## expectation-propagation from Les Houches

Posted in Books, Mountains, pictures, Statistics, University life with tags , , , , , , , , , , on February 3, 2016 by xi'an

As CHANCE book editor, I received the other day from Oxford University Press acts from an École de Physique des Houches on Statistical Physics, Optimisation, Inference, and Message-Passing Algorithms that took place there in September 30 – October 11, 2013.  While it is mostly unrelated with Statistics, and since Igor Caron already reviewed the book a year and more ago, I skimmed through the few chapters connected to my interest, from Devavrat Shah’s chapter on graphical models and belief propagation, to Andrea Montanari‘s denoising and sparse regression, including LASSO, and only read in some detail Manfred Opper’s expectation propagation chapter. This paper made me realise (or re-realise as I had presumably forgotten an earlier explanation!) that expectation propagation can be seen as a sort of variational approximation that produces by a sequence of iterations the distribution within a certain parametric (exponential) family that is the closest to the distribution of interest. By writing the Kullback-Leibler divergence the opposite way from the usual variational approximation, the solution equates the expectation of the natural sufficient statistic under both models… Another interesting aspect of this chapter is the connection with estimating normalising constants. (I noticed a slight typo on p.269 in the final form of the Kullback approximation q() to p().

## The Unimaginable Mathematics of Borges’ Library of Babel [book review]

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , on September 30, 2014 by xi'an

This is a book I carried away from JSM in Boston as the Oxford University Press representative kindly provided my with a copy at the end of the meeting. After I asked for it, as I was quite excited to see a book linking Jorge Luis Borges’ great Library of Babel short story with mathematical concepts. Even though many other short stories by Borges have a mathematical flavour and are bound to fascinate mathematicians, the Library of Babel is particularly prone to mathemati-sation as it deals with the notions of infinite, periodicity, permutation, randomness… As it happens, William Goldbloom Bloch [a patronym that would surely have inspired Borges!], professor of mathematics at Wheaton College, Mass., published the unimaginable mathematics of Borges’ Library of Babel in 2008, so this is not a recent publication. But I had managed to miss through the several conferences where I stopped at OUP exhibit booth. (Interestingly William Bloch has also published a mathematical paper on Neil Stephenson’s Cryptonomicon.)

Now, what is unimaginable in the maths behind Borges’ great Library of Babel??? The obvious line of entry to the mathematical aspects of the book is combinatorics: how many different books are there in total? [Ans. 10¹⁸³⁴⁰⁹⁷…] how many hexagons are needed to shelf that many books? [Ans. 10⁶⁸¹⁵³¹…] how long would it take to visit all those hexagons? how many librarians are needed for a Library containing all volumes once and only once? how many different libraries are there [Ans. 1010⁶…] Then the book embarks upon some cohomology, Cavalieri’s infinitesimals (mentioned by Borges in a footnote), Zeno’s paradox, topology (with Klein’s bottle), graph theory (and the important question as to whether or not each hexagon has one or two stairs), information theory, Turing’s machine. The concluding chapters are comments about other mathematical analysis of Borges’ Grand Œuvre and a discussion on how much maths Borges knew.

So a nice escapade through some mathematical landscapes with more or less connection with the original masterpiece. I am not convinced it brings any further dimension or insight about it, or even that one should try to dissect it that way, because it kills the poetry in the story, especially the play around the notion(s) of infinite. The fact that the short story is incomplete [and short on details] makes its beauty: if one starts wondering at the possibility of the Library or at the daily life of the librarians [like, what do they eat? why are they there? where are the readers? what happens when they die? &tc.] the intrusion of realism closes the enchantment! Nonetheless, the unimaginable mathematics of Borges’ Library of Babel provides a pleasant entry into some mathematical concepts and as such may initiate a layperson not too shy of maths formulas to the beauty of mathematics.

## straightforward statistics [book review]

Posted in Books, Kids, Statistics, University life with tags , , , , , , , on July 3, 2014 by xi'an

“I took two different statistics courses as an undergraduate psychology major [and] four different advanced statistics classes as a PhD student.” G. Geher

Straightforward Statistics: Understanding the Tools of Research by Glenn Geher and Sara Hall is an introductory textbook for psychology and other social science students. (That Oxford University Press sent me for review in CHANCE. Nice cover, by the way!) I can spot the purpose behind the title, purpose heavily stressed anew in the preface and the first chapter, but it nonetheless irks me as conveying the message that one semester of reasonable diligence in class will suffice to any college students to “not only understanding research findings from psychology, but also to uncovering new truths about the world and our place in it” (p.9). Nothing less. While, in essence, it covers the basics found in all introductory textbooks, from descriptive statistics to ANOVA models. The inclusion of “real research examples” in the chapters of the book rather demonstrates how far from real research a reader of the book would stand… Continue reading