The Journal of the Royal Statistical Society, Series B, has a new cover, a new colour and a new co-editor. As can be seen from the above shots, the colour is now a greenish ochre, with a picture of pedestrians on a brick plaza as a background, not much related to statistical methodology as far as I can tell. More importantly, the new co-editor for the coming four years is Piotr Fryzlewicz, professor at the London School of Economics, who will share the burden with Ingrid van Keilegom professor from UCL (Louvain-la-Neuve) who is now starting her third year… My friend, colleague and successor as Series B editor Gareth Roberts is now retiring after four years of hard work towards making Series B one of the top journals in Statistics. Thanks Gareth and best wishes to Ingrid and Piotr!
Archive for Series B
Series B news
Posted in Books, Statistics, University life with tags academic journals, Gareth Roberts, Ingrid van Keilegom, JRSSB, Louvain-la-Neuve, LSE, Piotr Fryzlewicz, Royal Statistical Society, Series B, UCL, University of Warwick on January 24, 2014 by xi'anchanging focus is not an option!
Posted in Statistics, University life with tags Bayesian model choice, DIC, Mervyn Stone, Newcastle-upon-Tyne, Read paper, Royal Statistical Society, Series B on October 11, 2013 by xi'anHere is a quote from Mervyn Stone’s discussion of the DIC paper in Series B
“The paper is rather economical with the ‘truth’. The truth of pt(Y) corresponds fixedly to the conditions of the experimental or observational set-up that ensures independent future replication Yrep or internal independence of y = (y1,…,yn) (not excluding an implicit concomitant x). For pt(Y) ≈ p(Y|θt), θt must parameterize a scientifically plausible family of alternative distributions of Y under those conditions and is therefore a necessary ‘focus’ if the ‘good [true] model’ idea is to be invoked: think of tossing a bent coin. Changing focus is not an option.”
that I found most amusing (and relevant)! Elías Moreno and I wrote our discussions from Newcastle-upon-Tyne for Series B (and arXived them as well, with a wee bit of confusion when I listed the affiliations: I am not [yet] associated with la Universidad de Las Palmas de Gran Canaria..!).
re-re-relevant statistics for ABC model choice
Posted in Books, Statistics, University life with tags ABC, arXiv, Carl Friedrich Gauss, Pierre Simon de Laplace, relevant statistics, Series B, summary statistics on March 18, 2013 by xi'an
After a very, very long delay, we eventually re-revised our paper about necessary and sufficient conditions on summary statistics to be relevant for model choice (i.e. to lead to consistent tests). Reasons, both good and bad, abound for this delay! Some (rather bad) were driven by the completion of a certain new edition… Some (fairly good) are connected with the requests from the Series B editorial team, towards improving our methodological input. As a result we put more emphasis on the post-ABC cross-checking for the relevance of the summary choice, via a predictive posterior evaluation of the means of the summary statistic under both models and a test for mean equality. And re-ran a series of experiments on a three population population genetic example. Plus, on the side, simplified some of our assumptions. I dearly hope the paper can make it through but am also looking forward the opinion of the Series B editorial team The next version of Relevant statistics for Bayesian model choice should be arXived by now (meaning when this post appears!).
summary statistics for ABC model choice
Posted in Statistics with tags ABC, Bayesian model choice, England, harmonic mean estimator, HPD region, Kenilworth, New Zealand, Read paper, semi-automatic ABC, Series B on March 11, 2013 by xi'an
A few days ago, Dennis Prangle, Paul Fernhead, and their co-authors from New Zealand have posted on arXiv their (long-awaited) study of the selection of summary statistics for ABC model choice. And I read it during my trip to England, in trains and planes, if not when strolling in the beautiful English countryside as above.
As posted several times on this ‘Og, the crux of the analysis is that the Bayes factor is a good type of summary when comparing two models, this result extending to more model by considering instead the vector of evidences. As in the initial Read Paper by Fearnhead and Prangle, there is no true optimality in using the Bayes factor or vector of evidences, strictly speaking, besides the fact that the vector of evidences is minimal sufficient for the marginal models (integrating out the parameters). (This was a point made in my discussion.) The implementation of the principle is similar to this Read Paper setting as well: run a pilot ABC simulation, estimate the vector of evidences, and re-run the main ABC simulation using this estimate as the summary statistic. The paper contains a simulation study using some of our examples (in Marin et al., 2012), as well as an application to genetic bacterial data. Continue reading
relevant, revised, & resubmitted
Posted in R, Statistics, Travel, University life with tags (δμ)², ABC model choice, arXiv, Bayesian model choice, Bristol, England, Glasgow, Scotland, Series B on May 8, 2012 by xi'an
We have now completed our revision of the paper Relevant statistics for Bayesian model choice, written with Judith Rousseau, Jean-Michel Marin, and Natesh Pillai. It has been resubmitted to Series B and reposted on arXiv. The major change in the paper is the inclusion of a check about the relevance of a given summary statistics, as already explained in the talks I presented in Bristol and Glasgow. We also ran a realistic (and, I think, illuminating!) experiment to assess the impact of using one or two (δμ)² statistics as summaries in a simple population experiment, along with a theoretical explanation of the difference between both cases. This methodological addition answers in my opinion the major criticism contained in the review and I thus hope we can envision the eventual publication of this paper… In any case, the reviews have been tremendously helpful in improving the paper.
