Archive for St John’s College

a paradox about likelihood ratios?

Posted in Books, pictures, Statistics, University life with tags , , , , , , , on January 15, 2018 by xi'an

Aware of my fascination for paradoxes (and heterodox publications), Ewan Cameron sent me the link to a recent arXival by Louis Lyons (Oxford) on different asymptotic distributions of the likelihood ratio. Which is full of approximations. The overall point of the note is hard to fathom… Unless it simply plans to illustrate Betteridge’s law of headlines, as suggested by Ewan.

For instance, the limiting distribution of the log-likelihood of an exponential sample at the true value of the parameter τ is not asymptotically Gaussian but almost surely infinite. While the log of the (Wilks) likelihood ratio at the true value of τ is truly (if asymptotically) a Χ² variable with one degree of freedom. That it is not a Gaussian is deemed a “paradox” by the author, explained by a cancellation of first order terms… Same thing again for the common Gaussian mean problem!

an all-inclusive Cambridge experience

Posted in pictures, Statistics, Travel, University life with tags , , , , on February 1, 2012 by xi'an

My trip to Cambridge last week was very enjoyable: I have visited Cambridge and the (terrific) Isaac Newton institute enough times in the past twenty years to know my way around and to look forward my next visit… However, having the opportunity of staying in St John’s College with a room next to the Cam river and attending a formal dinner in the magnificent Dinning Hall was a wonderful new experience!

I am always amazed (and obviously envious) of the facilities offered to both students and faculty living in the colleges (not mentioning of course the rich intellectual atmosphere both in colleges and at the faculty of mathematics, expressed e.g. by an astounding list of seminars). My seminar on ABC model choice was well-attended and discussed, despite being at 4pm a Friday afternoon (maybe the beer social in the faculty upstairs right after helped!). And I had time to work quietly on multiple-try MCMC, following thoughts raised both by the comments on the related post and the GPU meeting in Warwick. Add great weather and the opportunity to go for a run next to the rowers in the morning to make for a great (short) trip.

room with a view (2)

Posted in pictures, Travel, University life with tags , , , on January 29, 2012 by xi'an

room with a view [St John’s College, Cambridge]

Posted in pictures, Travel, University life with tags , , on January 26, 2012 by xi'an