Category: Books

the joy of stats [book review]

David Spiegelhalter‘s latest book, The Art of Statistics: How to Learn from Data, has made it to Nature Book Review main entry this week. Under the title “the joy of stats”,  written by Evelyn Lamb, a freelance math and science writer from Salt Lake City, Utah. (I noticed that the book made it to Amazon […]

Metropolis gets off the ground

An X validated discussion that toed-and-froed about an incomprehension of the Metropolis-Hastings algorithm. Which started with a blame of George Casella‘s and Roger Berger’s Statistical Inference (p.254), when the real issue was the inquisitor having difficulties with the notation V ~ f(v), or the notion of random variable [generation], mistaking identically distributed with identical. Even […]

Le Monde puzzle [#1088]

A board (Ising!) Le Monde mathematical puzzle in the optimisation mode, again: On a 7×7 board, what is the maximal number of locations that one can occupy when imposing at least two empty neighbours ? Which I tried to solve by brute force and simulated annealing (what else?!), first defining a target targ=function(tabz){ sum(tabz[-c(1,9),-c(1,9)]-1.2*(tabz[-c(1,9),-c(1,9)]*tabz[-c(8,9),-c(1,9)] +tabz[-c(1,9),-c(1,9)]*tabz[-c(1,2),-c(1,9)] […]


One challenge on code golf is to find the shortest possible code to identify whether or not an integer belongs to the binary cyclops numbers which binary expansion is 0, 101, 11011, 1110111, 111101111, &tc. The n-th such number being this leads to the above solution in R (26 bits). The same length as the […]

Bernoulli race particle filters

Sebastian Schmon, Arnaud Doucet and George Deligiannidis have recently arXived an AISTATS paper with the above nice title. The motivation for the extension is facing intractable particle weights for state space models, as for instance in discretised diffusions.  In most cases, actually, the weight associated with the optimal forward proposal involves an intractable integral which […]

foundations of data science [editorial]

The American Institute of Mathematical Sciences, one of eight NSF-funded mathematical institutes, is supporting a new journal on data sciences called Foundations of Data Science, with editors in chief Ajay Jasra, Kody Law, and Vasileios Maroulas. Since I know them reasonably well (!). I have asked the editors for an editorial and they obliged by […]

Lies sleeping [book review]

This is the seventh book in the Rivers of London series, by Ben Aaronovitch, which I have been expecting a long time. Avoiding the teasers like The Furthest Station, which appears primarily as a way to capitalise on readers’ impatience. And maybe due to this long wait or simply fatigue of the writer (or reader?!), […]

abandon ship [value]!!!

The Abandon Statistical Significance paper we wrote with Blakeley B. McShane, David Gal, Andrew Gelman, and Jennifer L. Tackett has now appeared in a special issue of The American Statistician, “Statistical Inference in the 21st Century: A World Beyond p < 0.05“.  A 400 page special issue with 43 papers available on-line and open-source! Food […]

Dutch summer workshops on Bayesian modeling

Just received an email about two Bayesian workshops in Amsterdam this summer: “Theory and Practice of Bayesian Hypothesis Testing, A JASP Workshop”  August 22 – August 23, 2019 “Bayesian Modeling for Cognitive Science, A JAGS and WinBUGS Workshop” August 26 – August 30 both taking place at the University of Amsterdam. And focussed on Bayesian […]

dominating measure

Yet another question on X validated reminded me of a discussion I had once  with Jay Kadane when visiting Carnegie Mellon in Pittsburgh. Namely the fundamentally ill-posed nature of conjugate priors. Indeed, when considering the definition of a conjugate family as being a parameterised family Þ of distributions over the parameter space Θ stable under […]

asymptotics of synthetic likelihood [a reply from the authors]

[Here is a reply from David, Chris, and Robert on my earlier comments, highlighting some points I had missed or misunderstood.] Dear Christian Thanks for your interest in our synthetic likelihood paper and the thoughtful comments you wrote about it on your blog.  We’d like to respond to the comments to avoid some misconceptions. Your […]

La peste et la vigne [book review]

During my trip to Cambodia, I read the second volume of this fantasy cycle in French. Which I liked almost as much as the first volume since the author continues to explore the mystery of the central character Syffe and its relations with some magical forces at play in his universe. As in most stories […]

sorcerer to the Crown [book review]

Sorcerer to the Crown is an historical fantasy book by Zen Cho I got into buying by reading a review linking most positively it to Jonathan Strange & Mr. Norrell. Obviously I should have known better, given that Jonathan Strange & Mr. Norrell was several years in the making, with both a very convincing reconstitution […]

a new rule for adaptive importance sampling

Art Owen and Yi Zhou have arXived a short paper on the combination of importance sampling estimators. Which connects somehow with the talk about multiple estimators I gave at ESM last year in Helsinki. And our earlier AMIS combination. The paper however makes two important assumptions to reach optimal weighting, which is inversely proportional to […]

error bars [reposted]

A definitely brilliant entry on xkcd that reflects upon the infinite regress of producing error evaluations that are based on estimates. A must for the next class when I introduce error bars and confidence intervals!

Nature tea[dbits]

A very special issue of Nature (7 February 2019, vol. 556, no. 7742). With an outlook section on tea, plus a few research papers (and ads) on my principal beverage. News about the REF, Elsevier’s and Huawei’s woes with the University of California, the dangerous weakening of Title IX by the Trump administration, and a […]

distributed posteriors

Another presentation by our OxWaSP students introduced me to the notion of distributed posteriors, following a 2018 paper by Botond Szabó and Harry van Zanten. Which corresponds to the construction of posteriors when conducting a divide & conquer strategy. The authors show that an adaptation of the prior to the division of the sample is […]

how a hiring quota failed [or not]

This week, Nature has a “career news” section dedicated to how hiring quotas [may have] failed for French university hiring. And based solely on a technical report by a Science Po’ Paris researcher. The hiring quota means that every hiring committee for a French public university hiring committee must be made of at least 40% […]