Archive for IMS

Le Monde puzzle [#1650]

Posted in Books, Kids, R with tags , , , , , , , , , on September 5, 2018 by xi'an

A penultimate Le Monde mathematical puzzle  before the new competition starts [again!]

For a game opposing 40 players over 12 questions, anyone answering correctly a question gets as reward the number of people who failed to answer. Alice is the single winner: what is her minimal score? In another round, Bob is the only lowest grade: what is his maximum score?

For each player, the score S is the sum δ¹s¹+…+δ⁸s⁸, where the first term is an indicator for a correct answer and the second term is the sum over all other players of their complementary indicator, which can be replaced with the sum over all players since δ¹(1-δ¹)=0. Leading to the vector of scores

worz <- function(ansz){

Now, running by brute-force a massive number of simulations confirmed my intuition that the minimal winning score is 39, the number of players minus one [achieved by Alice giving a single good answer and the others none at all], while the maximum loosing score appeared to be 34, for which I had much less of an intuition!  I would have rather guessed something in the vicinity of 80 (being half of the answers replied correctly by half of the players)… Indeed, while in SIngapore, I however ran in the wee hours a quick simulated annealing code from this solution and moved to 77.

And the 2018 version of Le Monde maths puzzle competition starts today!, for a total of eight double questions, starting with an optimisation problem where the adjacent X table is filled with zeros and ones, trying to optimise (max and min) the number of positive entries [out of 45] for which an even number of neighbours is equal to one. On the represented configuration, green stands for one (16 ones) and P for the positive entries (31 of them). This should be amenable to a R resolution [R solution], by, once again!, simulated annealing. Deadline for the reply on the competition website is next Tuesday, midnight [UTC+1]

IMS workshop [day 3]

Posted in pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , on August 30, 2018 by xi'an

I made the “capital” mistake of walking across the entire NUS campus this morning, which is quite green and pretty, but which almost enjoys an additional dimension brought by such an intense humidity that one feels having to get around this humidity!, a feature I have managed to completely erase from my memory of my previous visit there. Anyway, nothing of any relevance. oNE talk in the morning was by Markus Eisenbach on tools used by physicists to speed up Monte Carlo methods, like the Wang-Landau flat histogram, towards computing the partition function, or the distribution of the energy levels, definitely addressing issues close to my interest, but somewhat beyond my reach for using a different language and stress, as often in physics. (I mean, as often in physics talks I attend.) An idea that came out clear to me was to bypass a (flat) histogram target and aim directly at a constant slope cdf for the energy levels. (But got scared away by the Fourier transforms!)

Lawrence Murray then discussed some features of the Birch probabilistic programming language he is currently developing, especially a fairly fascinating concept of delayed sampling, which connects with locally-optimal proposals and Rao Blackwellisation. Which I plan to get back to later [and hopefully sooner than later!].

In the afternoon, Maria de Iorio gave a talk about the construction of nonparametric priors that create dependence between a sequence of functions, a notion I had not thought of before, with an array of possibilities when using the stick breaking construction of Dirichlet processes.

And Christophe Andrieu gave a very smooth and helpful entry to partly deterministic Markov processes (PDMP) in preparation for talks he is giving next week for the continuation of the workshop at IMS. Starting with the guided random walk of Gustafson (1998), which extended a bit later into the non-reversible paper of Diaconis, Holmes, and Neal (2000). Although I had a vague idea of the contents of these papers, the role of the velocity ν became much clearer. And premonitory of the advances made by the more recent PDMP proposals. There is obviously a continuation with the equally pedagogical talk Christophe gave at MCqMC in Rennes two months [and half the globe] ago,  but the focus being somewhat different, it really felt like a new talk [my short term memory may also play some role in this feeling!, as I now remember the discussion of Hilderbrand (2002) for non-reversible processes]. An introduction to the topic I would recommend to anyone interested in this new branch of Monte Carlo simulation! To be followed by the most recently arXived hypocoercivity paper by Christophe and co-authors.

IMS workshop [day 2]

Posted in pictures, Statistics, Travel with tags , , , , , , , , , , , , on August 29, 2018 by xi'an

Here are the slides of my talk today on using Wasserstein distances as an intrinsic distance measure in ABC, as developed in our papers with Espen Bernton, Pierre Jacob, and Mathieu Gerber:

This morning, Gael Martin discussed the surprising aspects of ABC prediction, expanding upon her talk at ISBA, with several threads very much worth weaving in the ABC tapestry, one being that summary statistics need be used to increase the efficiency of the prediction, as well as more adapted measures of distance. Her talk also led me ponder about the myriad of possibilities available or not in the most generic of ABC predictions (which is not the framework of Gael’s talk). If we imagine a highly intractable setting, it may be that the marginal generation of a predicted value at time t+1 requires the generation of the entire past from time 1 till time t. Possibly because of a massive dependence on latent variables. And the absence of particle filters. if this makes any sense. Therefore, based on a generated parameter value θ it may be that the entire series needs be simulated to reach the last value in the series. Even when unnecessary this may be an alternative to conditioning upon the actual series. In this later case, comparing both predictions may act as a natural measure of distance since one prediction is a function or statistic of the actual data while the other is a function of the simulated data. Another direction I mused about is the use of (handy) auxiliary models, each producing a prediction as a new statistic, which could then be merged and weighted (or even selected) by a random forest procedure. Again, if the auxiliary models are relatively well-behaved, timewise, this would be quite straightforward to implement.

off to Singapore [IMS workshop]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , on August 26, 2018 by xi'an

Tonight I am off to the National University of Singapore, at the Institute for Mathematical Sciences [and not the Institute of Mathematical Statistics!], to take part in a (first) week workshop on Bayesian Computation for High-Dimensional Statistical Models, covering topics like Approximate Bayesian Computation, Markov chain Monte Carlo, Multilevel Monte Carlo and Particle Filters. Having just barely recovered from the time difference with Vancouver, I now hope I can switch with not too much difficulty to Singapore time zone! As well as face the twenty plus temperature gap with the cool weather this morning in the Parc…

plenary talks at JSM 2017 in Baltimore

Posted in Statistics with tags , , , , , , , , , , on May 25, 2017 by xi'an

Elsevier in the frontline

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , on January 27, 2017 by xi'an

“Viewed this way, the logo represents, in classical symbolism, the symbiotic relationship between publisher and scholar. The addition of the Non Solus inscription reinforces the message that publishers, like the elm tree, are needed to provide sturdy support for scholars, just as surely as scholars, the vine, are needed to produce fruit. Publishers and scholars cannot do it alone. They need each other. This remains as apt a representation of the relationship between Elsevier and its authors today – neither dependent, nor independent, but interdependent.”

There were two items of news related with the publishark Elsevier in the latest issue of Nature I read. One was that Germany, Peru, and Taiwan had no longer access to Elsevier journals, after negotiations or funding stopped. Meaning the scientists there have to find alternative ways to procure the papers, from the authors’ webpage [I do not get why authors fail to provide their papers through their publication webpage!] to peer-to-peer platforms like Sci-Hub. Beyond this short term solution, I hope this pushes for the development of arXiv-based journals, like Gower’s Discrete Analysis. Actually, we [statisticians] should start planing a Statistics version of it!

The second item is about  Elsevier developing its own impact factor index, CiteScore. While I do not deem the competition any more relevant for assessing research “worth”, seeing a publishark developing its own metrics sounds about as appropriate as Breithart News starting an ethical index for fake news. I checked the assessment of Series B on that platform, which returns the journal as ranking third, with the surprising inclusion of the Annual Review of Statistics and its Application [sic], a review journal that only started two years ago, of Annals of Mathematics, which does not seem to pertain to the category of Statistics, Probability, and Uncertainty, and of Statistics Surveys, an IMS review journal that started in 2009 (of which I was blissfully unaware). And the article in Nature points out that, “scientists at the Eigenfactor project, a research group at the University of Washington, published a preliminary calculation finding that Elsevier’s portfolio of journals gains a 25% boost relative to others if CiteScore is used instead of the JIF“. Not particularly surprising, eh?!

When looking for an illustration of this post, I came upon the hilarious quote given at the top: I particularly enjoy the newspeak reversal between the tree and the vine,  the parasite publishark becoming the support and the academics the (invasive) vine… Just brilliant! (As a last note, the same issue of Nature mentions New Zealand aiming at getting rid of all invasive predators: I wonder if publishing predators are also included!)

David Cox gets the first International Prize in Statistics

Posted in pictures, Statistics, University life with tags , , , , , , , , on October 20, 2016 by xi'an

Just received an email from the IMS that Sir David Cox (Nuffield College, Oxford) has been awarded the International Prize in Statistics. As discussed earlier on the ‘Og, this prize is intended to act as the equivalent of a Nobel prize for statistics. While I still have reservations about the concept. I have none whatsoever about the nomination as David would have been my suggestion from the start. Congratulations to him for the Prize and more significantly for his massive contributions to statistics, with foundational, methodological and societal impacts! [As Peter Diggle, President of the Royal Statistical Society just pointed out, it is quite fitting that it happens on European Statistics day!]