Archive for UCL

No review this summer

Posted in Books, Statistics, University life with tags , , , , , , , , on September 19, 2019 by xi'an

A recent editorial in Nature was a declaration by a biologist from UCL on her refusal to accept refereeing requests during the summer (or was it the summer break), which was motivated by a need to reconnect with her son. Which is a good enough reason (!), but reflects sadly on the increasing pressure on one’s schedule to juggle teaching, research, administration, grant hunting, society service, along with a balanced enough family life. (Although I have been rather privileged in this regard!) Given that refereeing or journal editing is neither visible nor rewarded, it comes as the first task to be postponed or abandoned, even though most of us realise it is essential to keep science working as a whole and to make our own papers published. I have actually noticed an increasing difficulty in the past decade to get (good) referees to accept new reviews, often asking for deadlines that are hurting the authors, like six months. Making them practically unavailable. As I mentioned earlier on this blog, it could be that publishing referees’ reports as discussions would help, since they would become recognised as (unreviewed!) publications, but it is unclear this is the solution. If judging from the similar difficulty in getting discussions for discussed papers. (As an aside, there are two exciting papers coming up for discussion in Series B, ‘Unbiased Markov chain Monte Carlo methods with couplings’ by  Pierre E. Jacob, John O’Leary and Yves F. Atchadé and in Bayesian Analysis, Latent nested nonparametric priors by Frederico Camerlenghi, David Dunson, Antonio Lijoi, Igor Prünster, and Abel Rodríguez). Which is surprising when considering the willingness of a part of the community to engage into forii discussions, sometimes of a considerable length as illustrated on Andrew’s blog.

Another entry in Nature mentioned the case of two University of København tenured professors in geology who were fired for either using a private email address (?!) or being away on field work during an exam and at a conference without permission from the administration. Which does not even remotely sound like a faulty behaviour to me or else I would have been fired eons ago..!

down with Galton (and Pearson and Fisher…)

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , on July 22, 2019 by xi'an


In the last issue of Significance, which I read in Warwick prior to the conference, there is a most interesting article on Galton’s eugenics, his heritage at University College London (UCL), and the overall trouble with honouring prominent figures of the past with memorials like named building or lectures… The starting point of this debate is a protest from some UCL students and faculty about UCL having a lecture room named after the late Francis Galton who was a professor there. Who further donated at his death most of his fortune to the university towards creating a professorship in eugenics. The protests are about Galton’s involvement in the eugenics movement of the late 18th and early 19th century. As well as professing racist opinions.

My first reaction after reading about these protests was why not?! Named places or lectures, as well as statues and other memorials, have a limited utility, especially when the named person is long dead and they certainly do not contribute in making a scientific theory [associated with the said individual] more appealing or more valid. And since “humans are [only] humans”, to quote Stephen Stigler speaking in this article, it is unrealistic to expect great scientists to be perfect, the more if one multiplies the codes for ethical or acceptable behaviours across ages and cultures. It is also more rational to use amphitheater MS.02 and lecture room AC.18 rather than associate them with one name chosen out of many alumni’s or former professors’.

Predictably, another reaction of mine was why bother?!, as removing Galton’s name from the items it is attached to is highly unlikely to change current views on eugenism or racism. On the opposite, it seems to detract from opposing the present versions of these ideologies. As some recent proposals linking genes and some form of academic success. Another of my (multiple) reactions was that as stated in the article these views of Galton’s reflected upon the views and prejudices of the time, when the notions of races and inequalities between races (as well as genders and social classes) were almost universally accepted, including in scientific publications like the proceedings of the Royal Society and Nature. When Karl Pearson launched the Annals of Eugenics in 1925 (after he started Biometrika) with the very purpose of establishing a scientific basis for eugenics. (An editorship that Ronald Fisher would later take over, along with his views on the differences between races, believing that “human groups differ profoundly in their innate capacity for intellectual and emotional development”.) Starting from these prejudiced views, Galton set up a scientific and statistical approach to support them, by accumulating data and possibly modifying some of these views. But without much empathy for the consequences, as shown in this terrible quote I found when looking for more material:

“I should feel but little compassion if I saw all the Damaras in the hand of a slave-owner, for they could hardly become more wretched than they are now…”

As it happens, my first exposure to Galton was in my first probability course at ENSAE when a terrific professor was peppering his lectures with historical anecdotes and used to mention Galton’s data-gathering trip to Namibia, literally measure local inhabitants towards his physiognomical views , also reflected in the above attempt of his to superpose photographs to achieve the “ideal” thief…

revisiting marginalisation paradoxes [Bayesian reads #1]

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on February 8, 2019 by xi'an

As a reading suggestion for my (last) OxWaSP Bayesian course at Oxford, I included the classic 1973 Marginalisation paradoxes by Phil Dawid, Mervyn Stone [whom I met when visiting UCL in 1992 since he was sharing an office with my friend Costas Goutis], and Jim Zidek. Paper that also appears in my (recent) slides as an exercise. And has been discussed many times on this  ‘Og.

Reading the paper in the train to Oxford was quite pleasant, with a few discoveries like an interesting pike at Fraser’s structural (crypto-fiducial?!) distributions that “do not need Bayesian improper priors to fall into the same paradoxes”. And a most fascinating if surprising inclusion of the Box-Müller random generator in an argument, something of a precursor to perfect sampling (?). And a clear declaration that (right-Haar) invariant priors are at the source of the resolution of the paradox. With a much less clear notion of “un-Bayesian priors” as those leading to a paradox. Especially when the authors exhibit a red herring where the paradox cannot disappear, no matter what the prior is. Rich discussion (with none of the current 400 word length constraint), including the suggestion of neutral points, namely those that do identify a posterior, whatever that means. Funny conclusion, as well:

“In Stone and Dawid’s Biometrika paper, B1 promised never to use improper priors again. That resolution was short-lived and let us hope that these two blinkered Bayesians will find a way out of their present confusion and make another comeback.” D.J. Bartholomew (LSE)

and another

“An eminent Oxford statistician with decidedly mathematical inclinations once remarked to me that he was in favour of Bayesian theory because it made statisticians learn about Haar measure.” A.D. McLaren (Glasgow)

and yet another

“The fundamentals of statistical inference lie beneath a sea of mathematics and scientific opinion that is polluted with red herrings, not all spawned by Bayesians of course.” G.N. Wilkinson (Rothamsted Station)

Lindley’s discussion is more serious if not unkind. Dennis Lindley essentially follows the lead of the authors to conclude that “improper priors must go”. To the point of retracting what was written in his book! Although concluding about the consequences for standard statistics, since they allow for admissible procedures that are associated with improper priors. If the later must go, the former must go as well!!! (A bit of sophistry involved in this argument…) Efron’s point is more constructive in this regard since he recalls the dangers of using proper priors with huge variance. And the little hope one can hold about having a prior that is uninformative in every dimension. (A point much more blatantly expressed by Dickey mocking “magic unique prior distributions”.) And Dempster points out even more clearly that the fundamental difficulty with these paradoxes is that the prior marginal does not exist. Don Fraser may be the most brutal discussant of all, stating that the paradoxes are not new and that “the conclusions are erroneous or unfounded”. Also complaining about Lindley’s review of his book [suggesting prior integration could save the day] in Biometrika, where he was not allowed a rejoinder. It reflects on the then intense opposition between Bayesians and fiducialist Fisherians. (Funny enough, given the place of these marginalisation paradoxes in his book, I was mistakenly convinced that Jaynes was one of the discussants of this historical paper. He is mentioned in the reply by the authors.)

advanced computational methods for complex models in Biology [talk]

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 29, 2016 by xi'an

St Pancras. London, Jan. 26, 2012

Here are the slides of the presentation I gave at the EPSRC Advanced Computational methods for complex models in Biology at University College London, last week. Introducing random forests as proper summaries for both model choice and parameter estimation (with considerable overlap with earlier slides, obviously!). The other talks of that highly interesting day on computational Biology were mostly about ancestral graphs, using Wright-Fisher diffusions for coalescents, plus a comparison of expectation-propagation and ABC on a genealogy model by Mark Beaumont and the decision theoretic approach to HMM order estimation by Chris Holmes. In addition, it gave me the opportunity to come back to the Department of Statistics at UCL more than twenty years after my previous visit, at a time when my friend Costas Goutis was still there. And to realise it had moved from its historical premises years ago. (I wonder what happened to the two staircases built to reduce frictions between Fisher and Pearson if I remember correctly…)

delayed & robbed in London [CFE-CMStatistics 2015]

Posted in Kids, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , on December 26, 2015 by xi'an

London by Delta, Dec. 14, 2011Last Sunday, I gave a talk on delayed acceptance at the 9th International Conference on Computational and Financial Econometrics (CFE 2015), joint with CMStatistics 2015, in London. This was a worthwhile session, with other talks by Matias Quiroz, on subsampling strategies for large data, David Frazier, on our joint paper about the consistency of ABC algorithms, and James Ridgway not on Pima Indians! And with a good-sized audience especially when considering the number of parallel sessions (36!). Earlier that day, I also attended an equally interesting session on the calibration of misspecified Bayesian models including talks by Peter Green [with a potential answer to the difficulty of parameters on the boundaries by adding orthogonal priors on those boundaries] and Julien Stoehr. calibrating composite likelihoods on Gaussian random fields. In the evening I went to a pub I had last visited when my late friend Costas Goutis was still at UCL and later enjoyed a fiery hot rogan josh.

While I could have attended two more sessions the next morning, I took advantage of the nice café in the Gower Street Waterstones to work a few hours with co-authors (and drink a few litres of tea from real teapots). Despite this quite nice overall experience, the 36 parallel session and the 1600 plus attendants at the conference still make wonder at the appeal of such a large conference and at the pertinence of giving a talk in parallel with so many other talks. And on about all aspects of statistics and econometrics. One JSM (or one NIPS) is more than enough! And given that many people only came for delivering their talk, there is very little networking between research teams or mentoring of younger colleagues, as far as I can tell. And no connection with a statistical society (it would be so nice if the RSS annual conference could only attract 1600 people!). Only a “CMStatistics working group” of which I discovered I was listed as a member [and asked for removal, so far with no answer]. Whose goals and actions are unclear, except to support Elsevier journals with special issues apparently constructed on the same pattern as this conference was organised, i.e., by asking people to take care [for free!] of gathering authors on a theme of their choice. And behind this “working group” an equally nebulous structure called ERCIM

While the “robbed” in the title could be interpreted as wondering at the reason for paying such high registration fees (£250 for very early birds), I actually got robbed of my bicycle while away at the conference. Second bike stolen within a calendar year, quite an achievement! This was an old 1990 mountain bike I had bought in Cornell and carried back to France, in such a poor state that I could not imagine anyone stealing it. Wrong prior, obviously.

Trip to Louvain (and back)

Posted in Kids, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on October 24, 2015 by xi'an

Rue des Wallons, during the 24 heures de vélo, Louvain-la-Neuve, Oct. 21, 2015Apart from the minor initial inconvenience that I missed my train to Brussels thanks to the SNCF train company dysfunctional automata [but managed to switch to one half-an-hour later], my Belgian trip to Louvain-la-Neuve was quite enjoyable! I met with several local faculty [UCL] members I had not seen for several years, I gave my talk for the World Statistics Day in front of a large audience, maybe not the most appropriate talk for that day since it was somewhat skeptical about the nature of statistical tests, I got sharp questions, comments, and suggestions on the mixture approach to testing [incl. a challenging one about the Bernoulli B(p) case], I had a superb and animated and friendly dinner in a local restaurant—where everyone kindly spoke French although I was the only native French speaker—, I met the next morning with two PhD students from KU Leuven (the “other” part of the former Leuven university, albeit in the Flemmish side of the border) about functional ABC and generalised Jeffreys priors, I had a few more interesting discussions, and I managed to grab a few bags of Belgian waffles in Brussels before heading home! (In case you wonder from the above pixture, the crowds in the pedestrian streets of Louvain-la-Neuve were not connected to my visit!, but to a student festival centred at beer a 24 hour bike relay that attracted around 50,000 students, for less than a hundred bikes!)

Alan Turing Institute

Posted in Books, pictures, Running, Statistics, University life with tags , , , , , , , , , on February 10, 2015 by xi'an

 

The University of Warwick is one of the five UK Universities (Cambridge, Edinburgh, Oxford, Warwick and UCL) to be part of the new Alan Turing Institute.To quote from the University press release,  “The Institute will build on the UK’s existing academic strengths and help position the country as a world leader in the analysis and application of big data and algorithm research. Its headquarters will be based at the British Library at the centre of London’s Knowledge Quarter.” The Institute will gather researchers from mathematics, statistics, computer sciences, and connected fields towards collegial and focussed research , which means in particular that it will hire a fairly large number of researchers in stats and machine-learning in the coming months. The Department of Statistics at Warwick was strongly involved in answering the call for the Institute and my friend and colleague Mark Girolami will the University leading figure at the Institute, alas meaning that we will meet even less frequently! Note that the call for the Chair of the Alan Turing Institute is now open, with deadline on March 15. [As a personal aside, I find the recognition that Alan Turing’s genius played a pivotal role in cracking the codes that helped us win the Second World War. It is therefore only right that our country’s top universities are chosen to lead this new institute named in his honour. by the Business Secretary does not absolve the legal system that drove Turing to suicide….]