Archive for Cambridge University

the joy of stats [book review]

Posted in Books, pictures, University life with tags , , , , , , , , , , , , on April 8, 2019 by xi'an

David Spiegelhalter‘s latest book, The Art of Statistics: How to Learn from Data, has made it to Nature Book Review main entry this week. Under the title “the joy of stats”,  written by Evelyn Lamb, a freelance math and science writer from Salt Lake City, Utah. (I noticed that the book made it to Amazon #1 bestseller, albeit in the Craps category!, which I am unsure is completely adequate!, especially since the book is not yet for sale on the US branch of Amazon!, and further Amazon #1 in the Probability and Statistics category in the UK.) I have not read the book yet and here are a few excerpts from the review, quoted verbatim:

“The book is part of a trend in statistics education towards emphasizing conceptual understanding rather than computational fluency. Statistics software can now perform a battery of tests and crunch any measure from large data sets in the blink of an eye. Thus, being able to compute the standard deviation of a sample the long way is seen as less essential than understanding how to design and interpret scientific studies with a rigorous eye.”

“…a main takeaway from the book is a sense of circumspection about our confidence in what is known. As Spiegelhalter writes, the point of statistical science is to ease us through the stages of extrapolation from a controlled study to an understanding of the real world, `and finally, with due humility, be able to say what we can and cannot learn from data’. That humility can be lacking when statistics are used in debates about contentious issues such as the costs and benefits of cancer screening.

just in case your summer of British conferences is not yet fully-booked…

Posted in Statistics with tags , , , , , , , , , , , on May 11, 2018 by xi'an

five postdoc positions in top UK universities & Bayesian health data science

Posted in Statistics with tags , , , , , , , , , , , , , on March 30, 2018 by xi'an

The EPSRC programme New Approaches to Bayesian Data Science: Tackling Challenges from the Health Sciences, directed by Paul Fearnhead, is offering five 3 or 4 year PDRA positions at the Universities of Bristol, Cambridge, Lancaster, Oxford, and Warwick. Here is the complete call:

Salary:   £29,799 to £38,833
Closing Date:   Thursday 26 April 2018
Interview Date:   Friday 11 May 2018

We invite applications for Post-Doctoral Research Associates to join the New Approaches to Bayesian Data Science: Tackling Challenges from the Health Sciences programme. This is an exciting, cross-disciplinary research project that will develop new methods for Bayesian statistics that are fit-for-purpose to tackle contemporary Health Science challenges: such as real-time inference and prediction for large scale epidemics; or synthesizing information from distinct data sources for large scale studies such as the UK Biobank. Methodological challenges will be around making Bayesian methods scalable to big-data and robust to (unavoidable) model errors.

This £3M programme is funded by EPSRC, and brings together research groups from the Universities of Lancaster, Bristol, Cambridge, Oxford and Warwick. There is either a 4 or a 3 year position available at each of these five partner institutions.

You should have, or be close to completing, a PhD in Statistics or a related discipline. You will be experienced in one or more of the following areas: Bayesian statistics, computational statistics, statistical machine learning, statistical genetics, inference for epidemics. You will have demonstrated the ability to develop new statistical methodology. We are particularly keen to encourage applicants with strong computational skills, and are looking to put together a team of researchers with skills that cover theoretical, methodological and applied statistics. A demonstrable ability to produce academic writing of the highest publishable quality is essential.

Applicants must apply through Lancaster University’s website for the Lancaster, Oxford, Bristol and Warwick posts.  Please ensure you state clearly which position or positions you wish to be considered for when applying. For applications to the MRC Biostatistics Unit, University of Cambridge vacancy please go to their website.

Candidates who are considering making an application are strongly encouraged to contact Professor Paul Fearnhead (, Sylvia Richardson (, Christophe Andrieu (, Chris Holmes ( or Gareth Roberts ( to discuss the programme in greater detail.

We welcome applications from people in all diversity groups.


Stephen Hawking (1942-2018)

Posted in Books, University life with tags , , , , , , on March 14, 2018 by xi'an

“I have lived with the prospect of an early death for the last 49 years. I’m not afraid of death, but I’m in no hurry to die. I have so much I want to do first. I regard the brain as a computer which will stop working when its components fail. There is no heaven or afterlife for broken down computers; that is a fairy story for people afraid of the dark.”


at the Isaac Newton Institute

Posted in Statistics, Travel, University life with tags , , , , , on July 6, 2017 by xi'an

anytime algorithm

Posted in Books, Statistics with tags , , , , , , , , , on January 11, 2017 by xi'an

Lawrence Murray, Sumeet Singh, Pierre Jacob, and Anthony Lee (Warwick) recently arXived a paper on Anytime Monte Carlo. (The earlier post on this topic is no coincidence, as Lawrence had told me about this problem when he visited Paris last Spring. Including a forced extension when his passport got stolen.) The difficulty with anytime algorithms for MCMC is the lack of exchangeability of the MCMC sequence (except for formal settings where regeneration can be used).

When accounting for duration of computation between steps of an MCMC generation, the Markov chain turns into a Markov jump process, whose stationary distribution α is biased by the average delivery time. Unless it is constant. The authors manage this difficulty by interlocking the original chain with a secondary chain so that even- and odd-index chains are independent. The secondary chain is then discarded. This provides a way to run an anytime MCMC. The principle can be extended to K+1 chains, run one after the other, since only one of those chains need be discarded. It also applies to SMC and SMC². The appeal of anytime simulation in this particle setting is that resampling is no longer a bottleneck. Hence easily distributed among processors. One aspect I do not fully understand is how the computing budget is handled, since allocating the same real time to each iteration of SMC seems to envision each target in the sequence as requiring the same amount of time. (An interesting side remark made in this paper is the lack of exchangeability resulting from elaborate resampling mechanisms, lack I had not thought of before.)

Suffrage Science awards in maths and computing

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , on October 21, 2016 by xi'an

On October 11, at Bletchley Park, the Suffrage Science awards in mathematics and computer sciences were awarded for the first time to 12 senior female researchers. Among whom three statisticians, Professor Christl Donnelly from Imperial College London, my colleague at Warwick, Jane Hutton, and my friend and co-author, Sylvia Richardson, from MRC, Cambridge University. This initiative was started by the Medical Research Council in 2011 by Suffrage Science awards for life sciences, followed in 2013 by one for engineering and physics, and this year for maths and computing. The name of the award aims to connect with the Suffragette movement of the late 19th and early 20th Centuries, which were particularly active in Britain. One peculiar aspect of this award is that the recipients are given pieces of jewellery, created for each field, pieces that they will themselves give two years later to a new recipient of their choice, and so on in an infinite regress! (Which suggests a related puzzle, namely to figure out how many years it should take until all female scientists have received the award. But since the number increases as the square of the number of years, this is not going to happen unless the field proves particularly hostile to women scientists!) This jewellery award also relates to the history of the Suffragette movement since the WPSU commissioned their own jewellery awards. A clever additional touch was that the awards were delivered on Ada Lovelace Day, October 11.