Today is the day of the roundtable on Controversies in the philosophy of Bayesian statistics organised by Andrew Gelman. Here are my slides, recovered from my class slides… I am not terribly happy with them, actually, as they do not address philosophy…
Archive for JSM 2011
Controversies in the philosophy of Bayesian statistics
Posted in Statistics, University life with tags Bayes factor, Bayesian statistics, JSM 2011, philosophy of sciences on August 2, 2011 by xi'anJSM 2011 [2]
Posted in Statistics, University life with tags Bayes factors, Bayesian model choice, harmonic mean estimator, JSM 2011, Miami on August 1, 2011 by xi'anYesterday at JSM 2011 was a slow start as I only attended the last session of the Sunday afternoon. (After completing recycling my class slides for the roundtable on Tuesday, exploring the Art Déco neighbourhood of the convention center, fighting the clamy heat by periodically dropping into AC stores, including the Apple store on Lincoln Mall, buying a much needed umbrella for my beach-deprived kids and finding a glasses store that kindly replaced a lost tiny screw on my daughter’s sunglasses, …) This was session 67, Bayesian methods in lifetime and longitudinal data. As is presumably the case for most late Sunday afternoon sessions in a massively parallel universe (89-44=45 sessions!), the room was filled by the speakers, the chairwoman and very few listeners…
The talks that had driven me to the far end of the convention centre, half a mile away from the registration desk!, were Sanjib Basu’s on Bayesian model comparison and Sanjay Chaudhuri’s on Bayesian empirical likelihood. Empirical likelihood remains for me a difficult concept in that it somehow clashes with the Bayesian paradigm: if there is no model and no likelihood, it seems delicate (a) to apply Bayes’ theorem and (b) to construct a prior distribution. I only have vague thoughts about the issue, but there should be a more Bayesian way of constructing the estimate of the likelihood function under the constraints, rather than using maximisation. (I think this is alluded to and somehow dismissed in Lazar’s 2005 Biometrika paper.) While mentioning some theoretical justifications for the approach, Sanjay’s talk also covered the more methodological issue of zero values in the empirical likelihood leading to a non-connected support. I do not know whether or not the classical theory brings a solution to this problem (again, having no connection at my rental does not help!), but I wonder if reparameterisation could help in this respect. The talk by Sanjib was about very familiar ground (see e.g. our San Antonio chapter), namely approximation methods for computing Bayes factors. He also ran a small experiment to compare Bayes factors with predictive pseudo-likelihood (i.e., Bayesian cross-validation) approximations and with DIC (discussed in the Bayesian Choice). I was a bit takecn aback when Sanjib suggested a return to the dreaded harmonic mean estimator as he had no guarantee his estimator was free from an infinite variance. When discussing with him later, I pointed out our alternative harmonic mean representation using HPD regions and he mentioned a 1997 paper by Tom DiCiccio doing something similar that I need to check.
When has Bayesian analysis really made a difference???
Posted in Books, Statistics, Travel, University life with tags Bayesian Analysis, Bayesian inference, journal, JSM 2011, special issue, the theory that would not die on July 30, 2011 by xi'anWith Kerrie Mengersen (QUT, Brisbane), we are launching a call for Bayesian “stories”, towards a collective paper/a special issue:
When has Bayesian analysis really made a difference?
Following the publication of “the theory that would not die” by Sharon McGrayne, about how Bayesian analysis contributed to science and the World in general, we [Kerrie Mengersen (QUT, Brisbane) and Christian Robert (Paris-Dauphine)] would like to put together a collection of six-page vignettes that describe real cases in which Bayesian analysis has been the only way to crack a really important problem.
To this end, we are launching a call for one page proposals that address the following questions.
- What was the big problem to be solved? We mean big.
- Why was it so difficult to solve statistically?
- What was the Bayesian resolution?
- Why couldn’t it be solved by other means? What were the shortcomings of other statistical solutions?
- What was the overall impact of this Bayesian analysis on the real world?
We will then review those proposals and select the most significant ones towards the production of six page vignettes, aiming them to be published in a special issue or a multiple authored paper of a mainstream statistical journal. The deadline for the submission of a one-page proposal is September 30. It should be sent to Christian P. Robert at bayesianstatistics@gmailcom in pdf format. The final deadline will depend on the journal editor.
Obviously, if you happen to be like me at JSM 2011 this week and have a proposal (or journal!) in mind, feel free to talk to me about this! (I have also been waiting ages for a copy—two, actually—of the theory that would not die towards the dual goals of reading it and writing a review, but both channels failed to deliver.)
Writing workshop for junior researchers
Posted in Statistics, Travel, University life with tags JSM 2011, Miami Beach, NISS on May 23, 2011 by xi'an
The ASA and the National Institute of Statistical Science (NISS) are organising a workhop for young researchers on how to write papers and research grants. This workshop will take place at the beginning of JSM in Miami Beach, on July 31, and it will be mentored by former journal editors and program officers. This sounds like a terrific idea and everyone within 3 years of one’s PhD and attending JSM should take advantage of it! The deadline for applicants is June 1.
JSM 2011
Posted in Statistics, Travel, University life with tags ASA, Bayesian model choice, IMS, ISBA, JSM 2010, JSM 2011, Miami, philosophy of sciences on September 20, 2010 by xi'an
We are hardly back from JSM 2010 and we have to think forward to JSM 2011! On Saturday morning I got both news that the session I had proposed on behalf of ISBA was accepted by the ASA as an invited session on Bayesian Model Assessment (with Merlise Clyde, Andrew Gelman, Feng Liang and Jean-Michel Marin) and that the session on Controversies in the philosophy of Bayesian statistics proposed by Andrew Gelman, in which he had kindly invited me (along with Jim Berger, Rob Kass and Cosma Shalizi), was also accepted as an invited session. (I am not particularly attracted by the beaches of Miami!, but JSM is a good opportunity to interact with north America statisticians and to gather some of the on-going trends in the field…)
