Archive for book review

the last argument of kings [jatp]

Posted in Statistics with tags , , , , , , , , , on January 21, 2019 by xi'an

Ka [book review]

Posted in Books, pictures, Travel with tags , , , , , , , , on January 19, 2019 by xi'an

My last book of the year (2018), which I finished one hour before midnight, on 31 December! Ka is a book about a crow, or rather, a  Crow, Dar Oakley (or, in full, Dar of the Oak by the Lea), told from his viewpoint, and spanning all of Anthropocene, for Dar Oakley is immortal [sort of] and able to communicate with humans (and other birds, like Ravens. And coyotes). This summary of the plot may sound of limited appeal, but this may be the best book I read this past year. The Washington Post offers a critical entry into Ka that is much better than anything I can state about it. Not only it is about Crows and Ravens, fascinating social birds with a highly developed vocabulary that reflects the hierarchies in these avian societies. But it also offers another view on the doomed history of mankind, to which Crows seem irremediably linked and with whom  Dar Oakley is sharing more that a territory. As so acutely perceived in another review from Locus, the beauty of the book and the genius of the writer, John Crowley, is to translate an alien intelligence in terms intelligible to the reader.

“A crow alone is no crow.”

A fairly, faery, unique, strangely moving, book, thus, that cannot suffer to be labelled into a category like fantasy or poetry or philosophical tale. Reflecting on the solitude brought by knowledge and communicating with another race. And of the bittersweet pain brought by immortality that makes Dar Oakley seek a former mate in the kingdom of dead Crows. An imperfect, fallible character, a perfect messenger of Death to accompany humanity on its last steps.

the beauty of maths in computer science [book review]

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , , on January 17, 2019 by xi'an

CRC Press sent me this book for review in CHANCE: Written by Jun Wu, “staff research scientist in Google who invented Google’s Chinese, Japanese, and Korean Web search algorithms”, and translated from the Chinese, 数学之美, originating from Google blog entries. (Meaning most references are pre-2010.) A large part of the book is about word processing and web navigation, which is the author’s research specialty. And not so much about mathematics. (When rereading the first chapters to start this review I then realised why the part about language processing in AIQ sounded familiar: I had read it in the Beauty of Mathematics in Computer Science.)

In the first chapter, about the history of languages, I found out, among other things, that ancient Jewish copists of the Bible had an error correcting algorithm consisting in giving each character a numerical equivalent, summing up each row, then all rows, and  checking the sum at the end of the page was the original one. The second chapter explains why the early attempts at language computer processing, based on grammar rules, were unsuccessful and how a statistical approach had broken the blockade. Explained via Markov chains in the following chapter. Along with the Good-Turing [Bayesian] estimate of the transition probabilities. Next comes a short and low-tech chapter on word segmentation. And then an introduction to hidden Markov models. Mentioning the Baum-Welch algorithm as a special case of EM, which makes a return by Chapter 26. Plus a chapter on entropies and Kullback-Leibler divergence.

A first intermede is provided by a chapter dedicated to the late Frederick Jelinek, the author’s mentor (including what I find a rather unfortunate equivalent drawn between the Nazi and Communist eras in Czechoslovakia, p.64). Chapter that sounds a wee bit too much like an extended obituary.

The next section of chapters is about search engines, with a few pages on Boolean logic, dynamic programming, graph theory, Google’s PageRank and TF-IDF (term frequency/inverse document frequency). Unsurprisingly, given that the entries were originally written for Google’s blog, Google’s tools and concepts keep popping throughout the entire book.

Another intermede about Amit Singhal, the designer of Google’s internal search ranking system, Ascorer. With another unfortunate equivalent with the AK-47 Kalashnikov rifle as “elegantly simple”, “effective, reliable, uncomplicated, and easy to implement or operate” (p.105). Even though I do get the (reason for the) analogy, using an equivalent tool which purpose is not to kill other people would have been just decent…

Then chapters on measuring proximity between news articles by (vectors in a 64,000 dimension vocabulary space and) their angle, and singular value decomposition, and turning URLs as long integers into 16 bytes random numbers by the Mersenne Twister (why random, except for encryption?), missing both the square in von Neumann’s first PRNG (p.124) and the opportunity to link the probability of overlap with the birthday problem (p.129). Followed by another chapter on cryptography, always a favourite in maths vulgarisation books (but with no mention made of the originators of public key cryptography, like James Hellis or the RSA trio, or of the impact of quantum computers on the reliability of these methods). And by an a-mathematic chapter on spam detection.

Another sequence of chapters cover maximum entropy models (in a rather incomprehensible way, I think, see p.159), continued with an interesting argument how Shannon’s first theorem predicts that it should be faster to type Chinese characters than Roman characters. Followed by the Bloom filter, which operates as an approximate Poisson variate. Then Bayesian networks where the “probability of any node is computed by Bayes’ formula” [not really]. With a slightly more advanced discussion on providing the highest posterior probability network. And conditional random fields, where the conditioning is not clearly discussed (p.192). Next are chapters about Viterbi’s algorithm (and successful career) and the EM algorithm, nicknamed “God’s algorithm” in the book (Chapter 26) although I never heard of this nickname previously.

The final two chapters are on neural networks and Big Data, clearly written later than the rest of the book, with the predictable illustration of AlphaGo (but without technical details). The twenty page chapter on Big Data does not contain a larger amount of mathematics, with no equation apart from Chebyshev’s inequality, and a frequency estimate for a conditional probability. But I learned about 23&me running genetic tests at a loss to build a huge (if biased) genetic database. (The bias in “Big Data” issues is actually not covered by this chapter.)

“One of my main objectives for writing the book is to introduce some mathematical knowledge related to the IT industry to people who do not work in the industry.”

To conclude, I found the book a fairly interesting insight on the vision of his field and job experience by a senior scientist at Google, with loads of anecdotes and some historical backgrounds, but very Google-centric and what I felt like an excessive amount of name dropping and of I did, I solved, I &tc. The title is rather misleading in my opinion as the amount of maths is very limited and rarely sufficient to connect with the subject at hand. Although this is quite a relative concept, I did not spot beauty therein but rather technical advances and trick, allowing the author and Google to beat the competition.

Markov Chains [not a book review]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , on January 14, 2019 by xi'an

As Randal Douc and Éric Moulines are both very close friends and two authors of this book on Markov chains,  I cannot engage into a regular book review! Judging from the table of contents, the coverage is not too dissimilar to the now classic Markov chain Stochastic Stability book by Sean Meyn and the late Richard Tweedie (1994), called the Bible of Markov chains by Peter Glynn, with more emphasis on convergence matters and a more mathematical perspective. The 757 pages book also includes a massive appendix on maths and probability background. As indicated in the preface, “the reason [the authors] thought it would be useful to write a new book is to survey some of the developments made during the 25 years that have elapsed since the publication of Meyn and Tweedie (1993b).” Connecting with the theoretical developments brought by MCMC methods. Like subgeometric rates of convergence to stationarity, sample paths, limit theorems, and concentration inequalities. The book also reflects on the numerous contributions of the authors to the field. Hence a perfect candidate for teaching Markov chains to mathematically well-prepared. graduate audiences. Congrats to the authors!

AIQ [book review]

Posted in Books, Statistics with tags , , , , , , , , , , , , , , , , , , on January 11, 2019 by xi'an

AIQ was my Christmas day read, which I mostly read while the rest of the household was still sleeping. The book, written by two Bayesians, Nick Polson and James Scott, was published before the ISBA meeting last year, but I only bought it on my last trip to Warwick [as a Xmas present]. This is a pleasant book to read, especially while drinking tea by the fire!, well-written and full of facts and anecdotes I did not know or had forgotten (more below). Intended for a general audience, it is also quite light, from a technical side, rather obviously, but also from a philosophical side. While strongly positivist about the potential of AIs for the general good, it cannot be seen as an antidote to the doomlike Superintelligence by Nick Bostrom or the more factual Weapons of Maths Destruction by Cathy O’Neal. (Both commented on the ‘Og.)

Indeed, I find the book quite benevolent and maybe a wee bit too rosy in its assessment of AIs and the discussion on how Facebook and Russian intervention may have significantly to turn the White House Orange is missing [imho] the viral nature of the game, when endless loops of highly targeted posts can cut people from the most basic common sense. While the authors are “optimistic that, given the chance, people can be smart enough”, I do reflect on the sheer fact that the hoax that Hillary Clinton was involved in a child sex ring was ever considered seriously by people. To the point of someone shooting at the pizza restaurant. And I hence am much less optimistic at the ability for a large enough portion of the population, not even the majority, to keep a critical distance from the message carried by AI driven media. Similarly, while Nick and James point out (rather late in the book) that big data (meaning large data) is not necessarily good data for being unrepresentative at the population at large, they do not propose (in the book) highly convincing solutions to battle bias in existing and incoming AIs. Leading to a global worry that AIs may do well for a majority of the population and discriminate against a minority by the same reasoning. As described in Cathy O’Neal‘s book, and elsewhere, proprietary software does not even have to explain why it discriminates. More globally, the business school environment of the authors may have prevented them from stating a worry on the massive power grab by the AI-based companies, which genetically grow with little interest in democracy and states, as shown (again) by the recent election or their systematic fiscal optimisation. Or by the massive recourse to machine learning by Chinese authorities towards a social credit system grade for all citizens.

“La rage de vouloir conclure est une des manies les plus funestes et les plus stériles qui appartiennent à l’humanité. Chaque religion et chaque philosophie a prétendu avoir Dieu à elle, toiser l’infini et connaître la recette du bonheur.” Gustave Flaubert

I did not know about Henrietta Leavitt’s prediction rule for pulsating stars, behind Hubble’s discovery, which sounds like an astronomy dual to Rosalind Franklin’s DNA contribution. The use of Bayes’ rule for locating lost vessels is also found in The Theorem that would not die. Although I would have also mentioned its failure in locating Malaysia Airlines Flight 370. I had also never heard the great expression of “model rust. Nor the above quote from Flaubert. It seems I have recently spotted the story on how a 180⁰ switch in perspective on language understanding by machines brought the massive improvement that we witness today. But I cannot remember where. And I have also read about Newton missing the boat on the precision of the coinage accuracy (was it in Bryson’s book on the Royal Society?!), but with less neutral views on the role of Newton in the matter, as the Laplace of England would have benefited from keeping the lax measures of assessment.

Great to see friendly figures like Luke Bornn and Katherine Heller appearing in the pages. Luke for his work on the statistical analysis of basketball games, Katherine  for her work on predictive analytics in medicine. Reflecting on the missed opportunities represented by the accumulation of data on any patient throughout their life that is as grossly ignored nowadays as it was at Nightingale‘s time. The message of the chapter [on “The Lady with the Lamp”] may again be somewhat over-optimistic: while AI and health companies see clear incentives in developing more encompassing prediction and diagnostic techniques, this will only benefit patients who can afford the ensuing care. Which, given the state of health care systems in the most developed countries, is an decreasing proportion. Not to mention the less developed countries.

Overall, a nice read for the general public, de-dramatising the rise of the machines!, and mixing statistics and machine learning to explain the (human) intelligence behind the AIs. Nothing on the technical side, to be sure, but this was not the intention of the authors.

a book and two chapters on mixtures

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , on January 8, 2019 by xi'an

The Handbook of Mixture Analysis is now out! After a few years of planning, contacts, meetings, discussions about notations, interactions with authors, further interactions with late authors, repeating editing towards homogenisation, and a final professional edit last summer, this collection of nineteen chapters involved thirty-five contributors. I am grateful to all participants to this piece of work, especially to Sylvia Früwirth-Schnatter for being a driving force in the project and for achieving a much higher degree of homogeneity in the book than I expected. I would also like to thank Rob Calver and Lara Spieker of CRC Press for their boundless patience through the many missed deadlines and their overall support.

Two chapters which I co-authored are now available as arXived documents:

5. Gilles Celeux, Kaniav Kamary, Gertraud Malsiner-Walli, Jean-Michel Marin, and Christian P. Robert, Computational Solutions for Bayesian Inference in Mixture Models
7. Gilles Celeux, Sylvia Früwirth-Schnatter, and Christian P. Robert, Model Selection for Mixture Models – Perspectives and Strategies

along other chapters

1. Peter Green, Introduction to Finite Mixtures
8. Bettina Grün, Model-based Clustering
12. Isobel Claire Gormley and Sylvia Früwirth-Schnatter, Mixtures of Experts Models
13. Sylvia Kaufmann, Hidden Markov Models in Time Series, with Applications in Economics
14. Elisabeth Gassiat, Mixtures of Nonparametric Components and Hidden Markov Models
19. Michael A. Kuhn and Eric D. Feigelson, Applications in Astronomy

severe testing : beyond Statistics wars?!

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , on January 7, 2019 by xi'an

A timely start to my reading Deborah Mayo’s [properly printed] Statistical Inference as Severe Testing (How to get beyond the Statistics Wars) on the Armistice Day, as it seems to call for just this, an armistice! And the opportunity of a long flight to Oaxaca in addition… However, this was only the start and it took me several further weeks to peruse seriously enough the book (SIST) before writing the (light) comments below. (Receiving a free copy from CUP and then a second one directly from Deborah after I mentioned the severe sabotage!)

Indeed, I sort of expected a different content when taking the subtitle How to get beyond the Statistics Wars at face value. But on the opposite the book is actually very severely attacking anything not in the line of the Cox-Mayo severe testing line. Mostly Bayesian approach(es) to the issue! For instance, Jim Berger’s construct of his reconciliation between Fisher, Neyman, and Jeffreys is surgically deconstructed over five pages and exposed as a Bayesian ploy. Similarly, the warnings from Dennis Lindley and other Bayesians that the p-value attached with the Higgs boson experiment are not probabilities that the particle does not exist are met with ridicule. (Another go at Jim’s Objective Bayes credentials is found in the squared myth of objectivity chapter. Maybe more strongly than against staunch subjectivists like Jay Kadane. And yet another go when criticising the Berger and Sellke 1987 lower bound results. Which even extends to Vale Johnson’s UMP-type Bayesian tests.)

“Inference should provide posterior probabilities, final degrees of support, belief, probability (…) not provided by Bayes factors.” (p.443)

Another subtitle of the book could have been testing in Flatland given the limited scope of the models considered with one or at best two parameters and almost always a Normal setting. I have no idea whatsoever how the severity principle would apply in more complex models, with e.g. numerous nuisance parameters. By sticking to the simplest possible models, the book can carry on with the optimality concepts of the early days, like sufficiency (p.147) and and monotonicity and uniformly most powerful procedures, which only make sense in a tiny universe.

“The estimate is really a hypothesis about the value of the parameter.  The same data warrant the hypothesis constructed!” (p.92)

There is an entire section on the lack of difference between confidence intervals and the dual acceptance regions, although the lack of unicity in defining either of them should come as a bother. Especially outside Flatland. Actually the following section, from p.193 onward, reminds me of fiducial arguments, the more because Schweder and Hjort are cited there. (With a curve like Fig. 3.3. operating like a cdf on the parameter μ but no dominating measure!)

“The Fisher-Neyman dispute is pathological: there’s no disinterring the truth of the matter (…) Fisher grew to renounce performance goals he himself had held when it was found that fiducial solutions disagreed with them.”(p.390)

Similarly the chapter on the “myth of the “the myth of objectivity””(p.221) is mostly and predictably targeting Bayesian arguments. The dismissal of Frank Lad’s arguments for subjectivity ends up [or down] with a rather cheap that it “may actually reflect their inability to do the math” (p.228). [CoI: I once enjoyed a fantastic dinner cooked by Frank in Christchurch!] And the dismissal of loss function requirements in Ziliak and McCloskey is similarly terse, if reminding me of Aris Spanos’ own arguments against decision theory. (And the arguments about the Jeffreys-Lindley paradox as well.)

“It’s not clear how much of the current Bayesian revolution is obviously Bayesian.” (p.405)

The section (Tour IV) on model uncertainty (or against “all models are wrong”) is somewhat limited in that it is unclear what constitutes an adequate (if wrong) model. And calling for the CLT cavalry as backup (p.299) is not particularly convincing.

It is not that everything is controversial in SIST (!) and I found agreement in many (isolated) statements. Especially in the early chapters. Another interesting point made in the book is to question whether or not the likelihood principle at all makes sense within a testing setting. When two models (rather than a point null hypothesis) are X-examined, it is a rare occurrence that the likelihood factorises any further than the invariance by permutation of iid observations. Which reminded me of our earlier warning on the dangers of running ABC for model choice based on (model specific) sufficient statistics. Plus a nice sprinkling of historical anecdotes, esp. about Neyman’s life, from Poland, to Britain, to California, with some time in Paris to attend Borel’s and Lebesgue’s lectures. Which is used as a background for a play involving Bertrand, Borel, Neyman and (Egon) Pearson. Under the title “Les Miserables Citations” [pardon my French but it should be Les Misérables if Hugo is involved! Or maybe les gilets jaunes…] I also enjoyed the sections on reuniting Neyman-Pearson with Fisher, while appreciating that Deborah Mayo wants to stay away from the “minefields” of fiducial inference. With, mot interestingly, Neyman himself trying in 1956 to convince Fisher of the fallacy of the duality between frequentist and fiducial statements (p.390). Wisely quoting Nancy Reid at BFF4 stating the unclear state of affair on confidence distributions. And the final pages reawakened an impression I had at an earlier stage of the book, namely that the ABC interpretation on Bayesian inference in Rubin (1984) could come closer to Deborah Mayo’s quest for comparative inference (p.441) than she thinks, in that producing parameters producing pseudo-observations agreeing with the actual observations is an “ability to test accordance with a single model or hypothesis”.

“Although most Bayesians these days disavow classic subjective Bayesian foundations, even the most hard-nosed. “we’re not squishy” Bayesian retain the view that a prior distribution is an important if not the best way to bring in background information.” (p.413)

A special mention to Einstein’s cafe (p.156), which reminded me of this picture of Einstein’s relative Cafe I took while staying in Melbourne in 2016… (Not to be confused with the Markov bar in the same city.) And a fairly minor concern that I find myself quoted in the sections priors: a gallimaufry (!) and… Bad faith Bayesianism (!!), with the above qualification. Although I later reappear as a pragmatic Bayesian (p.428), although a priori as a counter-example!