Archive for slideshare

why do we need importance sampling?

Posted in Books, Kids, Statistics with tags , , , , on August 14, 2022 by xi'an

A rather common question about using importance sampling, posted on X validated: why is importance sampling helping in the event the function used in the expectation has restricted support, i.e., is equal to zero with positive probability? Which is a recommendation I make each time I teach about importance sampling, namely that estimating zero is rarely necessary! In my Saturday Night answer, I tried to give some intuition about the gain brought by a correct support for the importance function, carried in the ideal case when the truncated importance function remains available with its normalising constant. But it is unclear this set of explanations managed to reach the OP.

Bayesian restricted likelihood with insufficient statistic [slides]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , , on February 9, 2022 by xi'an

A great Bayesian Analysis webinar this afternoon with well-balanced presentations by Steve MacEachern and John Lewis, and original discussions by Bertrand Clarke and Fabrizio Rugieri. Which attracted 122 participants. I particularly enjoyed Bertrand’s points that likelihoods were more general than models [made in 6 different wordings!] and that this paper was closer to the M-open perspective. I think I eventually got the reason why the approach could be seen as an ABC with ε=0, since the simulated y’s all get the right statistic, but this presentation does not bring a strong argument in favour of the restricted likelihood approach, when considering the methodological and computational effort. The discussion also made me wonder if tools like VAEs could be used towards approximating the distribution of T(y) conditional on the parameter θ. This is also an opportunity to thank my friend Michele Guindani for his hard work as Editor of Bayesian Analysis and in particular for keeping the discussion tradition thriving!

the many nuances of Bayesian testing [CERminar]

Posted in Statistics with tags , , , , , , , , , , , on January 19, 2022 by xi'an

CERminar

[de]quarantined by slideshare

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , , , , on January 11, 2021 by xi'an

A follow-up episode to the SlideShare m’a tuer [sic] saga: After the 20 November closure of my xianblog account and my request for an explanation, I was told by Linkedin that a complaint has been made about one of my talks for violation of copyright. Most surprisingly, at least at first, it was about the slides for the graduate lectures I gave ten years ago at CREST on (re)reading Jaynes’ Probability Theory. While the slides contain a lot of short quotes from the Logic of Science, somewhat necessarily since I discuss the said book, there are also many quotes from Jeffreys’ Theory of Probability and “t’is but a scratch” on the contents of this lengthy book… Plus, the pdf file appears to be accessible on several sites, including one with an INRIA domain. Since I had to fill a “Counter-Notice of Copyright Infringement” to unlock the rest of the depository, I just hope no legal action is going to be taken about this lecture. But I remain puzzled at the reasoning behind the complaint, unwilling to blame radical Jaynesians for it! As an aside, here are the registered 736 views of the slides for the past year:

quarantined by slideshare

Posted in Books, pictures, Statistics, University life with tags , , , , , , , on November 26, 2020 by xi'an

Just found out that SlideShare has closed my account for “violating SlideShare Terms of Service”! As I have no further detail (and my xianblog account is inaccessible) I have contacted SlideShare to get an explanation for this inexplicable cancellation and hopefully (??) can argue my case. If not the hundred plus slide presentations that were posted there and linked on the ‘Og will become unavailable. I seem to remember this happened to me once before so maybe there is hope to invert the decision presumably made by an AI using the wrong prior or algorithm!

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