## a jump back in time

Posted in Books, Kids, Statistics, Travel, University life with tags , , , , , , , , , , , on October 1, 2018 by xi'an

As the Department of Statistics in Warwick is slowly emptying its shelves and offices for the big migration to the new building that is almost completed, books and documents are abandoned in the corridors and the work spaces. On this occasion, I thus happened to spot a vintage edition of the Valencia 3 proceedings. I had missed this meeting and hence the volume for, during the last year of my PhD, I was drafted in the French Navy and as a result prohibited to travel abroad. (Although on reflection I could have safely done it with no one in the military the wiser!) Reading through the papers thirty years later is a weird experience, as I do not remember most of the papers, the exception being the mixture modelling paper by José Bernardo and Javier Giròn which I studied a few years later when writing the mixture estimation and simulation paper with Jean Diebolt. And then again in our much more recent non-informative paper with Clara Grazian.  And Prem Goel’s survey of Bayesian software. That is, 1987 state of the art software. Covering an amazing eighteen list. Including versions by Zellner, Tierney, Schervish, Smith [but no MCMC], Jaynes, Goldstein, Geweke, van Dijk, Bauwens, which apparently did not survive the ages till now. Most were in Fortran but S was also mentioned. And another version of Tierney, Kass and Kadane on Laplace approximations. And the reference paper of Dennis Lindley [who was already retired from UCL at that time!] on the Hardy-Weinberg equilibrium. And another paper by Don Rubin on using SIR (Rubin, 1983) for simulating from posterior distributions with missing data. Ten years before the particle filter paper, and apparently missing the possibility of weights with infinite variance.

There already were some illustrations of Bayesian analysis in action, including one by Jay Kadane reproduced in his book. And several papers by Jim Berger, Tony O’Hagan, Luis Pericchi and others on imprecise Bayesian modelling, which was in tune with the era, the imprecise probability book by Peter Walley about to appear. And a paper by Shaw on numerical integration that mentioned quasi-random methods. Applied to a 12 component Normal mixture.Overall, a much less theoretical content than I would have expected. And nothing about shrinkage estimators, although a fraction of the speakers had worked on this topic most recently.

At a less fundamental level, this was a time when LaTeX was becoming a standard, as shown by a few papers in the volume (and as I was to find when visiting Purdue the year after), even though most were still typed on a typewriter, including a manuscript addition by Dennis Lindley. And Warwick appeared as a Bayesian hotpot!, with at least five papers written by people there permanently or on a long term visit. (In case a local is interested in it, I have kept the volume, to be found in my new office!)

## ackward citation style

Posted in Statistics with tags , , , , , , on November 18, 2017 by xi'an

When submitting a paper to WIREs, I was asked to use the APA style for citations. This is rather unpleasant as it requires all kinds of fixes and even then returns an unseemly outcome, quoting sometimes authors with their first name and at a point ignoring the parentheses for \citep citations… Maybe all those annoying bugs are on purpose, as APA stands for the American Psychological Association, presumably eager to experiment on new subjects!

## LaTeX issues from Vienna

Posted in Books, Statistics, University life with tags , , , , , , , , , , , on September 21, 2017 by xi'an

When working on the final stage of our edited handbook on mixtures, in Vienna, I came across unexpected practical difficulties! One was that by working on Dropbox with Windows users, files and directories names suddenly switched from upper case to lower cases letters !, making hard-wired paths to figures and subsections void in the numerous LaTeX files used for the book. And forcing us to change to lower cases everywhere. Having not worked under Windows since George Casella gave me my first laptop in the mid 90’s!, I am amazed that this inability to handle both upper and lower names is still an issue. And that Dropbox replicates it. (And that some people see that as a plus.)

The other LaTeX issue that took a while to solve was that we opted for one chapter one bibliography, rather than having a single bibliography at the end of the book, mainly because CRC Press asked for this feature in order to sell chapters individually… This was my first encounter with this issue and I found the solutions to produce individual bibliographies incredibly heavy handed, whether through chapterbib or bibunits, since one has to bibtex one .aux file for each chapter. Even with a one line bash command,

for f in bu*aux; do bibtex basename \$f .aux; done

this is annoying in the extreme!

## datazar

Posted in R, Statistics, University life with tags , , , , , , , on June 4, 2017 by xi'an

A few weeks ago and then some, I [as occasional blogger!] got contacted by datazar.com to write a piece on this data-sharing platform. I then went and checked what this was all about, having the vague impression this was a platform where I could store and tun R codes, besides dropping collective projects, but from what I quickly read, it sounds more like being able to run R scripts from one’s machine using data and code stored on datazar.com. But after reading just one more blog entry I finally understood it is also possible to run R, SQL, NotebookJS (and LaTeX) directly on that platform, without downloading code or data to one’s machine. Which makes it a definitive plus with this site, as users can experiment with no transfer to their computer. Hence on a larger variety of platforms. While personally I do not [yet?] see how to use it for my research or [limited] teaching, it seems like an [yet another] interesting exploration of the positive uses of Internet to collaborate and communicate on scientific issues! With no opinion on privacy and data protection offered by the site, of course.

## maximum of a Dirichlet vector

Posted in Books, Statistics with tags , , , , , , , on September 26, 2016 by xi'an

An intriguing question on Stack Exchange this weekend, about the distribution of max{p¹,p²,…}the maximum component of a Dirichlet vector Dir(a¹,a²,…) with arbitrary hyper-parameters. Writing the density of this random variable is feasible, using its connection with a Gamma vector, but I could not find a closed-form expression. If there is such an expression, it may follow from the many properties of the Dirichlet distribution and I’d be interested in learning about it. (Very nice stamp, by the way! I wonder if the original formula was made with LaTeX…)

## bibTeX and homonymy

Posted in Books, University life with tags , , , , on October 31, 2015 by xi'an

How comes BibTeX is unable to spot homonyms?! Namely, if I quote two of my 1996 papers in the same LaTeX document, they will appear as Robert (1996a) and Robert (1996b). However, if I quote two different authors (or groups of authors) with the same surname, Martin as in the above example, who both happened to write a paper in 2014, BibTeX returns Martin (2014) and Martin (2014) in the output, hence it fails to recognise they are different authors, which is just weird! At least for author-year styles. I looked on Stack Exchange TeX forum, but the solution I found did not work with the IMS and Springer styles.

## capacity exceeded…

Posted in Books, University life with tags , , , on April 23, 2015 by xi'an

A silly LaTeX error took me a few minutes too many to solve: I defined

\renewcommand\theta{\boldsymbol{\theta}}

which got me the error message

TeX capacity exceeded ,
sorry [ grouping levels =255].

that I understood as a recursive definition. So I instead pre-defined the new θ as

\newcommand\btheta{\boldsymbol{\theta}}
\renewcommand\theta\btheta

which did not work either… After google-ing the issue, I found this on-line LaTeX Wikibook that provided me with the solution:

\let\btheta{\boldsymbol{\theta}}
\renewcommand\theta\btheta

which worked. Of course, a global change of \theta into \btheta would have been much much faster to execute….