miei primi cannoli

Cannoli are among my favourite pastries and one of the first things I try to eat while in Italy (if never in Sicily)… (Or in Boston!) Especially since they cannot travel. Hence, when my wife brought me cannoli baking tubs from Venezia, I took the hint and did not wait many days to make a first attempt at baking my own cannoli. Preparing the dough takes a little while, although it does not much differ from a rich shortcrust pastry (with a wee bit of Sicilian sweet wine). But baking the tubes is not that complicated, thanks to the tubes, and they remain crusty for several days, while mastering the ricotta cheese filling will require many attempts before reaching the right consistency… The more attempts the better!!!

Bayes is typically wrong…

In Harvard, this morning, Don Fraser gave a talk at the Bayesian, Fiducial, and Frequentist conference where he repeated [as shown by the above quote] the rather harsh criticisms on Bayesian inference he published last year in Statistical Science. And which I discussed a few days ago. The “wrongness” of Bayes starts with the completely arbitrary choice of the prior, which Don sees as unacceptable, and then increases because the credible regions are not confident regions, outside natural parameters from exponential families (Welch and Peers, 1963). And one-dimensional parameters using the profile likelihood (although I cannot find a proper definition of what the profile likelihood is in the paper, apparently a plug-in version that is not a genuine likelihood, hence somewhat falling under the same this-is-not-a-true-probability cleaver as the disputed Bayesian approach).

“I expect we’re all missing something, but I do not know what it is.” D.R. Cox, Statistical Science, 1994

And then Nancy Reid delivered a plenary lecture “Are we converging?” on the afternoon that compared most principles (including objective if not subjective Bayes) against different criteria, like consistency, nuisance elimination, calibration, meaning of probability, and so on.  In an highly analytic if pessimistic panorama. (The talk should be available on line at some point soon.)

en route to Boston!

another glorious Boston sunrise