Archive for International Statistical Review
on(-line) integral priors for model selection
Posted in Books, Statistics, University life with tags Bayes factor, Bayesian model selection, collaboration, ergodicity, improper priors, integral priors, International Statistical Review, ISI, Juan Antonio Cano, Markov chains, MCMC, noninformative priors, open access, paper, reference priors on February 27, 2026 by xi'an
a most unexpected citaXion!
Posted in Books, pictures, Statistics, University life with tags book reviews, Canada, CHANCE, Charles Dickens, cruise, David Bellhouse, French horn, International Statistical Review, ISI, Lac Léman, Lausanne, quotes, self-citations, William Playfair, Winnipeg on February 4, 2025 by xi'an
In a conversation between (Canadian) Christian Genest (whom I first met in 1986, in a dinner cruise of Lac Léman organised by the French Statistical Society for its national meeting in Lausanne) and David Bellhouse that recently appeared in the International Statistical Review of January 2025 figures the following bit that quotes my… review of Bellhouse’s William Playfair!
Christian Genest: More recently, you produced some very original work on William Playfair (Bellhouse, 2023), who is generally regarded as the founder of graphical methods in statistics. What about it?
David Bellhouse: The best I can do here is to quote from Christian Robert’s review of my book in Chance (Robert, 2024).
‘The impressions I kept from reading this detailed account of a perfect unknown (as far as I am concerned) are of a rather unpleasant, unappealing, unsuccessful, fame-seeking, inefficient, short-sighted, self-aggrandizing, bigoted, dishonest character, a ‘rascal’ in Stieglerian terms, running away from his debtors for most of his life, with many jail episodes for bankruptcy, while trying to make a living from all sorts of doomed commercial projects, ill-conceived scams, short-lived blackmailing attempts, and mediocre books that did not sell to many’.
I am glad David enjoyed the quote (to which I may have invested more effort than usual to give it a sort of Dickensian flavour). Incidentally, I learned there that David was a French horn player (which would have been my first choice of musical instrument had I been given a choice when starting playing music!)
one of our most-cited papers, really?!
Posted in Books, Statistics, University life with tags automated email, citations, effective sample size, ESS, International Statistical Institute, International Statistical Review, ISBA 2024, ISI, ISR, spams, Venice on July 22, 2024 by xi'an
top off…
Posted in Statistics with tags college ranking, International Statistical Review, John Wiley, PSL, Rao-Blackwellisation, survey, Université Paris Dauphine, University of Warwick on April 25, 2023 by xi'an
rethinking the ESS published!
Posted in Statistics with tags effective sample size, ESS, importance sampling, International Statistical Review, Markov chain Monte Carlo algorithm, MCMC, Monte Carlo methods, Monte Carlo Statistical Methods, simulation on May 3, 2022 by xi'an
Our paper Rethinking the Effective Sample Size, with Victor Elvira (the driving force behind the paper!) and Luca Martino, has now been published in the International Statistical Review! As discussed earlier on this blog, we wanted to re-evaluate the pros and cons of the effective sample size (ESS), as a tool assessing the quality [or lack thereof] of a Monte Carlo approximation. It is particularly exploited in the specific context of importance sampling. Following a 1992 construction by Augustine Kong, his approximation has been widely used in the last 25 years, in part due to its simplicity as a practical rule of thumb. However, we show in this paper that the assumptions made in the derivation of this approximation make it difficult to consider it as a reasonable approximation of the ESS. Note that this reevaluation does not cover the use of ESS for Markov chain Monte Carlo algorithms, although there would also be much to tell about it..!
