Bayes 250th versus Bayes 2.5.0.

More than a year ago Michael Sørensen (2013 EMS Chair) and Fabrizzio Ruggeri (then ISBA President) kindly offered me to deliver the memorial lecture on Thomas Bayes at the 2013 European Meeting of Statisticians, which takes place in Budapest today and the following week. I gladly accepted, although with some worries at having to cover a much wider range of the field rather than my own research topic. And then set to work on the slides in the past week, borrowing from my most “historical” lectures on Jeffreys and Keynes, my reply to Spanos, as well as getting a little help from my nonparametric friends (yes, I do have nonparametric friends!). Here is the result, providing a partial (meaning both incomplete and biased) vision of the field.

Since my talk is on Thursday, and because the talk is sponsored by ISBA, hence representing its members, please feel free to comment and suggest changes or additions as I can still incorporate them into the slides… (Warning, I purposefully kept some slides out to preserve the most surprising entry for the talk on Thursday!)

4 Responses to “Bayes 250th versus Bayes 2.5.0.”

  1. Radford Neal Says:

    Slide 67 repeats your previous mistake about what is in Metropolis, et al’s 1953 paper.

  2. More comments:

    - slide 71: data are sometimes denoted with x (first eq), some other times with y (second eq).
    - some suggestions for slides 77-78: (i) Green’s reversible jump paper. (ii) Gelman-Gilks-Roberts 1997 on Ann.Appl.Prob. (the “0.234 paper”…); (iii) some mention of Adaptive MCMC (several papers by Jeffrey Rosenthal also with Gareth Roberts).

  3. Hi thanks for sharing these slides!
    I’ve found a typo at the end of slide 47: there is an unlikely “2103″

    I will read the slides at random times. Apologies if I write several comments instead of summarising everything in a single comment.

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