Archive for polymath

Le Monde sans puzzle #933

Posted in Books, Kids, Statistics, University life with tags , , , , , on October 17, 2015 by xi'an

While Le Monde mathematical puzzle is purely geometric this week

If twelve points in a plane are such that, for any 5-uplet of those, at least 4 are on the same circle, and if M is the largest number of those points on the same circle, what is the minimal value of M?

and not straightforward to solve with an R code, there are several entries of interest in the Sciences and Medicine leaflet. One about capture-mark-recapture: making fun of a PLOS One paper on a capture-recapture study about the movements of bed bugs in New Jersey apartments. Another one on the resolution by Terry Tao of Erdös’ discrepancy conjecture. Which states that. for any (deterministic) sequence f:N{1,+1} taking values in {1,+1}, the discrepancy of f is infinite, when the discrepancy is defined as

\sup_{n,d} \left|\sum_{j=1}^n f(jd)\right|

The entry in Le Monde tells the story of the derivation of the result and in particular the role of the Polymath5 project launched by Tao. It is interesting it is such a hard problem when considering the equivalent for a random sequence, which is more or less the gambler’s ruin result of Huygens. And a third entry on the explosion of the predatory journals, which publish essentially every submission in open access provided the authors accept to pay “charges”. And borrow titles and formats from existing reviews to a point where they can fool authors…

testing via credible sets

Posted in Statistics, University life with tags , , , , , , , , , , , on October 8, 2012 by xi'an

Måns Thulin released today an arXiv document on some decision-theoretic justifications for [running] Bayesian hypothesis testing through credible sets. His main point is that using the unnatural prior setting mass on a point-null hypothesis can be avoided by rejecting the null when the point-null value of the parameter does not belong to the credible interval and that this decision procedure can be validated through the use of special loss functions. While I stress to my students that point-null hypotheses are very unnatural and should be avoided at all cost, and also that constructing a confidence interval is not the same as designing a test—the former assess the precision in the estimation, while the later opposes two different and even incompatible models—, let us consider Måns’ arguments for their own sake.

The idea of the paper is that there exist loss functions for testing point-null hypotheses that lead to HPD, symmetric and one-sided intervals as acceptance regions, depending on the loss func. This was already found in Pereira & Stern (1999). The issue with these loss functions is that they involve the corresponding credible sets in their definition, hence are somehow tautological. For instance, when considering the HPD set and T(x) as the largest HPD set not containing the point-null value of the parameter, the corresponding loss function is

L(\theta,\varphi,x) = \begin{cases}a\mathbb{I}_{T(x)^c}(\theta) &\text{when }\varphi=0\\ b+c\mathbb{I}_{T(x)}(\theta) &\text{when }\varphi=1\end{cases}

parameterised by a,b,c. And depending on the HPD region.

Måns then introduces new loss functions that do not depend on x and still lead to either the symmetric or the one-sided credible intervals.as acceptance regions. However, one test actually has two different alternatives (Theorem 2), which makes it essentially a composition of two one-sided tests, while the other test returns the result to a one-sided test (Theorem 3), so even at this face-value level, I do not find the result that convincing. (For the one-sided test, George Casella and Roger Berger (1986) established links between Bayesian posterior probabilities and frequentist p-values.) Both Theorem 3 and the last result of the paper (Theorem 4) use a generic and set-free observation-free loss function (related to eqn. (5.2.1) in my book!, as quoted by the paper) but (and this is a big but) they only hold for prior distributions setting (prior) mass on both the null and the alternative. Otherwise, the solution is to always reject the hypothesis with the zero probability… This is actually an interesting argument on the why-are-credible-sets-unsuitable-for-testing debate, as it cannot bypass the introduction of a prior mass on Θ0!

Overall, I furthermore consider that a decision-theoretic approach to testing should encompass future steps rather than focussing on the reply to the (admittedly dumb) question is θ zero? Therefore, it must have both plan A and plan B at the ready, which means preparing (and using!) prior distributions under both hypotheses. Even on point-null hypotheses.

Now, after I wrote the above, I came upon a Stack Exchange page initiated by Måns last July. This is presumably not the first time a paper stems from Stack Exchange, but this is a fairly interesting outcome: thanks to the debate on his question, Måns managed to get a coherent manuscript written. Great! (In a sense, this reminded me of the polymath experiments of Terry Tao, Timothy Gower and others. Meaning that maybe most contributors could have become coauthors to the paper!)