Archive for Boston harbour

Bayes is typically wrong…

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , on May 3, 2017 by xi'an

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!

Posted in pictures, Running, Travel, University life with tags , , , , , , , on April 29, 2017 by xi'an

another glorious Boston sunrise

Posted in pictures, Running, Travel with tags , , , , , , on March 23, 2016 by xi'an

endpoint of my Sunday morning run, Boston, March 20, 2016