Handbooks [not a book review]

handbook of mixture analysis [review]

“In my opinion, the editors have done an excellent job when selecting the contents of the handbook and putting the different chapters together. For instance, this can be appreciated by the fact that, despite the large number of authors and contributions, all chapters have kept the same notation. Furthermore, in addition to a sound description of the underlying theory and methods, several chapters include information about how to fit the presented models using the R programming language. However, I missed pointers to repositories to download the code and datasets for some of the examples used in the book. To sum up, this is an excellent reference book on mixture models.” Virgilio Gómez-Rubio, JRSS A, 2021

an elegant book [review]

“Handbook of Mixture Analysis is an elegant book on the mixture models. It covers not only statistical foundations but also extensions and applications of mixture models. The book consists of 19 chapters (each chapter is an independent paper), and collectively, these chapters weave into an elegant web of mixture models” Yen-Chi Chen (U. Washington)

estimation exam [best of]

Yesterday, I received a few copies of our CRC Press Handbook of Mixture Analysis, while grading my mathematical statistics exam 160 copies. Among the few goodies, I noticed the always popular magical equality

E[1/T]=1/E[T]

that must have been used in so many homeworks and exam handouts by now that it should become a folk theorem. More innovative is the argument that E[1/min{X¹,X²,…}] does not exist for iid U(0,θ) because it is the minimum and thus is the only one among the order statistics with the ability to touch zero. Another universal shortcut was the completeness conclusion that when the integral

was zero for all θ’s then φ had to be equal to zero with no further argument (only one student thought to take the derivative). Plus a growing inability in the cohort to differentiate even simple functions… (At least, most students got the bootstrap right, as exemplified by their R code.) And three stars to the student who thought of completely gluing his anonymisation tag, on every one of his five sheets!, making identification indeed impossible, except by elimination of the 159 other names.

a book and three chapters on ABC

In connection with our handbook on mixtures being published, here are three chapters I contributed to from the Handbook of ABC, edited by Scott Sisson, Yanan Fan, and Mark Beaumont:

6. Likelihood-free Model Choice, by J.-M. Marin, P. Pudlo, A. Estoup and C.P. Robert

12. Approximating the Likelihood in ABC, by  C. C. Drovandi, C. Grazian, K. Mengersen and C.P. Robert

17. Application of ABC to Infer about the Genetic History of Pygmy Hunter-Gatherers Populations from Western Central Africa, by A. Estoup, P. Verdu, J.-M. Marin, C. Robert, A. Dehne-Garcia, J.-M. Cornuet and P. Pudlo