Archive for CHANCE

Statistics done wrong [book review]

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , on March 16, 2015 by xi'an

no starch press (!) sent me the pdf version of this incoming book, Statistics done wrong, by Alex Reinhart, towards writing a book review for CHANCE, and I read it over two flights, one from Montpellier to Paris last week, and from Paris to B’ham this morning. The book is due to appear on March 16. It expands on a still existing website developed by Reinhart. (Discussed a year or so away on Andrew’s blog, most in comments, witness Andrew’s comment below.) Reinhart who is, incidentally or not, is a PhD candidate in statistics at Carnegie Mellon University. After apparently a rather consequent undergraduate foray into physics. Quite an unusual level of maturity and perspective for a PhD student..!

“It’s hard for me to evaluate because I am so close to the material. But on first glance it looks pretty reasonable to me.” A. Gelman

Overall, I found myself enjoying reading the book, even though I found the overall picture of the infinitely many mis-uses of statistics rather grim and a recipe for despairing of ever setting things straight..! Somehow, this is an anti-textbook, in that it warns about many ways of applying the right statistical technique in the wrong setting, without ever describing those statistical techniques. Actually without using a single maths equation. Which should be a reason good enough for me to let all hell break loose on that book! But, no, not really, I felt no compunction about agreeing with Reinhart’s warning and if you have reading Andrew’s blog for a while you should feel the same…

“Then again for a symptom like spontaneous human combustion you might get excited about any improvement.” A. Reinhart (p.13)

Maybe the limitation in the exercise is that statistics appears so much fraught with dangers of over-interpretation and false positive and that everyone (except physicists!) is bound to make such invalidated leaps in conclusion, willingly or not, that it sounds like the statistical side of Gödel’s impossibility theorem! Further, the book moves from recommendation at the individual level, i.e., on how one should conduct an experiment and separate data for hypothesis building from data for hypothesis testing, to a universal criticism of the poor standards of scientific publishing and the unavailability of most datasets and codes. Hence calling for universal reproducibility protocols that reminded of the directions explored in this recent book I reviewed on that topic. (The one the rogue bird did not like.) It may be missing on the bright side of things, for instance the wonderful possibility to use statistical models to produce simulated datasets that allow for an evaluation of the performances of a given procedure in the ideal setting. Which would have helped the increasingly depressed reader in finding ways of checking how wrongs things could get..! But also on the dark side, as it does not say much about the fact that a statistical model is most presumably wrong. (Maybe a physicist’s idiosyncrasy!) There is a chapter entitled Model Abuse, but all it does is criticise stepwise regression and somehow botches the description of Simpson’s paradox.

“You can likely get good advice in exchange for some chocolates or a beer or perhaps coauthorship on your next paper.” A. Reinhart (p.127)

The final pages are however quite redeeming in that they acknowledge that scientists from other fields cannot afford a solid enough training in statistics and hence should hire statisticians as consultants for the data collection, analysis and interpretation of their experiments. A most reasonable recommendation!

Bayesian filtering and smoothing [book review]

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , , on February 25, 2015 by xi'an

When in Warwick last October, I met Simo Särkkä, who told me he had published an IMS monograph on Bayesian filtering and smoothing the year before. I thought it would be an appropriate book to review for CHANCE and tried to get a copy from Oxford University Press, unsuccessfully. I thus bought my own book that I received two weeks ago and took the opportunity of my Czech vacations to read it… [A warning pre-empting accusations of self-plagiarism: this is a preliminary draft for a review to appear in CHANCE under my true name!]

“From the Bayesian estimation point of view both the states and the static parameters are unknown (random) parameters of the system.” (p.20)

 Bayesian filtering and smoothing is an introduction to the topic that essentially starts from ground zero. Chapter 1 motivates the use of filtering and smoothing through examples and highlights the naturally Bayesian approach to the problem(s). Two graphs illustrate the difference between filtering and smoothing by plotting for the same series of observations the successive confidence bands. The performances are obviously poorer with filtering but the fact that those intervals are point-wise rather than joint, i.e., that the graphs do not provide a confidence band. (The exercise section of that chapter is superfluous in that it suggests re-reading Kalman’s original paper and rephrases the Monty Hall paradox in a story unconnected with filtering!) Chapter 2 gives an introduction to Bayesian statistics in general, with a few pages on Bayesian computational methods. A first remark is that the above quote is both correct and mildly confusing in that the parameters can be consistently estimated, while the latent states cannot. A second remark is that justifying the MAP as associated with the 0-1 loss is incorrect in continuous settings.  The third chapter deals with the batch updating of the posterior distribution, i.e., that the posterior at time t is the prior at time t+1. With applications to state-space systems including the Kalman filter. The fourth to sixth chapters concentrate on this Kalman filter and its extension, and I find it somewhat unsatisfactory in that the collection of such filters is overwhelming for a neophyte. And no assessment of the estimation error when the model is misspecified appears at this stage. And, as usual, I find the unscented Kalman filter hard to fathom! The same feeling applies to the smoothing chapters, from Chapter 8 to Chapter 10. Which mimic the earlier ones. Continue reading

Principles of scientific methods [not a book review]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , on November 11, 2014 by xi'an

Mark Chang, author of Paradoxes in Scientific Inference and vice-president of AMAG Pharmaceuticals, has written another book entitled Principles of Scientific Methods. As was clear from my CHANCE review of Paradoxes in Scientific Inference, I did not find much appeal in this earlier book, even after the author wrote a reply (first posted on this blog and later printed in CHANCE). Hence a rather strong reluctance [of mine] to engage into another highly critical review when I received this new opus by the same author. [And the brainwave cover just put me off even further, although I do not want to start a review by criticising the cover, it did not go that well with the previous attempts!]

After going through Principles of Scientific Methods, I became ever more bemused about the reason(s) for writing or publishing such a book, to the point I decided not to write a CHANCE review on it… (But, having spent some Métro rides on it, I still want to discuss why. Read at your own peril!)

Continue reading

Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ] and new book

Posted in Books, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , on August 13, 2014 by xi'an

IIScOn the last day of the IFCAM workshop in Bangalore, Marc Lavielle from INRIA presented a talk on mixed effects where he illustrated his original computer language Monolix. And mentioned that his CRC Press book on Mixed Effects Models for the Population Approach was out! (Appropriately listed as out on a 14th of July on amazon!) He actually demonstrated the abilities of Monolix live and on diabets data provided by an earlier speaker from Kolkata, which was a perfect way to start initiating a collaboration! Nice cover (which is all I saw from the book at this stage!) that maybe will induce candidates to write a review for CHANCE. Estimation of those mixed effect models relies on stochastic EM algorithms developed by Marc Lavielle and Éric Moulines in the 90’s, as well as MCMC methods.

JSM 2014, Boston [#2]

Posted in Statistics, Travel, University life with tags , , , , , , , , on August 7, 2014 by xi'an

Day #2 at JSM started quite early as I had to be on site by 7am for the CHANCE editors breakfast. No running then, except to Porter metro station. Interesting exchange full of new ideas to keep the journal cruising. In particular, a call for proposals on special issues on sexy topics (reproducible research anyone? I already have some book reviews.). And directions to increase the international scope and readership. And possibly adding or reporting on a data challenge. After this great start, I attended the Bayesian Time Series and Dynamic Models session, where David Scott Matteson from Cornell University presented an extension of the Toronto ambulance data analysis Dawn Woodard had exposed in Banff at an earlier workshop. The extension dealt with the spatio-temporal nature of the data,  using a mixture model with time-dependent weights that revolved cyclically in an autoexponential manner. And rekindling the interest in the birth-and-death alternative to reversible jump. Plus another talk by Scott Holan mixing Bayesian analysis with frequency data, an issue that always puzzled me. The second session I attended was Multiscale Modeling for Complex Massive Data, with a modelling of brain connections through a non-parametric mixture by David Dunson. And a machine learning talk by Mauro Maggioni on a projection cum optimisation technique to fight the curse of dimension. Who proposed a solution to an optimal transport problem that is much more convincing than the one I discussed a while ago. Unfortunately, this made me miss the Biometrics showcase session, where Debashis Mondal presented a joint work with Julian Besag on Exact Goodness-of-Fit Tests for Markov Chains. And where both my friends Michael Newton and Peter Green were discussants… An idle question that came to me during this last talk was about the existence of particle filters for spatial Markov structures (rather than the usual ones on temporal Markov models).

After a [no] lunch break spent on pondering over a conjecture laid to me by Natesh Pillai yesterday, I eventually joined the Feature Allocation session. Eventually as I basically had to run the entire perimeter of the conference centre! The three talks by Finale Doshi-Velez, Tamara Broderick, and Yuan Ji were all impressive and this may have been my best session so far at JSM! Thanks to Peter Müller for organising it! Tamara Broderick focussed on a generic way to build conjugate priors for non-parametric models, with all talks involving Indian buffets. Maybe a suggestion for tonight’s meal..! (In the end, great local food onn Harvard Square.)

implementing reproducible research [short book review]

Posted in Books, Kids, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , on July 15, 2014 by xi'an

As promised, I got back to this book, Implementing reproducible research (after the pigeons had their say). I looked at it this morning while monitoring my students taking their last-chance R exam (definitely last chance as my undergraduate R course is not reconoduced next year). The book is in fact an edited collection of papers on tools, principles, and platforms around the theme of reproducible research. It obviously links with other themes like open access, open data, and open software. All positive directions that need more active support from the scientific community. In particular the solutions advocated through this volume are mostly Linux-based. Among the tools described in the first chapter, knitr appears as an alternative to sweave. I used the later a while ago and while I like its philosophy. it does not extend to situations where the R code within takes too long to run… (Or maybe I did not invest enough time to grasp the entire spectrum of sweave.) Note that, even though the book is part of the R Series of CRC Press, many chapters are unrelated to R. And even more [unrelated] to statistics.

This limitation is somewhat my difficulty with [adhering to] the global message proposed by the book. It is great to construct such tools that monitor and archive successive versions of code and research, as anyone can trace back the research steps conducting to the published result(s). Using some of the platforms covered by the book establishes for instance a superb documentation principle, going much further than just providing an “easy” verification tool against fraudulent experiments. The notion of a super-wiki where notes and preliminary versions and calculations (and dead ends and failures) would be preserved for open access is just as great. However this type of research processing and discipline takes time and space and human investment, i.e. resources that are sparse and costly. Complex studies may involve enormous amounts of data and, neglecting the notions of confidentiality and privacy, the cost of storing such amounts is significant. Similarly for experiments that require days and weeks of huge clusters. I thus wonder where those resources would be found (journals, universities, high tech companies, …?) for the principle to hold in full generality and how transient they could prove. One cannot expect the research time to garantee availability of those meta-documents for remote time horizons. Just as a biased illustration, checking the available Bayes’ notebooks meant going to a remote part of London at a specific time and with a preliminary appointment. Those notebooks are not available on line for free. But for how long?

“So far, Bob has been using Charlie’s old computer, using Ubuntu 10.04. The next day, he is excited to find the new computer Alice has ordered for him has arrived. He installs Ubuntu 12.04” A. Davison et al.

Putting their principles into practice, the authors of Implementing reproducible research have made all chapters available for free on the Open Science Framework. I thus encourage anyone interesting in those principles (and who would not be?!) to peruse the chapters and see how they can benefit from and contribute to open and reproducible research.

revenge of the pigeons

Posted in Books, Kids, pictures, R, Statistics, Travel, University life with tags , , , , , , on June 24, 2014 by xi'an

pigeonpooWhile I had not had kamikaze pigeons hitting my windows for quite a while…, it may be that one of them decided to move to biological warfare: when I came back from Edinburgh, my office at the University was in a terrible state as a bird had entered through a tiny window opening and wrecked havoc on the room, dropping folders and rocks from my shelves and… leaving a most specific proof of its visit. This bird was particularly attracted by and aggressive against the above book, Implementing Reproducible Research, standing on top of my books to review for CHANCE. Obvious disclaimer: this reflects neither my opinion nor the University opinion about the book contents, but only the bird’s, which is solely responsible for its action!