Archive for Bayes 250

“those” coincidences

Posted in pictures, Travel, University life with tags , , , , , , , , , , , , , , on June 21, 2014 by xi'an

waverleyLast Thursday night, after a friendly dinner closing the ICMS workshop, I was rushing back to Pollock Halls to catch some sleep before a very early flight. When crossing North Bridge, on top of Waverley station, I then spotted in the crowd a well-known face of a fellow statistician from Cambridge University, on an academic visit to the University of Edinburgh that was completely unrelated with the workshop. Then, today, on my way back from submitting a visa request at the Indian embassy in Paris, I took the RER train for one stop between Gare du Nord and Chatelet. When I stood up from my seat and looked behind me, a senior (and most famous) mathematician was sitting right there, in deep conversation with a colleague about algorithms… Just two of “those” coincidences. (Edinburgh may be propitious to coincidences: at the last ICMS workshop I attended, I ended up in the same Indian restaurant as Marc Suchard, who also was on an academic visit to the University of Edinburgh that was completely unrelated with the workshop!)

Big Bayes stories in print [and in force]

Posted in Books, Statistics, University life with tags , , , , , on May 20, 2014 by xi'an

The special issue of Statistical Science Kerrie Mengersen and I edited over the past three (four?) years is now out in print! Even though many ‘Og readers may have already seen the table of contents, here it is once again. We hope you will enjoy this 100 page long excursion in big Bayesiana. The papers are not freely accessible as “current papers” on the journal website but can yet be found in the “future papers” section. (If a sponsor wants to support turning the papers into open access version, he or she is most welcome to contact us or the IMS!) And, thanks to Larry for reminding me!, available on arXiv. Thanks to all authors, discussants, reviewers and special kudos to Jon Wellner for his constant help and support in putting the special issue together!

Séminaire Probabilités, Décision, Incertitude

Posted in Books, Running, Statistics, Travel, University life with tags , , , , , , , , on February 4, 2014 by xi'an

RER B composition, Saint-Michel, Feb. 10, 2012Last Friday, I gave a seminar at the Séminaire Probabilités, Décision, Incertitude, which is run by IHφST, the institute for history and philosophy of sciences and techniques of the Université of Paris 1. I decided to present my Budapest EMS 2013 talk at a slower pace and by cutting the technical parts. And adding a few historical titbits. It took me two hours and I enjoyed the experience. I cannot tell for the audience, who seemed a bit wary of mathematical disgressions, but I got comments on the Lindley paradox and on the contents of Ari Spanos’ Who’s afraid… Here are the slides again, in case Slideshare freezes your browser as it does mine…

As a side anecdote, the seminar took place in an old building in the core of the Saint-Germain des Prés district. The view from the seminar room on the busy streets of this district was quite eye-catching! (Not as distracting as the one from a room in Ca’ Foscari where I gave a seminar a few years ago facing the Venezia Laguna and windsurfers practising…)

Bayes-250

Posted in Books, pictures, Statistics, University life with tags , , , on December 18, 2013 by xi'an

BayesMy fourth Bayes-250 and presumably the last one, as it starts sounding like groundhog day!

Stephen Stigler started the day with three facts or items of inference on Thomas Bayes: the first one was about The Essay and its true title, a recent research I made use of in Budapest. As reported in his Statistical Science paper, Stigler found an off-print of Bayes’ Essay with an altogether different title: “A Method of Calculating the Exact Probability of All Conclusions founded on Induction”, which sounds much better than the title of the version published in the Proceedings of the Royal Society, “An Essay toward solving a Problem in the Doctrine of Chances”, and appears as part of a larger mathematical construct in answering Hume’s dismissal of miracles… (Dennis Lindley in a personal communication to Stephen acknowledged the importance of the title and regretted “as an atheist” that the theorem was intended for religious usage!)

Stephen then discussed Bayes’s portrait, which (first?) appeared in June 1933 in The American Conservationist. Herein acknowledged as taken from the Wing collection of the Newberry library in Chicago (where Stephen has not yet unearthed the said volume!) My suggestion would be to use a genealogy algorithm to check whether or not paternity cannot be significantly rejected by comparing the two portraits. The more portraits from Bayes’ family, the better.

Steven Fienberg took over for another enjoyable historical talk about the neo-Bayesian revival of the 50s. In connection with his BA paper on the appearance of the term Bayesian. Giving appropriately a large place to Alan Turing. And Jimmy Savage (whose book does not use the term Bayesian). He also played great videos of Howard Raiffa explaining how he became a (closet) Bayesian. And of Jack Good being interviewed by Persi Diaconis. (On a highly personal level, I wonder who in my hotel has named his or her network “Neo Bayesian Revival”!)

In a very unusual format, Adrian Smith and Alan Gelfand ran an exchange around a bottle of Scotch (and a whole amphitheatre), where Adrian recollected his youth at Cambridge and the slow growth of Bayesian statistics in the UK (“a very unorthodox form of inference” in Dennis’ words). I liked very much the way he explained how Dennis Lindley tried to build for statistics the equivalent of the system of axioms Kolmogorov had produced for probability. And even more how Dennis came to the Bayesian side for decision-theoretic reasons. (The end of the exchange was more predictable as being centred on the MCMC revolution.)

Michael Jordan completed the day with a talk oriented much more towards the future. About the growing statistical perspective on document analysis. Document as data indeed. Starting with the bag of words representation. (A side remark was that his paper Latent Dirichlet allocation got more citations than classics like Jim Berger’s 1985 book or Efron’s 1984 book.) The central theme of the talk was that there is much work left to be done to address real problems. Really real problems with computational issues orders of magnitude away from what we can propose today. Michael took linguistics as a final example. Linking with Adrian’s conclusion in that respect.

Dennis Lindley (1923-2013)

Posted in Books, Statistics, University life with tags , , , , , , on December 16, 2013 by xi'an

Dennis Lindley most sadly passed away yesterday at the hospital near his home in Somerset. He was one of the founding fathers of our field (of Bayesian statistics), who contributed to formalise Bayesian statistics in a coherent theory. And to make it one with rational decision-making, a perspective missing in Jeffreys’ vision. (His papers figured prominently in the tutorials we gave yesterday for the opening of O’Bayes 250.) At the age of 90, his interest in the topic had not waned away: as his interview with Tony O’Hagan last Spring showed, his passionate arguing for the rationale of the Bayesian approach was still there and alive! The review he wrote of The Black Swan a few years ago also demonstrated he had preserved his ability to see through bogus arguments. (See his scathing “One hardly advances the respect with which statisticians are held in society by making such declarations” in his ripping discussion of Aitkin’s 1991 Posterior Bayes factors.) He also started this interesting discussion last year about the five standard deviations “needed” for the Higgs boson…  My personal email contacts with Dennis over the re-reading of Jeffreys’ book  were a fantastic experience as he kindly contributed by expanding on how the book was received at the time and correcting some of my misunderstanding. It is a pity I can no longer send him the (soon to come?) final version of my Jeffreys-Lindley paradox paper as I intended to do. The email thomasbayes@gmail.com will no longer answer our queries… I figure there will be many testimonies and shared memories of his contributions and life at the Bayes-250 conference tomorrow. Farewell, Dennis, and I hope you now explore the paths of a more coherent world than ours!

Nobel year for statistics [in a weak sense]

Posted in University life with tags , , , , , , on November 13, 2013 by xi'an

While Nobel prizes never get close to mathematics, it sometimes happens they border statistics. It was the case two years ago with Chris Sims—soon to speak at Bayes 250 in Duke— winning the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (often shortened into the Nobel Prize in Economic Sciences). This year was also a borderline year since an econometrician, Lars Peter Hansen, got a third of the prize… Hansen is the current co-editor of Econometrica and one of the main contributors to the theory of the generalised method of moments. (Which can be re-interpreted as a precursor to ABC!) He has most of his papers in Econometrica, Journal of Econometrics, and other econom’ics journals, but also has a 2009 paper in the Annals of Statistics. In addition, even though the case is even more borderline, the fact that simulation techniques are at the core of the 2013 Nobel Prize in Chemistry is also a good thing for our field (although I did not see much mentions made of statistics in the reports I read, apart from their methods making “good predictions”…)

Dennis Lindley and Tony O’Hagan on YouTube

Posted in Statistics, University life with tags , , , on August 20, 2013 by xi'an

The great discussion Tony O’Hagan had with Dennis Lindley last March for the Bayes 250 meeting at the RSS is now available on line.

Since this is still close to Dennis’s birthday, I take the opportunity to wish him the best for his 90th birthday.