Archive for Bayesian textbook

a glaring mistake

Posted in Statistics with tags , , , , , , on November 28, 2018 by xi'an

Someone posted this question about Bayes factors in my book on Saturday morning and I could not believe the glaring typo pointed out there had gone through the centuries without anyone noticing! There should be no index 0 or 1 on the θ’s in either integral (or indices all over). I presume I made this typo when cutting & pasting from the previous formula (which addressed the case of two point null hypotheses), but I am quite chagrined that I sabotaged the definition of the Bayes factor for generations of readers of the Bayesian Choice. Apologies!!!

ghost [parameters] in the [Bayesian] shell

Posted in Books, Kids, Statistics with tags , , , , , , , on August 3, 2017 by xi'an

This question appeared on Stack Exchange (X Validated) two days ago. And the equalities indeed seem to suffer from several mathematical inconsistencies, as I pointed out in my Answer. However, what I find most crucial in this question is that the quantity on the left hand side is meaningless. Parameters for different models only make sense within their own model. Hence when comparing models parameters cannot co-exist across models. What I suspect [without direct access to Kruschke’s Doing Bayesian Data Analysis book and as was later confirmed by John] is that he is using pseudo-priors in order to apply Carlin and Chib (1995) resolution [by saturation of the parameter space] of simulating over a trans-dimensional space…

Peter Lee (1940?-2017)

Posted in Books, pictures, R, Statistics, University life, Wines with tags , , , , , , on March 12, 2017 by xi'an

Just heard the sad news that Peter Lee, British Bayesian and author of Bayesian Statistics: An Introduction, has passed away yesterday night. While I did not know him, I remember meeting him at a few conferences in the UK and spending an hilarious evening at the pub. When the book came out, I thought it was quite fine an introduction to Bayesian Statistics, with enough mathematical details and prerequisites to make it worthwhile studying, while also including computational recommendations. Fare thee well, Peter.