Archive for Krzysztof Burdzy

What are the chances of that?

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , , , , on May 13, 2022 by xi'an

What are the chances that I review a book with this title, a few months after reviewing a book called What is luck?! This one is written by Andrew Elliott, whose Is that a big number? I reviewed a wee bit earlier… And that the cover of this book involves a particularly unlucky sequence of die as in my much earlier review of Krysz Burdzy’s book? (About 10⁻⁶ less likely than the likeliest draw!)

The (relative) specificity of this book is to try to convey the notions of chance and uncertainty to the general public, more in demonstrating that our intuition is most often wrong by examples and simulations, than in delving into psychological reasons as in Barbara Blatchley’s book. The author advances five dualities that underly our (dysfunctional) relation to chance: individual vs. collective, randomness vs. meaning, foresight vs. insight, uniformity vs. variability, and disruption vs. opportunity.

“News programmes clearly understand that the testimonies of individuals draw better audiences than the summaries of statisticians.” (p. xvii)

Some of the nice features of the book  are (a) the description of a probabilistic problem at the beginning of each chapter, to be solved at the end, (b) the use of simulation experiments, represented by coloured pixels over a grey band crossing the page, including a section on pseudorandom generators [which is less confusing that the quote below may indicate!], (c) taking full advantage of the quincunx apparatus, and (d) very few apologies for getting into formulas. And even a relevant quote of Taleb’s Black Swan about the ludic fallacy. On the other hand, the author spends quite a large component of the book on chance games, exhibiting a ludic tendency! And contemplates biased coins, while he should know better! The historical sections may prove too much for both informed and uninformed readers. (However, I learned that the UK Government had used a form of lottery to pay interests on premium bonds.) And the later parts are less numerical and quantified, even though the author brings in the micromort measurement [invented by Ronald Howard and] favoured by David Spiegelhalter. Who actually appears to have inspired several other sections, like the one on coincidences (which remains quite light in its investigation!). I finished the book rather quickly by browsing though mostly anecdotes and a lesser feel of a unified discourse. I did not find the attempt to link with the COVID pandemic, which definitely resets our clocks on risk, particularly alluring…

“People go to a lot of trouble to generate truly random numbers—sequences that are impossible to predict.” (p.66)

The apparition of the Normal distribution is somewhat overdone and almost mystical, if the tone gets more reasonable by the end of the corresponding chapter.

“…combining random numbers from distributions that really have no business being added together (…) ends up with a statistic that actually fits the normal distribution quite well.” (p.83)

The part about Bayes and Bayesian reasoning does not include any inference, with a rather duh! criticism of prior modelling.

“If you are tempted to apply a group statistic derived from a broad analysis to a more narrow purpose, you run the risk of making an unfair judgement.” (p.263)

The section about Xenakis’ musical creations as a Markov process was most interesting (and novel to me). I also enjoyed the shared cultural entries, esp. literary ones. Like citing the recent Chernobyl TV drama. Or Philip K. Dick’s Do Androids Dream of Electric Sheep? Or yet Monty Python’s Life of Brian. Overall, there is enough trivia and engagement to keep reading the book till its end!

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?

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