Category: Books

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 […]

a good start in Series B!

Just received the great news for the turn of the year that our paper on ABC using Wasserstein distance was accepted in Series B! Inference in generative models using the Wasserstein distance, written by Espen Bernton, Pierre Jacob, Mathieu Gerber, and myself, bypasses the (nasty) selection of summary statistics in ABC by considering the Wasserstein […]

mixture modelling for testing hypotheses

After a fairly long delay (since the first version was posted and submitted in December 2014), we eventually revised and resubmitted our paper with Kaniav Kamary [who has now graduated], Kerrie Mengersen, and Judith Rousseau on the final day of 2018. The main reason for this massive delay is mine’s, as I got fairly depressed […]

Treasure Island

Just spent a wonderful hour listening to excepts from Stevenson’s Treasure Island while cooking dinner… Actually promoting a new translation (in French) in a much more colloquial version than the one I read as a child. I never get enough of this story (even though Kidnapped remains my favourite and not only mine’s!). As a […]

a book and two chapters on mixtures

The Handbook of Mixture Analysis is now out! After a few years of planning, contacts, meetings, discussions about notations, interactions with authors, further interactions with late authors, repeating editing towards homogenisation, and a final professional edit last summer, this collection of nineteen chapters involved thirty-five contributors. I am grateful to all participants to this piece […]

Le Monde puzzle [#1076]

A cheezy Le Monde mathematical puzzle : (which took me much longer to find [in the sense of locating] than to solve, as Warwick U does not get a daily delivery of the newspaper [and this is pre-Brexit!]): Take a round pizza (or a wheel of Gruyère) cut into seven identical slices and turn one […]

a question from McGill about The Bayesian Choice

I received an email from a group of McGill students working on Bayesian statistics and using The Bayesian Choice (although the exercise pictured below is not in the book, the closest being exercise 1.53 inspired from Raiffa and Shlaiffer, 1961, and exercise 5.10 as mentioned in the email): There was a question that some of […]

Binomial vs Bernoulli

An interesting confusion on X validated where someone was convinced that using the Bernoulli representation of a sequence of Bernoulli experiments led to different posterior probabilities of two possible models than when using their Binomial representation. The confusion actually stemmed from using different conditionals, namely N¹=4,N²=1 in the first case (for a model M¹ with […]

“more Bayesian” GANs

On X validated, I got pointed to this recent paper by He, Wang, Lee and Tiang, that proposes a new form of Bayesian GAN. Although I do not see it as really Bayesian, as explained below. “[The] existing Bayesian method (Saatchi & Wilson, 2017) may lead to incompatible conditionals, which suggest that the underlying joint […]

approximate likelihood perspective on ABC

George Karabatsos and Fabrizio Leisen have recently published in Statistics Surveys a fairly complete survey on ABC methods [which earlier arXival I had missed]. Listing within an extensive bibliography of 20 pages some twenty-plus earlier reviews on ABC (with further ones in applied domains)! “(…) any ABC method (algorithm) can be categorized as either (1) […]