Archive for physics

convergence of MCMC

Posted in Statistics with tags , , , , , , , , , on June 16, 2017 by xi'an

Michael Betancourt just posted on arXiv an historical  review piece on the convergence of MCMC, with a physical perspective.

“The success of these of Markov chain Monte Carlo, however, contributed to its own demise.”

The discourse proceeds through augmented [reality!] versions of MCMC algorithms taking advantage of the shape and nature of the target distribution, like Langevin diffusions [which cannot be simulated directly and exactly at the same time] in statistics and molecular dynamics in physics. (Which reminded me of the two parallel threads at the ICMS workshop we had a few years ago.) Merging into hybrid Monte Carlo, morphing into Hamiltonian Monte Carlo under the quills of Radford Neal and David MacKay in the 1990’s. It is a short entry (and so is this post), with some background already well-known to the community, but it nonetheless provides a perspective and references rarely mentioned in statistics.

melting hot!

Posted in Kids, pictures, Travel with tags , , , , on September 29, 2015 by xi'an

Despite majoring in her Physics class last year, my daughter forgot that microwaves are not very friendly to metal objects. Like this coffee tumbler I had brought back from Seattle, albeit not from Starbucks. The plastic part melted really well, even though the microwave oven resisted the experiment… And the coffee inside as well.

Statistics done wrong [book review]

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , on March 16, 2015 by xi'an

no starch press (!) sent me the pdf version of this incoming book, Statistics done wrong, by Alex Reinhart, towards writing a book review for CHANCE, and I read it over two flights, one from Montpellier to Paris last week, and from Paris to B’ham this morning. The book is due to appear on March 16. It expands on a still existing website developed by Reinhart. (Discussed a year or so away on Andrew’s blog, most in comments, witness Andrew’s comment below.) Reinhart who is, incidentally or not, is a PhD candidate in statistics at Carnegie Mellon University. After apparently a rather consequent undergraduate foray into physics. Quite an unusual level of maturity and perspective for a PhD student..!

“It’s hard for me to evaluate because I am so close to the material. But on first glance it looks pretty reasonable to me.” A. Gelman

Overall, I found myself enjoying reading the book, even though I found the overall picture of the infinitely many mis-uses of statistics rather grim and a recipe for despairing of ever setting things straight..! Somehow, this is an anti-textbook, in that it warns about many ways of applying the right statistical technique in the wrong setting, without ever describing those statistical techniques. Actually without using a single maths equation. Which should be a reason good enough for me to let all hell break loose on that book! But, no, not really, I felt no compunction about agreeing with Reinhart’s warning and if you have reading Andrew’s blog for a while you should feel the same…

“Then again for a symptom like spontaneous human combustion you might get excited about any improvement.” A. Reinhart (p.13)

Maybe the limitation in the exercise is that statistics appears so much fraught with dangers of over-interpretation and false positive and that everyone (except physicists!) is bound to make such invalidated leaps in conclusion, willingly or not, that it sounds like the statistical side of Gödel’s impossibility theorem! Further, the book moves from recommendation at the individual level, i.e., on how one should conduct an experiment and separate data for hypothesis building from data for hypothesis testing, to a universal criticism of the poor standards of scientific publishing and the unavailability of most datasets and codes. Hence calling for universal reproducibility protocols that reminded of the directions explored in this recent book I reviewed on that topic. (The one the rogue bird did not like.) It may be missing on the bright side of things, for instance the wonderful possibility to use statistical models to produce simulated datasets that allow for an evaluation of the performances of a given procedure in the ideal setting. Which would have helped the increasingly depressed reader in finding ways of checking how wrongs things could get..! But also on the dark side, as it does not say much about the fact that a statistical model is most presumably wrong. (Maybe a physicist’s idiosyncrasy!) There is a chapter entitled Model Abuse, but all it does is criticise stepwise regression and somehow botches the description of Simpson’s paradox.

“You can likely get good advice in exchange for some chocolates or a beer or perhaps coauthorship on your next paper.” A. Reinhart (p.127)

The final pages are however quite redeeming in that they acknowledge that scientists from other fields cannot afford a solid enough training in statistics and hence should hire statisticians as consultants for the data collection, analysis and interpretation of their experiments. A most reasonable recommendation!

O’Bayes 2013 [#2]

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , on December 19, 2013 by xi'an

IMG_2193Another day at O’Bayes 2013, recovering from the flow of reminiscences of yesterday. Talks from Guido Consonni on running reference model selection in complex designs, from Dimitris Fouskakis on integrating out imaginary observations in a g-prior, which seems to bring more sparsity than the hyper-g prior in variable selection, from François Perron on Bayesian inference for copulas, with an innovative parametrisation and links with Polya trees, from Nancy Reid and Laura Ventura on likelihood approximations and pseudo-likelihoods, offering a wide range of solutions for ABC (or BC) references (with the lingering question of the validation of the approximation for a given sample, as discussed by Brunero Liseo) and from two physicists to conclude the day! Tomorrow is the final day and I hope I can go running a last time in the woods before the flights back to Paris.

Mathematics and realism

Posted in Books with tags , , , , , , , , , , , on November 27, 2010 by xi'an

I read in Liberation a rather surprising tribune (in French) by “Yann Moix, writer”. The starting point is a criticism of Stephen Hawking (and Leonard Mlodinow)’s recent book The Grand Design, With regards to its conclusion that a god is not necessary to explain the creation and the working of the Universe: “It is not necessary to invoke God to light the blue touch paper and set the universe going.” I haven’t read Hawking’s book (although I briefly considered buying it in London last time I was there, here is a Guardian review), I had never heard before of this (controversial) writer, and I do not see the point in debating about supernatural beings (except when reviewing a fantasy book!). However, the arguments of Moix are rather limited from a philosophical viewpoint.

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