Bayes’s theorem for improper mixtures

While looking for references for a Master summer project at Warwick on Bayesian inference on the Cauchy location parameter, I came across a 2011 Annals of Statistics paper by Peter McCullagh and Han Han.  Which expands the Bayesian framework to the improper case by considering a Poisson process over the parameter set with mean measure […]

Bayes’ Theorem in the 21st Century, really?!

“In place of past experience, frequentism considers future behavior: an optimal estimator is one that performs best in hypothetical repetitions of the current experiment. The resulting gain in scientific objectivity has carried the day…” Julien Cornebise sent me this Science column by Brad Efron about Bayes’ theorem. I am a tad surprised that it got […]

abstract for “Bayes’ Theorem: then and now”

Here is my abstract for the invited talk I will give at EMS 2013 in Budapest this summer (the first two banners were sites of EMS 2013 conferences as well, which came above the European Meeting of Statisticians on a Google search for EMS 2013): What is now called Bayes’ Theorem was published and maybe […]

Bayes’ Theorem

There is a very long and somehow windy—if often funny—introduction to Bayes’ theorem by a researcher in artificial intelligence. In particular, it contains several Java applets that shows how intuition about posterior probabilities can be wrong. The whole text is about constructing Bayes’ theorem for simple binomial outcomes with two possible causes. It is indeed […]

safe Bayes & e-values & least favourable priors

The paper by Peter Grünwald, Rianne de Heide and Wouter Koolen on safe testing was read before The Royal Statistical Society at a meeting organized by the Research Section on Wednesday, 24th January, 2024, after many years in the making, to the point that several papers based on this initial one have appeared in the […]