**Y**et another question on X validated reminded me of a discussion I had once with Jay Kadane when visiting Carnegie Mellon in Pittsburgh. Namely the fundamentally ill-posed nature of conjugate priors. Indeed, when considering the definition of a conjugate family as being a parameterised family Þ of distributions over the parameter space Θ stable under transform to the posterior distribution, this property is completely dependent (if there is such a notion as completely dependent!) on the dominating measure adopted on the parameter space Θ. Adopted is the word as there is no default, reference, natural, &tc. measure that promotes one specific measure on Θ as being *the* dominating measure. This is a well-known difficulty that also sticks out in most “objective Bayes” problems, as well as with maximum entropy priors. This means for instance that, while the Gamma distributions constitute a conjugate family for a Poisson likelihood, so do the truncated Gamma distributions. And so do the distributions which density (against a Lebesgue measure over an arbitrary subset of (0,∞)) is the product of a Gamma density by an arbitrary function of θ. I readily acknowledge that the standard conjugate priors as introduced in every Bayesian textbook are standard because they facilitate (to a certain extent) posterior computations. But, just like there exist an infinity of MaxEnt priors associated with an infinity of dominating measures, there exist an infinity of conjugate families, once more associated with an infinity of dominating measures. And the fundamental reason is that the sampling model (which induces the shape of the conjugate family) does not provide a measure on the parameter space Θ.

## Archive for the pictures Category

## dominating measure

Posted in Books, pictures, Statistics, Travel, University life with tags Bayesian textbook, Carnegie Mellon University, conjugate priors, cross validated, dominating measure, Jay Kadane, Pittsburgh, posterior distribution on March 21, 2019 by xi'an## Chateau du Lucquet

Posted in pictures, Travel, University life, Wines with tags Côtes du Rhône, CIRM, masterclass, piquette, red wine, wine on March 20, 2019 by xi'an## BayesComp 20: call for contributed sessions!

Posted in pictures, Statistics, Travel, University life with tags BayesComp 2020, Bayesian computing, conference, deadline, Florida, Gainesville, ISBA, MCMSki, Monte Carlo Statistical Methods, software, USA on March 20, 2019 by xi'an**J**ust to remind readers of the incoming deadline for BayesComp sessions:

The deadline for providing a title and brief abstract that the session isApril 1, 2019. Please provide the names and affiliations of the organizer and the three speakers (the organizer can be one of them). Each session lasts 90 minutes and each talk should be 30 minutes long including Q&A. Contributed sessions can also consist of tutorials on the use of novel software. Decisions will be made byApril 15, 2019. Please send your proposals to Christian Robert, co-chair of the scientific committee. We look forward to seeing you at BayesComp 20!

In case you do not feel like organising a whole session by yourself, contact the ISBA section you feel affinity with and suggest it helps building this session together!

## ERC panel [step #1]

Posted in Kids, pictures, Statistics, Travel, University life with tags Belgium, Brussels, ERC, European Commission, European Research Council, European Union, expertise, mathematical physics, mathematics, Statistics on March 16, 2019 by xi'an**A**lthough this post was written ages ago, regulations of the European Research Council (ERC) prevented me from posting it until now, for confidentiality reasons. I was indeed nominated as an expert member of the ERC panel on starting grants for mathematics [a denomination including statistics, obviously, but also quantum physics or some aspects of it], which means evaluating a hundred-ish applications of young researchers (five years from PhD) to select about ten of them to be richly funded for the coming five years. The reason for secrecy is that the panel members have to be protected from pursuits from the candidates (or, more likely, from their senior mentors). While this is a pretty heavy commitment, above 20 days total, the evaluation process gets quite interesting and the most annoying part is to have to reject proposals that should be funded, were more funds available. (For obvious reasons, I cannot get into the details of individual proposals, but let me just bemoan that there were too few proposals connected to statistics!) I may however get into my appreciation of the collective work of the panel during the first step selection process. I actually knew no other member prior to my joining the panel and was impressed at how smoothly we managed to work together and incorporate different opinions in a joint perspective. When I re-read these sentences, it feels like *langue de bois* (double talk), really!, but they truly represent my feelings at the end of the meeting. Making me (almost) looking forward the second step of interviewing the selected candidates in another week-long meeting, again in Brussels, for the interviews and final selection and ranking. (Which is when anonymity falls apart.)