Archive for David Spiegelhalter

double yolk priors

Posted in Statistics with tags , , , , on March 13, 2018 by xi'an

“To develop a “defendable and defensible” Bayesian learning model, we have to go beyond blindly ‘turning the crank’ based on a “go-as-you-like” [approximate guess] prior. A lackluster attitude towards prior modeling could lead to disastrous inference, impacting various fields from clinical drug development to presidential election forecasts. The real questions are: How can we uncover the blind spots of the conventional wisdom-based prior? How can we develop the science of prior model-building that combines both data and science [DS-prior] in a testable manner – a double-yolk Bayesian egg?”

I came through R bloggers on this presentation of a paper by Subhadeep Mukhopadhyay and Douglas Fletcher, Bayesian modelling via goodness of fit, that aims at solving all existing problems with classical Bayesian solutions, apparently! (With also apparently no awareness of David Spiegelhalter’s take on the matter.) As illustrated by both quotes, above and below:

“The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a Bayes-frequentist consolidated data analysis work ow that is more effective than either of the two separately.”

(I wonder who else in this Universe would characterise “modern Bayesian statistics” in such a non-Bayesian way! And love the notion of distillation applied to priors!) The setup is actually one of empirical Bayes inference where repeated values of the parameter θ drawn from the prior are behind independent observations. Which is not the usual framework for a statistical analysis, where a single value of the parameter is supposed to hide behind the data, but most convenient for frequency based arguments behind empirical Bayes methods (which is the case here). The paper adopts a far-from-modern discourse on the “truth” of “the” prior… (Which is always conjugate in that Universe!) Instead of recognising the relativity of a statistical analysis based on a given prior.

When I tried to read the paper any further, I hit a wall as I could not understand the principle described therein. And how it “consolidates Bayes and frequentist, parametric and nonparametric, subjective and objective, quantile and information-theoretic philosophies.”. Presumably the lack of oxygen at the altitude of Chamonix…. Given an “initial guess” at the prior, g, a conjugate prior (in dimension one with an invertible cdf), a family of priors is created in what first looks like a form of non-parametric exponential tilting of g. But a closer look [at (2.1)] exposes the “family” as the tautological π(θ)=g(θ)x π(θ)/g(θ). The ratio is expanded into a Legendre polynomial series. Which use in Bayesian statistics dates a wee bit further back than indicated in the paper (see, e.g., Friedman, 1985; Diaconis, 1986). With the side issue that the resulting approximation does not integrate to one. Another side issue is that the coefficients of the Legendre truncated series are approximated by simulations from the prior [Step 3 of the Type II algorithm], rarely an efficient approach to the posterior.

David Spiegelhalter in The Guardian

Posted in Statistics with tags , , , on June 30, 2017 by xi'an

In conjunction with David‘s Presidential Address at the Royal Statistical Society on Wednesday night, the Guardian published a piece covering the talk and its message. Which I find great given that it is not that common to see statisticians on the front-page. (David actually contributes to the Guardian from time to time, as does Neil Lawrence.)

another Sally Clark?

Posted in Statistics, University life with tags , , , , , , on February 22, 2015 by xi'an

“I don’t trust my own intuition when an apparent coincidence occurs; I have to sit down and do the calculations to check whether it’s the kind of thing I might expect to occur at some time and place.” D. Spiegelhalter

I just read in The Guardian an article on the case of the nurse Benjamin Geen, whose conviction to 30 years in jail in 2006 for the murder of two elderly patients rely on inappropriate statistical expertise. As for Sally Clark, the evidence was built around “unusual patterns” of deaths associated with a particular nurse, without taking into account the possible biases in building such patterns. The case against the 2006 expertise is based on reports by David Spiegelhalter, Norman Fenton, Stephen Senn and Sheila Bird, who constitute enough of a dream team towards reconsidering a revision of the conviction. As put forward by Prof Fenton, “at least one hospital in the country would be expected to see this many events over a four-year period, purely by chance.”


Posted in Kids, Statistics with tags , , , , , , , on November 14, 2013 by xi'an

Last night I was cooking buckwheat pancakes (galettes de sarrasin) from Brittany with an egg-and-ham filling. The first egg I used contained a double yolk, a fairly rare occurrence, at least in my kitchen! Then came the second pancake and, unbelievably!, a second egg with a double yolk! This sounded too unbelievable to be…unbelievable! The experiment stopped there as no one else wanted another galette, but tonight, when making chocolate mousse, I checked whether or not the four remaining eggs also were double-yolkers…and indeed they were. Which does not help when separating yolks from white, by the way. Esp. with IX fingers. At some stage, during the day, I remembered a talk by Prof of Risk David Spiegelhalter mentioning the issue, even including a picture of an egg-box with the double-yolker guarantee, as in the attached picture. But all I could find first was this explanation on BBC News. Which made sense for my eggs, as those were from a large calibre egg-box (which I usually do not buy)… (And then I typed David Spiegelhalter plus ‘double-yolker” on Google and all those references came out!)