Archive for Biometrika

individualised polychotomous logistic regression

Posted in Books, Statistics, University life with tags , , , , , on May 17, 2022 by xi'an

A recent submission to Biometrika made me read the 1984 Biometrika paper of Begg and Gray on the individualisation of polychotomous regression, namely the idea that when considering this model with T categories, the regression parameters could be estimated by considering only the pairs (0,i), 0 being the baseline category (with no parameter), since the (true) probability to be in category i conditional on being in either category 0 or category i is logistic with the same coefficient as in the polychotomous model. While I see no issue with this remark (contrary to the submission author), it is of course producing (much quicker) a different estimate of the polychotomous parameter, when compared with the full likelihood approach. Not only because it does not exploit the entire information contained in the data but also because it operates with a pseudo-likelihood.

unexpected thanks

Posted in Statistics, University life with tags , , , , on April 16, 2022 by xi'an

I received the following email from an author the other day, after rejecting their paper right after submission:

Dear Prof. Christian Robert,

Thank you very much for your assessment of the paper, your candid feedback and also your encouragement to submit the paper to another journal. We value very much this quick and constructive feedback and the time you need to invest to guarantee such a feedback policy.
Thank you for taking the time to consider our submission and best regards,
Which does not happen that often.

RSS 2022 Honours

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , , , , on March 21, 2022 by xi'an

far south

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , , on February 23, 2022 by xi'an

David Cox (1924-2022)

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , on January 20, 2022 by xi'an

It is with much sadness that I heard from Oxford yesterday night that David Cox had passed away. Hither goes a giant of the field, whose contributions to theoretical and methodological statistics are enormous and whose impact on society is truly exceptional. He was the first recipient of the International Prize in Statistics in 2016 (aka the “Nobel of Statistics”) among many awards and a Fellow of the Royal Society among many other recognitions. He was also the editor of Biometrika for 25 years (!) and was still submitting papers to the journal a few month ago. Statistical Science published a conversation between Nancy Reid and him that tells a lot about the man and his amazing modesty. While I had met him in 1989, when he was visiting Cornell University as a distinguished visitor (and when I drove him to the house of Anne and George Casella for dinner once), then again in the 1990s when he came on a two-day visit to CREST,  we only really had a significant conversation in 2011 (!), when David and I attended the colloquium in honour of Mike Titterington in Glasgow and he proved to be most interested in the ABC algorithm. He published a connected paper in Biometrika the year after, with Christiana Katsonaki. We met a few more times later, always in Oxford, to again discuss ABC. In each occasion, he was incredibly kind and considerate.

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