC. The first step of this ABC algorithm requires a cheap generator plus a primary tolerance ε¹ to compare the generation with the data or part of it. This may be followed by a second generation with a second tolerance level ε². The paper applies more specifically ABC-SMC as introduced in Sisson, Fan and Tanaka (2007) and reassessed in our subsequent 2009 Biometrika paper with Mark Beaumont, Jean-Marie Cornuet and Jean-Michel Marin. As well as in the ABC-SMC paper by Pierre Del Moral and Arnaud Doucet.

When looking at the version of the algorithm [Algorithm 2] based on two basic acceptance ABC steps, there are two features I find intriguing: (i) the primary step uses a cheap generator to reject early poor values of the parameter, followed by the second step involving a more expensive and exact generator, but I see no impact of the choice of this cheap generator in the acceptance probability; (ii) this is an SMC algorithm with imposed resampling at each iteration but there is no visible step for creating new weights after the resampling step. In the current presentation, it sounds like the weights do not change from the initial step, except for those turning to zero and the renormalisation transforms. Which makes the (unspecified) stratification of little interest if any. I must therefore miss a point in the implementation!

One puzzling sentence in the appendix is that the resampling algorithm used in the SMC step “ensures that every particle that is alive before resampling is represented in the resampled particles”, which reminds me of an argument [possibly a different one] made already in Sisson, Fan and Tanaka (2007) and that we could not validate in our subsequent paper. For resampling to be correct, a form of multinomial sampling must be implemented, even via variance reduction schemes like stratified or systematic sampling.


Posted in Books, Statistics, University life with tags , , , , , , , on November 29, 2017 by xi'an

After ten years of outstanding dedication to Biometrika, Anthony Davison is retiring as Editor of Biometrika on 31 December. Ten years! Running a top journal like Biometrika is a massive service to the statistics community, especially when considering the painstaking stage of literally editing each paper towards the stylistic requirements of the journal. For which we definitely should all be quite grateful to Anthony. And to the new Editor, Paul Fearnhead, for taking over. I will actually join the editorial board as assistant editor, along with Omiros Papaspiliopoulos, meaning we will share together the task of screening and allocating submissions. A bit daunting given the volume of submissions is roughly similar to the one I was handling for Series B ten years ago. And given the PCI Comput Stat experiment starting soon!