Archive for The Economist

Statistics and Computing special MCMSk’issue [call for papers]

Posted in Books, Mountains, R, Statistics, University life with tags , , , , , , , , , , , on February 7, 2014 by xi'an

moonriseFollowing the exciting and innovative talks, posters and discussions at MCMski IV, the editor of Statistics and Computing, Mark Girolami (who also happens to be the new president-elect of the BayesComp section of ISBA, which is taking over the management of future MCMski meetings), kindly proposed to publish a special issue of the journal open to all participants to the meeting. Not only to speakers, mind, but to all participants.

So if you are interested in submitting a paper to this special issue of a computational statistics journal that is very close to our MCMski themes, I encourage you to do so. (Especially if you missed the COLT 2014 deadline!) The deadline for submissions is set on March 15 (a wee bit tight but we would dearly like to publish the issue in 2014, namely the same year as the meeting.) Submissions are to be made through the Statistics and Computing portal, with a mention that they are intended for the special issue.

An editorial committee chaired by Antonietta Mira and composed of Christophe Andrieu, Brad Carlin, Nicolas Chopin, Jukka Corander, Colin Fox, Nial Friel, Chris Holmes, Gareth Jones, Peter Müller, Antonietta Mira, Geoff Nicholls, Gareth Roberts, Håvård Rue, Robin Ryder, and myself, will examine the submissions and get back within a few weeks to the authors. In a spirit similar to the JRSS Read Paper procedure, submissions will first be examined collectively, before being sent to referees. We plan to publish the reviews as well, in order to include a global set of comments on the accepted papers. We intend to do it in The Economist style, i.e. as a set of edited anonymous comments. Usual instructions for Statistics and Computing apply, with the additional requirements that the paper should be around 10 pages and include at least one author who took part in MCMski IV.

statistical significance as explained by The Economist

Posted in Books, Statistics, University life with tags , , , , , , on November 7, 2013 by xi'an

There is a long article in The Economist of this week (also making the front cover), which discusses how and why many published research papers have unreproducible and most often “wrong” results. Nothing immensely new there, esp. if you read Andrew’s blog on a regular basis, but the (anonymous) writer(s) take(s) pains to explain how this related to statistics and in particular statistical testing of hypotheses. The above is an illustration from this introduction to statistical tests (and their interpretation).

“First, the statistics, which if perhaps off-putting are quite crucial.”

It is not the first time I spot a statistics backed article in this journal and so assume it has either journalists with a statistics background or links with (UK?) statisticians. The description of why statistical tests can err is fairly (Type I – Type II) classical. Incidentally, it reports a finding of Ioannidis that when reporting a positive at level 0.05,  the expectation of a false positive rate of one out of 20 is “highly optimistic”. An evaluation opposed to, e.g., Berger and Sellke (1987) who reported a too-early rejection in a large number of cases. More interestingly, the paper stresses that this classical approach ignores “the unlikeliness of the hypothesis being tested”, which I interpret as the prior probability of the hypothesis under test.

“Statisticians have ways to deal with such problems. But most scientists are not statisticians.”

The paper also reports about the lack of power in most studies, report that I find a bit bizarre and even meaningless in its ability to compute an overall power, all across studies and researchers and even fields. Even in a single study, the alternative to “no effect” is composite, hence has a power that depends on the unknown value of the parameter. Seeking a single value for the power requires some prior distribution on the alternative.

“Peer review’s multiple failings would matter less if science’s self-correction mechanism—replication—was in working order.”

The next part of the paper covers the failings of peer review, of which I discussed in the ISBA Bulletin, but it seems to me too easy to blame the ref in failing to spot statistical or experimental errors, when lacking access to the data or to the full experimental methodology and when under pressure to return (for free) a report within a short time window. The best that can be expected is that a referee detects the implausibility of a claim or an obvious methodological or statistical mistake. These are not math papers! And, as pointed out repeatedly, not all referees are statistically numerate….

“Budding scientists must be taught technical skills, including statistics.”

The last part discusses of possible solutions to achieve reproducibility and hence higher confidence in experimental results. Paying for independent replication is the proposed solution but it can obviously only apply to a small margin of all published results. And having control bodies testing at random labs and teams following a major publication seems rather unrealistic, if only for filling the teams of such bodies with able controllers… An interesting if pessimistic debate, in fine. And fit for the International Year of Statistics.

genetics

Posted in Books, Kids, Travel, University life with tags , , , , , , , , , , on April 9, 2012 by xi'an

Today, I was reading in the science leaflet of Le Monde about a new magnitude in sequencing cancerous tumors (wrong link, I know…). This made me wonder whether the sequence of (hundreds of) mutations leading from a normal cell to a cancerous one could be reconstituted in the way a genealogy is. (This reminds me of another exciting genetic article I read in the Eurostar back from London on Thursday, in the Economist, about the colonization of Madagascar by 30 women from the Malay archipelago: “The island was one of the last places on Earth to be settled, receiving its earliest migrants in the middle of the first millennium AD…“)

As a double coincidence, I was reading La Recherche yesterday in the métro to Dauphine, which central theme this month is about heredity beyond genetics. (Double because this also connected with the meeting in London.) The keyword is epigenetics, namely the activation or inactivation of a gene and the hereditary transmission of this character w/o a genetic mutation. This is quite interesting as it implies the hereditability of some adopted traits, i.e. forces one to reconsider the nature versus nurture debate. (This sentence is another input due to Galton!) It also implies that a much faster rate of species differentiation due to environmental changes (than the purely genetic one) is possible, which may sound promising in the light of the fast climate changes we are currently facing. However, what I do not understand is why the journal included a paper on the consequences of epigenetics on the Darwinian theory of evolution and… intelligent design. Indeed, I do not see why the inclusion of different vectors in the hereditary process would contradict Darwin’s notion of natural selection. Or even why considering a scientific modification or replacement of the current Darwinian theory of evolution would be an issue. Charles Darwin wrote his book in 1859, prior to the start of genetics, and the immense advances made since then led to modifications and adjustments from his original views. Without involving any irrational belief in the process.

High speed trains in Britain

Posted in Kids, Travel with tags , , , , , on September 18, 2011 by xi'an

I read an article in the Economist about (and against) high speed trains in Britain. It is eloquently entitled “the great train robbery” and in the tradition of the Economist, opposes this type of government interventions. In the current case, the issue is rather poorly argued! For instance, “the trend in France has been for headquarters to move up the line to Paris and for fewer overnight stays elsewhere”: I am afraid this trend started around Louis XIV’s time, the French TGV did not aggravate a strong Jacobin characteristic of French politics and sociology, the predominant role of Paris. On the other hand, the fast train connections to Marseille, Lilles, or Bordeaux means day trips are possible by train rather than plane. The article does not mention the Channel tunnel project, a state-funded venture if any, that made plane travel between Paris and London a thing from the past and twinned both cities by a two hour trip so much that going shopping from one place to the other sounds completely natural (to my kids if not to me!). Similarly, “China’s safety failures have shown the perils of skimping in any way” does not apply everywhere (while I agree that the precipitation China showed in building such an immense fast-speed network is not unrelated with the recent crash). Moreover, the idea that “upgrading existing, slower networks often makes more sense” is fine as long as companies are willing to invest in the long term. But the story of British railways shows the opposite, namely that companies are looking at short-term profits and balk at those long-term investments. Only states can provoke changes at this scale, so of course “ordinary taxpayers end up paying”. But they would pay in other ways for extending road networks or existing airports, or for maintaining isolated commercial hubs. While the Economist is admitting that “Victorian railways ushered in a golden age of prosperity”, I wonder how it could have supported railways constructions in the 1800’s!

Dragontail

Posted in Mountains, Travel, University life with tags , , , , , , on July 31, 2010 by xi'an

Before leaving for Vancouver, I just bough this pair of Garmont dragontail approach shoes. They will hopefully prove useful in the approach walk to the Smoke Bluffs in Squamish today, where I plan to go climbing with Julien (once again with a brand new 10mm Mammut rope), weather and shape (15 hours of travelling) permitting… And later on the trails in Yosemite (no climbing there, I am afraid!).

Actually, the flight to Vancouver was packed, which means I could not even open my macbook… So I looked instead at the translation of Introducing Monte Carlo Methods with R into French, read the Economist from start till end (with an interesting discussion on the impact of fast-speed trains on freight transportation!), slept, watched the incredible landscape of Greenland with its immense icefields and deep red striated rock formations, and started an Icelandic crime novel. Plus talked with my neighbour of arithmetic Monte Carlo as  I saw him proving a theorem about commutative algebra: he happened to be a professor in computer science at the University of Victoria. The Bose earphones did marvel to cancel the engine noise in the plane, if not the screams of the kids in the next row…

Of abridged black swans

Posted in Books, Statistics with tags , on February 16, 2009 by xi'an

There is a piece in The Economist special report on the future of finance (January 24h 2009) that could save you reading the whole The Black Swan book. It summarises so nicely and crisply the book while never ever mentioning it that I suspect it could have been written by the author. (The Economist has the interesting rule that papers are never authored so this leaves the theory open.) If you have already read the book, you can start looking for similarities, starting from the title “In Plato’s cave”, and identical sentences that support my claim. If not, it is much easier reading than the book… (The only fact going against my theory is that Nassim Taleb is mentioned neither in the sources and acknowledgements of the report nor in the references. Or maybe not since the acknowledgement starts with “The author would like to express…” Some readers of the paper seem to think the author is Emmanuel Derman, but then, why would he mention “black swans”..?!)

The criticisms presented there are basically the same as in The Black Swan, focussing on the inadequacy of the Gaussian distribution, of Brownian motion and of the Black-Scholes formula, with a new link to the mortgage crisis. It again argues for using fat tail distributions with no moment. As a probabilist marginalia, the paper contains the graph reproduced here as an illustration, which wins the day as a bad graph, since those two probability densities cannot sit on top of one another! A true clanger indeed!