Author: xi'an

revisiting the Gelman-Rubin diagnostic

Just before Xmas, Dootika Vats (Warwick) and Christina Knudson arXived a paper on a re-evaluation of the ultra-popular 1992 Gelman and Rubin MCMC convergence diagnostic. Which compares within-variance and between-variance on parallel chains started from hopefully dispersed initial values. Or equivalently an under-estimating and an over-estimating estimate of the MCMC average. In this paper, the […]

the future of conferences

The last issue of Nature for 2018 offers a stunning collection of science photographs, ten portraits of people who mattered (for the editorial board of Nature), and a collection of journalists’ entries on scientific conferences. The later point leading to interesting questioning on the future of conferences, some of which relate to earlier entries on […]

unbiased estimators that do not exist

When looking at questions on X validated, I came across this seemingly obvious request for an unbiased estimator of P(X=k), when X~B(n,p). Except that X is not observed but only Y~B(s,p) with s<n. Since P(X=k) is a polynomial in p, I was expecting s…

and it only gets worse…

““This is absolutely the stupidest thing ever,” said Antar Davis, 23, a former zookeeper who showed up in the elephant house on Friday to take one last look at Maharani, a 9,100-pound Asian elephant, before the zoo closed.” The New York Times, Dec 29, 2018 “The Trump administration has stopped cooperating with UN investigators over […]

Ka [book review]

My last book of the year (2018), which I finished one hour before midnight, on 31 December! Ka is a book about a crow, or rather, a  Crow, Dar Oakley (or, in full, Dar of the Oak by the Lea), told from his viewpoint, and spanning all of Anthropocene, for Dar Oakley is immortal [sort […]

the beauty of maths in computer science [book review]

CRC Press sent me this book for review in CHANCE: Written by Jun Wu, “staff research scientist in Google who invented Google’s Chinese, Japanese, and Korean Web search algorithms”, and translated from the Chinese, 数学之美, originating from Google blog entries. (Meaning most references are pre-2010.) A large part of the book is about word processing and […]

prepaid ABC

Merijn Mestdagha, Stijn Verdoncka, Kristof Meersa, Tim Loossensa, and Francis Tuerlinckx from the KU Leuven, some of whom I met during a visit to its Wallon counterpart Louvain-La-Neuve, proposed and arXived a new likelihood-free approach based on saving simulations on a large scale for future users. Future users interested in the same model. The very […]

statistics in Nature [a tale of the two Steves]

In the 29 November issue of Nature, Stephen Senn (formerly at Glasgow) wrote an article about the pitfalls of personalized medicine, for the statistics behind the reasoning are flawed. “What I take issue with is the de facto assumption that the differential response to a drug is consistent for each individual, predictable and based on […]

Markov Chains [not a book review]

As Randal Douc and Éric Moulines are both very close friends and two authors of this book on Markov chains,  I cannot engage into a regular book review! Judging from the table of contents, the coverage is not too dissimilar to the now classic Markov chain Stochastic Stability book by Sean Meyn and the late […]

Nature Outlook on AI

The 29 November 2018 issue of Nature had a series of papers on AIs (in its Outlook section). At the general public (awareness) level than in-depth machine-learning article. Including one on the forecasted consequences of ever-growing automation on jobs, quoting from a 2013 paper by Carl Frey and Michael Osborne [of probabilistic numerics fame!] that […]

free fall [fake]

As I was looking for the location of a picture serving as a background image for Windows 10 log-in page, I came across several versions of the above, supposedly showing a climber failing to grab another climber’s hand and as a result falling. Or “falling” as the image is obviously doctored, most likely by removing […]

AIQ [book review]

AIQ was my Christmas day read, which I mostly read while the rest of the household was still sleeping. The book, written by two Bayesians, Nick Polson and James Scott, was published before the ISBA meeting last year, but I only bought it on my last trip to Warwick [as a Xmas present]. This is […]

y a plus de mouchoirs au bureau des pleurs

Once the French government started giving up to some requests of the unstructured “gilets jaunes” protesters, it was like a flood or flush gate had opened and every category was soon asking for a rise (in benefits) and a decrease (in taxes) or the abolition of a recent measure (like the new procedure for entering […]

a book and three chapters on ABC

In connection with our handbook on mixtures being published, here are three chapters I contributed to from the Handbook of ABC, edited by Scott Sisson, Yanan Fan, and Mark Beaumont: 6. Likelihood-free Model Choice, by J.-M. Marin, P. Pudlo, A. Estoup and C.P. Robert 12. Approximating the Likelihood in ABC, by  C. C. Drovandi, C. […]