Archive for Electronic Journal of Statistics

Savage-Dickey paper accepted

Posted in Statistics, University life with tags , , , , on June 3, 2010 by xi'an

After our second (light) round of revision, the  [rearXived] paper on the Savage-Dickey paradox was accepted by the Electronic Journal of Statistics. Great! This is actually my first paper in EJS. In fact, I managed to include a short comment inspired by Geoff Nicholls, following a conversation we had at CRiSM. Namely, the three expressions we recover for the Monte Carlo approximations to the Bayes factor can all be seen as different avatars of the bridge sampling family of estimators. Therefore, it could be possible to compare those approaches against their asymptotic variance, or even to improve upon them…

Savage-Dickey revised

Posted in Statistics with tags , , , , on May 29, 2010 by xi'an

We have at last re-submitted (and rearXived, but only to appear on Monday!) our paper on the Savage-Dickey paradox to the Electronic Journal of Statistics (after wasting a few weeks doing nothing!). The revision was quite easy to write, especially because the comments applied to an earlier version of the paper I had submitted by mistake and  theyrequested examples thatactually  were  in the latest version! The comments were in any case quite supportive, although some hinted at a partial misunderstanding with the nature of the “paradox”. I am afraid the measure-theoretic difficulty with this Savage-Dickey paradox will not vanish once the paper is published.

Savage-Dickey to be revised

Posted in Statistics with tags , , on April 6, 2010 by xi'an

Last night, I received the very nice news from the Electronic Journal of Statistics that our paper on the Savage-Dickey paradox was in for revision. One referee recommended acceptance as is and the second referee asked for more details and examples in order to broaden the audience. All reports are very nice and consistent with the response I got from my talk in San Antonio. Maybe giving the talk there helped with the positive decision!