Archive for book reviews

mathematical theory of Bayesian statistics [book review]

Posted in Books, Statistics, Travel, University life with tags , , , on May 6, 2021 by xi'an

I came by chance (and not by CHANCE) upon this 2018 CRC Press book by Sumio Watanabe and ordered it myself to gather which material it really covered. As the back-cover blurb was not particularly clear and the title sounded quite general. After reading it, I found out that this is a mathematical treatise on some aspects of Bayesian information criteria, in particular on the Widely Applicable Information Criterion (WAIC) that was introduced by the author in 2010. The result is a rather technical and highly focussed book with little motivation or intuition surrounding the mathematical results, which may make the reading arduous for readers. Some background on mathematical statistics and Bayesian inference is clearly preferable and the book cannot be used as a textbook for most audiences, as opposed to eg An Introduction to Bayesian Analysis by J.K. Ghosh et al. or even more to Principles of Uncertainty by J. Kadane. In connection with this remark the exercises found in the book are closer to the delivery of additional material than to textbook-style exercises.

“posterior distributions are often far from any normal distribution, showing that Bayesian estimation gives the more accurate inference than other estimation methods.”

The overall setting is one where both the sampling and the prior distributions are different from respective “true” distributions. Requiring a tool to assess the discrepancy when utilising a specific pair of such distributions. Especially when the posterior distribution cannot be approximated by a Normal distribution. (Lindley’s paradox makes an interesting incognito incursion on p.238.) The WAIC is supported for the determination of the “true” model, in opposition to AIC and DIC, incl. on a mixture example that reminded me of our eight versions of DIC paper. In the “Basic Bayesian Theory” chapter (§3), the “basic theorem of Bayesian statistics” (p.85) states that the various losses related with WAIC can be expressed as second-order Taylor expansions of some cumulant generating functions, with order o(n⁻¹), “even if the posterior distribution cannot be approximated by any normal distribution” (p.87). With the intuition that

“if a log density ratio function has a relatively finite variance then the generalization loss, the cross validation loss, the training loss and WAIC have the same asymptotic behaviors.”

Obviously, these “basic” aspects should come as a surprise to a fair percentage of Bayesians (in the sense of not being particularly basic). Myself included. Chapter 4 exposes why, for regular models, the posterior distribution accumulates in an ε neighbourhood of the optimal parameter at a speed O(n2/5prior weights on said models.prior weights). With the normalised partition fposterior probability ratiosunction being of order n-d/2 in the neighbourhood and exponentially negligible outside. A consequence of this regular asymptotic theory is that all above losses are asymptotically equivalent to the negative log likelihood plus similar order n⁻¹ terms that can be ordered. Chapters 5 and 6 deal with “standard” [the likelihood ratio is a multi-index power of the parameter ω] and general posterior distributions that can be written as mixtures of standard distributions,  with expressions of the above losses in terms of new universal constants. Again, a rather remote concern of mine. The book also includes a chapter (§7) on MCMC, with a rather involved proof that a Metropolis algorithm satisfies detailed balance (p.210). The Gibbs sampling section contains an extensive example on a two-dimensional two-component unit-variance Normal mixture, with an unusual perspective on the posterior, which is considered as “singular” when the true means are close. (Label switching or the absence thereof is not mentioned.) In terms of approximating the normalising constant (or free energy), the only method discussed there is path sampling, with a cryptic remark about harmonic mean estimators (not identified as such). In a final knapsack chapter (§9),  Bayes factors (confusedly denoted as L(x)) are shown to be most powerful tests in a Bayesian sense when comparing hypotheses without prior weights on said hypotheses, while posterior probability ratios are the natural statistics for comparing models with prior weights on said models. (With Lindley’s paradox making another appearance, still incognito!) And a  notion of phase transition for hyperparameters is introduced, with the meaning of a radical change of behaviour at a critical value of said hyperparameter. For instance, for a simple normal- mixture outlier model, the critical value of the Beta hyperparameter is α=2. Which is a wee bit of a surprise when considering Rousseau and Mengersen (2011) since their bound for consistency was α=d/2.

In conclusion, this is quite an original perspective on Bayesian models, covering the somewhat unusual (and potentially controversial) issue of misspecified priors and centered on the use of information criteria. I find the book could have benefited from further editing as I noticed many typos and somewhat unusual sentences (at least unusual to me).

[Disclaimer about potential self-plagiarism: this post or an edited version should eventually appear in my Books Review section in CHANCE.]

récits du vieux royaume [book review]

Posted in Books, pictures with tags , , , , , , on April 18, 2021 by xi'an

Following my enthusiastic reading of Jaworski’s Gagner la Guerre at the start of the first lockdown last year (!), I read this March the short stories at the beginning of a single volume called Récits du Vieux Royaume, which I found even better for the care in the writing style, the originality and diversity of the stories, the strong connection with traditional folklore and with the woes and worries of rural people, some of which could have been those of my not-so-remote ancestors, the mostly subtle insertion of details on the . (The connection with role game scenarios is close to invisible here.) It is only when reaching the second half of this book that I realised it contained the book I had bought and read last year. Rather than additional jewels…

“Elle racontait des histoires anciennes, des chroniques séculaires, des légendes à demi oubliées, ensevelies dans un passé fabuleux. Elle racontait la Geste de Leodegar le Resplendissant, ses batailles, ses victoires, l’union des clans autour du jeune héros habité par le souffle d’un dieu. Elle racontait le Vieux Royaume à l’époque de sa splendeur, Chrysophée aux murailles dorées, la prospérité et l’harmonie des campagnes, les forteresses orgueilleuses des trois duchés. Aux heures froides de la nuit elle racontait parfois les heures terribles de la guerre des Grands Vassaux, les morts marchant mêlés aux vivants dans les armées de Malvern, Chrysophée incendiée dans le soir, les derniers héros de Leomance, de Kahad Burg et de Valanael, ivres d’horreur et de désespoir, livrant combat pour défendre la berge de la Listrelle..”

a journal of the plague year [are we there yet?!]

Posted in Books, Kids, Mountains, pictures, Travel with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , on March 20, 2021 by xi'an

Read the next volume of the Witcher series, Baptism of Fire, with even less enthusiasm than for the previous one, as the momentum of the series seems to have stalled… (Despite reading some highly positive reviews.) Some dialogues are funny enough, along with progressive views not particularly common in fantasy, like the support of reproductive rights, incl. abortion (and even less supported in the home country of the author, Andrzej Sapkowski!). But overall, not much happening and too much infodump!

Baked Ethiopian lentils & spinach mix, to get along with a slow cooking Ethiopian beef stew. And cooked more Venetian dishes. And had a great Korean streetfood dinner at (or from) MamiBaba by Quinsou, near Montparnasse, with pajeon (the cousin to okonomiyaki!) and kimchee. Accompanied by a first attempt at baking a chocolate pie.

Watched a few episodes of Alice in Borderland, vaguely suggested as hearsay by my daughter, but despite the fascinating scenes of an empty Tokyo, the plot is not particularly engaging, the tricks towards solving the game often lame, and the characters are not developed at all. Then watched Kurosawa’s Creepy, a gripping if not particularly realist psychological thriller that was premiered at the 2016 Berlin Film Festival. And reminded me of the much more disturbing Losey’s The Servant

Read two further volumes of John Harvey’s Charlie Resnick, in a random order, volumes that I found in and returned to the exchange section in front of our library as usual. And which I found almost as good as the first one, with its insistence on the humanity of each of the characters rather than indulging in manicheism. References to jazz pieces got a wee bit annoying by the third volume… And there is a maximal number of rye bread sandwiches with Polish pastrami I can swallow!

Watched also for the first time the fascinating The Wild Goose Lake (南方车站的聚会 which translates as A Rendez-Vous at a Station in the South), by Diao Yinan, a 2019 Cannes Festival selection, a psychological and violent noir film taking place in Wuhan among local gangs, when a gang boss kills by mistake a policeman after a very gory episode. The classical story line of the chase à la A bout de souffle is both tenuous and gripping, with an painful attention to colour and lightings, most scenes taking place at night with ghastly lights, with an intentional confusion between gangs of criminals and groups of cops, the final scene in full daylight making everything else sounding like a bad dream. The two main characters are striking, with an outlandish swan-like actress Gwei Lun-Mei. This also led me to watch the earlier Black Coal Thin Ice, which I also found impressive in terms of filming [that makes the cold and snow in this Northern city almost perceptible!] and definition of characters, once again involving Gwei Lun-Mei as the central, almost mute, and doomed, woman, but puzzling in terms of psychology and scenarios. (The shootout in the gallery is plain ridiculous imho.)

a journal of the plague year [soon to turn one…]

Posted in Books, Kids, Mountains, pictures, Travel with tags , , , , , , , , , , , , , , , , , , , , , , , on March 6, 2021 by xi'an

Read in a few Sunday hours Living proof by John Harvey, a 1995 novel that I had found in the book exchange section of our library. A very easy read but rather enjoyable with several stories within stories and books within books. The resolution of the main murder mystery was disappointing but I enjoyed the inclusion of real artists like Ian Rankin and Mark Timlin. With a pastiche of P.D. James. And plenty of jazz references. Plus two characters meeting while studying at Warwick. And some shared glimpses of Nottingham like the statue of Robin Hood and the troglodyte Ye Olde Trip to Jerusalem. where I was once  invited for a pint… The story takes place during and around Nottingham’s Shots in the Dark festival. I hence grabbed another volume in the library in prevision of another lazy afternoon!

Baked rather decent chapattis for a take-home Bengali dinner but ruined the pan and started the fire alarm! Also tried to bake tortillas but mixed up the proportions of flour and water, ending up with a type of galette or injera instead (which worked as a container for the fajitas!).

Eventually watched the last two episodes of the Queen’s Gambit, but found them somewhat disappointing, between the main characters’ attitude that did not feel in tune with the 1960’s, the French femme fatale who cannot pronounce Jardins du Luxembourg, and the somewhat rosy tale of two orphans achieving financial freedom and professional success before their majority. Also watched the Korean Space Sweepers after an exhausting day, with a very shallow plot and a complete disregard for physics.

Read the duology of Six of Crows and Crooked Kingdom, by Leigh Bardugo, set in the same universe as the Grisha novels. Which I had read five years ago and somewhat forgotten than these novels were written as young adult books, with a resulting shallow plot, so full of sudden changes of fortune that any worry for the (caricaturesque) characters vanishes (till the one point when one should have) in a definitive suspension of suspense. (The Guardian reviewed Six of Crows in the Children’s book review section, which feels rather inappropriate given the degree of abuse the teens in the novels are submitted to, with two girls surviving sexual enslavement in the local brothels.) Just like the Grisha novels were set in a postcard version of Russia, these novels are taking place in a similarly thin (pannenkoek) version of Amsterdam (with waffles as the only culinary delicacy!). I do realise these series have a huge fan base, to the point of leading to an incoming Netflix series. But I found the more elaborate Ninth House much more enjoyable… (In tune with this series of reviews, the second book includes a plague episode with a modicum of realism, at least in its early stages.)

a journal of the plague year [grey & dry ‘nuary reviews]

Posted in Books, Kids, pictures, Travel with tags , , , , , , , , , , , , , , , , , , , , , , , , , , on February 27, 2021 by xi'an

Read a Danish novel Ø by Siri Ranva Hjelm Jacobsen, directly translated as island in other languages (incl. French), which was a b’day gift from my wife, a book about the longing of uprooted Faroeses for their island,  rather than about the mathematical meaning of the empty set!, and the connection between a young third generation young woman and her grand-mother’s story. Very well written, with a side entry on Faroese recent history, incl. the British occupation during WWII, just before they invaded Iceland. (And feeding my hopes to visit the Faroe in a near and brighter future!)

Cooked more (Flemmish) red and (curried) white cabbage. Moved to baking spelt bread with spelt yeast as it takes less than ten minutes of actual work!  Attempted an Ethiopian meal with key wat (beef) stew,  a vegetable version, and injera (pancakes) when I realised the teff cereal could be replaced with buckwheat, a basic staple in Breton households! But the injera tasted and looked more like a galette, so this was not the real thing… Nonetheless a nice family meal.Watched the second instalment of The Hundred-Year-Old Man Who Climbed Out of the Window and Disappeared, The 101-Year-Old Man Who Skipped Out on the Bill and Disappeared, which is the straight continuation of the former if not as funny. (And not directly linked to the books.)

Read Time of Contempt, second volume in the Witcher’s novels. Not particularly impressive, with a lot of infodump chitchat, an almost absent Yennefer, a (thankfully short-lived) threat of the return of the magicians’ boarding school!, a gratuitous (?) visit by the Wild Hunt myth, some Star War inspired monster, an incomprehensible and highly predictable coup on the magicians’ council, and a teenage gang (in a Mark Lawrence rewriting Lord of the Flies spirit!), an inexplicable collapse of the balance of powers between the kingdoms. And I found the rendering of the rape scene at the end of the book most disturbing…