Archive for Nobel Prize

AIQ [book review]

Posted in Books, Statistics with tags , , , , , , , , , , , , , , , , , , on January 11, 2019 by xi'an

AIQ was my Christmas day read, which I mostly read while the rest of the household was still sleeping. The book, written by two Bayesians, Nick Polson and James Scott, was published before the ISBA meeting last year, but I only bought it on my last trip to Warwick [as a Xmas present]. This is a pleasant book to read, especially while drinking tea by the fire!, well-written and full of facts and anecdotes I did not know or had forgotten (more below). Intended for a general audience, it is also quite light, from a technical side, rather obviously, but also from a philosophical side. While strongly positivist about the potential of AIs for the general good, it cannot be seen as an antidote to the doomlike Superintelligence by Nick Bostrom or the more factual Weapons of Maths Destruction by Cathy O’Neal. (Both commented on the ‘Og.)

Indeed, I find the book quite benevolent and maybe a wee bit too rosy in its assessment of AIs and the discussion on how Facebook and Russian intervention may have significantly to turn the White House Orange is missing [imho] the viral nature of the game, when endless loops of highly targeted posts can cut people from the most basic common sense. While the authors are “optimistic that, given the chance, people can be smart enough”, I do reflect on the sheer fact that the hoax that Hillary Clinton was involved in a child sex ring was ever considered seriously by people. To the point of someone shooting at the pizza restaurant. And I hence am much less optimistic at the ability for a large enough portion of the population, not even the majority, to keep a critical distance from the message carried by AI driven media. Similarly, while Nick and James point out (rather late in the book) that big data (meaning large data) is not necessarily good data for being unrepresentative at the population at large, they do not propose (in the book) highly convincing solutions to battle bias in existing and incoming AIs. Leading to a global worry that AIs may do well for a majority of the population and discriminate against a minority by the same reasoning. As described in Cathy O’Neal‘s book, and elsewhere, proprietary software does not even have to explain why it discriminates. More globally, the business school environment of the authors may have prevented them from stating a worry on the massive power grab by the AI-based companies, which genetically grow with little interest in democracy and states, as shown (again) by the recent election or their systematic fiscal optimisation. Or by the massive recourse to machine learning by Chinese authorities towards a social credit system grade for all citizens.

“La rage de vouloir conclure est une des manies les plus funestes et les plus stériles qui appartiennent à l’humanité. Chaque religion et chaque philosophie a prétendu avoir Dieu à elle, toiser l’infini et connaître la recette du bonheur.” Gustave Flaubert

I did not know about Henrietta Leavitt’s prediction rule for pulsating stars, behind Hubble’s discovery, which sounds like an astronomy dual to Rosalind Franklin’s DNA contribution. The use of Bayes’ rule for locating lost vessels is also found in The Theorem that would not die. Although I would have also mentioned its failure in locating Malaysia Airlines Flight 370. I had also never heard the great expression of “model rust. Nor the above quote from Flaubert. It seems I have recently spotted the story on how a 180⁰ switch in perspective on language understanding by machines brought the massive improvement that we witness today. But I cannot remember where. And I have also read about Newton missing the boat on the precision of the coinage accuracy (was it in Bryson’s book on the Royal Society?!), but with less neutral views on the role of Newton in the matter, as the Laplace of England would have benefited from keeping the lax measures of assessment.

Great to see friendly figures like Luke Bornn and Katherine Heller appearing in the pages. Luke for his work on the statistical analysis of basketball games, Katherine  for her work on predictive analytics in medicine. Reflecting on the missed opportunities represented by the accumulation of data on any patient throughout their life that is as grossly ignored nowadays as it was at Nightingale‘s time. The message of the chapter [on “The Lady with the Lamp”] may again be somewhat over-optimistic: while AI and health companies see clear incentives in developing more encompassing prediction and diagnostic techniques, this will only benefit patients who can afford the ensuing care. Which, given the state of health care systems in the most developed countries, is an decreasing proportion. Not to mention the less developed countries.

Overall, a nice read for the general public, de-dramatising the rise of the machines!, and mixing statistics and machine learning to explain the (human) intelligence behind the AIs. Nothing on the technical side, to be sure, but this was not the intention of the authors.

bootstrap in Nature

Posted in Statistics with tags , , , , , , , , , , on December 29, 2018 by xi'an

A news item in the latest issue of Nature I received about Brad Efron winning the “Nobel Prize of Statistics” this year. The bootstrap is certainly an invention worth the recognition, not to mention Efron’s contribution to empirical Bayes analysis,, even though I remain overall reserved about the very notion of a Nobel prize in any field… With an appropriate XXL quote, who called the bootstrap method the ‘best statistical pain reliever ever produced’!

Vidiadhar Surajprasad Naipaul (1932-2018)

Posted in Books, pictures, Travel with tags , , , , , , , , , , on August 13, 2018 by xi'an

 

I heard of the death of the writer V.S. Naipal late today, after arriving on the North coast of Vancouver Island. While not familiar with many of his books, I remember reading a House for Mr. Biswas and A Bend in the River in the mid 80’s, following a suggestion by my late friend José de Sam Lazaro, who was a professor in Rouen when I was doing my PhD there and with whom I would travel from Paris to Rouen by the first morning train… As most suggestions from José, it was an eye-opener on different views and different stories, as well as a pleasure to read the crisp style of Naipaul. Who thus remains inextricably linked with my memories of José. I also remember later discussing with, by postal letters, while in Purdue, on the strength of Huston’s The Dead, the last and possibly best novel of Joyce’s Dubliners, which stroke me as expressing so clearly and deeply the final feelings of utter failure of Conroy, Gretta’s husband. As well as his defense of Forman’s Amadeus!

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…)