Archive for censoring

running after my plane

Posted in Books, Kids, pictures, Running, Travel with tags , , , , , , , , , , , , on June 29, 2019 by xi'an

A bit of a hectic trip to Abidjan last Sunday, starting from Caen in the early morning where I was supporting my daughter, wife, mother, and mother-in-law for the annual Rochambelle women-only 5k race on the previous evening! With my daughter managing a fantastic 52nd position and ending up first of her category! As I was driven to the local train station to get back to my 63kg of Annals and my plane, the on-going 10k race kept preventing us from reaching it and I eventually decided 8 minutes before the deadline to leave the car and race to the station, actually running along the 10k racers for one kilometer and managing to enter the train just before it was leaving (too bad I could not finish the race, this start would have made for a great time despite my current injury!). And then when I eventually reached the CDG airport with my 63kg, I was told my bags were not good enough to carry them and that I had to drop some years of these Annals in the bin! So very frustrating… At least the remaining books reached their intended destination.The plane ride itself was uneventful and above a constant cover of clouds. While catching up with some unread arXivals, I also watched a great 2018 Japanese movie, Shoplifters, which sounded more like a modern tale than a realistic story, so outlying its characters were. With unexpected revelations towards the end and overall a moving and very subtle reflection on what ultimately makes a family. (Reading reviews on the movie later made me realise one scene had been censored for plane audiences…)

did I mean endemic? [pardon my French!]

Posted in Books, Statistics, University life with tags , , , , , , , , , , , on June 26, 2014 by xi'an

clouds, Nov. 02, 2011Deborah Mayo wrote a Saturday night special column on our Big Bayes stories issue in Statistical Science. She (predictably?) focussed on the critical discussions, esp. David Hand’s most forceful arguments where he essentially considers that, due to our (special issue editors’) selection of successful stories, we biased the debate by providing a “one-sided” story. And that we or the editor of Statistical Science should also have included frequentist stories. To which Deborah points out that demonstrating that “only” a frequentist solution is available may be beyond the possible. And still, I could think of partial information and partial inference problems like the “paradox” raised by Jamie Robbins and Larry Wasserman in the past years. (Not the normalising constant paradox but the one about censoring.) Anyway, the goal of this special issue was to provide a range of realistic illustrations where Bayesian analysis was a most reasonable approach, not to raise the Bayesian flag against other perspectives: in an ideal world it would have been more interesting to get discussants produce alternative analyses bypassing the Bayesian modelling but obviously discussants only have a limited amount of time to dedicate to their discussion(s) and the problems were complex enough to deter any attempt in this direction.

As an aside and in explanation of the cryptic title of this post, Deborah wonders at my use of endemic in the preface and at the possible mis-translation from the French. I did mean endemic (and endémique) in a half-joking reference to a disease one cannot completely get rid of. At least in French, the term extends beyond diseases, but presumably pervasive would have been less confusing… Or ubiquitous (as in Ubiquitous Chip for those with Glaswegian ties!). She also expresses “surprise at the choice of name for the special issue. Incidentally, the “big” refers to the bigness of the problem, not big data. Not sure about “stories”.” Maybe another occurrence of lost in translation… I had indeed no intent of connection with the “big” of “Big Data”, but wanted to convey the notion of a big as in major problem. And of a story explaining why the problem was considered and how the authors reached a satisfactory analysis. The story of the Air France Rio-Paris crash resolution is representative of that intent. (Hence the explanation for the above picture.)

Typo in MCSM [bis]

Posted in Books, Statistics, University life with tags , , , on July 19, 2010 by xi'an

Doug Rivers from Stanford sent me the following email:

On p. 175 of Monte Carlo Statistical Methods, shouldn’t the last displayed equation just be

L(\theta|y) = \int_\mathcal{Z} L^c(\theta|y,z) \text{d}z

I don’t see how you get

L(\theta|y) = \mathbb{E}[L^c(\theta|y,Z)].

Doug is completely right: the expectation, as written is incorrect. The difficulty with Example 5.14 was also pointed out in an earlier post. Alas, the resolution in this first post was  just as confusing as the mistake itself! (I have just updated the post to remove the confusion.) There is no expectation involved in this likelihood because the z_i‘s are truncated in a. Their density is therefore a renormalised version of f(z-\theta)… I now think the whole example should be rewritten because it starts as if m observations were uncensored out of n, only to move to a fixed censoring bound a. While both likelihoods are proportional when a=y_m, this confusion still is a bad idea!!!