Archive for Statistical Science

big Bayes stories

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , on July 29, 2013 by xi'an

(The following is our preface to the incoming “Big Bayes stories” special issue of Statistical Science, edited by Sharon McGrayne, Kerrie Mengersen and myself.)

Bayesian statistics is now endemic in many areas of scienti c, business and social research. Founded a quarter of a millenium ago, the enabling theory, models and computational tools have expanded exponentially in the past thirty years. So what is it that makes this approach so popular in practice? Now that Bayesian statistics has “grown up”, what has it got to show for it- self? In particular, what real-life problems has it really solved? A number of events motivated us to ask these questions: a conference in honour of Adrian Smith, one of the founders of modern Bayesian Statistics, which showcased a range of research emanating from his seminal work in the field, and the impressive book by Sharon McGrayne, the theory that would not die. At a café in Paris in 2011, we conceived the idea of gathering a similar collection of “Big Bayes stories”, that would demonstrate the appeal of adopting a Bayesian modelling approach in practice. That is, we wanted to collect real cases in which a Bayesian approach had made a significant di fference, either in addressing problems that could not be analysed otherwise, or in generating a new or deeper understanding of the data and the associated real-life problem.

After submitting this proposal to Jon Wellner, editor of Statistical Science, and obtaining his encouragement and support, we made a call for proposals. We received around 30 submissions (for which authors are to be warmly thanked!) and after a regular review process by both Bayesian and non-Bayesian referees (who are also deeply thanked), we ended up with 17 papers that reflected the type of stories we had hoped to hear. Sharon McGrayne, then read each paper with the utmost attention and provided helpful and encouraging comments on all. Sharon became part the editorial team in acknowledgement of this substantial editing contribution, which has made the stories much more enjoyable. In addition, referees who handled several submissions were asked to contribute discussions about the stories and some of them managed to fi nd additional time for this task, providing yet another perspective on the stories..

Bayesian Estimation of Population – Level Trends in Measures of Health Status Mariel M. Finucane, Christopher J. Paciorek, Goodarz Danaei, and Majid Ezzati
Galaxy Formation: Bayesian History Matching for the Observable Universe Ian Vernon, Michael Goldstein, and Richard G Bower
Estimating the Distribution of Dietary Consumption Patterns Raymond James Carroll
Bayesian Population Projections for the United Nations Adrian E. Raftery, Leontine Alkema, and Patrick Gerland
From Science to Management: Using Bayesian Networks to Learn about Lyngbya Sandra Johnson, Eva Abal, Kathleen Ahern, and Grant Hamilton
Search for the Wreckage of Air France Flight AF 447 Lawrence D Stone, Colleen M. Keller, Thomas M Kratzke, and Johan P Strumpfer
Finding the most distant quasars using Bayesian selection methods Daniel Mortlock
Estimation of HIV burden through Bayesian evidence synthesis Daniela De Angelis, Anne M Presanis, Stefano Conti, and A E Ades
Experiences in Bayesian Inference in Baltic Salmon Management Sakari Kuikka, Jarno Vanhatalo, Henni Pulkkinen, Samu Mäntyniemi, and Jukka Corander

As can be gathered from the table of contents, the spectrum of applications ranges across astronomy, epidemiology, ecology and demography, with the special case of the Air France wreckage story also reported in the paper- back edition of the theory that would not die. What made those cases so well suited for a Bayesian solution? In some situations, the prior or the expert opinion was crucial; in others, the complexity of the data model called for a hierarchical decomposition naturally provided in a Bayesian framework; and others involved many actors, perspectives and data sources that only Bayesian networks could aggregate. Now, before or (better) after reading those stories, one may wonder whether or not the “plus” brought by the Bayesian paradigm was truly significant. We think they did, at one level or another of the statistical analysis, while we acknowledge that in several cases other statistical perspectives or even other disciplines could have brought another solution, but presumably at a higher cost.

Now, before or (better) after reading those stories, one may wonder whether or not the \plus” brought by the Bayesian paradigm was truly signifi cant. We think it did, at one level or another of the statistical analysis, while we acknowledge that in several cases other statistical perspectives or even other disciplines could have provided another solution, but presumably at a higher cost. We think this collection of papers constitutes a worthy tribute to the maturity of the Bayesian paradigm, appropriate for commemorating the 250th anniversary of the publication of Bayes’ Essay towards solving a Problem in the Doctrine of Chances. We thus hope you will enjoy those stories, whether or not Bayesiana is your statistical republic.

back from down under

Posted in Books, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on August 30, 2012 by xi'an

After a sunny weekend to unpack and unwind, I am now back to my normal schedule, on my way to Paris-Dauphine for an R (second-chance) exam. Except for confusing my turn signal for my wiper, thanks to two weeks of intensive driving in four Australian states!, things are thus back to “normal”, meaning that I have enough of a control of my time to handle both daily chores like the R exam and long-term projects. Including the special issues of Statistical Science, TOMACS, and CHANCE (reviewing all books of George Casella in memoriam). And the organisation of MCMSki 4, definitely taking place in Chamonix on January 6-8, 2014, hopefully under the sponsorship of the newly created BayesComp section of ISBA. And enough broadband to check my usual sites and to blog ad nauseam.

This trip to Australia, along the AMSI Lectures as well as the longer visits to Monash and QUT, has been quite an exciting time, with many people met and ideas discussed. I came back with a (highly positive) impression of Australian universities as very active places, just along my impression of Australia being a very dynamic and thriving country, far far away from the European recession. I was particularly impressed by the number of students within Kerrie Mengersen’s BRAG group, when we did held discussions in classrooms that felt full like a regular undergrad class! Those discussions and meetings set me towards a few new projects along the themes of mixture estimation and model choice, as well as convergence assessment. During this trip, I however also felt the lack of long “free times” I have gotten used to, thanks to the IUF chair support, where I can pursue a given problem for a few hours without interruption. Which means that I did not work as much as I wanted to during this tour and will certainly avoid such multiple-step trips in a near future. Nonetheless, overall, the own under” experience was quite worth it! (Even without considering the two weeks of vacations I squeezed in the middle.)

Back to “normal” also means I already had two long delays caused by suicides on my train line…

ASC 2012 (#3, also available by mind-reading)

Posted in Running, Statistics, University life with tags , , , , , , , , , on July 13, 2012 by xi'an

This final morning at the ASC 2012 conference in Adelaide, I attended a keynote lecture by Sophia Rabe-Hesketh on GLMs that I particularly appreciated, as I am quite fond of those polymorphous and highly adaptable models (witness the rich variety of applications at the INLA conference in Trondheim last month). I then gave my talk on ABC model choice, trying to cover the three episodes in the series within the allocated 40 minutes (and got from Terry Speed the trivia information that Renfrey Potts, father to the Potts model, spent most of his life in Adelaide, where he died in 2005! Terry added that he used to run along the Torrens river, being a dedicated marathon runner. This makes Adelaide the death place of both R.A. Fisher and R. Potts.)

Later in the morning, Christl Donnelly  gave a fascinating talk on her experiences with government bodies during the BSE and foot-and-mouth epidemics in Britain in the past decades. It was followed by  a frankly puzzling [keynote Ozcots] talk delivered by Jessica Utts on the issue of parapsychology tests, i.e. the analysis of experiments testing for “psychic powers”. Nothing less. Actually, I first thought this was a pedagogical trick to capture the attention of students and debunk, however Utts’ focus on exhibiting such “powers” was definitely dead serious and she concluded that “psychic functioning appears to be a real effect”. So it came as a shock that she was truly believing in psychic paranormal abilities! I had been under the wrong impression that the 2005 Statistical Science paper of hers was demonstrating the opposite but it clearly belongs to the tradition of controversial Statistical Science that started with the Bible code paper… I also found it flabbergasting to learn that the U.S. Army is/was funding research in this area and is/was actually employing “psychics”, as well that the University of Edinburgh has a parapsychology unit within the department of psychology. (But, after all, UK universities also have long had schools of Divinity, so let the irrational in a while ago!) Continue reading

A Tribute to Charles Stein

Posted in Statistics, University life with tags , , , , , , on March 28, 2012 by xi'an

Statistical Science just ran a special issue (Feb. 2012) as a tribute to Charles Stein that focused on shrinkage estimation. Shrinkage and the Stein effect have been my entries to the Bayesian (wonderful) world, so I read through this series of papers edited by Ed George and Bill Strawderman with fond remembrance. The more because most of the authors are good friends! Jim Berger, Bill Jefferys, and Peter Müller consider shrinkage estimation for wavelet coefficients and applies it to Cepheid variable stars. The paper by Ann Brandwein and Bill Strawderman is a survey of shrinkage estimation and the Stein effect for spherically elliptical distributions, precisely my PhD thesis topic and main result! Larry Brown and Linda Shao give a geometric interpretation of the original Stein (1956) paper. Tony Cai discusses the concepts of minimaxity and shrinkage estimators in functional spaces. George Casella and Juinn Gene Hwang recall the impact of shrinkage estimation on confidence sets. Dominique Fourdrinier and Marty Wells give an expository development of loss estimation using shrinkage estimators. Ed George, Feng Liang and Xinyi Xu recall how shrinkage estimation was recently extended to prediction using Kullback-Leibler losses. Carl Morris and Martin Lysy detail the reversed shrinkage defect and Model-II minimaxity in the normal case. Gauri Datta and Malay Ghosh explain how shrinkage estimators are paramount in small area estimation, providing a synthesis between both the Bayesian and the frequentist points of view. At last, Michael Perlman and Sanjay Chaudhuri reflect on the reversed shrinkage effect, providing us with several pages of Star Trek dialogues on this issue, and more seriously voicing a valid Bayesian reservation!

Improving convergence properties of the Data Augmentation algorithm

Posted in Statistics, University life with tags , , , , on February 7, 2012 by xi'an

Our paper Improving the Convergence Properties of the Data Augmentation Algorithm with an Application to Bayesian Mixture Modeling, written with Jim Hobert and Vivek Roy during their latest visit to Paris a few years ago (!), has now appeared in arXiv, Statistical Science and project Euclid. I already mentioned in a previous post why this is an important paper for me. (There is nothing new  here, compared with this earlier post, except that the paper was re-posted on arXiv!)


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