Archive for Annals of Statistics

arXives

Posted in Books, Statistics with tags , , , , , , on March 31, 2010 by xi'an

Yesterday, I finally arXived my notes on Keynes’ book A Treatise On Probability, but, due to the new way the arXiv website operates, there is no indication of the page associated with the submitted paper before it gets accepted and I cannot thus prepare an Og’ entry until this acceptance, wasting perfect timing! Anyway, this is the first draft of the notes and it has not yet been submitted to a journal. As the new user interface on the arXiv webpage now displays all past papers, I added a category on our 2007 Annals paper with Randal Douc, Arnaud Guillin and Jean-Michel Marin, which means it appeared again in today’s list…

Today I completed my revision of the review of Burdzy’s The Search for Certainty over for Bayesian Analysis, so the new version will be on arXiv tomorrow morning. The changes are really minor as Bayesian Analysis mostly requested smoothing down my criticisms. I also added a few more quotes and some sentences in the conclusion. I wonder if this paper will appear with a discussion, since three are already written!

At last, let me point out three recent interesting postings on arXiv if I do not have time to discuss them more in depth, one by Peter Green on Colouring and breaking sticks: random distributions and heterogeneous clustering, one by Nicolas Chopin, Tony Lelièvre et Gabriel Stolz on Free energy methods for efficient exploration of mixture posterior densities, and one by Sophie Donnet and Jean-Michel Marin on An empirical Bayes procedure for the selection of Gaussian graphical models.

Savage-Dickey rejected

Posted in Statistics, University life with tags , , , , on January 16, 2010 by xi'an

Our Savage-Dickey paper has been rejected by the Annals of Statistics, for being too obscure. I completely understand the Editor’s perspective that this resolution of ours has very little bearing on statistical practice and on the community as a whole (“the readership at large”, as I used to write for Series B). But I fear both screeners have missed the main point of our paper which is that papers and books using the Savage-Dickey ratio all start with an assumption that does not make sense from a measure-theoretic point of view… One screener argued that our point is moot, given that everyone agrees on the same version of the density, as otherwise “would even a likelihood function be properly defined?” But this is not true: a likelihood

\ell(\theta|x)=f(x|\theta)

is the value of the density at the observed value of the random variable. Since this observed value is by nature random, it is not possible to define a specific version of the density function at x… This may alas be related with the progressive disappearance of measure-theory from the Statistics programs: when my third year exchange students go abroad, it is rarer and rarer to find a place that offers Measure Theory at a level lower than a PhD course.

Seminar in Nancy

Posted in Statistics, University life with tags , , , , on January 13, 2010 by xi'an

On Thursday, January 14, I am giving a seminar in Nancy, Institut Elie Cartan, at 10:45. The slides are those of the talk I could not give in Warwick.

Given that it seems to be primarily a probability seminar, I will insist on the Savage-Dickey paradox to see if the audience gets the point, contrary to the Annals’ screeners [post available on January 16!]

IMS membership is free

Posted in Statistics, University life with tags , , on July 29, 2009 by xi'an

As recalled in the IMS Bulletin I received yesterday, IMS membership is free for students and it includes a free print journal subscription! This means getting the Annals of Statistics for free! Or the Annals of Applied Statistics or yet the Annals of Applied Probability… And all of them as electronic versions. I detailed in this Christmas post the reasons why I thought joining one or several statistical societies was important. Already pointing out the free feature for IMS membership! So, if you are a student or if you teach or supervise students in statistics, probability or related fields, make sure you take advantage of this opportunity.