## Approximate reasoning on Bayesian nonparametrics

Posted in Books, Statistics, University life with tags , , on July 7, 2015 by xi'an

[Here is a call for a special issue on Bayesian nonparametrics, edited by Alessio Benavoli , Antonio Lijoi and Antonietta Mira, for an Elsevier journal I had never heard of previously:]

The International Journal of Approximate Reasoning is pleased to announce a special issue on “Bayesian Nonparametrics”. The submission deadline is *December 1st*, 2015.

The aim of this Special Issue is twofold. First, it is to give a broad overview of the most popular models used in BNP and their application in
Artificial Intelligence, by means of tutorial papers. Second, the Special Issue will focus on theoretical advances and challenging applications of BNP with special emphasis on the following aspects:

• Methodological and theoretical developments of BNP
• Treatment of imprecision and uncertainty with/in BNP methods
• Formal applications of BNP methods to novel applied problems
• New computational and simulation tools for BNP inference.

## a paradox in decision-theoretic interval estimation (solved)

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on October 4, 2012 by xi'an

In 1993, we wrote a paper [with George Casella and Gene/Juinn Hwang] on the paradoxical consequences of using the loss function

$\text{length}(C) - k \mathbb{I}_C(\theta)$

(published in Statistica Sinica, 3, 141-155) since it led to the following property: for the standard normal mean estimation problem, the regular confidence interval is dominated by the modified confidence interval equal to the empty set when is too large… This was first pointed out by Jim Berger and the most natural culprit is the artificial loss function where the first part is unbounded while the second part is bounded by k. Recently, Paul Kabaila—whom I met in both Adelaide, where he quite appropriately commented about the abnormal talk at the conference!,  and Melbourne, where we met with his students after my seminar at the University of Melbourne—published a paper (first on arXiv then in Statistics and Probability Letters) where he demonstrates that the mere modification of the above loss into

$\dfrac{\text{length}(C)}{\sigma} - k \mathbb{I}_C(\theta)$

solves the paradox:! For Jeffreys’ non-informative prior, the Bayes (optimal) estimate is the regular confidence interval. besides doing the trick, this nice resolution explains the earlier paradox as being linked to a lack of invariance in the (earlier) loss function. This is somehow satisfactory since Jeffreys’ prior also is the invariant prior in this case.

## news from Elsevier

Posted in Books, Statistics, University life with tags , on July 4, 2012 by xi'an

Here is an email I got today from Elsevier:

We are pleased to present the latest Impact Factors for Elsevier’s Mathematics and Statistics journals.

 Journal of Multivariate Analysis 0.879

So there are very few journals published by Elsevier in the statistics field, which may explain for the lack of strong support for the boycott launched by Tim Gowers and others. Also, the impact factors are not that great either. Not so suprising for Statistics and Probability Letters, given that they publish a high number of papers of uneven quality, but also gets a minimal 1. So it does not make too much sense for Elsevier to flout such data. (Once again, impact factors should not be used for assessing the quality of a journal and even less of a paper!)

## new Elsevier journal!

Posted in Books, Statistics, University life with tags , , on May 11, 2012 by xi'an

Elsevier is launching a new journal called Spatial Statistics, whose goal is…

“…to be the leading journal in the field of spatial statistics. It publishes articles at the highest scientific level concerning important and timely developments in the theory and applications of spatial and spatio-temporal statistics. It favors manuscripts that present theory generated by new applications, or where new theory is applied to an important spatial problem.”