Warwickshire snapshot

back to England

One month after I visited UCL-Gatsby and Warwick University, I am back this week in England for short visits to Bristol, Warwick, and Oxford. Presumably not with the same wonderful weather I enjoyed in Bristol during the Fall workshop.

English trip (1)

Today, I am attending a workshop on the use of graphics processing units in Statistics in Warwick, supported by CRiSM, presenting our recent works with Randal Douc, Pierre Jacob and Murray Smith. (I will use the same slides as in Telecom two months ago, hopefully avoiding the loss of integral and summation signs this time!) Pierre Jacob will talk about Wang-Landau.

Then, tomorrow, I am off to Cambridge to talk about ABC and model choice on Friday afternoon. (Presumably using the same slides as in Provo.)

The (1) in the title is in prevision of a second trip to Oxford next month and another one to Bristol two months after! (The trip to Edinburgh does not count of course, since it is in Scotland!)

ABC model choice not to be trusted [3]

On Friday, I received a nice but embarrassing email from Xavier Didelot. He indeed reminded me that I attended the talk he gave at the model choice workshop in Warwick last May, as, unfortunately but rather unsurprisingly giving my short span memory!, I had forgotten about it! Looking at the slides he joined to his email, I indeed remember attending the talk and expecting to get back to the results after the meeting. As I went from Warwick to Paris only to leave a day after for Benidorm, and the Valencia 9 meeting, in such a hurry that I even forgot my current black notebook, the plans of getting back to the talk got forgotten so completely that even reading the tech report (now appeared in Bayesian Analysis) could not rescind them!

Here are some of Xavier’s comments, followed by my answers:

Bayesian Decision Analysis

In 1989, I wrote my very first book review, which appeared in JASA, about “Decision Analysis: A Bayesian Approach“, by J.Q. Smith, professor at the University of Warwick. I have now received from the Short Book Reviews section of the International Statistical Review another book of Jim Smith to review, namely Bayesian Decision Analysis. Before getting on discussing the current book, let me acknowledge that my review of 1989 was far too rash and critical! While acknowledging that the 1989 book developed “concepts not usually dealt with in Bayesian classics”, I bemoaned the lack of connections with classical Bayesian decision theory, as exemplified by Berger (1985) and missing entries about noninformative priors, prior construction, bounded loss shortcomings, &tc. While I remain attached to the approach adopted in Jim [Berger]‘s book,  I now see much more clearly the point made in Jim [Smith]‘s 1989 book and thus regret a posteriori the tone of this review as une erreur de jeunesse…