## Archive for wikipedia

## golden Bayesian!

Posted in Statistics with tags badge, Bayesian, cross validated, introductory textbooks, MCMC, Monte Carlo Statistical Methods, simulation, Stack Exchange, Statistics Forum, wikipedia on November 11, 2017 by xi'an## same data – different models – different answers

Posted in Books, Kids, Statistics, University life with tags Beaumont-en-Auge, Jeffreys priors, Laplace succession rule, non-informative priors, Normandie, Pierre Simon de Laplace, reference priors, statue, The Bayesian Choice, wikipedia on June 1, 2016 by xi'an**A**n interesting question from a reader of the Bayesian Choice came out on X validated last week. It was about Laplace’s succession rule, which I found somewhat over-used, but it was nonetheless interesting because the question was about the discrepancy of the “non-informative” answers derived from two models applied to the data: an Hypergeometric distribution in the Bayesian Choice and a Binomial on Wikipedia. The originator of the question had trouble with the difference between those two “non-informative” answers as she or he believed that there was a *single* non-informative principle that should lead to a unique answer. This does not hold, even when following a reference prior principle like Jeffreys’ invariant rule or Jaynes’ maximum entropy tenets. For instance, the Jeffreys priors associated with a Binomial and a Negative Binomial distributions differ. And even less when considering that there is no unity in reaching those reference priors. (Not even mentioning the issue of the reference dominating measure for the definition of the entropy.) This led to an informative debate, which is the point of X validated.

On a completely unrelated topic, the survey ship looking for the black boxes of the crashed EgyptAir plane is called the Laplace.

## back from CIRM

Posted in Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags Bayesian statistics, boar, calanques, Cassis, CIRM, Luminy, Marseille, Mont Puget, SMF, summer school, Université Aix Marseille, wikipedia on March 20, 2016 by xi'an**A**s should be clear from earlier posts, I tremendously enjoyed this past week at CIRM, Marseille, and not only for providing a handy retreat from where I could go running and climbing at least twice a day! The programme (with slides and films soon to be available on the CIRM website) was very well-designed with mini-courses and talks of appropriate length and frequency. Thanks to Nicolas Chopin (ENSAE ParisTech) and Gilles Celeux (Inria Paris) for constructing so efficiently this program and to the local organisers Thibaut Le Gouic (Ecole Centrale de Marseille), Denys Pommeret (Aix-Marseille Université), and Thomas Willer (Aix-Marseille Université) for handling the practical side of inviting and accommodating close to a hundred participants on this rather secluded campus. I hope we can reproduce the experiment a few years from now. Maybe in 2018 if we manage to squeeze it between BayesComp 2018 [ex-MCMski] and ISBA 2018 in Edinburgh.

One of the bonuses of staying at CIRM is indeed that it is fairly isolated and far from the fury of down-town Marseille, which may sound like a drag, but actually helps with concentration and interactions. Actually, the whole Aix-Marseille University campus of Luminy on which CIRM is located is surprisingly quiet: we were there in the very middle of the teaching semester and saw very few students around (although even fewer boars!). It is a bit of a mystery that a campus built in such a beautiful location with the Mont Puget as its background and the song of cicadas as the only source of “noise” is not better exploited towards attracting more researchers and students. However remoteness and lack of efficient public transportation may explain a lot about this low occupation of the campus. As may the poor quality of most buildings on the campus, which must be unbearable during the summer months…

In a potential planning for the future Bayesian week at CIRM, I think we could have some sort of poster sessions after-dinner (with maybe a cash bar operated by some of the invited students since there is no bar at CIRM or around). Or trail-running under moonlight, trying to avoid tripping over rummaging boars… A sort of Kaggle challenge would be nice but presumably too hard to organise. As a simpler joint activity, we could collectively contribute to some wikipedia pages related to Bayesian and computational statistics.

## Principles of scientific methods [not a book review]

Posted in Books, pictures, Statistics, University life with tags book cover, book review, CHANCE, induction, inference, Mark Chang, paradoxes, scientific methods, swarm algorithms, textbook, wikipedia on November 11, 2014 by xi'an**M**ark Chang, author of *Paradoxes in Scientific Inference* and vice-president of AMAG Pharmaceuticals, has written another book entitled *Principles of Scientific Methods*. As was clear from my CHANCE review of *Paradoxes in Scientific Inference*, I did not find much appeal in this earlier book, even after the author wrote a reply (first posted on this blog and later printed in CHANCE). Hence a rather strong reluctance [of mine] to engage into another highly critical review when I received this new opus by the same author. *[And the brainwave cover just put me off even further, although I do not want to start a review by criticising the cover, it did not go that well with the previous attempts!]*

After going through *Principles of Scientific Methods*, I became ever more bemused about the reason(s) for writing or publishing such a book, to the point I decided not to write a CHANCE review on it… (But, having spent some Métro rides on it, I still want to discuss why. Read at your own peril!)

## 17 equations that changed the World (#2)

Posted in Books, Statistics with tags 17 equations That Changed the World, BBC, Black and Scoles formula, book review, Dojima rice exchange, Edwin Jaynes, financial crisis, Harold Jeffreys, Henri Poincaré, Ian Stewart, Michelson-Morley, Stephen Wolfram, The Black Swan, The Universe in zero words, Theory of Probability, Vladimir Arnold, wikipedia, xkcd on October 16, 2012 by xi'an*(continuation of the book review)*

“

If you placed your finger at that point, the two halves of the string would still be able to vibrate in the sin 2x pattern, but not in the sin x one. This explains the Pythagorean discovery that a string half as long produced a note one octave higher.” (p.143)

** T**he following chapters are all about Physics: the wave equation, Fourier’s transform and the heat equation, Navier-Stokes’ equation(s), Maxwell’s equation(s)—as in ** The universe in zero word—**, the second law of thermodynamics,

**(of course!), and Schrödinger’s equation. I won’t go so much into details for those chapters, even though they are remarkably written. For instance, the chapter on waves made me understand the notion of harmonics in a much more intuitive and lasting way than previous readings. (This chapter 8 also mentions the “**

*E=mc²**English mathematician Harold Jeffreys*“, while Jeffreys was primarily a geophysicist. And a Bayesian statistician with major impact on the field, his

**arguably being the first modern Bayesian book. Interestingly, Jeffreys also was the first one to find approximations to the Schrödinger’s equation, however he is not mentioned in this later chapter.) Chapter 9 mentions the heat equation but is truly about Fourier’s transform which he uses as a tool and later became a universal technique. It also covers Lebesgue’s integration theory, wavelets, and JPEG compression. Chapter 10 on Navier-Stokes’ equation also mentions climate sciences, where it takes a (reasonable) stand. Chapter 11 on Maxwell’s equations is a short introduction to electromagnetism, with radio the obvious illustration. (Maybe not the best chapter in the book.) Continue reading**

*Theory of Probability*## PLoS topic page on ABC

Posted in Books, pictures, R, Statistics, University life with tags ABC, Bayes factor, Bayesian non-parametrics, DIYABC, Harold Jeffreys, history of statistics, insufficiency, PLoS computational biology, sufficiency, wikipedia on June 7, 2012 by xi'an**A** few more comments on the specific entry on ABC written by Mikael Sunnåker et al…. The entry starts with the representation of the posterior probability of an hypothesis, rather than with the posterior density of a model parameter, which seems to lead the novice reader astray. After all, (a) ABC was not introduced for conducting model choice and (b) interchanging hypothesis and model means that the probability of an hypothesis *H* as used in the entry is actually the evidence in favour of the corresponding model. (There are a few typos and grammar mistakes, but I assume either PLoS or later contributors will correct those.) When the authors state that the “outcome of the ABC rejection algorithm is a set of parameter estimates distributed according to the desired posterior distribution”, I think they are misleading the readers as they forget the “approximative” aspect of this distribution. Further below, I would have used the title “Insufficient summary statistics” rather than “Sufficient summary statistics”, as it spells out more clearly the fundamental issue with the potential difficulty in using ABC. (And I am not sure the subsequent paragraph on “Choice and sufficiency of summary statistics” should bother with the sufficiency aspects… It seems to me much more relevant to assess the impact on predictive performances.)

**A**lthough this is most minor, I would not have made mention of the (rather artificial) “table for interpretation of the strength in values of the Bayes factor (…) originally published by Harold Jeffreys^{[6]} “. I obviously appreciate very much that the authors advertise our warning about the potential lack of validity of an ABC based Bayes factor! I also like the notion of “quality control”, even though it should only appear once. And the pseudo-example is quite fine as an introduction, while it could be supplemented with the outcome resulting from a large n, to be compared with the true posterior distribution. The section “Pitfalls and remedies” is remarkable in that it details the necessary steps for validating a ABC implementation: the only entry I would remove is the one about “Prior distribution and parameter ranges”, in that this is not a problem inherent to ABC… (Granted, the authors present this as a “general risks in statistical inference exacerbated in ABC”, which makes more sense!) It may be that the section on the non-zero tolerance should emphasize more clearly the fact that *ε should not be zero*. As discussed in the recent Read Paper by Fearnhead and Prangle when envisioning ABC as a non-parametric method of inference.

**A**t last, it is always possible to criticise the coverage of the historical part, since ABC is such a recent field that it is constantly evolving. But the authors correctly point out to (Don) Rubin on the one hand and to Diggle and Graton on the other. Now, I would suggest adding in this section links to the relevant softwares like our own DIY-ABC…

*(Those comments have also been posted on the PLoS Computational Biology wiki.)*

## PLoS computational biology meets wikipedia

Posted in R, Statistics, University life with tags ABC, PLoS computational biology, refereeing, wikipedia on May 27, 2012 by xi'an**R**obin Ryder pointed out to me this new experiment run by PLoS since March 2012, namely the introduction of a new article type, “called “Topic Pages” and written in the style of a Wikipedia article“. Not only this terrific idea gives more credence to Wikipedia biology pages, at least in their early stage, but also “the paper contains direct links to Wikipedia pages for background“. Now note that PLoS keeps a wiki separate from Wikipedia. I wonder about the development of a similar interface for statistics, maybe as a renaissance of the former StatProb wiki initiated by John Kimmel two years ago. And mostly abandoned for the past months…

**W**hen looking around the site I came upon a page on ABC written by Mikael Sunnåker et al.! A very nice survey of the existing debates around ABC, including uncertainties on the validity of the ABC approximation to the Bayes factor. Ad mentioning the original version of Donald Rubin (1984, AoS). As well as of Peter Diggle and Richard Gratton (1984, JRSS Series B). *(I have a lingering feeling I may have seen this paper earlier as a referee and that I sadly missed the connection with this wiki page, hence refereed it as a “classical” submission… However, I just cannot remember whether or not this happened, nor can I find any trace in my past reviews! Which may hint at a weakness of this solution, by the way, namely that referees are less eager to review surveys than novel research articles…)* To reinforce the above point, compare this page on ABC with the page on ABC produced by Wikipedia!