Archive for Nobel Prize

look, look, confidence! [book review]

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , , on April 23, 2018 by xi'an

As it happens, I recently bought [with Amazon Associate earnings] a (used) copy of Confidence, Likelihood, Probability (Statistical Inference with Confidence Distributions), by Tore Schweder and Nils Hjort, to try to understand this confusing notion of confidence distributions. (And hence did not get the book from CUP or anyone else towards purposely writing a review. Or a ½-review like the one below.)

“Fisher squared the circle and obtained a posterior without a prior.” (p.419)

Now that I have gone through a few chapters, I am no less confused about the point of this notion. Which seems to rely on the availability of confidence intervals. Exact or asymptotic ones. The authors plainly recognise (p.61) that a confidence distribution is neither a posterior distribution nor a fiducial distribution, hence cutting off any possible Bayesian usage of the approach. Which seems right in that there is no coherence behind the construct, meaning for instance there is no joint distribution corresponding to the resulting marginals. Or even a specific dominating measure in the parameter space. (Always go looking for the dominating measure!) As usual with frequentist procedures, there is always a feeling of arbitrariness in the resolution, as for instance in the Neyman-Scott problem (p.112) where the profile likelihood and the deviance do not work, but considering directly the distribution of the (inconsistent) MLE of the variance “saves the day”, which sounds a bit like starting from the solution. Another statistical freak, the Fieller-Creasy problem (p.116) remains a freak in this context as it does not seem to allow for a confidence distribution. I also notice an ambivalence in the discourse of the authors of this book, namely that while they claim confidence distributions are both outside a probabilisation of the parameter and inside, “producing distributions for parameters of interest given the data (…) with fewer philosophical and interpretational obstacles” (p.428).

“Bias is particularly difficult to discuss for Bayesian methods, and seems not to be a worry for most Bayesian statisticians.” (p.10)

The discussions as to whether or not confidence distributions form a synthesis of Bayesianism and frequentism always fall short from being convincing, the choice of (or the dependence on) a prior distribution appearing to the authors as a failure of the former approach. Or unnecessarily complicated when there are nuisance parameters. Apparently missing on the (high) degree of subjectivity involved in creating the confidence procedures. Chapter 1 contains a section on “Why not go Bayesian?” that starts from Chris Sims‘ Nobel Lecture on the appeal of Bayesian methods and goes [softly] rampaging through each item. One point (3) is recurrent in many criticisms of B and I always wonder whether or not it is tongue-in-cheek-y… Namely the fact that parameters of a model are rarely if ever stochastic. This is a misrepresentation of the use of prior and posterior distributions [which are in fact] as summaries of information cum uncertainty. About a true fixed parameter. Refusing as does the book to endow posteriors with an epistemic meaning (except for “Bayesian of the Lindley breed” (p.419) is thus most curious. (The debate is repeating in the final(e) chapter as “why the world need not be Bayesian after all”.)

“To obtain frequentist unbiasedness, the Bayesian will have to choose her prior with unbiasedness in mind. Is she then a Bayesian?” (p.430)

A general puzzling feature of the book is that notions are not always immediately defined, but rather discussed and illustrated first. As for instance for the central notion of fiducial probability (Section 1.7, then Chapter 6), maybe because Fisher himself did not have a general principle to advance. The construction of a confidence distribution most often keeps a measure of mystery (and arbitrariness), outside the rather stylised setting of exponential families and sufficient (conditionally so) statistics. (Incidentally, our 2012 ABC survey is [kindly] quoted in relation with approximate sufficiency (p.180), while it does not sound particularly related to this part of the book. Now, is there an ABC version of confidence distributions? Or an ABC derivation?) This is not to imply that the book is uninteresting!, as I found reading it quite entertaining, with many humorous and tongue-in-cheek remarks, like “From Fraser (1961a) and until Fraser (2011), and hopefully even further” (p.92), and great datasets. (Including one entitled Pornoscope, which is about drosophilia mating.) And also datasets with lesser greatness, like the 3000 mink whales that were killed for Example 8.5, where the authors if not the whales “are saved by a large and informative dataset”… (Whaling is a recurrent [national?] theme throughout the book, along with sport statistics usually involving Norway!)

Miscellanea: The interest of the authors in the topic is credited to bowhead whales, more precisely to Adrian Raftery’s geometric merging (or melding) of two priors and to the resulting Borel paradox (xiii). Proposal that I remember Adrian presenting in Luminy, presumably in 1994. Or maybe in Aussois the year after. The book also repeats Don Fraser’s notion that the likelihood is a sufficient statistic, a point that still bothers me. (On the side, I realised while reading Confidence, &tc., that ABC cannot comply with the likelihood principle.) To end up on a French nitpicking note (!), Quenouille is typ(o)ed Quenoille in the main text, the references and the index. (Blame the .bib file!)

never let me go [book review]

Posted in Books, Kids, pictures, Travel with tags , , , , , , , , , on October 15, 2017 by xi'an

Another chance occurrence led me to read that not so recent book by Kazuo Ishiguro, taking advantage of my short nights while in Warwick. [I wrote this post before the unexpected Nobelisation of the author.] As in earlier novels of his, the strongest feeling is one of melancholia, of things that had been or had supposed to have been and are no longer. Especially the incomparable The Remains of the Day… In the great tradition of the English [teen] novel, this ideal universe is a boarding school, where a group of students bond and grow up, until they face the real world. The story is told with a lot of flashbacks and personal impressions of the single narrator, which made me uncertain of the reality behind her perception and recasting. And of her role and actions within that group, since they always appear more mature and sensible than the others’. The sinister features of this boarding school and the reasons why these children are treated differently emerge very very slowly through the book and the description of their treatment remains unclear till the end of the book. Purposely so. However, once one understands the very reason for their existence, the novels looses its tension, as the perpetual rotation of their interactions gets inconsequential when faced with their short destinies. While one can get attached to the main characters, the doom awaiting them blurs the relevance of their affairs and disputes. Maybe what got me so quickly distanced from the story is the complacency of these characters and the lack of rebellion against their treatment, unless of course it was the ultimate goal of Ishiguro to show that readers, as the “normal” characters in the story, would come to treat the other ones as not completely human… While the final scene about souvenirs and memories sounding like plastic trash trapped on barbed wires seems an easy line, I appreciated the slow construct of the art pieces of Tommy and the maybe too obvious link with their own destiny.

When searching for reviews about this book, I discovered a movie had been made out this book, in 2011, with the same title. And of which I had never heard either..! [Which made me realise the characters were all very young when they died.]

Nobel Prizes against le Pen!

Posted in Statistics with tags , , , , , , , , , , , on April 19, 2017 by xi'an

“Certains d’entre nous, lauréats du prix Nobel d’économie, ont été cités par des candidats à l’élection présidentielle française, notamment par Marine Le Pen et ses équipes, pour ­justifier un programme politique sur la question de l’Europe. Les signataires de cette lettre ont des po­sitions différentes sur les sujets complexes que sont l’union monétaire et les politiques de ­relance. ­Cependant, nos opinions convergent pour condamner cette instrumentalisation de la pensée économique dans le cadre de la campagne électorale française.

– La construction européenne est capitale non seulement pour maintenir la paix sur le continent mais également pour le progrès économique des Etats membres et leur pouvoir politique dans le monde.

– Les évolutions proposées par les programmes antieuropéens déstabiliseraient la France et re­mettraient en cause la coopération entre pays européens, qui assure aujourd’hui une stabilité économique et politique en Europe.

– Les politiques isolationnistes et protectionnistes et les dévaluations compétitives, toutes menées au détriment des autres pays, sont de dangereux moyens d’essayer de générer de la croissance. Elles entraînent des mesures de représailles et des guerres commerciales. Au final, elles se révéleront préjudiciables à la France ainsi qu’à ses partenaires commerciaux.

– Quand ils sont bien intégrés au marché du travail, les migrants peuvent être une opportunité économique pour le pays d’accueil. Plusieurs des pays les plus prospères au monde ont su accueillir et intégrer les émigrés.

– Il y a une grande différence entre choisir de ne pas rejoindre l’euro en premier lieu et en sortir après l’avoir adopté.

– Il faut renouveler les engagements de justice sociale, et ainsi garantir et développer l’équité et la protection sociale, en accord avec les valeurs traditionnelles de la France, de liberté, d’égalité et de fraternité. Mais l’on peut et l’on doit parvenir à cette protection sociale sans protectionnisme économique.

– Alors que l’Europe et le monde font face à des épreuves sans précédent, il faut plus de solidarité, pas moins. Les problèmes sont trop sérieux pour être confiés à des politiciens clivants.”

Angus Deaton (Princeton, prix Nobel en 2015), Peter Diamond (MIT, 2010), Robert Engle (NYU, 2003), Eugene Fama (Chicago, 2013), Lars Hansen (Chicago, 2013), Oliver Hart (Harvard, 2016), Bengt Holmström (MIT, 2016), Daniel Kahneman (Princeton, 2002), Finn Kydland (CMU, 2004), Eric Maskin (Harvard, 2007), Daniel McFadden (Berkeley, 2000), James Mirrlees (Cambridge, 1996), Robert Mundell (Columbia, 1999), Roger Myerson (Chicago, 2007), Edmund Phelps (Columbia, 2005), Chris Pissarides (LSE, 2010), Alvin Roth (Stanford, 2012), Amartya Sen (Harvard, 1998), William Sharpe (Stanford, 1990), Robert Shiller (Yale, 2013), Christopher Sims (Princeton, 2011), Robert Solow (Columbia, 1987), Michael Spence (Stanford, 2001), Joseph Stiglitz (Columbia, 2001), Jean Tirole (Toulouse School of Economics, 2014)

À la Sorbonne

Posted in pictures, University life with tags , , , , , , , on November 3, 2016 by xi'an

iuf16This morning, in Sorbonne,  I attended the opening ceremony for the 26th promotion of l’Institut Universitaire de France (IUF), as I had the incredible chance of being nominated a senior member of this French virtual institute this Spring and for the incoming five academic years. (I had been nominated once already, from 2010 to 2015.) This institute is virtual in that its members remain in their home university, with a comfortable grant that buys teaching off and provides research support. This morning ceremony was mostly attended by the new members and the main event was a talk by Jules Hoffmann, Medicine Nobel Prize in 2011, who gave a very engaging talk in immunity and his work on the characterisation of immunity, first on flies and then on humans. The setting was the Grand Ampithéâtre of the historical Sorbonne building, only used now for academic ceremonies such as this one. (And also rented for private events…)

David Cox gets the first International Prize in Statistics

Posted in pictures, Statistics, University life with tags , , , , , , , , on October 20, 2016 by xi'an

Just received an email from the IMS that Sir David Cox (Nuffield College, Oxford) has been awarded the International Prize in Statistics. As discussed earlier on the ‘Og, this prize is intended to act as the equivalent of a Nobel prize for statistics. While I still have reservations about the concept. I have none whatsoever about the nomination as David would have been my suggestion from the start. Congratulations to him for the Prize and more significantly for his massive contributions to statistics, with foundational, methodological and societal impacts! [As Peter Diggle, President of the Royal Statistical Society just pointed out, it is quite fitting that it happens on European Statistics day!]

like a rollin’ stone..!

Posted in Books, pictures with tags , , on October 13, 2016 by xi'an

an even more senseless taxi-ride

Posted in Books, Kids, pictures, Travel, University life with tags , , , , , , , , , on May 24, 2015 by xi'an

I was (exceptionally) working in (and for) my garden when my daughter shouted down from her window that John Nash had just died. I thus completed my tree trimming and went to check about this sad item of news. What I read made the news even sadder as he and his wife had died in a taxi crash in New Jersey, apparently for not wearing seat-belts, a strategy you would think far from minimax… Since Nash was in Norway a few days earlier to receive the 2015 Abel Prize, it may even be that the couple was on its way home back from the airport.  A senseless death for a Beautiful Mind.