## drivers are not interested in maths formulas

Posted in Kids, pictures, Statistics, Travel, Wines with tags , , , , , , , on January 1, 2018 by xi'an

An appalling discussion on the French public radio (France Inter) this morning about reducing the average speed on bidirectional roads from 90 km/h to 80 km/h, when the representative of “40 millions d’automobilistes”, a driver lobby with a few hundred thousands members, called the chain to protest against this potential move by the Macron government. With arguments ranging from being unjust for the rural parts of the country [the reduction in speed adds seven minutes per hour!], to predicting the regulation to be ignored by most drivers, to a lack of democracy [as if driving a car was a fundamental right! What’s next?! The right to bear arms?!], and finally to denying arguments based on econometric models [dismissed as “maths formulas”], like Nilsson’s.

## non-identifiability in Venezia

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , on November 2, 2016 by xi'an

Last Wednesday, I attended a seminar by T. Kitagawa at the economics seminar of the University Ca’ Foscari, in Venice, which was about (uncertain) identifiability and a sort of meta-Bayesian approach to the problem. Just to give an intuition about the setting, a toy example is a simultaneous equation model Ax=ξ, where x and ξ are two-dimensional vectors, ξ being a standard bivariate Normal noise. In that case, A is not completely identifiable. The argument in the talk (and the paper) is that the common Bayesian answer that sets a prior on the non-identifiable part (which is an orthogonal matrix in the current setting) is debatable as it impacts inference on the non-identifiable parts, even in the long run. Which seems fine from my viewpoint. The authors propose to instead consider the range of possible priors that are compatible with the set restrictions on the non-identifiable parts and to introduce a mixture between a regular prior on the whole parameter A and this collection of priors, which can be seen as a set-valued prior although this does not fit within the Bayesian framework in my opinion. Once this mixture is constructed, a formal posterior weight on the regular prior can be derived. As well as a range of posterior values for all quantities of interest. While this approach connects with imprecise probabilities à la Walley (?) and links with robust Bayesian studies of the 1980’s, I always have difficulties with the global setting of such models, which do not come under criticism while being inadequate. (Of course, there are many more things I do not understand in econometrics!)

## Assistant Professor position @ WU

Posted in Mountains, Statistics, Travel, University life, Wines with tags , , , , , , , on August 15, 2016 by xi'an

There is an opening for an assistant professor non-tenure position in Vienna, WU, in Sylvia Früwirth-Schnatter’s group. With deadline September 7, 2016. The requested profile is

– PhD in applied mathematics or in statistics with a strong mathematical background
– Enthusiastic interest in research in Bayesian statistics, exemplified through publications in international journals in topics including, but not limited to, Bayesian non-parametric methods, Bayesian inference for high-dimensional and complex data, Bayesian time series analysis and state space modelling, efficient Markov chain Monte Carlo methods
– Interest in applications in economics, finance, and business
– Excellent programming skills (e.g. in R or Matlab)
– German language skills are not a prerequisite

Here are the details for those interested in this exciting opportunity!