## Archive for reading list

## reading pile for X break

Posted in Books, pictures, Statistics, Travel, University life with tags AIQ, algorithms, beauty, book reviews, Cahiers du CNRS, CNRS, computer science, Deborah Mayo, England, mathematics, NIck Polson, reading list, Scotland, severe testing, University of Warwick on December 28, 2018 by xi'an## marauders of the lost sciences

Posted in Books, Statistics, University life with tags blogging, classics, graduate course, marauders of Gor, R.A. Fisher, Raiders of the Lost Ark, reading list on October 26, 2014 by xi'an**T**he editors of a new blog entitled Marauders of the Lost Sciences (Learn from the giants) sent me an email to signal the start of this blog with a short excerpt from a giant in maths or stats posted every day:

There is a new blog I wanted to tell you about which excerpts one interesting or classic paper or book a day from the mathematical sciences. We plan on daily posting across the range of mathematical fields and at any level, but about 20-30% of the posts in queue are from statistics. The goal is to entice people to read the great works of old. The first post today was from an old paper by Fisher applying Group Theory to the design of experiments.

Interesting concept, which will hopefully generate comments to put the quoted passage into context. Somewhat connected to my Reading Statistical Classics posts. Which ~~incidentally if sadly will not take place this year since only two students registered.~~ should take place in the end since more students registered! (I am unsure about the references behind the title of that blog, besides Spielberg’s Raiders of the Lost Ark and Norman’s Marauders of Gor… I just hope Statistics does not qualify as a lost science!)

## X’mas bookreads

Posted in Books, Kids, Travel with tags Christmas, Edinburgh, Ian Rankin, Milo Weaver, Patrick Rothfuss, reading list, Scottish crime novel, Tad Williams, the lies of Locke Lamora, tourism on January 11, 2014 by xi'an**E**ven though I am beyond schedule at several levels of reality, I took some time off during the X’mas break to read a few of the books from my to-read pile. The first one was *The Dirty Streets of Heaven* by Tad Williams. While I read two fantasy series by Williams, *Memory, Sorrow and Thorn*, and Shadowmarch, which major drawback was that they both were unnecessarily long, this short novel is a mix of urban fantasy and of detective story, except that the detective working for Heaven in our current universe and fighting the “Opposition”, i.e. Hell, at every moment. This may sound quite a weird setting, but I nonetheless enjoyed the plot, the characters and the witty dialogues (as in “a man big enough to have his own zip code”). There were some lengthy parts, inevitably, but the whole scheme was addictive enough that I read it within two days. Now, there is a second (and then a third) volume in the series that does not sound up to par, judging from the amazon reviews. But this first volume got a very positive review from Patrick Rothfuss and it can be read on its own.

**T**he second book I read over the vacations in Chamonix is Olen Steinhauer’s An American spy. This is the third instalment in the stories of Milo Weaver, the never-truly-retired Tourist. The volume is more into tying loose ends from previous books than into creating a new compelling story, even though it plays on the disappearance of loved ones and on a maze of double- and triple-agents. The fact that the story is told from many perspectives does not help (it is as if Weaver is now a secondary character) and the conclusion is fairly anticlimactic. A bit of nitpicking: a couple of spies (Tourists) travel to Jeddah in Saudi Arabia on a tourist visa, but there is no such thing as a Saudi tourist visa. Plus, the behaviour of the characters there is incompatible with the strict laws of Saudi Arabia.

**A** third book completed during those vacations is Gutted, by Tony Black. (I had actually bought this book in Warwick for my son’ British studies project but he did not look further than the backcover.) The book is taking place in Edinburgh, starting on Corstorphine Hill with a dog beating, and continuing in the seediest estates of Edinburgh where dog fights are parts of the shadow economy. The main character of the novel is the anti-hero Gus Drury, who is engaged so thoroughly in self-destruction that he would make John Rebus sound like a teetotaller! Gus is an ex-journalist who lost his job and wife to scoosh, running a pub with the help of two friends. Why he gets involved in an investigation remains unclear to me for the whole book: While Black has been hailed as a beacon for Celtic Noir, and while the style is gritty and enjoyable, I find the plot a wee bit shallow, with an uncomfortable number of coincidences. While finding this book was like discovering a long lost sibling of Rankin’s Rebus, with a pleasurable stroll through Edinburgh (!), I am far from certain I can contemplate reading the whole series…

**L**astly, I read (most of) Giant Thief, by David Tallerman. By bits. This may be the least convincing book in the list. The story is one of a thief who finds himself enrolled in an army he has no reason to support and steals an artefact which value he is unaware of when deserting, along with a giant. The pursuit drags on forever. There are many reasons I disliked the book: the plot is shallow, the main character is the ultimate cynic, with not enough depth to build upon. Definitely missing the sparkling charm of the Lies of Locke Lamorra.

## Reading list for ABC PhD course

Posted in pictures, Statistics, University life with tags ABC, CREST, Paris, PhD course, reading list on February 3, 2012 by xi'an**A**s the ABC PhD course at CREST is about to start (!), I am thinking of setting a few on-line papers to read. Since the most specific topic is ABC convergence, here is the reading list:

- Blum M.G.B. (2010) Approximate Bayesian Computation: a nonparametric perspective.
*Journal of the American Statistical Association*, 105: 1178-1187 - Dean, T.A., Sumeetpal, Singh S.S., Jasra, A. and Peters, G.W. (2010) Parameter Estimation for Hidden Markov Models with Intractable Likelihoods. Cambridge University Engineering Department Technical Report 66, arXiv:1103.5399v1
- Fearnhead, P. and Prangle, D. (2012) Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation.
*J. Royal Statistical Society (Series B)* - Marin, J.-M., Pillai, N., Robert, C.P. and Rousseau, J. (2011) Relevant statistics for Bayesian model choice. arXiv:1110.4700
- Robert, C.P., Cornuet, J.-M., Marin, J.-M. and Pillai, N.S. (2011) Lack of confidence in approximate Bayesian computational (ABC) model choice.
*PNAS (Open Access)*. 108(37), 15112-15117, arXiv:1102.4432 - Wilkinson, R. (2008) Approximate Bayesian computation (ABC) gives exact results under the assumption of model error. arXiv:0811.3355

## Top 15 (and more)

Posted in Statistics, University life with tags Bayesian statistics, classics, R.A. Fisher, reading list, Thomas Bayes on July 1, 2010 by xi'anThanks to the 211 votes on the papers, here are the selected top ten:

- B. Efron (1979) Bootstrap methods: another look at the jacknife Annals of Statistics
- R. Tibshirani (1996) Regression shrinkage and selection via the lasso J. Royal Statistical Society
- A.P. Dempster, N.M. Laird and D.B. Rubin (1977) Maximum likelihood from incomplete data via the EM algorithm J. Royal Statistical Society
- Y. Benjamini & Y. Hochberg (1995) Controlling the false discovery rate: a practical and powerful approach to multiple testing. J. Royal Statistical Society
- W.K.Hastings (1970) Monte Carlo sampling methods using Markov chains and their applications, Biometrika
- J. Neyman & E.S. Pearson (1933) On the problem of the most efficient test of statistical hypotheses Philosophical Trans. Royal Statistical Society London
- D.R. Cox (1972) Regression models and life-table J. Royal Statistical Society
- A. Gelfand & A.F.M. Smith (1990) Sampling-based approaches to calculating marginal densities J. American Statistical Assoc.
- C. Stein (1981) Estimation of the mean of a multivariate normal distribution Annals of Statistics
- J.O. Berger & T. Sellke (1987) Testing a point null hypothesis: the irreconciability of p-values and evidence J. American Statistical Assoc

Which ones should I now add? First, Steve Fienberg pointed out to me the reading list he wrote in 2005 for the iSBA Bulletin. Out of which I must select a few ones:

- A. Birnbaum (1962) On the Foundations of Statistical Inference J. American Statistical Assoc.
- D.V. Lindley & A.F.M. Smith (1972) Bayes Estimates for the Linear Model J. Royal Statistical Society
- J.W.Tukey (1962) The future of data analysis. Annals of Mathematical Statistics
- L. Savage (1976) On Rereading R.A. Fisher Annals of Statistics

And then from other readers, including Andrew, I must also pick:

- H. Akaike (1973). Information theory and an extension of the maximum likelihood principle. Proc. Second Intern. Symp. Information Theory, Budapest
- D.B. Rubin (1976). Inference and missing data. Biometrika
- G. Wahba (1978). Improper priors, spline smoothing and the problem of guarding against model errors in regression. J. Royal Statistical Society
- G.W. Imbens and J.D. Angrist (1994). Identification and estimation of local average treatment effects. Econometrica.
- Box, G.E.P. and Lucas, H.L (1959) Design of experiments in nonlinear situations. Biometrika
- S. Fienberg (1972) The multiple recapture census for closed populations and incomplete 2
^{k}contingency tables Biometrika

Of course, there are others that come close to the above, like Besag’s 1975 Series B paper. Or Fisher’s 1922 foundational paper. But the list is already quite long. (In case you wonder, I would not include Bayes’ 1763 paper in the list, as it is just too remote from statistics.)