November 03, 2105

Apply! (The Call to Pittsburgh)

The CMU Statistics Department is conducting two faculty searches, one for teaching-track and one for tenure-track faculty, and I find myself on the search committee. (This feels extra bizarre because I could swear I just came here about two years ago.) I am, obviously, a partial judge, but I think we're a great place — I literally cannot think of another statistics department where I would rather be. We are, this year, making a very serious attempt to reach out to people from backgrounds which might lead them to not normally think they'd have a chance here. I think I can guarantee that this year, at least, the idea of a "related area" will be interpreted quite liberally. We are also quite serious about wanting to improve our track-record when it comes to hiring women (nothing to brag about) and under-represented minorities (really nothing to brag about), and not just for faculty but also for graduate students. If readers have any questions, I promise to promptly answer any serious inquiry.

Posted at November 03, 2105 19:25 | permanent link

November 09, 2015

"Inference in the Presence of Network Dependence Due to Contagion" (Next Week at the Statistics Seminar)

Attention conservation notice: Only of interest if you (1) care about statistical inference with network data, and (2) will be in Pittsburgh next week.

A (perhaps) too-skeptical view of statistics is that we should always think we have $ n=1 $, because our data set is a single, effectively irreproducible, object. With a lot of care and trouble, we can obtain things very close to independent samples in surveys and experiments. When we get to time series or spatial data, independence becomes a myth we must abandon, but we still hope that we can break up the data set into many nearly-independent chunks. To make those ideas plausible, though, we need to have observations which are widely separated from each other. And those asymptotic-independence stories themselves seem like myths when we come to networks, where, famously, everyone is close to everyone else. The skeptic would, at this point, refrain from drawing any inference whatsoever from network data. Fortunately for the discipline, Betsy Ogburn is not such a skeptic.

Elizabeth Ogburn, "Inference in the Presence of Network Dependence Due to Contagion"
Abstract: Interest in and availability of social network data has led to increasing attempts to make causal and statistical inferences using data collected from subjects linked by social network ties. But inference about all kinds of estimands, starting with simple sample means, is challenging when only a single network of non-independent observations is available. There is a dearth of principled methods for dealing with the dependence that such observations can manifest. We describe methods for causal and semiparametric inference when the dependence is due solely to the transmission of information or outcomes along network ties.
Time and place: 4--5 pm on Monday, 16 November 2015, in 1112 Doherty Hall

As always, the talk is free and open to the public.

Enigmas of Chance; Networks

Posted at November 09, 2015 22:14 | permanent link

"Statistical Estimation with Random Forests" (This Week at the Statistics Seminar)

Attention conservation notice: Only of interest if you (1) are interested in seeing machine learning methods turned (back) into ordinary inferential statistics, and (2) will be in Pittsburgh on Wednesday.

Leo Breiman's random forests have long been one of the poster children for what he called "algorithmic models", detached from his "data models" of data-generating processes. I am not sure whether developing classical, data-model statistical-inferential theory for random forests would please him, or has him spinning in his grave, but either way I'm sure it will make for an interesting talk.

Stefan Wager, "Statistical Estimation with Random Forests"
Abstract: Random forests, introduced by Breiman (2001), are among the most widely used machine learning algorithms today, with applications in fields as varied as ecology, genetics, and remote sensing. Random forests have been found empirically to fit complex interactions in high dimensions, all while remaining strikingly resilient to overfitting. In principle, these qualities ought to also make random forests good statistical estimators. However, our current understanding of the statistics of random forest predictions is not good enough to make random forests usable as a part of a standard applied statistics pipeline: in particular, we lack robust consistency guarantees and asymptotic inferential tools. In this talk, I will present some recent results that seek to overcome these limitations. The first half of the talk develops a Gaussian theory for random forests in low dimensions that allows for valid asymptotic inference, and applies the resulting methodology to the problem of heterogeneous treatment effect estimation. The second half of the talk then considers high-dimensional properties of regression trees and forests in a setting motivated by the work of Berk et al. (2013) on valid post-selection inference; at a high level, we find that the amount by which a random forest can overfit to training data scales only logarithmically in the ambient dimension of the problem.
(This talk is based on joint work with Susan Athey, Brad Efron, Trevor Hastie, and Guenther Walther.)
Time and place: 4--5 pm on Wednesday, 11 November 2015 in Doherty Hall 1112

As always, the talk is free and open to the public.

Enigmas of Chance

Posted at November 09, 2015 16:23 | permanent link

November 03, 2015

Kriging in Perspective (Teaching outtakes)

Attention conservation notice: 11 pages of textbook out-take on statistical methods, either painfully obvious or completely unintelligible.

I wrote up some notes on kriging for use in the regression class, but eventually decided teaching that and covariance estimation would be too much. Eventually I'll figure out how to incorporate it into the book, but in the meanwhile I offer it for the edification of the Internet.

Enigmas of Chance; Corrupting the Young

Posted at November 03, 2015 19:00 | permanent link

Housekeeping Notes

Blogging will remain sparse while I teach, finish the book, write grant proposals, try not to screw up being involved in a faculty search, do all the REDACTED BECAUSE PRIVATE things, and dream about research. In the meanwhile:

A Twitter account, opened at Tim Danford's instigation. This is a semi-automated new account which is just for announcing new posts here; it (and I use the pronoun deliberately) follows no one, I read nothing, and messages or attempts to engage might as well be piped to /dev/null.

My online notebooks are in the same process of incremental update they've been for the last 21 years.

My on-going bookmarking, with short commentary. (Pinboard doesn't need my unsolicited endorsement, but has it.)

Tumblr, for pictures.

Self-centered

Posted at November 03, 2015 17:00 | permanent link

October 31, 2015

Books to Read While the Algae Grows in Your Fur, October 2015

Attention conservation notice: I have no taste.

Anne M. Pillsworth, Fathomless
Mind candy, sequel to Summoned (which I seem not to have blogged about), being the further education of a Lovecraftian sorcerer. Pillsworth tries very hard to maintain faithfulness to the canon, but with a sensibility which is a just a bit less freaked by its own attraction to the not-like-me than Lovecraft was. It's clearly aimed at younger readers, but I'm not sure how many of them will have read enough eighty-year-old stories to appreciate it.
Mur Laffery, The Shambling Guide to New York City and Ghost Train to New Orleans
Mind candy: the adventurous life of a travel-book editor, who discovers that the big city is, in fact, full of monsters — and she is, arguably, one of them.
Shirley Jackson, We Have Always Lived in the Castle
I remember this being a favorite book as a teenager, but I'd not read it for decades. It turns out I'd forgotten the last half or so, and it blew me away, again.
Oscar Kempthorne, Design and Analysis of Experiments
Very old-school, but very clear, experimental design; Kempthorne is extremely sound on the role of randomization, and what it does and does not let one estimate. Reading this now, it's amazing just how little one could actually calculate back then, outside of additive-and-Gaussian models, and so how much of the formal machinery was really about simplifying calculations. (Look at the gyrations he goes through to avoid having to explicitly invert matrices when getting least-squares estimates.)
Jeffrey E. Barlough, The House in the High Wood: A Story of Old Talbotshire
Mind candy, of a very odd sort; only semi-recommended. On the surface, it's a dark historical fantasy set in rural 19th century England, complete with scenes of village life and a haunted mansion. The deeper in one goes, the more elements appear which are bizarre even for such a book — elements which are never explained. My best guess — n cnenyyry jbeyq jubfr uhzna vaunovgnagf ner qrfpraq sebz crbcyr jub pnzr sebz Ivpgbevna Oevgnva naq uryq ba gb gubfr zberf gb n evqvphybhf rkgrag (qryvorengr geniryref? fangpurq ol fbzr zlfgrevbhf sbepr? zreryl ivpgvzf bs enaqbz vagreqvzrafvbany jrveqarff?), cyhf n ybg bs ceruvfgbevp navznyf rkgvapg va bhe jbeyq, oebhtug bire ol gur fnzr cebprff — turns out to be not what the author had in mind, though not that far off either. This setting, I have to say, did nothing for me, but I can see how many would like it (*), and Barlough certainly has real skills as a novelist.
*: Bgure crbcyr zvtug fcrphyngr ba gur nccrny bs na vzntvanel jbeyq jurer gur fbyr yvtug bs pvivyvmngvba vf na Nzrevpna jrfg pbnfg vf ragveryl vaunovgrq ol JNFCf, jub qvqa'g rira unir gb rkgrezvangr nal angvirf gb trg gur ynaq, ohg jung qb V xabj nobhg Oneybhtu'f zbgvirf, be gur sne zber inevbhf barf bs uvf snaf? Jung V pna fnl pbasvqragyl gung, nf n jbex bs fcrphyngvir svpgvba, gur jbeyq-ohvyqvat vf ynhtunoyl jrnx. Gung na nygreangr irefvba bs bhe jbeyq jurer gur Vpr Ntrf arire raqrq, jurer gurer vf ab thacbjqre, naq jurer gur Nzrevpnf jrer havaunovgrq orsber Rhebcrnaf cynagrq frggyre pbybavrf, jbhyq unir n Oevgnva, zhpu yrff bar jubfr phygher va 1839 jnf whfg yvxr jung vg jnf urer, fubjf n gbgny snvyher bs uvfgbevpny frafr. Guvf vf bayl zngpurq ol gur vqrn gung n praghel naq n unys yngre, nsgre n tybony raivebazragny pngnfgebcur vapyhqvat, nzbat bgure guvatf, gur gbgny qvfehcgvba bs nyy ybat-qvfgnapr genqr, gung phygher jbhyq erznva pbzcyrgryl hapunatrq. (Naq vg qbrfa'g rira frrz gb or gung gurl bayl guvax gurl'ir cerfreirq guvatf hapunatrq.) Jbeyq-ohvyqvat vf, bs pbhefr, abg gur bayl iveghr sbe fcrphyngvir svpgvba --- zhpu gur fnzr pevgvpvfzf nccyl, zhgngvf zhgnaqvf, gb Anbzv Abivx'f vzzrafryl sha Ancbyrbavp frn qentba fgbevrf --- ohg urer vg xrcg wneevat zr.
I say this as someone who likes the idea of a North America which still has all the old Pleistocene megafauna.
Peter Straub, Houses without Doors
Mind candy: a collection of his horror stories, though two of these are really too long to be stories ("The Buffalo Hunter", 130 pages; "Mrs. God", 166). "Blue Rose" and "The Juniper Tree" were fine (they relate to Straub's novels, but stand alone); I did not care for "The Buffalo Hunter" at all. "A Short Guide to the City" is creepy (*), as is "Something About a Death, Something About a Fire"; in neither story does much of anything at all happen. "Mrs. God", finally, is a Gothic extravagance with a haunted stately house, hostile villagers, mysterious manuscripts, eerie parallels across generations, morally and biologically decayed aristocrats, a viewpoint character who doesn't so much have perceptions as a continuous running pathetic fallacy, and, because this is Straub, poetry. (Also, again because this is Straub, no explanations of anything at all.)
*: And, I'm afraid, just a bit racist in the way it describes the South Siders. Which is a shame, because that bit is also one of the best parts of the story.
Ann Leckie, Ancillary Mercy
At the end of the last volume, I thought there was no way this series could be satisfyingly finished in one more book. I should have had more trust in the author.
Spoiler-ish comments: V qvqa'g frr ubj Oerd pbhyq cbffvoyl jva ntnvafg Nannaqre Zvnannv --- abe qvq V guvax gung nsgre nyy guvf, Yrpxvr jnf tbvat gb unir Oerd hygvzngryl qrsrngrq. (Gubhtu n zrnare nhgube zvtug unir.) Jung V qvq abg pbhag ba jnf Oerd'f zvffvba bs crefbany ergevohgvba ribyivat vagb na NV yvorengvba zbirzrag, phyzvangvat va sbhaqvat gur Phygher.
Seth Dickinson, The Traitor Baru Cormorant
Mind candy fantasy epic. I picked this up on the recommendation of Kameron Hurley, and was not disappointed: it is the only fantasy novel I have run across which turns on questions of economics and imperialism, and still manages to avoid cynicism. (Which, come to think of it, is hard with realist fiction.) Further comments ROT-13'd for spoilers: Gung Oneh jbhyq orgenl gur eroryyvba jnf boivbhf rabhtu gb zr sebz gur zbzrag gur ercerfragngvir bs gur Uvqqra Znfgref znqr pbagnpg jvgu ure --- uryy, boivbhf rabhtu sebz gur gvgyr. Rira gur trareny angher bs gur svany grfg jnf boivbhf. Naq lrg vg fgvyy jnf dhvgr nssrpgvat, qrfcvgr zl univat abguvat crefbanyyl vairfgrq Oneh'f cnegvphyne inevrgl bs sbeovqqra ybir.
Whether Baru emerges at the end triumphant yet tragic, or merely tragic, I hesitate to say.
Raziuddin Aquil, Sufism, Culture and Politics: Afghans and Islam in Medieval North India
This divides fairly cleanly into three parts. The first is about the history of Sher Shah Sur, who, depending on your perspective, either was the successor to the Afghan (=Pashtun, pretty much) Lodi dynasty as sultan of Delhi and emperor of Hindustan, or was a rebel against the Timurids, temporarily expelling Humayun and setting the stage for Akbar. Aquil does a good job of setting out all the accouns from all the primary sources, which left me, at least, in a great deal of doubt about what exactly happened when. The second part is about the administration of the Afghan dynasties and their incorporation of local Rajputs into their imperial project. The third is about the political role of Sufi orders (including their stories about beating Hindu yogis in displays of supernatural force; disappointingly, Aquil does not inquire what stories contemporary yogis told about sufis) and the role of sufis in cross-religious syncretism. These are only loosely coupled to each other, though there are some connections.
Aquil presumes a reader familiar with at least the outlines of the political and religious history of northern India during the 15th and 16th centuries, and makes no concession to ignorance on this score. (I am not ashamed to admit how much I relied on my memories of Amar Chitra Katha comics read as boy.) With even the minimal necessary background, however, he has some fascinating things to say, both about massive empires rising and falling over little more than a decade, and how this was intertwined with both profound mystical spirituality and gross superstition (with, naturally, the superstition predominating).

Books to Read While the Algae Grow in Your Fur; Scientifiction and Fantastica; Writing for Antiquity; Islam; Enigmas of Chance; Cthulhiana

Posted at October 31, 2015 23:59 | permanent link

September 30, 2015

Books to Read While the Algae Grow in Your Fur, September 2015

Attention conservation notice: I have no taste.

Linda Nagata, The Trials
Sequel to First Light, where the consequences of that adventure come home to roost. — If I say that these novels are near-future military hard science fiction, full of descriptions of imaginary technologies and of stuff blowing up, and clearly inspired by an anxious vision of America's ongoing decline, I am being perfectly truthful, and yet also quite misleading. People who enjoy books which fall under that rubric will find it very much the sort of thing they like; at the same time, normally I'd pay to avoid having to read such works, and yet found these two quite compelling, and eagerly await the conclusion.
ObLinkage: Nagata's self-presentation.
Letizia Battaglia, Passion, Justice, Freedom --- Photographs of Sicily
Battaglia comes across as a bit of a crazy woman, but in a deeply admirable way; and, of course, a tremendous photographer.
Paul McAuley, In the Mouth of the Whale
Hard-SF space opera, set in the same future as his terrific The Quiet War and Gardens of the Sun, but many centuries later. (He's good at filling in enough of the back-story to make it separately readable.) In this book, we're plunged into a conflict over the star system around Fomalhaut among four different more-or-less-post-more-or-less-human clades, seen from three points of view, two of which prove to be peripheral grunts. (Spoiler: Jung, rneyl ba, nccrnef gb or bar bs gur zbfg uhzna ivrjcbvagf cebirf, va snpg, gb or cebsbhaqyl fgenatr, gubhtu guvf vf fbzrguvat ernqref bs gur cerivbhf obbx pbhyq thrff.) I thought it was very good, though not quite as great as those two earlier books.
Edward K. Muller (ed.), An Uncommon Passage: Traveling through History on the Great Allegheny Passage Trail
A decent collection of essays, and really pretty photos, on the natural and human history of what is today a bike route from Pittsburgh to Cumberland, Maryland (and so on to Washignton, D.C.), but has had a lot of other incarnations over the centuries. Of only local interest, but locally interesting.
ObSnapshots: From a bike trip last year.
Gillian Flynn, Dark Places
Mind candy mystery: In which the Satanic panic of the 1980s meets the economic collapse of family farming, and makes for something bitterly poisonous and engrossing. (Though arguably not as poisonous as some of what actually happened back then.)
Carolyn Drake, Wild Pigeon
Photos, collages and a translated story, meant to illustrate the contemporary life of the Uighurs in Xinjiang. Bought from the author; I learned about it from the New York Review blog.
Fernand Braudel, The Wheels of Commerce
I picked up this middle volume of a trilogy, without having read the first book, because someone left it in a free-books pile at work, and I was curious. Whoever got rid of their copy: thanks. This is a truly fascinating look at the development of the market economy and capitalism in early modern Europe, and to some extent in the rest of the old world at the same time, full of fascinating information (*) and perspectives, as well as chewy and questionable hypotheses.
One notable feature, for me, is that Braudel wants to distinguish between the development of a market economy and the development of capitalism. He does this not to suggest an early-modern pre-history for market socialism, but because he identifies capitalism with "the realm of investment and of a high rate of capital formation", i.e., the activities of men, and of firms, who made substantial investments of money which resulted, or could result, in high rates of return. This was, in this period, in finance (especially financing the developing sovereign territorial states), in long-distance trade, and in monopolies. These were activities which could hardly have gotten off the ground without a large market economy around them, but where competition was precisely what one would want to avoid...
I wish someone had told me before this that Braudel was a good writer, and not just an important historian. Also: I'd have given a lot to see what he might have made of the "new international trade theory" and "new economic geography", which were just forming at the time he was writing.
*: The bit on p. 556 where he says that a "prohibition on lending at interest" was a "condition not present in Islam" was rather boggling, and does leave me wondering about the accuracy of some of his other statements.
Sarah Vowell, Unfamiliar Fishes
The story of the American conquest of Hawaii, told in Vowell's signature style. (It works better read aloud than on the silent page.) With many thanks to "Uncle Jan" for my copy.
Iain M. Banks, Surface Detail
Mind candy: space opera, in which the Culture, in its own inimitable fashion, harrows Hell. Somewhat longer, I think, than it needed to be, but still compulsively readable.
Amanda Downum, Dreams of Shreds and Tatters
Mind candy, at the urban fantasy / horror border, in which Vancouver's art scene confronts an outbreak from the dungeon dimensions — or, more exactly, Carcosa. I quite enjoyed how Downum is able to use pretty much the full canonical Cthulhu Mythos, from the seventy steps down to the Dreamlands to night-gaunts and everything else, and manage to make it seem not a formulaic exercise but genuinely creepy. (And I mean "creepy" in the "hairs standing on the back of the neck" sense, not the "bigoted distant connection at Thanksgiving" [*] sense, which says something considering the source material.) I have the impression this novel didn't make much of an impact when it came out, but if so that's unfair.
*: Of course I'm not thinking of you, dear distant connection with whom I have shared Thanksgiving.
Kelley Armstrong, Deceptions
Mind-candy contemporary fantasy in which discovering that her biological parents are convicted serial killers is the least of the protagonist's problems. (Previously.)
Dana Goldstein, The Teacher Wars: A History of America's Most Embattled Profession
This is a very nicely done popular history of not just the teaching profession but also of the public schools, and just why both have been such a point of political contention for so long — and why we keep trying incredibly similar fixes time after time. Because it's not an academic tome, it doesn't attempt to be altogether comprehensive, rather a series of portraits of particular episodes, but so far as an interested non-expert can judge, those episodes are well-chosen and the background to the portraits accurate.
(I read this a year ago, but forgot to blog it.)

Books to Read While the Algae Grow in Your Fur; Scientifiction and Fantastica; Writing for Antiquity; The Beloved Republic; The Dismal Science; The Great Transformation; Heard about Pittsburgh PA; Afghanistan and Central Asia; Cthulhiana; Pleasures of Detection, Portraits of Crime; Corrupting the Young

Posted at September 30, 2015 23:59 | permanent link

September 26, 2015

"Robust Confidence Intervals via Kendall's Tau for Transelliptical Graphical Models" (Next Week at the Statistics Seminar)

Attention conservation notice: Publicity for an upcoming academic talk, of interest only if (1) you care about quantifying uncertainty in statistics, and (2) will be in Pittsburgh on Monday.

I am late in publicizing this, but hope it will help drum up attendance anyway:

Mladen Kolar, "Robust Confidence Intervals via Kendall's Tau for Transelliptical Graphical Models"
Abstract: Undirected graphical models are used extensively in the biological and social sciences to encode a pattern of conditional independences between variables, where the absence of an edge between two nodes $a$ and $b$ indicates that the corresponding two variables $X_a$ and $X_b$ are believed to be conditionally independent, after controlling for all other measured variables. In the Gaussian case, conditional independence corresponds to a zero entry in the precision matrix $\Omega$ (the inverse of the covariance matrix $\Sigma$). Real data often exhibits heavy tail dependence between variables, which cannot be captured by the commonly-used Gaussian or nonparanormal (Gaussian copula) graphical models. In this paper, we study the transelliptical model, an elliptical copula model that generalizes Gaussian and nonparanormal models to a broader family of distributions. We propose the ROCKET method, which constructs an estimator of $\Omega_{ab}$ that we prove to be asymptotically normal under mild assumptions. Empirically, ROCKET outperforms the nonparanormal and Gaussian models in terms of achieving accurate inference on simulated data. We also compare the three methods on real data (daily stock returns), and find that the ROCKET estimator is the only method whose behavior across subsamples agrees with the distribution predicted by the theory. (Joint work with Rina Foygel Barber.)
Time and place: 4--5 pm on Monday, 28 September 2015, in Doherty Hall 1112.

As always, the talk is free and open to the public.

Enigmas of Chance

Posted at September 26, 2015 23:58 | permanent link

On the Nature of Things Humanity Was Not Meant to Know

Attention conservation notice: A ponderous, scholastic joke, which could only hope to be amusing to those who combine a geeky enthusiasm for over-written horror stories from the early 20th century with nerdy enthusiasm for truly ancient books.

I wish to draw attention to certain parallels between De Rerum Natura, an ancient epic and didactic poem expounding a philosophy which is blasphemous according to nearly* every religion, and the Necronomicon, a fictitious book of magic supposedly expounding a doctrine which is blasphemous according to nearly** every religion.

The Necronomicon was, of course, invented by H. P. Lovecraft for his stories in the 1920s and 1930s. In his mythos, it was written by the mad poet "Abdul Alhazred", who died in +738 by being torn apart by invisible monsters. The book then led a twisty life through a thin succession of manuscript copies and translations, rare and almost lost. The book was, supposedly, full of the horrible, nearly indescribable, secrets of the universe: explaining how the world is an uncaring yet quite material place, in which the Earth's past and future are full of monsters, but natural monsters, how the reign of humanity is a transient episode, and the gods are in reality powerful extra-terrestrial beings, without any particular care for humanity. Reading the Necronomicon drives one mad, or at the very least the frightful knowledge it imparts permanently warps the mind. There are, supposedly, about half-a-dozen copies in existence, kept under lock and key (except when the story requires otherwise).

De Rerum Natura ("On the Nature of Things") is an entirely real book, written by the poet Titus Lucretius Carus around -55; according to legend, the poet went mad and died as a result of taking a love potion. The book thereafter led a twisty life through a thin trail of manuscript copies, and was almost lost over the course of the middle ages. The book is quite definitely full of what Lucretius thought of as the secrets of the universe (whose resistance to description is a running theme): how the entire universe is material and everything arises from the fortuitous concourse of atoms, how every phenomenon not matter how puzzling has a rational and material explanation, how there is no after-life to fear. It describes how the Earth's past was full of thoroughly-natural monsters, the reign of humanity and even the existence of the Earth is a transient episode, and how the gods are in reality powerful extra-terrestrial beings without any particular care for humanity, living (a Lovecraftian touch) in the spaces between worlds. In the centuries since its recovery, it has been retrospectively elevated into one of the great books of the Western civilization (whatever that is).

If we are to believe the latest historian of its reception, reading De Rerum Natura started out as an innocent pursuit of more elegant Latin, but ended up permanently warping the greatest minds of Renaissance Europe. The inescapable conclusion is that the Enlightenment is the result of the real-life Necronomicon, a book full of things humanity was not meant to know, using the printing revolution of early modern Europe to take over the intellectual world, until (in the words of the lesser poet) "all the earth ... flame[d] with a holocaust of ecstasy and freedom". Of course the same thing looks different from the point of view of us cultists:

And thus you will gain knowledge, guided by a little labor,
For one thing will illuminate the next, and blinding night
Won't steal your way; all secrets will be opened to your sight,
One truth illuminate another, as light kindles light.

*: I insert the qualifier for the sake of my Unitarian Universalist friends. ^

**: I insert the qualifier for the sake of my Unitarian Universalist friends. ^


Spoiling the conceit: I have no reason to believe that Lovecraft was thinking of Lucretius at any point in writing any of his stories featuring the Necronomicon, or even that the history of De Rerum Natura influenced the "forbidden tome" motif which Lovecraft drew on (and amplified). I also do not think that the Enlightenment is really about "shouting and killing and revelling in joy". (Though it would be its own kind of betrayal of the Enlightenment for one of its admirers, like me, not to face up to the ways some of its ideas have been used to justify very great evils, particularly when Europeans imposed themselves on less powerful peoples elsewhere.) Rather, this is all the result of the collision in my head of Ada Palmer's interview by Henry Farrell with Palmer's earlier appreciation of Ruthanna Emrys's "Litany of Earth", plus Ken MacLeod's cometary Lucretian deities, and early imprinting on Bruce Sterling.

Finally, I would pay good money to read the alternate history where it was the Necronomicon which humanists discovered mouldering in a monastic library and revived, where its ideas are as thoroughly normalized, pervasive and surpassed as Lucretius's are, and copies of Kitab al-Azif can be found in any bookstore as a Penguin Classic, translated by a distinguished contemporary poet. Failing that, I would like to read Lucretius's explanation of why we need have no fear of shoggoths.

Manual trackback: Metafilter

Modest Proposals; Cthulhiana; The Great Transformation

Posted at September 26, 2015 23:30 | permanent link

September 04, 2015

"Reproducibility and Reliability in Statistical and Data Driven Research" (Week after Next Coming Soon at the Statistics Seminar)

Attention conservation notice: Publicity for an upcoming academic talk, of interest only if (1) you will be in Pittsburgh and (2) you care about whether scientific research can be reproduced.

The timeliness of the opening talk of this year's statistics seminar is, in fact, an un-reproducible, if welcome, coincidence:

Victoria Stodden, "Reproducibility and Reliability in Statistical and Data Driven Research"
Abstract: The reproducibility and computational inferences from data is widely recognized as an emerging issue in the scientific reliability of results. This talk will motivate the rationale for this shift, and outline the problem of reproducibility. I will then present ongoing research on several solutions: empirical research on data and code publication; the pilot project for large scale validation of statistical findings; and the "Reproducible Research Standard" for ensuring the distribution of legally re-usable data and code. If time permits, I will present early results assessing the reproducibility of published computational findings. Some of this research is described in my co-edited books, Implementing Reproducible Research and Privacy, Big Data, and the Public Good.
Time and place: 4--5 pm on Monday, 14 September 2015, in Doherty Hall 1112 see below

As always, the talk is free and open to the public.

Update, 14 September: Prof. Stodden's talk has had to be rescheduled; I will post an update with the new date once I know it.

Enigmas of Chance; The Collective Use and Evolution of Concepts

Posted at September 04, 2015 13:19 | permanent link

August 31, 2015

Books to Read While the Algae Grow in Your Fur, August 2015

Attention conservation notice: I have no taste.

Roland and Sabrina Michaud, Mirror of the Orient
The Michauds' gorgeous photos from the 1960s and 1970s — mostly of Afghanistan, but also Turkey, Iran, and India — aptly paired with Persianate miniature paintings. This is a wonderful book I have coveted for many years, and I am very pleased to have finally scored a copy I could afford.
Alain Barrat, Marc Barthelemy and Alessandro Vespignani, Dynamical Processes on Complex Networks
Survey of the state of the field as of 2008. It is decent and generally clear, if not especially fast-paced, and covers ideas about network structure, percolation, synchronization of oscillators, epidemic models, diffusion of innovations (mapped on to epidemic models), and Kauffman's Nk model in some detail. (They're pretty good on linkages between these.) On other biological processes they are vaguer.
I found the emphasis on results presuming exact power-law degree distributions less than compelling, and the apologia for this emphasis in the conclusion surprisingly wrong-headed. (It does no good to defend them as approximations unless you also show that conclusions continue to hold when the assumptions are in fact only approximately true --- that there is, as Herbert Simon once put it, continuity of approximation. And in many cases, you'd need very robust continuity of approximation indeed.) But I recognize that I am abnormally picky about this subject.
ObDisclaimer: I've met Prof. Vespignani once or twice, but I don't think I've ever met or corresponded with the other authors.
Kelley Armstrong, Sea of Shadows and Empire of Night
Mind candy: First two-thirds of a fantasy trilogy about the adventures of a pair of teenage shamans. It's surprisingly enjoyable, with surprisingly effective monsters. The human setting is inspired not by a vaguely feudal Europe, but by more-or-less Heian-era Japan, though there seems to be no equivalent of Buddhism (maybe the bit with the monks in the second book?), and making the !Ainu blonds and redheads hints at pandering to the audience.
Arthur E. Albert and Leland A. Gardner, Jr., Stochastic Approximation and Nonlinear Regression
This is all about on-line learning and stochastic gradient descent before it was cool:
This monograph addresses the problem of "real-time" curve fitting in the presence of noise, from the computational and statistical viewpoints. Specifically, we examine the problem of nonlinear regression where observations $ \{Y_n: n= 1, 2, \ldots \} $ are made on a time series whose mean-value function $ \{ F_n(\theta) \} $ is known except for a finite number of parameters $ (\theta_1, \theta_2, \ldots \theta_p) = \theta^\prime $. We want to estimate this parameter. In contrast to the traditional formulation, we imagine the data arriving in temporal succession. We require that the estimation be carried out in real time so that, at each instant, the parameter estimate fully reflects all of the currently available data.
The conventional methods of least-squares and maximum-likelihood estimation ... are inapplicable [because] ... the systems of normal equations that must be solved ... are generally so complex that it is impractical to try to solve them again and again as each new datum arrives.... Consequently, we are led to consider estimators of the "differential correction" type... defined recursively. The $ (n+1) $st estimate (based on the first $ n $ observations) is defined in terms of the $ n $th by an equation of the form \[ t_{n+1} = t_n + a_n[Y_n - F_n(t_n)] \] where $ a_n $ is a suitably chosen sequence of "smoothing" vectors.
(It's not all time series though: section 7.8 sketches applying the idea to experiments and estimating response surfaces.) Accordingly, most of the book is about coming up with ways of designing the $ a_n $ to ensure consistency, i.e., $ t_n \rightarrow \theta $ (in some sense), especially $ a_n $ sequences which are themselves very fast to compute.
Mathematically, of course, we've got much more powerful machinery for proving theorems about stochastic approximation these days, but Albert and Gardner's methods seem particularly clear to me. Also, it's more fun to think of these tools being used to estimate the orbital elements of satellites (as in the lovingly-detailed section 8.5) than for ad targeting, a.k.a. commercialized surveillance.
Xavier Guyon, Random Fields on a Network: Modeling, Statistics, and Applications
Lots of overlap with Gaetan and Guyon's Spatial Statistics and Modeling (unsurprisingly), though omitting point processes and going at greater depth into the math of random fields (e.g., spectral representations) on, mostly, regular lattices. I suspect most readers would be better served by the later book, but this is a useful reference for me.
Mircea Eliade, Cosmos and History: The Myth of the Eternal Return
My brief comments outgrew their bounds; I will try to bring them under some kind of control soon.
Paula Volsky, Illusion
An old favorite, re-read after a long interval. It holds up. So: if you'd like to read a secondary-world fantasy novel where a magic kingdom gets visited by a horrific and entirely deserved version of the French Revolution, with well-drawn characters on all sides, written by an author who clearly learned great lessons from Jack Vance but has very much her own voice, track this down.
Ta-Nehisi Coates, Between the World and Me
Commentary outsourced to Unfogged.
William H. Sandholm, Population Games and Evolutionary Dynamics
A readable textbook on evolutionary game theory. It's pretty much entirely devoted to mathematical methods for finding equilibria and deducing long-run dynamics, as opposed to substantive results about particular games (or even classes of games). The mathematical background is explained extensively, and well, in a series of chapter appendices, amounting to maybe a quarter of the text.
By "population game", Sandholm means one in which large numbers of agents all play simultaneously, and all agents making the same move receive the same payoff, which is solely a function of the current distribution of moves over players. Agents then update their strategies in some way which depends on what they did, on the pay-off, and perhaps on how many others played various different moves and their pay-offs. These "revision protocols" give rise to different evolutionary dynamics, but all ones which are Markov processes. Over limited stretches of time, these approximate the ordinary differential equations one gets from looking at the expected rates of change in strategy frequencies, with the approximation getting closer and closer as the population grows. Understanding the limiting behavior over indefinitely long stretches of time is trickier, since various limits (e.g., large population vs. low noise) do not necessarily yield the same predictions.
For the most part, Sandholm limits himself to revision protocols which have various reasonable properties, like continuity in the population distribution, or not requiring too much information of the agents. (The book pays no attention to empirical evidence about how human beings or other animals act in strategic or repeated-choice situations.) But he also has (what seems to me to be) a mildly perverse interest in revision protocols which will converge on Nash equilibria, not because they are plausible but, as nearly as I can tell, because this lets evolutionary and classical game theorists live in peace in the same economics department.
If this isn't already the economists' standard textbook on evolutionary game theory, it ought to be.
ETA: I really hope this is a different William H. Sandholm.
Gene Wolfe, Citadel of the Autarch
The end of the Book of the New Sun (previously: 1, 2, 3). I find that I had retained the bare outlines of the story from when I read it as a boy, but I must have appreciated almost nothing more than the story, and the sense of a very strange and very old, worn-out world. (For instance, the concrete symbols, the parallels, and the parodic inversions of Wolfe's Catholicism must have gone right over my head...) Having finished it, I continue to wonder at the sense of unexplained-but-explicable mysteries that Wolfe created (*), and to be unsure whether it would be possible to solve them by careful study of the books, or whether only Wolfe knows what he had in mind, or whether he merely aimed for that very effect and had no definite answers. (The first option seems too Protestant, too sola scriptura, somehow.)
*: For instance, is "Behind our efforts, let there be found our efforts" supposed to echo with the way the last chapter says that behind this Severian, there is another Severian?
Noelle Stevenson, Nimona
Greg Rucka and Matthew Southworth, Stumptown: The Case of the Baby in the Velvet Case
Comic-book mind candy. (Previously for Stumptown.)
Lauren Willig, The Lure of the Moonflower
Mind candy. I am surprised how sad I am to see this series end. Once again, Willig does a good job of taking characters who had been merely stock figures in previous books and turning them into people, while preserving continuity with those earlier books.
Sarah Lotz, The Three
Mind candy: This is nicely creepy, but it goes rather off the rails in the last part, where Lotz tries to go from localized weirdness to whole countries (and, by implication, the world) heading to hell in hand baskets. (Chfuvat gur HF vagb gurbpenpl naq Wncna vagb erivivat gur Terngre Rnfg Nfvna Pb-Cebfcrevgl Fcurer vf n ybg gb nfx bs guerr jrveq xvqf.) I do like, however, that she never actually explains what happened. Zl thrff, onfrq ba gur irel ynfg yvarf, vf gung gur Guerr ner va n ebyr-cynlvat tnzr, jvgu rirelbar ryfr orvat na ACP, creuncf va n fvzhyngvba.
Lois McMaster Bujold, Pensic's Demon
Minor Bujold, but still Bujold, which is to say this novella leaves me wanting to read more adorable adventures of Pensic and Desdemona. (For instance, jung jvyy Cra'f ernpgvba or jura ur naq Qrf ner va n ebznapr-abiry cybg?)
Joe Abercrombie, Half a War
Mind candy: conclusion to Abercrombie's Viking-ish trilogy (previously), and just as compulsively readable. There are some "Nooo!" moments (particularly for readers of previous books), and lots of bloodshed, brutality and betrayal (as I said: Viking-ish), but he pulled off an ending which does not show every hope as false or futile, which is triumph enough for his worlds.
ROT-13'd for spoilers: 1. Guvf obbx nyfb pbasvezf fbzrguvat V'q fhfcrpgrq fvapr gur ynfg bar, anzryl gung gur jbeyq bs gur Funggrerq Frn vf gur erzbgr nsgrezngu bs na heona, grpuabybtvpny pvivyvmngvba oybjvat vgfrys hc — vaqrrq vg frrzf irel yvxryl gung jr ner gur ryirf. 2. V nqzvg V thrffrq jebat nobhg gur vqragvgl bs gur genvgbe; V'z fgvyy abg fher gung vg ernyyl svgf jvgu jung'f orra rfgnoyvfurq bs Sngure Lneiv'f punenpgre naq qrrc phaavat.
Corinna Sara Bechko and Gabriel Hardman, Heathentown
Mind candy: seeing something nasty in a central Florida graveyard. Promising material, but somehow it never came together for me; it may work better for others.
G. R. Grimmett, Probability on Graphs: Random Processes on Graphs and Lattices [Book preprint]
Dense but very rich; it presumes no prior acquaintance with graph theory or spatial stochastic processes, but a very good grasp on measure-theoretic probability, and a lot of mathematical maturity. The first few chapters build up gradually from an opener on electrical circuits (!) to random spanning trees, self-avoiding random walks, "influence" theorems and phase transitions, percolation theory, and random cluster models. (I must at this point confess that I'd never got the point of random cluster models before.) Thereafter things become a bit more miscellaneous, touring the Ising model, the "contact" model of stochastic epidemics, other interacting particle systems, random graphs, and, finally, the Lorentz gas. The perspective is very much that of a pure probabilist, though mention is made of applications to, or non-rigorous results from, physics and statistics.
Lisa Jardine, Going Dutch: How England Plundered Holland's Glory
The subtitle promises a lot more than Jardine delivers, which is instead a series of more-or-less interesting but only slightly connected anecedotes about Anglo-Dutch high politics and cultural interchange in the 17th century. Since the century ended with the Netherlands conquering Britain, but somehow not turning it into a permanent dependency, I'd really like to read a much more systematic and analytical account.
Patrick Weekes, The Palace Job and The Prophecy Con
Very fluffy mind candy: heists in fantasyland. I'm not sure they'd have worked in any reading environment other than trans-continental airplane flights, but they did.
Patrick O'Brian, Blue at the Mizzen
I had resisted reading the last of the Aubrey-Maturin novels until now. Having done so, I'm not at all sure how I feel about it, because it is so obviously the opening to a new cycle of novels, which were never written.

Update, next day: added a link to Simon's comment on "continuity of approximation", and deleted an excessive "very". 4 September: replaced Simon link with one which should work outside CMU, fixed an embarrassing typo.

Books to Read While the Algae Grow in Your Fur; Scientifiction and Fantastica; Enigmas of Chance; Writing for Antiquity; Tales of Our Ancestors; Philosophy; The Dismal Science; Physics; Networks; Pleasures of Detection, Portraits of Crime; The Beloved Republic; Afghanistan and Central Asia

Posted at August 31, 2015 23:59 | permanent link

Course Announcement: 36-401, Modern Regression, Fall 2015

For the first time, I will be teaching a section of the course which is the pre-requisite for my spring advanced data analysis class. This is an introduction to linear regression modeling for our third-year undergrads, and others from related majors; my section is currently eighty students. Course materials, if you have some perverse desire to read them, will be posted on the class homepage twice a week.

This course is the first one in our undergraduate sequence where the students have to bring together probability, statistical theory, and analysis of actual data. I have mixed feelings about doing this through linear models. On the one hand, my experience of applied problems is that there are really very few situations where the "usual" linear model assumptions can be maintained in good conscience. On the other hand, I suspect it is usually easier to teach people the more general ideas if they've thoroughly learned a concrete special case first; and, perhaps more importantly, whatever the merits of (e.g.) Box-Cox transformations might actually be, it's the sort of thing people will expect statistics majors to know...

Addendum, later that night: I should have made it clear in the first place that my syllabus is, up through the second exam, ripped off borrowed with gratitude from Rebecca Nugent, who has taught 401 outstandingly for many years.

Update, since people have asked for it, links here (see the course page for the source files for lectures):

Corrupting the Young; Enigmas of Chance

Posted at August 31, 2015 13:52 | permanent link

August 04, 2015

Experimental Considerations Touching on the Art of Winning Lotteries

Attention conservation notice: Facile moral philosophy, loosely tied to experimental sociology.

Via I forget who, Darius Kazemi explaining "How I Won the Lottery". The whole thing absolutely must be watched from beginning to end.

Kazemi is, of course, absolutely correct in every particular. What he says in his talk about art goes also for science and scholarship. Effort, ability, networking — these can, maybe, get you more tickets. But success is, ultimately, chance.

I say this not just because it resonates with my personal experience, but because of actual experimental evidence. In a series of very ingenious experiments, Matthew Salganik, Peter Dodds and Duncan Watts have constructed "artificial cultural markets" — music download sites where they could manipulate how (if at all) previous consumers' choices fed into the choices of those who came later. In one setting, for example, people saw songs listed in order of decreasing popularity, but when you came to the website you were randomly assigned to one of a number of sub-populations, and you only saw popularity within your sub-population. Simplifying somewhat (read the papers!), what Salganik et al. showed is that while there is some correlation in popularity across the different experimental sub-populations, it is quite weak. Moreover, as in the real world, the distribution of popularity is ridiculously heavy tailed (and skewed to the right): the same song can end up dominating the charts or just scraping by, depending entirely on accidents of chance (or experimental design).

In other words: lottery tickets.

If one has been successful, it is very tempting to think that one deserves it, that this is somehow reward for merit, that one is somehow better than those who did not succeed and were not rewarded. The moral to take from Kazemi, and from Salganik et al., is that while those who have won the lottery are more likely to have done something to get multiple tickets than those who haven't, they are intrinsically no better than many losers. How, then, those who find themselves holding winning tickets should act is another matter, but at the least they oughtn't to delude themselves about the source of their good fortune.

Linkage; Commit a Social Science; Complexity

Posted at August 04, 2015 23:11 | permanent link

July 31, 2015

Books to Read While the Algae Grow in Your Fur, July 2015

Attention conservation notice: I have no taste.

Marc Levinson, The Box: How the Shipping Container Made the World Smaller and the World Economy Bigger
This is by now a contemporary classic, which I should have read years ago. To enjoy it, you need to like geeking out over designing steel boxes; the culture of longshore work, the politics of their unions, and their (totally correct) fears of technological obsolescence; why container ports have economies of scale; and a dozen other things that usually lurk in the background of our world. If you read this weblog, it's probably right up your alley.
Further commentary is outsourced to Steve Laniel.
Hendrik Spruyt, The Sovereign State and Its Competitors: An Analysis of Systems Change
This is one of the few genuinely-evolutionary ventures in social science I've ever run across. Spruyt's aim, as his title suggests, is to explain how Europe came to be dominated into sovereign territorial states, which subsequently imposed that some mode of organization on the rest of the world. He wants a genuinely selectionist explanation, which he realizes means he needs to explain why such states survived, or tended to survive, while other, contemporary forms of polity did not. And he realizes that there were alternative forms of polity: not just feudalism, but also city-states (as in Italy) and city-leagues (as in the north), which were, for a time, serious contenders. Spruyt is very sound on how the causes which led to the formation of any of these polities need not be, and generally aren't, the same as the causes of their ultimate selection. It's very nice to see such a mass of historical detail intelligently organized and brought to bear on an interesting theoretical problem.
Being me, naturally I have some qualms or quibbles. (1) Spruyt essentially looks at three case studies: the French kingdom, the Hanseatic League, and the city-states of northern Italy. But his account, if valid, should generalize to at least the rest of Europe; I'd really like to see whether it does. (2) As a methodological point, the number of polities involved is very small, even if we go down to treating every city in the low countries or Tuscany as a distinct unit of selection. On general grounds of evolutionary theory, then, we should expect noise effects to be quite large relative to fitness differences, which in turn will make it hard to learn those differences. In other words, with so few kingdoms, city leagues, etc., to examine, I worry that Spruyt may just be creating narratives to retrospectively match mere chance. (The thought experiment here would be something like: in the alternate history which followed the same path as ours up to, say, 1450, but thereafter city leagues came to dominate western Europe, how hard would it be for alternate-Spruyt to assemble the split evidence into a case for the selective superiority of leagues, over sovereign territorial states?) (3) A lot of Spruyt's argument for why territorial states did better than city leagues is that the later lacked a central locus of authority which could credibly negotiate with outsiders, and make agreements stick by imposing them on the constituent cities. So why did no one invent the idea of a league where the league itself was the sovereign? Or was it just that when they did, they called it the United Provinces, and they happened to form a contiguous territory? (4) Spruyt takes the rather odd position that variation and selection are two temporally successive phases of an evolutionary process, rather than just being logically and causally distinct. (This idea seems to arise from a rather forced-sounding interpretation of Stephen Jay Gould's papers on punctuated equilibrium.) This is, I think, both wrong as a matter of general evolutionary theory, and superfluous to his own actual argument. (5) The opening chapters spill much too much ink on very parochial internal debates of the international relations sub-sub-discipline, giving little sense of its wider relevance to social science.
(Thanks to Henry Farrell for pointing me at this.)
Kameron Hurley, The Mirror Empire
Hurley's earlier science fiction novels (1, 2) were enjoyable mind candy, but this is great mind candy: world-building in which the human, the fantastic, and the all-too-human mingle; multiple realms of fantastic weirdness; compelling characters; and truly epic scope to the action. It deserves much more intelligent appreciation, but I am still too caught up in the story to provide one. I am very impatient to read the sequels.
The one thing I will raise as a criticism is that I am pretty sure in twenty years the gender politics here will look as dated as those in, say, The Forever War do now. On the other hand, I will not be surprised if people are still reading this in twenty years; and on the prehensile tail, I understand why Hurley hit those notes so hard.
Charles Stross, The Annihilation Score
Latest installment in the series beginning with The Atrocity Archives, in which British secret agents try to deal with the Cthulhu Mythos and modern management. I doubt it's really that follow-able if you've not kept up with the series (though I think Stross intends it as an alternate entry point), so I will cheerfully spoil earlier books in the rest of this comment. Previous volumes, through The Rhesus Chart, have been narrated by IT-staffer Bob; this one by his wife and fellow spook Mo. As we know from The Jennifer Morgue, archetypically, Bob is a Bond girl; Mo is Bond. In this book, Mo is Bond going through a marital collapse, a mid-life crisis, and a nervous breakdown a bit of a rough patch, so her superiors respond by putting her in charge of a new department managing superheroes (= otherwise-innocent bystanders developing sanity- and/or brain- eating magical powers as the Stars Become Right). Hijinks ensue, for rather soul-destroying values of hijinks; also, she fights crime.
Mo, as narrator, sounds a bit too much like Bob (for instance, too many IT allusions, and none arising from music or from epistemology). But otherwise, it's only too convincing as portrait of a marriage collapsing; I have more quibbles with the plot. ( Univat rirelguvat or n snyfr-synt bcrengvba ol gur cbyvpr fdhnerf bqqyl jvgu gur gvzvat bs gur svefg vapvqrag naq vgf crecrgengbe'f qrngu; naq Zb zhfg'ir orra uvg jvgu n ovt vqvbg fgvpx gb znxr ab pbaarpgvba orgjrra ure vafgehzrag naq gur ivyynvaf fgrnyvat rfbgrevp zhfvpny fpberf.) On balance, while I read it in as close to one sitting as I could, I still feel it's below the peak of the series.
Danielle S. Allen, Our Declaration: A Reading of the Declaration of Independence in Defense of Equality
An attempt to argue, as the sub-title says, that the Declaration is at least as much about equality as it is about freedom, and indeed about equality as the grounds of freedom. I like it very much, and it is very persuasive; it makes me feel better about our country. But the big point of doubt I have is that lots of what Allen points to seems to really be about a republican form of government, or even what Bagehot called "government by discussion", which is perfectly compatible with vast degrees of in-equality.
ObLinkage: the Crooked Timber symposium of Our Declaration.
Disclaimer: I know Prof. Allen, and have participated in a series of workshops she organized and contributed to a book she edited, but I feel under no obligation to write a positive notice of her books.
Richard D. Mattuck, A Guide to Feynman Diagrams in the Many-Body Problem
I began this one twenty years ago in graduate school, and cannot for the life of me recall why I didn't finish it at once. (I was young, foolish, easily misled...) It's best described in the words it uses for one of its own examples: "a pedagogically ideal illustration of the qualities which made the graphical method famous: its power to do perturbation theory to infinite order (thus enabling it to cope with strong couplings beyond the reach of ordinary perturbation procedures), its highly systematic and so-called 'automatic' character, its vivid pictorial appeal, and its remarkable talent for producing results valid outside their region of convergence" (p. 276). It does presume good knowledge of quantum mechanics and statistical mechanics, but no quantum field theory is necessary, nor even, I think, precise recall of classical E&M.
— There must be a general account of when, and why, Feynman diagrams work for arbitrary Markov processes, and/or other situations where a probability density obeys a nice differential equation. Where is it? (This is a start.)
What is this I don't even?

Books to Read While the Algae Grow in Your Fur; Writing for Antiquity; The Great Transformation; Scientifiction and Fantastica; The Beloved Republic; Philosophy; The Dismal Science; Physics; Enigmas of Chance; Commit a Social Science

Posted at July 31, 2015 23:59 | permanent link

June 30, 2015

Books to Read While the Algae Grow in Your Fur, June 2015

Attention conservation notice: I have no taste.

Walter Jon Williams, Brig of War
Mind candy historical adventure fiction: a tale of derring-do and angst in the nascent American navy during the war of 1812. It was written before Williams turned to science fiction, but in retrospect the seeds of a lot of his later concerns can be discerned here. In particular, the way the viewpoint protagonist is at once deeply embedded in an institution, indeed commits his life to it, and also an emotionally detached observer of that institution, will recur in many later books — I think Favian would have interesting conversations with Dagmar, Aiah or Martinez.
— No purchase link, since this is long out of print, but readily available from all the electronic book sellers.
(This is the only historical novel I know of which is set during the Napoleonic Wars, written by an American, and yet does not side with the British Empire. This partiality towards, if not wholehearted embrace of, the very system of global conquest, plunder and tyranny against which we fought the Revolution — the one which burnt Washington! — is astonishing. While I am reluctant to question the patriotism of our historical novelists, is any other conclusion available to the candid mind?)
Hilary Mantel, Wolf Hall
Mind candy: literary, historical competence porn*. Praise on my part is superfluous. Thanks to CM and TC for persuading me to start reading it, and for providing the term "competence porn".
*: "His speech is low and rapid, his manner assured; he is at home in courtroom or waterfront, bishop's palace or inn yard. He can draft a contract, train a falcon, draw a map, stop a street fight, furnish a house and fix a jury. He will quote you a nice point in the old authors, from Plato to Plautus and back again. He knows new poetry, and can say it in Italian. He works all hours, first up and last to bed. He makes money and he spends it. He will take a bet on anything."
Lászlo Györfi, Michael Kohler, Adam Krzyzak and Harro Walk, A Distribution-Free Theory of Nonparametric Regression
I can't remember having read a better, more comprehensive, clearer, volume on the theory of nonparametric regression. It is magnificently unconcerned with the practicalities of applied statistics, but rather relentlessly focused on determining what we can learn about conditional expectation functions, and how fast, when we assume basically nothing about those functions, other than that they are well-defined and we get IID data. (In the last chapters, it even allows for dependent data.) The coverage is largely organized around different sorts of models (kernel smoothing, histograms, regression trees, local polynomials, splines, orthogonal series expansions...), typically beginning by defining the model, considering the model class's expressive or approximative powers, and then looking at how quickly it will converge on the true regression function under various smoothness assumptions on the latter. Classical minimax theory is used to establish that smoother functions (e.g., those with many continuous derivative of low magnitude) can be learned more quickly than rougher functions, but naively, we'd seem to need to know how smooth the true function is in order to achieve these fast rates. Particularly nice models are "adaptive", they will automatically adjust to the data and learn almost as quickly as if they knew in advance how smooth the target was. Accordingly, a lot of space is given to looking at which methods are adaptive; many otherwise nice models don't adapt very well. Chapters on topics like minimax theory and empirical process theory break up the development of the models, introducing mathematical tools and general ideas as needed. Two chapters on cross-validation and data-splitting are particularly nice: everyone uses them, because they work, but there is surprisingly little theory about such important tools, and the results here are really quite illuminating.
In principle, all this book requires is a good grasp of probability theory and the math that goes along with it. Some of the proofs involve lengthy calculations, but none are tricky or mathematically deep, because they don't need to be. More realistically, I'd suggest some prior experience both with actually running non-parametric regressions (at the level of, say, Elements of Statistical Learning Theory), and with the characteristic concerns of non-parametric theory (say, All of Nonparametric Statistics, or Tsybakov). All of the major classes of regression models in common use around 2000 are included — and that includes all the models in common use today, except Gaussian processes. Serious statistical theorists interested in regression have already read the book; I recommend it for those into methodology or even applications, because it's very well done and it gives them a sense of what lies in the background.
(Thanks to Ryan T. for persuading me to not just browse this, as I'd been doing for a decade, but actually read it systematically.)
Stephen King, Finders Keepers
Mind candy: sequel to Mr. Mercedes, but enjoyable independently. This is because while some characters from that book are the nominal heroes here, the really central characters are new — an old thief and murderer, and an idealistic teenage boy, both, in different ways, the biggest fans of an (imaginary) mid-century American novelist who seems to interpolate between John Updike, J. D. Salinger and Henry Roth; the story is really about their rivalry for the manuscripts of his unpublished Great American Novels.
Patrick O'Brian, The Hundred Days
Ken Liu, The Grace of Kings
Mind candy: fantasy novel, based on the rise of the Han dynasty, with added squabbling gods, "silk-punk" technology, and glancing blows at patriarchy. I picked it up because of the quality of Liu's translation of The Three-Body Problem; I'd read the nigh-inevitable sequel.
John Sutton, Sunk Costs and Market Structure: Price Competition, Advertising, and the Evolution of Concentration
In this book, Sutton is looking at what determines the level of concentration in industries with fixed (set-up) costs, hence increasing returns and imperfect competition, and where advertising works, in the sense that by spending money on ads, firms can increase their sales at a given price. This tends to lead to concentrated markets, where a small number of firms capture a large proportion of sales. So far, so standard industrial organization. What sets Sutton's approach apart, and makes it really distinctive, is that Sutton realizes the equilibria of reasonable models of entry, pricing and advertising decisions are incredibly sensitive to model details, but there are inequalities which hold across very wide range of models. (He went on to elaborate on this in Technology and Market Structure, and give a programmatic statement in Marshall's Tendencies.) Specifically, for any given size of the market, he can put a lower bound on the degree of concentration (at equilibrium). The fixed costs of entry mean that this lower bound initially decreases with the size of the market. (The market has to be at least so big to pay back the cost of establishing multiple rival plants.) But if advertising is effective, after a certain point the lower bound actually increases in market size — it becomes advantageous for firms to ramp up the sunk costs of entering the market through intensive advertising.
While Sutton goes through some (comparatively) conventional econometric exercises to do things like estimate the lower bound on concentration as a function of the size of the market, the bulk of this book is taken up by wonderfully detailed qualitative applications of his theory to the evolution of concentration and corporate strategy in a wide range of food industries across the six largest industrial economies. This is somewhat dated, having been written in the 1980s, but still fascinating, for an admittedly-nerdy value of fascination. Even if you don't think you care about the comparative industrial organization of breakfast-cereal manufacturing, it's still a virtuoso performance in melding social-scientific theory with concrete history.
Charles Stross, Saturn's Children
Mind candy: it's hard out there for a fembot, especially when she was designed to be an "escort" for human males and humanity, and every other eukaryote, has been extinct for centuries. There are a lot of science-fictional in-jokes (e.g., the Scalzi museum of paleontology on Mars), and some of the revelations were things I got long before the protagonist did. (But maybe the reader was supposed to?) Overall, though, it works much better as a story in its own right than anything deliberately riffing off the later works of Robert Heinlein has any right to do.

Books to Read While the Algae Grow in Your Fur; Tales of Our Ancestors; Scientifiction and Fantastica; Pleasures of Detection, Portraits of Crime; The Dismal Science; Enigmas of Chance

Posted at June 30, 2015 23:59 | permanent link

Three-Toed Sloth