packed off!!!

Deliverance!!! We have at last completed our book! Bayesian Essentials with R is off my desk! In a final nitty-gritty day of compiling and recompiling the R package bayess and the LaTeX file, we have reached versions that were in par with our expectations. The package has been submitted to CRAN (it has gone back and forth a few times, with requests to lower the computing time in the examples: each example should take less than 10s, then 5s…), then accepted by CRAN, incl. a Windows version, and the book has be sent to Springer-Verlag. This truly is a deliverance for me as this book project has been on my work horizon almost constantly for more than the past two years, led to exciting times in Luminy, Carnon and Berlin, has taken an heavy toll on my collaborations and research activities, and was slowly turning into a unsavoury chore! I am thus delighted Jean-Michel and I managed to close the door before any disastrous consequence on either the book or our friendship could develop. Bayesian Essentials with R is certainly an improvement compared with Bayesian Core, primarily by providing a direct access to the R code. We dearly hope it will attract a wider readership by reducing the mathematical requirements (even though some parts are still too involved for most undergraduates) and we will keep testing it with our own students in Montpellier and Paris over the coming months. In the meanwhile, I just enjoy this feeling of renewed freedom!!!

books versus papers [for PhD students]

Before I run out of time, here is my answer to the ISBA Bulletin Students’ corner question of the term: “In terms of publications and from your own experience, what are the pros and cons of books vs journal articles?“

While I started on my first book during my postdoctoral years in Purdue and Cornell [a basic probability book made out of class notes written with Arup Bose, which died against the breakers of some referees’ criticisms], my overall opinion on this is that books are never valued by hiring and promotion committees for what they are worth! It is a universal constant I met in the US, the UK and France alike that books are not helping much for promotion or hiring, at least at an early stage of one’s career. Later, books become a more acknowledge part of senior academics’ vitae. So, unless one has a PhD thesis that is ready to be turned into a readable book without having any impact on one’s publication list, and even if one has enough material and a broad enough message at one’s disposal, my advice is to go solely and persistently for journal articles. Besides the above mentioned attitude of recruiting and promotion committees, I believe this has several positive aspects: it forces the young researcher to maintain his/her focus on specialised topics in which she/he can achieve rapid prominence, rather than having to spend [quality research] time on replacing the background and building reference. It provides an evaluation by peers of the quality of her/his work, while reviews of books are generally on the light side. It is the starting point for building a network of collaborations, few people are interested in writing books with strangers (when knowing it is already quite a hardship with close friends!). It is also the entry to workshops and international conferences, where a new book very rarely attracts invitations.

Writing a book is of course exciting and somewhat more deeply rewarding, but it is awfully time-consuming and requires a high level of organization young faculty members rarely possess when starting a teaching job at a new university (with possibly family changes as well!). I was quite lucky when writing The Bayesian Choice and Monte Carlo Statistical Methods to mostly be on leave from teaching, as it would have otherwise be impossible! That we are not making sufficient progress on our revision of Bayesian Core, started two years ago, is a good enough proof that even with tight planning, great ideas, enthusiasm, sale prospects, and available material, completing a book may get into trouble for mere organisational issues…

Carnon [and Core]

I am now for a few days in Carnon, near Montpellier, to work on the completion (!) of Bayesian Core, started two years ago not that far in Luminy… The small beach town is right on the Mediterranean Sea, located on a spit (or lido), itself carrying a canal between the Lez river and the sea. A quiet enough place, far from interruptions of all sorts! Although we are really not that far from completion, various commitments here and there kept Jean-Michel and myself from doing it over the past months. I am thus looking forward those two and a half days of hard work (and not even a break to go climbing in the back country!).

ABC-MCMC for parallel tempering

“In this paper a new algorithm combining population-based MCMC methods with ABC requirements is proposed, using an analogy with the Parallel Tempering algorithm (Geyer, 1991).“

Another of those arXiv papers that had sat on my to-read pile for way too long: Likelihood-free parallel tempering by Meïli Baragtti, Agnès Grimaud, and Denys Pommeret, from Luminy, Marseilles. The paper mentions our population Monte Carlo (PMC) algorithm (Beaumont et al., 2009) and other ABC-SMC algorithms, but opts instead for an ABC-MCMC basis. The purpose is to build a parallel tempering method. Tolerances and temperatures evolve simultaneously. I however fail to see where the tempering occurs in the algorithm (page 7): there is a set of temperatures T₁,….,T_N, but they do not appear within the algorithm. My first idea of a tempering mechanism in a likelihood-free setting was to replicate our SAME algorithm (Doucet, Godsill, and Robert, 2004), by creating T_j copies of the [pseudo-]observations to mimic the likelihood taken to the power T_j. But this is annealing, not tempering, and I cannot think of the opposite of copies of the data. Unless of course a power of the likelihood can be simulated (and even then, what would the equivalent be for the data…?) Maybe a natural solution would be to operate some kind of data-attrition, e.g. by subsampling the original vector of observations.

Discussing the issue with Jean-Michel Marin, during a visit to Montpellier today, I realised that the true tempering came from the tolerances ε_i, while the temperatures T_j were there to calibrate the proposal distributions. And that the major innovation contained in the thesis (if not so clearly in the paper) was to boost exchanges between different tolerances, improving upon the regular ABC-MCMC sampler by an equi-energy move.

le théorème de l’engambi

When I climbed in Luminy last year, one of the ways was called le théorème de l’engambi. Looking on the internet, I found this was the title of a book written by a local, Maurice Gouiran. The other evening, at the airport, the book was on sale in the bookstore, so I bought it and read it in the plane back to Paris. It is a local crime novel with highly local characters (to the point I do not understand all they say), local places like l’Estaque, the OM football club, La Gineste, Luminy, and what is apparently the most appealing theorem in novels, Fermat’s last theorem! (Engambi means messy affair in local dialect.) Overall the book is more pleasant to read for the local flavour than for the crime enquiry per se, especially because it involves scenes that take place in CIRM itself (including the restaurant and the terrace outside under the old oaks!). There is of course no indication on the nature of the three page proof produced by the first corpse of the book, but the description of the mathematical community is rather accurate, overall. The author mentions in a postnote that he is aware of Wiles’ proof, but believes (as a poet) in an alternative proof that Fermat had really found. (This book is not to be confused with Guedj’s parrot theorem, which is a novelesque story of mathematics, even though it ends up on the same premise that a parrot could recite Fermat’s proof…)

CoRe in CiRM [end]

Back home after those two weeks in CiRM for our “research in pair” invitation to work on the new edition of Bayesian Core, I am very grateful for the support we received from CiRM and through it from SMF and CNRS. Being “locked” away in such a remote place brought a considerable increase in concentration and decrease in stress levels. Although I was planning for more, we have made substantial advances on five chapters of the book (out of nine), including a completely new chapter (Chapter 8) on hierarchical models and a thorough rewriting of the normal chapter (Chapter 2), which along with Chapter 1 (largely inspired from  Chapter 1 of Introducing Monte Carlo Methods with R, itself inspired from the first edition of Bayesian Core,!). is nearly done. Chapter 9 on image processing is also quite close from completion, with just the result of a batch simulation running on the Linux server in Dauphine to include in the ABC section. As the only remaining major change is the elimination of reversible jump from the mixture chapter (to be replaced with Chib’s approximation) and from the time-series chapter (to be simplified into a birth-and-death process). Going back to the CiRM environment, I think we were lucky to come during the vacation season as there is hardly anyone on the campus, which means no car and no noise. The (good) feeling of remoteness is not as extreme as in Oberwolfach, but it is truly a quality environment. Besides, being able to work 24/7 in the math library is a major plus. as we could go and grab any reference we needed to check. (Presumably, CiRM is lacking in terms of statistics books, compared with Oberwolfach, still providing most of the references we were looking for.) At last, the freedom to walk right out of the Centre into the national park for a run, a climb or even a swim (in Morgiou, rather than Sugiton) makes working there very tantalising indeed! I thus dearly hope I can enjoy again this opportunity in a near future…

Ten stars for CiRM

Along those two weeks in CiRM, among what I particularly appreciated there:

1. the accessibility of the math library around the clock,
2. the peace and seclusion of the CiRM buildings, far away from town, with hardly a car around, no driving for a week, students on vacations, and only the timbales of cicadas as a background noise,
3. the availability of the helpful staff, whether for ordering books not in the library, arranging a special meal, or locating a climbing site,
4. the [admittedly Spartan] studios provided by CiRM for long term visitors like us, with wireless connections and enough room for a small family,
5. the background scenery of Mont Puget and of the Calanques national park,
6. the multiple trails starting from the Centre, offering running opportunities for every [early] morning,
7. the hundreds of fully equipped climbing routes in the Calanques, the nearest ones being 20 minutes from the Centre,
8. an evening swim in Calanque de Morgiou, with hardly anyone around and incredibly warm water, followed by a fritura of small fish in the local and unique restaurant,
9. a great bouillabaisse in CiRM, along with other good meals ([that I had to skip after a while!], and another one in the last fisherman district of Marseille, thanks to Michel’s hospitality (along with an incredible 1976 Monbazillac!),
10. and, last but not least, the complete availability of my coauthor, Jean-Michel! (Which was the point in asking for a research in pair support in the first place!)