## JSM 2015 [day #3]

**M**y first morning session was about inference for philogenies. While I was expecting some developments around Kingman’s coalescent models my coauthors needed and developped ABC for, I was surprised to see models that were producing closed form (or close enough to) likelihoods. Due to strong restrictions on the population sizes and migration possibilities, as explained later to me by Vladimir Minin. No need for ABC there since MCMC was working on the species trees, with Vladimir Minin making use of [the Savage Award winner] Vinayak Rao’s approach on trees that differ from the coalescent. And enough structure to even consider and demonstrate tree identifiability in Laura Kubatko’s case.

I then stopped by the astrostatistics session as the first talk by Gwendolin Eddie was about galaxy mass estimation, a problem I may actually be working on in the Fall, but it ended up being a completely different problem and I was further surprised that the issue of whether or not the data was missing at random was not considered by the authors.

Christening a session Unifying foundation(s) may be calling for trouble, at least from me! In this spirit, Xiao Li Meng gave a talk attempting at a sort of unification of the frequentist, Bayesian, and fiducial paradigms by introducing the notion of personalized inference, which is a notion I had vaguely thought of in the past. How much or how far do you condition upon? However, I have never thought of this justifying fiducial inference in any way and Xiao Li’s lively arguments during and after the session not enough to convince me of the opposite: Prior-free does not translate into (arbitrary) choice-free. In the earlier talk about confidence distributions by Regina Liu and Minge Xie, that I partly missed for Galactic reasons, I just entered into the room at the very time when ABC was briefly described as a confidence distribution because it was not producing a convergent approximation to the exact posterior, a logic that escapes me (unless those confidence distributions are described in such a loose way as to include about any method f inference). Dongchu Sun also gave us a crash course on reference priors, with a notion of random posteriors I had not heard of before… As well as constructive posteriors… (They seemed to mean constructible matching priors as far as I understood.)

The final talk in this session by Chuanhei Liu on a new approach (modestly!) called inferential model was incomprehensible, with the speaker repeatedly stating that the principles were too hard to explain in five minutes and needed an incoming book… I later took a brief look at an associated paper, which relates to fiducial inference and to Dempster’s belief functions. For me, it has the same Münchhausen feeling of creating a probability out of nothing, creating a distribution on the parameter by ignoring the fact that the fiducial equation x=a(θ,u) modifies the distribution of u once x is observed.

August 13, 2015 at 7:25 am

Andrew Gelman blogged very briefly about Chuanhai Liu's inferential model thingy three(!) years ago.