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To Susie [by Kerrie Mengersen]

Wed, 2014-08-20 18:14

[Here is a poem written by my friend Kerrie for the last ISBA cabaret in Cancun, to Susie who could not make it to a Valencia meeting for the first time... Along with a picture of Susie, Alicia and Jennifer taking part in another ISBA cabaret in Knossos, Crete, in 2000.]

This is a parody of a classic Australian bush poem, ‘The Man from Snowy River’, that talks of an amazing horseman in the rugged mountain bush of Australia, who out-performed the ‘cracks’ and became a legend. That’s how I think of Susie, so this very bad poem comes with a big thanks for being such an inspiration, a great colleague and a good friend.

There was movement in the stats world as the emails caught alight
For the cult from Reverend Bayes had got away
And had joined the ‘ISBA’ forces, and were calling for a fight
So all the cracks had gathered to the fray.

All the noted statisticians from the countries near and far
Had flown into Cancun overnight
For the Bayesians love their meetings where the sandy beaches are
And the Fishers snuffed the battle with delight.

There were Jim and Ed and Robert, who were ‘fathers of the Bayes’
They were known as the whiskey drinking crowd
But they’d invented all the theory in those Valencia days
Yes, they were smart, but oh boy were they loud!

And Jose M Bernardo came down to lend a hand
A finer Bayesian never wrote a prior
And Mike West, Duke of Bayesians, also joined the band
And brought down all the graduates he could hire

Sonia and Maria strapped their laptops to the cause
And Anto, Chris and Peter ran – in thongs!
Sirs Adrian and David came with armour and a horse
While Brad and Gareth murdered battle songs

And one was there, a Spaniard, blonde and fierce and proud
With a passion for statistics and for fun
She’d been there with the founders of the nouveau Bayesian crowd
And kept those Fisher stats folk on the run

But Jim’s subjective prior made him doubt her power to fight
Mike Goldstein said, ‘That girl will never do,
In the heat of battle, deary, you just don’t have the might
This stoush will be too rough for such as you.’

 But Berger and Bernardo came to Susie’s side
We think we ought to let her in, they said
For we warrant she’ll be with us when the blood has fairly dried
For Susie is Valencia born and bred.

She did her Bayesian training in the classic Spanish way
Where the stats is twice as hard and twice as rough
And she knows nonparametrics, which is useful in a fray
She’s soft outside, but inside, man she’s tough!

She went. They found those Fisher stats folk sunning on the beach
And as they grabbed their laptops from the sand
Jim Berger muttered fiercely, ‘right, twist any head you reach
We cannot let those Fish get out of hand.’

Alicia, grab a Dirichlet and break them with a stick
Chris, it’s easy, just like ABC
And Sylvia, a mixture model ought to do the trick
But just you leave that Ronnie up to me.

Jose battled them with inference and curdled Neyman’s blood
And Ed told jokes that made them shake their head
And posteriors lined like beaches like sandbags for a flood
And Jim threw whiskey bottles as they fled.

And when the Bayesians and the Fishers were washed up on the sand
The fight was almost judged to be a tie
But it was Susie who kept going, who led the final charge
For she didn’t want objective Bayes to die

She sent the beach on fire as she galloped through the fray
Hurling P and F tests through the foam
‘til the Fishers raised surrender and called the fight a day
And shut their laptops down and sailed for home.

And now at ISBA meetings where the Bayesians spend their days
To laugh and learn and share a drink or two
A glass is always toasted: to Susie, Queen of Bayes
And the cheering echoes loudly round the crew.

She will be remembered for setting Bayesian stats on fire
For her contributions to the field are long
And her passion and her laughter will continue to inspire
The Bayesian from Valencia lives on!

Filed under: pictures, Statistics, University life Tagged: Cancún, Crete, ISBA, ISBA 2014, Kerrie Mengersen, Knossos, Susie Bayarri, València
Categories: Bayesian Bloggers

Mas de Martin Ecce Vino

Wed, 2014-08-20 14:20

Filed under: Wines
Categories: Bayesian Bloggers

hasta luego, Susie!

Tue, 2014-08-19 18:14

I just heard that our dear, dear friend Susie Bayarri passed away early this morning, on August 19, in Valencià, Spain… I had known Susie for many, many years, our first meeting being in Purdue in 1987, and we shared many, many great times during simultaneous visits to Purdue University and Cornell University in the 1990’s. During a workshop in Cornell organised by George Casella (to become the unforgettable Camp Casella!), we shared a flat together and our common breakfasts led her to make fun of my abnormal consumption of cereals  forever after, a recurrent joke each time we met! Another time, we were coming from the movie theatre in Lafayette in Susie’ s car when we got stopped for going through a red light. Although she tried very hard, her humour and Spanish verve were for once insufficient to convince her interlocutor.

Susie was a great Bayesian, contributing to the foundations of Bayesian testing in her numerous papers and through the direction of deep PhD theses in Valencia. As well as to queuing systems and computer models. She was also incredibly active in ISBA, from the very start of the Bayesian society, and was one of the first ISBA presidents. She also definitely contributed to the Objective Bayes section of ISBA, especially in the construction of the O’Bayes meetings. She gave a great tutorial on Bayes factors at the last O’Bayes conference in Duke last December, full of jokes and passion, despite being already weak from her cancer…

So, hasta luego, Susie!, from all your friends. I know we shared the same attitude about our Catholic education and our first names heavily laden with religious meaning, but I’d still like to believe that your rich and contagious laugh now resonates throughout the cosmos. So, hasta luego, Susie, and un abrazo to all of us missing her.

Filed under: Statistics, University life Tagged: Bayesian foundations, Cornell University, George Casella, ISBA, O'Bayes, Purdue University, Spain, Susie Bayarri, València
Categories: Bayesian Bloggers

a week at the lake (#4)

Tue, 2014-08-19 08:18
Categories: Bayesian Bloggers

on intelligent design…

Mon, 2014-08-18 18:11

In connection with Dawkins’ The God delusion, which review is soon to appear on the ‘Og, a poster at an exhibit on evolution in the Harvard Museum of Natural History, which illustrates one of Dawkins’ points on scientific agosticism. Namely, that refusing to take a stand on the logical and philosophical opposition between science and religion(s) is not a scientific position. The last sentence in the poster is thus worse than unnecessary…

Filed under: Books, Kids, Travel Tagged: "intelligent" design, agnosticism, atheism, Cambridge, creationism, evolution, Harvard, Harvard Museum of Natural History
Categories: Bayesian Bloggers

a week at the lake (#3)

Sun, 2014-08-17 18:14
Categories: Bayesian Bloggers

Munbai map [recycled art]

Sat, 2014-08-16 18:14

While my transfer in Munbai from Terminal 1 to Terminal 2 was a bit hectic, with a security luggage scan before boarding a shuttle that would drive us to outside the terminal [next to slums that seemed to have direct access to the runways of the airport!), the brand new Terminal 2 was impressive as well as efficient as I went through security and passport controls quite quickly. I eventually reached the museum part, as this terminal holds an unbelievable collection of artefacts, sculptures and paintings. From the lounge, I could admire the above map of the region of Mumbai, made of recycled computer boards, by Akshay Rajpurkar, which I found deeply moving. If I ever travel past Mumbai T2 terminal, I will make sure to tour the rest of the collection!

Filed under: pictures, Travel Tagged: Akshay Rajpurkar, art brut, chips, India, lounge, motherboard, Mumbai, Mumbai airport, Terminal 2
Categories: Bayesian Bloggers

Basil the chipmunk

Fri, 2014-08-15 08:18
Categories: Bayesian Bloggers

STEM forums

Thu, 2014-08-14 22:14

“I can calculate the movement of stars, but not the madness of men.” Isaac Newton

When visiting the exhibition hall at JSM 2014, I spoke with people from STEM forums on the Springer booth. The concept of STEM (why STEM? Nothing to do with STAN! Nor directly with Biology. It stands as the accronym for Science, Technology, Engineering, and Mathematics.) is to create a sort of peer-reviewed Cross Validated where questions would be filtered (in order to avoid the most basic questions like “How can I learn about Bayesian statistics without opening a book?” or “What is the Binomial distribution?” that often clutter the Stack Exchange boards). That’s an interesting approach which I will monitor in the future, as on the one hand, it would be nice to have a Statistics forum without “lazy undergraduate” questions as one of my interlocutors put, and on the other hand, to see how STEM forums can compete with the well-established Cross Validated and its core of dedicated moderators and editors. I left the booth with a neat tee-shirt exhibiting the above quote as well as alpha-tester on the back: STEM forums is indeed calling for entries into the Statistics section, with rewards of ebooks for the first 250 entries and a sweepstakes offering a free trip to Seattle next year!

Filed under: Books, R, Statistics, University life Tagged: Boston, cross validated, JSM 2014, Springer-Verlag, Stack Echange, STEM forums
Categories: Bayesian Bloggers

a week at the lake (#2)

Thu, 2014-08-14 08:11
Categories: Bayesian Bloggers

new laptop with ubuntu 14.04

Wed, 2014-08-13 18:24

As I was getting worried about the chances of survival of my current laptop (bought in emergency upon my return from Kyoto!), I decided to use some available grant money to buy a new laptop without stepping through the emergency square. Thanks to my local computer engineer, Thomas, I found a local dealer selling light laptops with an already installed Ubuntu 14.04… And qwerty (UK) keyboards. Even though the previous move to Kubuntu 12.04 had been seamless, a failed attempt to switch a Mac to Ubuntu a few months later left me wary about buying a computer first and testing later whether or not it was truly Linux compatible. I am therefore quite happy with the switch and grateful to Thomas for the suggestion. I managed to re-compile my current papers and to run my current R codes, plus connect by wireless and read photos from my camera, hence validating the basic operations I primarily require from a computer! And reinstalled KDE. (I am still having difficulties with the size of the fonts in Firefox though. Which do not seem coherent from a tab to the next.) Enough to sacrifice a new sticker to cover the brand on its cover….

Filed under: Linux, R, Statistics, University life Tagged: KDE, Kubuntu 12.04, MacBook Pro, qwerty, Ubuntu 14.04
Categories: Bayesian Bloggers

Boston skyline (#2)

Wed, 2014-08-13 08:18
Categories: Bayesian Bloggers

Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ] and new book

Tue, 2014-08-12 18:14

On the last day of the IFCAM workshop in Bangalore, Marc Lavielle from INRIA presented a talk on mixed effects where he illustrated his original computer language Monolix. And mentioned that his CRC Press book on Mixed Effects Models for the Population Approach was out! (Appropriately listed as out on a 14th of July on amazon!) He actually demonstrated the abilities of Monolix live and on diabets data provided by an earlier speaker from Kolkata, which was a perfect way to start initiating a collaboration! Nice cover (which is all I saw from the book at this stage!) that maybe will induce candidates to write a review for CHANCE. Estimation of those mixed effect models relies on stochastic EM algorithms developed by Marc Lavielle and Éric Moulines in the 90’s, as well as MCMC methods.

Filed under: Books, pictures, R, Statistics, Travel, University life Tagged: Bangalore, book review, CHANCE, EM, IFCAM, Indian Institute of Science, INRIA, Kolkata, Marc Lavielle, MCMC, mixed effect models, Monolix, SAEM
Categories: Bayesian Bloggers

Ebola virus [and Mr. Bayes]

Mon, 2014-08-11 18:14

Just like after the Malaysian Airlines flight 370 disappearance, the current Ebola virus outbreak makes me feel we are sorely missing an emergency statistical force to react on urgent issues… It would indeed be quite valuable to have a team of statisticians at the ready to quantify risks and posterior probabilities and avoid media approximations. The situations calling for this reactive force abound. A few days ago I was reading about the unknown number of missing pro-West activists in Eastern Ukraine. Maybe statistical societies could join forces to set such an emergency team?! Whose goals are somewhat different from the great Statistics without Borders

As a side remark, the above philogeny is taken from Dudas and Rambaut’s recent paper in PLOS reassessing the family tree of the current Ebola virus(es) acting in Guinea. The tree is found using MrBayes, which delivers a posterior probability of 1 to this filiation! And concluding “that the rooting of this clade using the very divergent other ebolavirus species is very problematic.”

Filed under: Statistics, Travel, University life Tagged: ASA, Ebola virus, JSM 2014, Malaysian Airlines, philogenic trees, Statistics without Borders, The New York Times, Ukraine
Categories: Bayesian Bloggers

ABC model choice by random forests [guest post]

Sun, 2014-08-10 18:14

[Dennis Prangle sent me his comments on our ABC model choice by random forests paper. Here they are! And I appreciate very much contributors commenting on my paper or others, so please feel free to join.]

This paper proposes a new approach to likelihood-free model choice based on random forest classifiers. These are fit to simulated model/data pairs and then run on the observed data to produce a predicted model. A novel “posterior predictive error rate” is proposed to quantify the degree of uncertainty placed on this prediction. Another interesting use of this is to tune the threshold of the standard ABC rejection approach, which is outperformed by random forests.

The paper has lots of thought-provoking new ideas and was an enjoyable read, as well as giving me the encouragement I needed to read another chapter of the indispensable Elements of Statistical Learning However I’m not fully convinced by the approach yet for a few reasons which are below along with other comments.

Alternative schemes

The paper shows that random forests outperform rejection based ABC. I’d like to see a comparison to more efficient ABC model choice algorithms such as that of Toni et al 2009. Also I’d like to see if the output of random forests could be used as summary statistics within ABC rather than as a separate inference method.

Posterior predictive error rate (PPER)

This is proposed to quantify the performance of a classifier given a particular data set. The PPER is the proportion of times the classifier’s most favoured model is incorrect for simulated model/data pairs drawn from an approximation to the posterior predictive. The approximation is produced by a standard ABC analysis.

Misclassification could be due to (a) a poor classifier or (b) uninformative data, so the PPER aggregrates these two sources of uncertainty. I think it is still very desirable to have an estimate of the uncertainty due to (b) only i.e. a posterior weight estimate. However the PPER is useful. Firstly end users may sometimes only care about the aggregated uncertainty. Secondly relative PPER values for a fixed dataset are a useful measure of uncertainty due to (a), for example in tuning the ABC threshold. Finally, one drawback of the PPER is the dependence on an ABC estimate of the posterior: how robust are the results to the details of how this is obtained?


This paper illustrates an important link between ABC and machine learning classification methods: model choice can be viewed as a classification problem. There are some other links: some classifiers make good model choice summary statistics (Prangle et al 2014) or good estimates of ABC-MCMC acceptance ratios for parameter inference problems (Pham et al 2014). So the good performance random forests makes them seem a generally useful tool for ABC (indeed they are used in the Pham et al al paper).

Filed under: pictures, R, Statistics, University life Tagged: ABC, ABC model choice, arXiv, classification, Dennis Prangle, Elements of Statistical Learning, machine learning, model posterior probabilities, posterior predictive, PPER, random forests
Categories: Bayesian Bloggers

Dracula [book review]

Sat, 2014-08-09 18:14

As I was waiting for my plane to Bangalore a week ago, I spotted a cheap English edition of Bram Stoker’s Dracula in De Gaulle airport. I had not re-read the book since my teenage years (quite a while ago, even by wampyr’s standards!), so I bought it for the trip ahead. I remembered very little of the style of the [French translation of the] book if the story itself was still rather fresh on my mind (as were the uneasy nights after reading the novel!).

“I can hazard no opinion. I do not know what to think and I have no data on which to found a conjecture.”

Dracula is definitely a Victorian gothic novel in the same spirit as Radcliffe’s Mysteries of Udolpho I read last year, if of a late and lighter style… Characters do not feel very realistic (!), maybe because the novel is written in the epistolary style, which makes those characters only express noble or proper sentiments and praise virtues in their companions. (The book could obviously be re-read with this filter, attempting at guessing the true feelings of those poor characters forced into a mental straitjacket by the Victorian moral codes.) However, even without this deconstructive approach, the book is quite fascinating as a representation of the codes of the time. More than for a rather unconvincing plot which leaves the main protagonist mostly in the dark [of a coffin, obviously!]. The small band of wampyr-hunters pursuing Dracula seems bound to commit every mistake in the book and miss clues about his local victims and opportunities to end up Dracula’s taste of England earlier… And the progress of Dracula in his invasion is too slow to be frightening.  Anyway, what I found highly interesting in Dracula is the position and treatment of women in this novel, from innocent vaporous victims to wanton seductresses once un-dead, from saintly and devoted wives to unusually bright women “more clever than men” but still prone to hysteria… Once again, many filters of (modern) societal and sociological constraints could be lifted from this presentation. I also noticed that no legal authority ever appears in the novel: the few policemen therein lift rescued children from cemeteries or nod at the heroes breaking into Dracula’s house in London. This absence may point out issues with Victorian society that may prove impossible to solve with out radical changes. (Or I may be reading too much!)

Filed under: Books, Kids, pictures Tagged: boko review, Bram Stoker, Dracula, gothic novels, Transylvania, Victorian society
Categories: Bayesian Bloggers