Archive for C.R. Rao

Colin Blyth (1922-2019)

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , , , , , on March 19, 2020 by xi'an

While reading the IMS Bulletin (of March 2020), I found out that Canadian statistician Colin Blyth had died last summer. While we had never met in person, I remember his very distinctive and elegant handwriting in a few letters he sent me, including the above I have kept (along with an handwritten letter from Lucien Le Cam!). It contains suggestions about revising our Is Pitman nearness a reasonable criterion?, written with Gene Hwang and William Strawderman and which took three years to publish as it was deemed somewhat controversial. It actually appeared in JASA with discussions from Malay Ghosh, John Keating and Pranab K Sen, Shyamal Das Peddada, C. R. Rao, George Casella and Martin T. Wells, and Colin R. Blyth (with a much stronger wording than in the above letter!, like “What can be said but “It isn’t I, it’s you that are crazy?”). While I had used some of his admissibility results, including the admissibility of the Normal sample average in dimension one, e.g. in my book, I had not realised at the time that Blyth was (a) the first student of Erich Lehmann (b) the originator of [the name] Simpson’s paradox, (c) the scribe for Lehmann’s notes that would eventually lead to Testing Statistical Hypotheses and Theory of Point Estimation, later revised with George Casella. And (d) a keen bagpipe player and scholar.

Rao-Blackwellisation, a review in the making

Posted in Statistics with tags , , , , , , , , , , on March 17, 2020 by xi'an

Recently, I have been contacted by a mainstream statistics journal to write a review of Rao-Blackwellisation techniques in computational statistics, in connection with an issue celebrating C.R. Rao’s 100th birthday. As many many techniques can be interpreted as weak forms of Rao-Blackwellisation, as e.g. all auxiliary variable approaches, I am clearly facing an abundance of riches and would thus welcome suggestions from Og’s readers on the major advances in Monte Carlo methods that can be connected with the Rao-Blackwell-Kolmogorov theorem. (On the personal and anecdotal side, I only met C.R. Rao once, in 1988, when he came for a seminar at Purdue University where I was spending the year.)

Jubilee at the University of Calcutta

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , on January 2, 2017 by xi'an

The main reason for my trip to India was taking part in the celebrations of the 75th anniversary of the Department of Statistics at the University of Calcutta and of the 100th anniversary of the birth of P.K. Bose (whom I did not know before visiting Kolkata). The Department of Statistics was created in 1941 by Mahalanobis, the very first statistics department in Asia. (Mahalanobis was also instrumental in creating the ISI in 1932. And Sankhyā in 1933.)  Fisher visited Calcutta very often and was very supportive of Mahalanobis’ efforts: in the corridor, the above picture of Fisher is displayed, with him surrounded by faculties and graduates from the Department when he came in 1941.

Although I missed the first two days of the conference (!), I enjoyed very much the exchanges I had with graduate students there, about my talk on folded MCMC and other MCMC and Bayesian issues. (With The Bayesian Choice being an easy conversational bridge-way between us as it is their Bayesian textbook.) The setting reminded me of the ISBA conference in Varanasi four years ago, with the graduate students being strongly involved and providing heavy support in the organisation, as well as eager to discuss academic and non-academic issue. (Plus offering us one evening an amazing cultural show of songs and dances.) Continue reading