## 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’!

## visual effects

Posted in Books, pictures, Statistics with tags , , , , , , , , , , , on November 2, 2018 by xi'an

As advertised and re-discussed by Dan Simpson on the Statistical Modeling, &tc. blog he shares with Andrew and a few others, the paper Visualization in Bayesian workflow he wrote with Jonah Gabry, Aki Vehtari, Michael Betancourt and Andrew Gelman was one of three discussed at the RSS conference in Cardiff, last week month, as a Read Paper for Series A. I had stored the paper when it came out towards reading and discussing it, but as often this good intention led to no concrete ending. [Except concrete as in concrete shoes…] Hence a few notes rather than a discussion in Series B A.

Exploratory data analysis goes beyond just plotting the data, which should sound reasonable to all modeling readers.

Fake data [not fake news!] can be almost [more!] as valuable as real data for building your model, oh yes!, this is the message I am always trying to convey to my first year students, when arguing about the connection between models and simulation, as well as a defense of ABC methods. And more globally of the very idea of statistical modelling. While indeed “Bayesian models with proper priors are generative models”, I am not particularly fan of using the prior predictive [or the evidence] to assess the prior as it may end up in a classification of more or less all but terrible priors, meaning that all give very little weight to neighbourhoods of high likelihood values. Still, in a discussion of a TAS paper by Seaman et al. on the role of prior, Kaniav Kamary and I produced prior assessments that were similar to the comparison illustrated in Figure 4. (And this makes me wondering which point we missed in this discussion, according to Dan.)  Unhappy am I with the weakly informative prior illustration (and concept) as the amount of fudging and calibrating to move from the immensely vague choice of N(0,100) to the fairly tight choice of N(0,1) or N(1,1) is not provided. The paper reads like these priors were the obvious and first choice of the authors. I completely agree with the warning that “the utility of the the prior predictive distribution to evaluate the model does not extend to utility in selecting between models”.

MCMC diagnostics, beyond trace plots, yes again, but this recommendation sounds a wee bit outdated. (As our 1998 reviewww!) Figure 5(b) links different parameters of the model with lines, which does not clearly relate to a better understanding of convergence. Figure 5(a) does not tell much either since the green (divergent) dots stand within the black dots, at least in the projected 2D plot (and how can one reach beyond 2D?) Feels like I need to rtfm..!

“Posterior predictive checks are vital for model evaluation”, to wit that I find Figure 6 much more to my liking and closer to my practice. There could have been a reference to Ratmann et al. for ABC where graphical measures of discrepancy were used in conjunction with ABC output as direct tools for model assessment and comparison. Essentially predicting a zero error with the ABC posterior predictive. And of course “posterior predictive checking makes use of the data twice, once for the fitting and once for the checking.” Which means one should either resort to loo solutions (as mentioned in the paper) or call for calibration of the double-use by re-simulating pseudo-datasets from the posterior predictive. I find the suggestion that “it is a good idea to choose statistics that are orthogonal to the model parameters” somewhat antiquated, in that this sounds like rephrasing the primeval call to ancillary statistics for model assessment (Kiefer, 1975), while pretty hard to implement in modern complex models.

## free and graphic session at RSS 2018 in Cardiff

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on July 11, 2018 by xi'an

Reposting an email I received from the Royal Statistical Society, this is to announce a discussion session on three papers on Data visualization in Cardiff City Hall next September 5, as a free part of the RSS annual conference. (But the conference team must be told in advance.)

Paper:             ‘Visualizing spatiotemporal models with virtual reality: from fully immersive environments to applications in stereoscopic view

Authors:         Stefano Castruccio (University of Notre Dame, USA) and Marc G. Genton and Ying Sun (King Abdullah University of Science and Technology, Thuwal)

Paper:             Visualization in Bayesian workflow’

Authors:            Jonah Gabry (Columbia University, New York), Daniel Simpson (University of Toronto), Aki Vehtari (Aalto University, Espoo), Michael Betancourt (Columbia University, New York, and Symplectomorphic, New York) and Andrew Gelman (Columbia University, New York)

Paper:             ‘Graphics for uncertainty’

Authors:         Adrian W. Bowman (University of Glasgow)

PDFs and supplementary files of these papers from StatsLife and the RSS website. As usual, contributions can be sent in writing, with a deadline of September 19.

## extra glass of wine? 30mn, please…

Posted in pictures, Statistics, Wines with tags , , , , , on April 20, 2018 by xi'an

As I was reading The Guardian early today, I came across this entry on how an extra glass (17.5cl) glass of wine was equivalent to 30mn less of life (expectancy), above the recommended maximum of five glass a week. As explained by Prof of Risk David Spiegelhalter himself! The Lancet study behind this analysis stated that “early deaths rose when more than 100g per week, which is five to six glasses of wine or pints of beer, was consumed.” So be careful!!!

## the DeepMind debacle

Posted in Books, Statistics, Travel with tags , , , , , , , , on August 19, 2017 by xi'an

“I hope for a world where data is at the heart of understanding and decision making. To achieve this we need better public dialogue.” Hetan Shah

As I was reading one of the Nature issues I brought on vacations, while the rain was falling on an aborted hiking day on the fringes of Monte Rosa, I came across a 20 July tribune by Hetan Shah, executive director of the RSS. A rare occurrence of a statistician’s perspective in Nature. The event prompting this column is the ruling against the Royal Free London hospital group providing patient data to DeepMind for predicting kidney. Without the patients’ agreement. And with enough information to identify the patients. The issues raised by Hetan Shah are that data transfers should become open, and that they should be commensurate in volume and details to the intended goals. And that public approval should be seeked. While I know nothing about this specific case, I find the article overly critical of DeepMind, which interest in health related problems is certainly not pure and disinterested but nonetheless can contribute advances in (personalised) care and prevention through its expertise in machine learning. (Disclaimer: I have neither connection nor conflict with the company!) And I do not see exactly how public approval or dialogue can help in making progress in handling data, unless I am mistaken in my understanding of “the public”. The article mentions the launch of a UK project on data ethics, involving several [public] institutions like the RSS: this is certainly commandable and may improve personal data is handled by companies, but I would not call this conglomerate representative of the public, which most likely does not really trust these institutions either…

## Series B’log

Posted in Books, Statistics, University life with tags , , , , on May 31, 2017 by xi'an

Since the above announcement in the RSS newsletter a few months ago, about the Series B’log coming to life, I have received exactly zero comments from readers, despite several authors kindly contributing an extended abstract of their paper. And announcements to various societies…

Hence I now seriously wonder at the survival probability of the blog, given this collective lack of interest. It may be that the information did not reach enough people (despite my mentioning its existence on each talk I give abroad). It may be that the blog still sounds like “under construction”, in which case I’d like to hear suggestions to make it look more definitive! But overall I remain fairly pessimistic [even conditional on my Gallic gloom] about our chances of success with this experiment which could have turned every Series B paper into a potential discussion paper!

## an elegant result on exponential spacings

Posted in Statistics with tags , , , , , , , , , , , , , on April 19, 2017 by xi'an

A question on X validated I spotted in the train back from Lyon got me desperately seeking a reference in Devroye’s Generation Bible despite the abyssal wireless and a group of screeching urchins a few seats away from me… The question is about why

$\sum_{i=1}^{n}(Y_i - Y_{(1)}) \sim \text{Gamma}(n-1, 1)$

when the Y’s are standard exponentials. Since this reminded me immediately of exponential spacings, thanks to our Devroye fan-club reading group in Warwick,  I tried to download Devroye’s Chapter V and managed after a few aborts (and a significant increase in decibels from the family corner). The result by Sukhatme (1937) is in plain sight as Theorem 2.3 and is quite elegant as it relies on the fact that

$\sum_{i=1}^n y_i=\sum_{j=1}^n (n-j+1)(y_{(j)}-y_{(j-1)})=\sum_{j=2}^n (y_{(j)}-y_{(1)})$

hence sums up as a mere linear change of variables! (Pandurang Vasudeo Sukhatme (1911–1997) was an Indian statistician who worked on human nutrition and got the Guy Medal of the RSS in 1963.)