Archive for book review

Statistical rethinking [book review]

Posted in Books, Kids, R, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , , , on April 6, 2016 by xi'an

Statistical Rethinking: A Bayesian Course with Examples in R and Stan is a new book by Richard McElreath that CRC Press sent me for review in CHANCE. While the book was already discussed on Andrew’s blog three months ago, and [rightly so!] enthusiastically recommended by Rasmus Bååth on Amazon, here are the reasons why I am quite impressed by Statistical Rethinking!

“Make no mistake: you will wreck Prague eventually.” (p.10)

While the book has a lot in common with Bayesian Data Analysis, from being in the same CRC series to adopting a pragmatic and weakly informative approach to Bayesian analysis, to supporting the use of STAN, it also nicely develops its own ecosystem and idiosyncrasies, with a noticeable Jaynesian bent. To start with, I like the highly personal style with clear attempts to make the concepts memorable for students by resorting to external concepts. The best example is the call to the myth of the golem in the first chapter, which McElreath uses as an warning for the use of statistical models (which almost are anagrams to golems!). Golems and models [and robots, another concept invented in Prague!] are man-made devices that strive to accomplish the goal set to them without heeding the consequences of their actions. This first chapter of Statistical Rethinking is setting the ground for the rest of the book and gets quite philosophical (albeit in a readable way!) as a result. In particular, there is a most coherent call against hypothesis testing, which by itself justifies the title of the book. Continue reading


Posted in Books, Statistics, University life with tags , , , , , , , , , , on March 7, 2016 by xi'an

Oxford University Press sent me this book by Phyllis Illari and Frederica Russo, Causality (Philosophical theory meets scientific practice) a little while ago. (The book appeared in 2014.) Unless I asked for it, I cannot remember…

“The problem is whether and how to use information of general causation established in science to ascertain individual responsibility.” (p.38)

As the subtitle indicates, this is a philosophy book, not a statistics book. And not particularly intended for statisticians. Hence, I am not exactly qualified to analyse its contents, and even less to criticise its lack of connection with statistics. But this being a blog post…  I read rather slowly through the book, which exposes a wide range (“a map”, p.8) of approaches and perspectives on the notions of causality, some ways to infer about causality, and the point of doing all this, concluding with a relativistic (and thus eminently philosophical) viewpoint defending a “pluralistic mosaic” or a “causal mosaic” that relates to all existing accounts of causality as they “each do something valuable” (p.258). From a naïve bystander perspective, this sounds like a new avatar of deconstructionism applied to causality.

“Simulations can be very illuminating about various phenomena that are complex and have unexpected effects (…) can be run repeatedly to study a system in different situations to those seen for the real system…” (p.15)

This is not to state that the book is uninteresting, as it provides a wide entry into philosophical attempts at categorising and defining causality, if not into the statistical aspects of the issue. (For instance, the problem whether or not causality can be proven uniquely from a statistical perspective is not mentioned.) Among those interesting points in the early chapters, a section (2.5) about simulation. Which however misses the depth of this earlier book on climate simulations I reviewed while in Monash. Or of the discussions at the interdisciplinary seminar last year in Hanover. I.J. Good’s probabilistic causality is mentioned but hardly detailed. (With the warning remark that one “should not confuse predictability with determinism [and] determinism with causality”, p.82.) Continue reading

the unexpected inheritance of Inspector Chopra [very short book review]

Posted in Books, Travel with tags , , , , , , on March 5, 2016 by xi'an

What can be said about this book other than it involves a detective shadowing a suspect with a baby elephant in tow and climbing an escalator in a modern commercial centre with the said elephant, the suspect being none the wisest?! Not much, really. And none of it positive!

This unexpected inheritance of Inspector Chopra is a rather shallow detective story with one-dimensional characters and not much of a plot.  The only original trait being that it takes place in Mumbai, India. But this book is not much deeper than the Bollywood movies it makes fun of. I am fairly glad I got it for half price in Coventry and read it on the way back home…

expectation-propagation from Les Houches

Posted in Books, Mountains, pictures, Statistics, University life with tags , , , , , , , , , , on February 3, 2016 by xi'an

ridge6As CHANCE book editor, I received the other day from Oxford University Press acts from an École de Physique des Houches on Statistical Physics, Optimisation, Inference, and Message-Passing Algorithms that took place there in September 30 – October 11, 2013.  While it is mostly unrelated with Statistics, and since Igor Caron already reviewed the book a year and more ago, I skimmed through the few chapters connected to my interest, from Devavrat Shah’s chapter on graphical models and belief propagation, to Andrea Montanari‘s denoising and sparse regression, including LASSO, and only read in some detail Manfred Opper’s expectation propagation chapter. This paper made me realise (or re-realise as I had presumably forgotten an earlier explanation!) that expectation propagation can be seen as a sort of variational approximation that produces by a sequence of iterations the distribution within a certain parametric (exponential) family that is the closest to the distribution of interest. By writing the Kullback-Leibler divergence the opposite way from the usual variational approximation, the solution equates the expectation of the natural sufficient statistic under both models… Another interesting aspect of this chapter is the connection with estimating normalising constants. (I noticed a slight typo on p.269 in the final form of the Kullback approximation q() to p().

perfect sampling, just perfect!

Posted in Books, Statistics, University life with tags , , , , , , , , on January 19, 2016 by xi'an

Great news! Mark Huber (whom I’ve know for many years, so this review may be not completely objective!) has just written a book on perfect simulation! I remember (and still share) the excitement of the MCMC community when the first perfect simulation papers of Propp and Wilson (1995) came up on the (now deceased) MCMC preprint server, as it seemed then the ideal (perfect!) answer to critics of the MCMC methodology, plugging MCMC algorithms into a generic algorithm that eliminating burnin, warmup, and convergence issues… It seemed both magical, with the simplest argument: “start at T=-∞ to reach stationarity at T=0”, and esoteric (“why forward fails while backward works?!”), requiring simple random walk examples (and a java app by Jeff Rosenthal) to understand the difference (between backward and forward), as well as Wilfrid Kendall’s kids’ coloured wood cubes and his layer of leaves falling on the ground and seen from below… These were exciting years, with MCMC still in its infancy, and no goal seemed too far away! Now that years have gone, and that the excitement has clearly died away, perfect sampling can be considered in a more sedate manner, with pros and cons well-understood. This is why Mark Huber’s book is coming at a perfect time if any! It covers the evolution of the perfect sampling techniques, from the early coupling from the past to the monotonous versions, to the coalescence principles, with applications to spatial processes, to the variations on nested sampling and their use in doubly intractable distributions, with forays into the (fabulous) Bernoulli factory problem (a surprise for me, as Bernoulli factories are connected with unbiasedness, not stationarity! Even though my only fieldwork [with Randal Douc] in such factories was addressing a way to turn MCMC into importance sampling. The key is in the notion of approximate densities, introduced in Section 2.6.). The book is quite thorough with the probabilistic foundations of the different principles, with even “a [tiny weeny] little bit of measure theory.

Any imperfection?! Rather, only a (short too short!) reflection on the limitations of perfect sampling, namely that it cannot cover the simulation of posterior distributions in the Bayesian processing of most statistical models. Which makes the quote

“Distributions where the label of a node only depends on immediate neighbors, and where there is a chance of being able to ignore the neighbors are the most easily handled by perfect simulation protocols (…) Statistical models in particular tend to fall into this category, as they often do not wish to restrict the outcome too severely, instead giving the data a chance to show where the model is incomplete or incorrect.” (p.223)

just surprising, given the very small percentage of statistical models which can be handled by perfect sampling. And the downsizing of perfect sampling related papers in the early 2000’s. Which also makes the final and short section on the future of perfect sampling somewhat restricted in its scope.

So, great indeed!, a close to perfect entry to a decade of work on perfect sampling. If you have not heard of the concept before, consider yourself lucky to be offered such a gentle guidance into it. If you have dabbled with perfect sampling before, reading the book will be like meeting old friends and hearing about their latest deeds. More formally, Mark Huber’s book should bring you a new perspective on the topic. (As for me, I had never thought of connecting perfect sampling with accept reject algorithms.)

ghost town [book review]

Posted in Books, Kids, Travel, University life with tags , , , , , , , , , , , on November 7, 2015 by xi'an

During my week in Warwick, I bought a book called Ghost Town, by Catriona Troth, from the campus bookstore, somewhat randomly, mostly because its back-cover was mentioning Coventry in the early 1980’s, racial riots, and anti-skinhead demonstrations, as well as the University of Warwick. And Ska, this musical style from the 1980’s, inspired from an earlier Jamaican rhythm, which emerged in Coventry with a groups called The Specials. (And the more mainstream Madness from Camden Town.)  While this was some of the music I was listening to at that time, I was completely unaware it had started in Coventry! And Ghost Town is a popular song from The Specials.  Which thus inspired the title of the book..

Enough with preliminaries!, the book is quite a good read, although more for the very realistic rendering of the atmosphere of the early 1980’s than for the story itself, even though both are quite intermingled. Most of the book action takes place in an homeless shelter where students just out of the University (or simply jobless) run the shelter and its flow of unemployed workers moving or drifting from the closed factories of the North towards London… This is Margaret Thatcher’s era, no doubt about this!, and the massive upheaval of industrial Britain at that time is translated into the gloomy feeling of an impoverished Midlands city like Coventry. This is also the end of the 1970’s, with (more) politically active students, almost indiscriminatingly active against every perceived oppression, from racism, to repression, the war in Ireland (with the death of Bobby Sand in Maze prison, for which I remember marching in Caen…), but mostly calling for a more open society. Given the atmosphere at that time, and especially given this was the time I was a student, there is enough material to make the book quite enjoyable [for me] to read! Even though I find the personal stories of both main protagonists somewhat caricaturesque and rather predictable. And, maybe paradoxically, the overall tone of the (plot) relationship between those two is somewhat patronising and conservative. When considering that they both can afford to retreat to safe havens when need be. But this does not make the bigger picture any less compelling a read, as the description of the (easy) manipulation of the local skinheads towards more violent racism by unnamed political forces is scary, with a very sad ending.

One side comment [of no relevance] is that reading the book made me realise I had no idea what Coventry looks like: none of the parts of town mentioned there evokes anything to me as I have never ventured farther than the train station! Which actually stands outside the ring road, hence not within the city limits. I hope I can find time during one of my next trips to have a proper look at down-town Coventry!

two years eight months and twenty eight days [book review]

Posted in Books, Travel with tags , , , , , , , , on November 1, 2015 by xi'an

I have now read through Salman Rushdie‘s version of the tales of 1001 nights (which amount to two years, eight months, and twenty-eight nights—this would make exactly two years and nine months if the last month was a month of February!, not that it particularly matters). It is a fantastic tale, with supernatural jinns playing an obviously supernatural role, a tale which plot does not matter very much as it is the (Pandora) box for more tales and deeper philosophical reflections about religion and rationality. It is not a novel and even less a science-fiction novel as I read it in some reviews.

“It was the ungodly who had been specified as the targets but (…) this place was not at all ungodly. In point of fact it was excessively godly.”

What I liked very much, besides the literary style and the almost overwhelming culture (or cultures) of the author—of which I certainly missed a large chunk!—, in two years, eight months, and twenty-eight nights is the mille-feuille structure of the story and the associated distanciation imposed upon the reader against a natural reader’s tendency to believe or want to believe despite all inconsistencies. An induced agnosticism of sorts most appropriate to mock the irrationality of religious believers, jinns and humans alike, in a godless universe: while jinn magic abounds in the book, there is no god or at least no acting god that we can detect. But gods and religious beliefs are exploited in the war of the jinns against the hapless humans. There are just as many levels of irony therein, which further contribute to skepticism and disbelief.

“Many, including the present author, trace the beginnings of the so-called “death of the gods”, back to this period.”

The book is also very much embedded in today’s world, for all its connections with medieval philosophy and the historical character Ibn Rushdn (whose name was borrowed by Rushdie’s father to become their family name) or Averroes. The War on Terror, the Afghan and Syrian rise of religious fundamentalists, the Wall Street excesses, even the shooting down of the Malaysian airline MH17 by Ukrainian rebels, all take place in the background of the so-called war of the jinns. Which makes the conclusion of the book highly pessimistic if in tune with the overall philosophical cynicism of the author: if it really takes magical forces and super-heroes to bring rationality to the world, there is little hope for our own world…

“He passed a woman with astonishing face makeup, a zipper running down the middle of her face, `unzipped’ around her mouth to reveal bloody skinless flesh all the way down her chin.”

A last remark is that the above description of an Halloween disguise reminded me of the disguise my friend Julien Cornebise opted for a few years ago! No surprise as this is exactly the same. Which shows that Rushdie and he share some common background in popular culture.


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