Archive for Carl Friedrich Gauss

O’Bayes 19/4

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , on July 4, 2019 by xi'an

Last talks of the conference! With Rui Paulo (along with Gonzalo Garcia-Donato) considering the special case of factors when doing variable selection. Which is an interesting question that I had never considered, as at best I would remove all leves or keeping them all. Except that there may be misspecification in the factors as for instance when several levels have the same impact.With Michael Evans discussing a paper that he wrote for the conference! Following his own approach to statistical evidence. And including his reluctance to cover infinity (calling on Gauß for backup!) or continuity, and his call to falsify a Bayesian model by checking it can be contradicted by the data. His assumption that checking for prior is separable from checking for [sampling] model is debatable. (With another mention made of the Savage-Dickey ratio.)

And with Dimitris Fouskakis giving a wide ranging assessment [which Mark Steel (Warwick) called a PEP talk!] of power-expected-posterior priors, used with reference (and usually improper) priors. Which in retrospect would have suited better the beginning of the conference as it provided a background to several of the talks. Raising a question (from my perspective) on using the maximum likelihood estimator as a pseudo-sufficient statistic when this MLE is computed for the base (simplest) model. Maybe an ABC induced bias in this question as it would not work for ABC model choice.

Overall, I think the scientific outcomes of the conference were quite positive: a wide range of topics and perspectives, a reasonable and diverse attendance, especially when considering the heavy load of related conferences in the surrounding weeks (the “June fatigue”!), animated poster sessions. I am obviously not the one to assess the organisation of the conference! Things I forgot to do in this regard: organise transportation from Oxford to Warwick University, provide an attached room for in-pair research, insist on sustainability despite the imposed catering solution, facilitate sharing joint transportation to and from the Warwick campus, mention that tap water was potable, and… wear long pants when running in nettles.

Max Ent at Max Plank

Posted in Statistics with tags , , , , , , , , , , on December 21, 2018 by xi'an

Gaussian hare and Laplacian tortoise

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , , , on October 19, 2018 by xi'an

A question on X validated on the comparative merits of L¹ versus L² estimation led me to the paper of Stephen Portnoy and Roger Koenker entitled “The Gaussian Hare and the Laplacian Tortoise: Computability of Squared-Error versus Absolute-Error Estimators”, which I had missed at the time, despite enjoying a subscription to Statistical Science till the late 90’s.. The authors went as far as producing a parody of Granville’s Fables de La Fontaine by sticking Laplace’s and Gauss’ heads on the tortoise and the hare!

I remember rather vividly going through Steve Stigler’s account of the opposition between Laplace’s and Legendre’s approaches, when reading his History of Statistics in 1990 or 1991… Laplace defending the absolute error on the basis of the default double-exponential (or Laplace) distribution, when Legendre and then Gauss argued in favour of the squared error loss on the basis of a defaul Normal (or Gaussian) distribution. (Edgeworth later returned to the support of the L¹ criterion.) Portnoy and Koenker focus mostly on ways of accelerating the derivation of the L¹ regression estimators. (I also learned from the paper that Koenker was one of the originators of quantile regression.)

Gaußplatz [jatp]

Posted in pictures, Running, Travel with tags , , , , , , on September 22, 2017 by xi'an

from least squares to signal processing and particle filtering

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , on June 6, 2017 by xi'an

Nozer Singpurwalla, Nick. Polson, and Refik Soyer have just arXived a remarkable survey on the history of signal processing, from Gauß, Yule, Kolmogorov and Wiener, to Ragazzini, Shanon, Kálmán [who, I was surprised to learn, died in Gainesville last year!], Gibbs sampling, and the particle filters of the 1990’s.