**S**ummer is off, Fall is back, as now the open air swimming pool has closed, the park opens too late for my schedule, shorts have all but disappeared from the streets and classrooms, the last raspberries have dried out, green tomatoes in my garden are unlikely to get any redder, the ant traps are no longer needed, the watering hose has been stored inside along the umbrella, and eating outdoors becomes a challenge, but the return from the traditional August vacation break has seen an explosion in the number of cyclists on my way to Dauphine, meaning I end up on most trips biking with (or against) other [100% nuke free] cyclists, with an improved trip duration (if not safer trips!). And no connection with the free fall tee!

## Archive for short course

## free Fall

Posted in Statistics with tags cycle path, Fall, Porte Dauphine, raspberries, red light, short course, summer, tomatoes on September 15, 2018 by xi'an## whiteout in Les Diablerets [jatp]

Posted in Mountains, pictures, Travel with tags adap'skii, Grand Combin, Les Diablerets, short course, Suisse Occidentale, Switzerland, Valais on February 5, 2017 by xi'an## Cancún, ISBA 2014 [day #0]

Posted in Statistics, Travel, University life with tags ABC, Cancún, Caribean sea, ISBA, Jim Berger, Mexico, short course, sunglasses, Valencia conferences on July 17, 2014 by xi'an**D**ay zero at ISBA 2014! The relentless heat outside (making running an ordeal, even at 5:30am…) made the (air-conditioned) conference centre the more attractive. Jean-Michel Marin and I had a great morning teaching our ABC short course and we do hope the ABC class audience had one as well. Teaching in pair is much more enjoyable than single as we can interact with one another as well as the audience. And realising unsuspected difficulties with the material is much easier this way, as the (mostly) passive instructor can spot the class’ reactions. This reminded me of the course we taught together in Oulu, northern Finland, in 2004 and that ended as the Bayesian Core. We did not cover the entire material we have prepared for this short course, but I think the pace was the right one. (Just tell me otherwise if you were there!) This was also the only time I had given a course wearing sunglasses, thanks to yesterday’s incident!

**W**aiting for a Spanish speaking friend to kindly drive with me downtown Cancún to check whether or not an optician could make me new prescription glasses, I attended Jim Berger’s foundational lecture on frequentist properties of Bayesian procedures but could only listen as the slides were impossible for me to read, with or without glasses. The partial overlap with the Varanasi lecture helped. I alas had to skip both Gareth Roberts’ and Sylvia Früwirth-Schnatter’s lectures, apologies to both of them!, but the reward was to get a new pair of prescription glasses within a few hours. Perfectly suited to my vision! And to get back just in time to read slides during Peter Müller’s lecture from the back row! Thanks to my friend Sophie for her negotiating skills! Actually, I am still amazed at getting glasses that quickly, given the time it would have taken in, e.g., France. All set for another 15 years with the same pair?! Only if I do not go swimming with them in anything but a quiet swimming pool!

**T**he starting dinner happened to coincide with the (second) ISBA Fellow Award ceremony. Jim acted as the grand master of ceremony and he did great to add life and side stories to the written nominations for each and everyone of the new Fellows. The Fellowships honoured Bayesian statisticians who had contributed to the field as researchers and to the society since its creation. I thus feel very honoured (and absolutely undeserving) to be included in this prestigious list, along with many friends. (But would have loved to see two more former ISBA presidents included, esp. for their massive contribution to Bayesian theory and methodology…) And also glad to wear regular glasses instead of my morning sunglasses.

*[My Internet connection during the meeting being abysmally poor, the posts will appear with some major delay! In particular, I cannot include new pictures at times I get a connection… Hence a picture of northern Finland instead of Cancún at the top of this post!]*

## Bayes’ Rule [book review]

Posted in Books, Statistics, University life with tags Amazon, Bayes formula, Bayes rule, Bayes theorem, Bayesian Analysis, England, introductory textbooks, publishing, short course, Thomas Bayes' portrait, tutorial on July 10, 2014 by xi'an**T**his introduction to Bayesian Analysis, Bayes’ Rule, was written by James Stone from the University of Sheffield, who contacted CHANCE suggesting a review of his book. I thus bought it from amazon to check the contents. And write a review.

**F**irst, the format of the book. It is a short paper of 127 pages, plus 40 pages of glossary, appendices, references and index. I eventually found the name of the publisher, Sebtel Press, but for a while thought the book was self-produced. While the LaTeX output is fine and the (Matlab) graphs readable, pictures are not of the best quality and the display editing is minimal in that there are several huge white spaces between pages. Nothing major there, obviously, it simply makes the book look like course notes, but this is in no way detrimental to its potential appeal. (I will not comment on the numerous appearances of Bayes’ alleged portrait in the book.)

“… (on average) the adjusted value θ^{MAP}is more accurate than θ^{MLE}.” (p.82)

Bayes’ Rule has the interesting feature that, in the very first chapter, after spending a rather long time on Bayes’ formula, it introduces Bayes factors (p.15). With the somewhat confusing choice of calling the *prior* probabilities of hypotheses *marginal* probabilities. Even though they are indeed *marginal* given the joint, *marginal* is usually reserved for the sample, as in *marginal* likelihood. Before returning to more (binary) applications of Bayes’ formula for the rest of the chapter. The second chapter is about probability theory, which means here introducing the three axioms of probability and discussing geometric interpretations of those axioms and Bayes’ rule. Chapter 3 moves to the case of discrete random variables with more than two values, i.e. contingency tables, on which the range of probability distributions is (re-)defined and produces a new entry to Bayes’ rule. And to the MAP. Given this pattern, it is not surprising that Chapter 4 does the same for continuous parameters. The parameter of a coin flip. This allows for discussion of uniform and reference priors. Including maximum entropy priors à la Jaynes. And bootstrap samples presented as approximating the posterior distribution under the “fairest prior”. And even two pages on standard loss functions. This chapter is followed by a short chapter dedicated to estimating a normal mean, then another short one on exploring the notion of a continuous joint (Gaussian) density.

“To some people the wordBayesianis like a red rag to a bull.” (p.119)

Bayes’ Rule concludes with a chapter entitled *Bayesian wars*. A rather surprising choice, given the intended audience. Which is rather bound to confuse this audience… The first part is about probabilistic ways of representing information, leading to subjective probability. The discussion goes on for a few pages to justify the use of priors but I find completely unfair the argument that because Bayes’ rule is a mathematical theorem, it “has been proven to be true”. It is indeed a maths theorem, however that does not imply that any inference based on this theorem is correct! (A surprising parallel is Kadane’s Principles of Uncertainty with its anti-objective final chapter.)

**A**ll in all, I remain puzzled after reading Bayes’ Rule. Puzzled by the intended audience, as contrary to other books I recently reviewed, the author does not shy away from mathematical notations and concepts, even though he proceeds quite gently through the basics of probability. Therefore, potential readers need some modicum of mathematical background that some students may miss (although it actually corresponds to what my kids would have learned in high school). It could thus constitute a soft entry to Bayesian concepts, before taking a formal course on Bayesian analysis. Hence doing no harm to the perception of the field.

## teaching Bayesian statistics in Ho Chi Min City

Posted in Statistics, Travel, University life with tags ABC in Roma, Bayesian Analysis, Bayesian statistics, Ho Chi Min City, ISBA, Saigon, short course, Vietnam on October 2, 2012 by xi'an**N**ext year I will give a short course on Bayesian Statistics at the SIOD 2013 conference in Ho Chi Min City, Vietnam. SIOD stands for *Statistics and its Interactions with Other Disciplines* and the conference covers all topics, not only Bayesian analysis (even though it is sponsored by ISBA). The conference being on June 5-7, 2013, I will presumably give my short course on the 4th of June… (Right after ABC in Roma!) I am looking forward meeting Vietnamese Bayesians and visiting Vietnam for the first time…

## Course at Monash (#2)

Posted in Books, R, Statistics, University life with tags ABC, ABC in Roma, MCMC algorithms, Melbourne, Monash University, Monte Carlo Statistical Methods, particle filters, Roma, short course on July 20, 2012 by xi'an**H**ere are the slides for the second day of my course at Monash University, Melbourne, in the Special Lectures in Econometrics, with a strong strong similarity with the slides of my course in Roma this Spring. (Ah, sunny Roma…) The first day lecture was very well attended and I hope this remains true for the second! (I also think I should spend more time on particle filters in general, the next time I give a similar course…)