Archive for Krzysztof Burdzy

2013 WSC, Hong Kong

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on August 28, 2013 by xi'an

HongKong1After an early but taxing morning run overlooking the city, and a recovery breakfast (!), I went from my flat to the nearby Hong Kong Convention Centre where the ISI (2013 WSC) meeting is taking place. I had a few chats with friends and publishers (!), then read a chapter of Rissanen’s book over an iced coffee before attending the Bernoulli session. This was a fairly unusual session with a mix of history of probability, philosophy of probability and statistics, and computational issues (my talk). Edith Sylla gave some arguments as to why Ars Conjectandi (that she translated) was the first probability book ever. Krzys Burdzy defended his perspective on why von Mises and de Finetti were wrong (in their foundational views of statistics). And I gave my talk on a mixture of Bernoulli factory, Russian roulette and ABC  (After my talk, Victor Perez Abreu told me that Jakob Bernoulli had presumably used simulation to evaluate the variance of the empirical mean in the Bernoulli case.) What I found most interesting in the historical talk was that Bernoulli had proven his result in the late 1680’s but he waited to complete his book on moral and commercial issues, waited too long since he died before. This reminded me of Hume using probabilistic arguments a few years later to disprove the existence of miracles. And of Price waiting for Bayes’ theorem to counter Hume. The talk by Krzys was a quick summary of the views exposed in his book, which unsurprisingly did not convince me that von Mises and de Finetti (a) had failed and (b) needed to use a new set of (six) axioms to define probability. I often reflected on the fact that when von Mises and de Finetti state(d) that probability does not exist, they applied the argument to a single event and this does not lead to a paradox in my opinion. Anyway, this talk of Krzys’ induced most of the comments from the floor, my own talk being in fine too technical to fit in this historical session. (And then there was still some time to get to a tea shop in Sheng Wan to buy some Pu Ehr, if not the HK$3000 variety…!)

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from Jakob Bernoulli to Hong Kong

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , , , on August 24, 2013 by xi'an

Here are my slides (or at least the current version thereof) for my talk in Hong Kong at the 2013 (59th ISI) World Statistical Congress(I stopped embedding my slideshare links in the posts as they freeze my broswer. I wonder if anyone else experiences the same behaviour.)

This talk will feature in the History I: Jacob Bernoulli’s “Ars Conjectandi” and the emergence of probability invited paper session organised by Adam Jakubowski. While my own research connection with Bernoulli is at most tenuous, besides using the Law of Large Numbers and Bernoulli rv’s…,  I [of course!] borrowed from earlier slides on our vanilla Rao-Blackwellisation paper (if only  because of the Bernoulli factory connection!) and ask Mark Girolami for his Warwick slides on the Russian roulette (another Bernoulli factory connection!), before recycling my Budapest slides on ABC. The other talks in the session are by Edith Dudley Sylla on Ars Conjectandi and by Krzys Burdzy on his book The Search for Certainty. Book that I critically reviewed in Bayesian Analysis. This will be the first time I meet Krzys in person and I am looking forward to the opportunity!

von Mises lecture im Berlin

Posted in Statistics, Travel, University life with tags , , , , on June 3, 2011 by xi'an

In about a month I will give a talk in Berlin on ABC. This is actually a special lecture held annually in honour of Richard von Mises who was professor in Berlin till 1933 when he had to flee Germany. Previous speakers include James A. Sethian, Albert Shiryaev, Uwe Küchler, Enrique Zuazua, and Philip Protter who gave the first von Mises lecture in 2007. I am thus quite honoured to be invited to deliver this lecture as a statistician, even though I fear my lecture and my research are fairly disjoint from Richard von Mises’ contributions to the field… (The closest I came to his work was when reviewing Krzysztof Burdzy’s The Search for Certainty own criticism of von Mises’ [and de Finetti’s] approaches to the definition of probability, only to discover von Mises had not made a lasting impact on the field of statistics in this very specific respect… However, Professor Shirayev’s talk relates to von Mises’s infinite random sequences in connection with both the formalisation of probability and algorithmic theory.)

 

Discussion paper on Search for Certainty

Posted in Books, Statistics, University life, Wines with tags , , , , , on June 3, 2010 by xi'an

Following our various comments on Krzysztof Burdzy’s The Search for Certainty, Bayesian Analysis has now published the whole series as a discussion paper. The set of comments by Krzysztof Burdzy of my review is of course the most entertaining. (Some of its ingredients can be found in the earlier posted comments of his, as well as in comments on Andrew Gelman’s blog.) Indeed I strongly suggest reading those comments as some are genuinely hilarious. (I still do not understand, as an aside, why Krzysztof Burdzy values so highly this pretentious book by Douglas Hofstadter, Gödel, Escher, Bach: An Eternal Golden Braid, which still ranks 2000th on Amazon… Or maybe the pique at my denomination of vulgarisation is another level of sarcasm!) In conclusion, I think the amount of discussion spent (so far) on Burdzy’s The Search for Certainty is a good enough reply to his question, why did Robert bother to write his review?

A critical assessment now published

Posted in Books, Statistics with tags , , , , , , on April 21, 2010 by xi'an

The review of Krzysztof Burdzy’s The Search for Certainty has been posted on Bayesian Analysis today. Given the submission date, this makes for an ultrafast acceptance and publishing! Thanks for the editorial team for this speedy processing. The additional comments by Andrew Gelman, Krzysztof Burdzy, and Larry Wasserman should follow soon. I am not sure I will be allowed for a reply to these comments, since they mostly state different opinions rather than facts about the book.

Review in

Posted in Books, Statistics with tags , , , on April 2, 2010 by xi'an

My revised review of Krzysztof Burdzy’s The Search for Certainty has been accepted by Bayesian Analysis:

Editor's Report on Submission 2010-Jan-27-01-R1 to Bayesian Analysis,
The Search for Certainty: A critical assessment by C. Robert
I am pleased to accept this article for publication. The next step will be to move on to the publication process.

Now, the remaining open question is whether or not Bayesian Analysis will also publish the comments that were posted on Andrew’s blog.

arXives

Posted in Books, Statistics with tags , , , , , , on March 31, 2010 by xi'an

Yesterday, I finally arXived my notes on Keynes’ book A Treatise On Probability, but, due to the new way the arXiv website operates, there is no indication of the page associated with the submitted paper before it gets accepted and I cannot thus prepare an Og’ entry until this acceptance, wasting perfect timing! Anyway, this is the first draft of the notes and it has not yet been submitted to a journal. As the new user interface on the arXiv webpage now displays all past papers, I added a category on our 2007 Annals paper with Randal Douc, Arnaud Guillin and Jean-Michel Marin, which means it appeared again in today’s list…

Today I completed my revision of the review of Burdzy’s The Search for Certainty over for Bayesian Analysis, so the new version will be on arXiv tomorrow morning. The changes are really minor as Bayesian Analysis mostly requested smoothing down my criticisms. I also added a few more quotes and some sentences in the conclusion. I wonder if this paper will appear with a discussion, since three are already written!

At last, let me point out three recent interesting postings on arXiv if I do not have time to discuss them more in depth, one by Peter Green on Colouring and breaking sticks: random distributions and heterogeneous clustering, one by Nicolas Chopin, Tony Lelièvre et Gabriel Stolz on Free energy methods for efficient exploration of mixture posterior densities, and one by Sophie Donnet and Jean-Michel Marin on An empirical Bayes procedure for the selection of Gaussian graphical models.