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 […]

# Category: Books

## Le Monde puzzle [#1083]

A Le Monde mathematical puzzle that seems hard to solve without the backup of a computer (and just simple enough to code on a flight to Montpellier): Given the number N=2,019, find a decomposition of N as a sum of non-trivial powers of integers such that (a) the number of integers in the sum is […]

## the paper where you are a node

Sophie Donnet pointed out to me this arXived paper by Tianxi Li, Elizaveta Levina, and Ji Zhu, on a network resampling strategy for X validation, where I appear as a datapoint rather than as a [direct] citation! Which reminded me of the “where you are the hero” gamebooks with which my kids briefly played, before […]

## efficiency and the Fréchet-Darmois-Cramèr-Rao bound

Following some entries on X validated, and after grading a mathematical statistics exam involving Cramèr-Rao, I came to wonder at the relevance of the concept of efficiency outside [and even inside] the restricted case of unbiased estimators. The general (frequentist) version is that the variance of an estimator δ of [any transform of] θ […]

## L’enfant de poussière [book review]

I read this book in French, as this was the language in which it was written and also because I was given a free copy for writing a review! This is a rather unusual book, the first volume of a series called the cycle of Syffe (where Syffe is both the main character and the […]

## Computational Bayesian Statistics [book review]

This Cambridge University Press book by M. Antónia Amaral Turkman, Carlos Daniel Paulino, and Peter Müller is an enlarged translation of a set of lecture notes in Portuguese. (Warning: I have known Peter Müller from his PhD years in Purdue University and cannot pretend to perfect objectivity. For one thing, Peter once brought me frozen-solid […]

## alternatives to EM

In an arXived preprint submitted to Computational Statistics & Data Analysis, Chan, Han, and Lim study alternatives to EM for latent class models. That is, mixtures of products of Multinomials. (First occurrence of an indicator function being called the “Iverson bracket function”!) The introduction is fairly extensive given this most studied model. The criticisms of […]

## estimation exam [best of]

Yesterday, I received a few copies of our CRC Press Handbook of Mixture Analysis, while grading my mathematical statistics exam 135 copies. Among the few goodies, I noticed the always popular magical equality E[1/T]=1/E[T] that must have been used in so many homeworks and exam handouts by now that it should become a folk theorem. […]

## risk-adverse Bayes estimators

An interesting paper came out on arXiv in early December, written by Michael Brand from Monash. It is about risk-adverse Bayes estimators, which are defined as avoiding the use of loss functions (although why avoiding loss functions is not made very clear in the paper). Close to MAP estimates, they bypass the dependence of said […]

## Le Monde puzzle [#1081]

A “he said-she said” Le Monde mathematical puzzle (again in the spirit of the famous Singapore high-school birthdate problem): Abigail and Corentin are both given a positive integer, a and b, such that a+b is either 19 or 20. They are asked one after the other and repeatedly if they are sure of the other’s […]

## 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 […]

## 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 […]

## 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 […]

## severe testing : beyond Statistics wars?!

A timely start to my reading Deborah Mayo’s [properly printed] Statistical Inference as Severe Testing (How to get beyond the Statistics Wars) on the Armistice Day, as it seems to call for just this, an armistice! And the opportunity of a long flight to Oaxaca in addition… However, this was only the start and it […]

## trip to the past

When visiting my mother for the Xmas break, she showed me this picture of her grand-father, Médéric, in his cavalry uniform, taken before the First World War, in 1905. During the war, as an older man, he did not come close to the front lines, but died from a disease caught from the horses he […]