Kant, Platon, Bayes, & Le Monde…

In the weekend edition of Le Monde I bought when getting out of my plane back from Osaka, and ISBA 2012!, the science leaflet has a (weekly) tribune by a physicist called Marco Zito that discussed this time of the differences between frequentist and Bayesian confidence intervals. While it is nice to see this opposition debated in a general audience daily like Le Monde, I am not sure the tribune will bring enough light to help to the newcomer to reach an opinion about the difference! (The previous tribune considering Bayesian statistics was certainly more to my taste!)

Since I cannot find a link to the paper, let me sum up: the core of the tribune is to wonder what does 90% in 90% confidence interval mean? The Bayesian version sounds ridiculous since “there is a single true value of [the parameter] M and it is either in the interval or not” [my translation]. The physicist then goes into stating that the probability is in fact “subjective. It measures the degree of conviction of the scientists, given the data, for M to be in the interval. If those scientists were aware of another measure, they would use another interval” [my translation]. Darn… so many misrepresentations in so few words! First, as a Bayesian, I most often consider there is a true value for the parameter associated with a dataset but I still use a prior and a posterior that are not point masses, without being incoherent, simply because the posterior only summarizes what I know about the  parameter, but is obviously not a property of the true parameter. Second, the fact that the interval changes with the measure has nothing to do with being Bayesians. A frequentist would also change her/his interval with other measures…Third, the Bayesian “confidence” interval is but a tiny (and reductive) part of the inference one can draw from the posterior distribution.

From this delicate start, things do not improve in the tribune: the frequentist approach is objective and not contested by Marco Zito, as it sounds eminently logical. Kant is associated with Bayes and Platon with the frequentist approach, “religious wars” are mentioned about both perspectives debating endlessly about the validity of their interpretation (is this truly the case? In the few cosmology papers I modestly contributed to, referees’ reports never objected to the Bayesian approach…) The conclusion makes one wonders what is the overall point of this tribune: superficial philosophy (“the debate keeps going on and this makes sense since it deals with the very nature of research: can we know and speak of the world per se or is it forever hidden to us? (…) This is why doubt and even distrust apply about every scientific result and also in other settings.”) or criticism of statistics (“science (or art) of interpreting results from an experiment”)? (And to preamp a foreseeable question: no, I am not writing to the journal this time!)

Awata Sanso dinner (Kyoto)

ISBA 2012 [#3]

A third and again very intense day at ISBA 2012: as Steve Scott said, “we are  getting Bayes-ed out”… It started for me with Robert Kohn’s particle filter session, where Julien Cornebise gave us programming recommendations to improve our code, performances, and overall impact of our research, passionately pleading for an object oriented approach that would make everything we program much more portable. Scott Sisson presented a new approach to density estimation for ABC purposes, using first a marginal estimation for each component of the statistic vector, then a normal mixture copula on the normal transforms of the inverse cdfs, and Robert concluded with a extension　of  PMCMC to eliminate nuisance parameters by importance sampling, a topic　we will discuss again when I visit Sydney in two weeks.　The second session of the morning was ABC II, where David Nott spoke about the combination of ABC with Bayes linear tools, a paper Scott had presented in Banff last Spring, Michael Blum summarised the survey on the selection of summary statistics discussed earlier on the ‘Og, Jean-Michel spoke about our (recently accepted) LDA paper, acknowledging our initial (2005) misgivings about ABC (!), and Olie Ratmann concluded the session with a fairly exciting new notion of using a testing perspective to define acceptable draws. While I clearly enjoyed the amount of “ABC talks” during this meeting, several attendees mentioned to me it was a bit overwhelming… Well, my impression is that this conveyed high and loud the message that ABC is now truly part of the Bayesian toolbox, and that further theoretical exploration would be most welcomed.

The afternoon session saw another session I was involved in organising, along with Marc Suchard, on parallel computing for Bayesian calculations. Marc motivated the use of GPUs for a huge medical dataset, showing impressive gains in time for a MAP calculation, with promises of a more complete Bayesian processing. Steve Scott gave the distributed computing version of the session, with Google requirements for a huge and superfast logistic regression, Jarad Niemi went into the (highly relevant!) details of random processors on GPUs and Kenichiro McAlinn described an application to portfolio selection using GPUs. (The topic attracted a huge crowd and the room was packed!) I am sorry the parallel session on Bayesian success stories was taking place at the same time. As it related very much to our on-going project with Kerrie Mengersen (we are currently waiting for the return from  selected authors). Then it was time for a bit of joint work, along with a succulent macha ice-cream in Kyoto station, and another fairly exhausting if quality poster session.

I am sorry to miss the sessions of Friday (and got “flak” from Arnaud for missing his lecture!) as these were promising as well. (Again, anyone for a guest post?!) Overall, I come home exhausted but richer for the exchanges and all I learn from a very good and efficient meeting. Not even mentioning this first experience of Japan. (Written from Kansai Osaka airport on a local machine.)

George Casella ISBA 2012 memorial

”Death is but crossing the world, as friends do the seas; they live in one another still.
For they must needs be present, that love and live in that which is omnipresent.
In this divine glass, they see face to face; and their converse is free, as well as pure.
This is the comfort of friends, that though they may be said to die, yet their friendship and society are, in the best sense, ever present, because immortal.”
—William Penn, Fruits of Solitude—

Yesterday, we had the memorial session for George at ISBA 2012. A lot of his friends were there, as well as well as persons who had had a interaction with George, either directly or by reading one of his books. We showed the slideshow prepared by Sarah, George’s daughter, for the memorial in Gainesville and edited by Ed George for a few more captions. Ed read the moving eulogy he had prepared for last week. And then people came to the desk to give testimonies on how they interacted with George and how they had been impacted by this interaction… Above is the poem read by Rebecca Steort as a tribute to George, poem which beautifully sums up our feelings.  Thanks to the organising committee, and in particular to Genya Kobayashi, the memorial was filmed and I hope to get it on line once I am back in Paris, as well as forward it to Anne, Sarah and Ben Casella, as a message of loving support and admiration from all those present at the session. (The above picture was taken in Varna, near Ithaca, when George was the captain of a truck in the volunteer Fire Department. He engaged in this activity as intensely as in any activity he was taking part in, getting through certifications and keeping a pager on at all times but when teaching for emergencies.)

ISBA 2012 [#2]

As I slept more than three hours last night, I managed to stay concentrated for a larger portion of the talks today, if missing my morning run! Sam Clifford already discussed some of the sessions I attended, with the same impression about Tamara Broderick’s talk: this was an exceptional and brilliant talk, where the focus was absolutely right and avoided technicalities while conveying the ideas (my candidate for the Lindley prize for sure!). I also like Niels Hjort’s survey and reminiscence, delivered in his unique style! The second session about big data was also quite interesting as it addressed a true problem I feel concerned about if unable to provide useful advances… Michael Jordan’s idea of bags of little bootstraps was neat and concretised the vague notions I had of splitting the data into little datasets. It also opened new directions for thinking, quite appropriately since Michael will spend next year in Paris!

Wanting very much to see the Fushimi Inari-Taisha shrine and its red pilars, I shamefully skipped Chris Holmes’ plenary lecture (and hope Chris will pardon me, one day..!). The shrine was actually quite spectacular while a walking distance from the conference (due East, about 20mn). I even managed to take “empty” pictures despite the crowd. The two afternoon sessions on random probabilities and “honest” MCMC were also quite to my taste, again opening news vistas and raising questions. I also managed to take a peek at most posters, even though another hour would have been welcomed, and got several great exchanges along the way.