Archive for Error-Statistical philosophy

principles or unprincipled?!

Posted in Books, Kids, pictures, Statistics, Travel with tags , , , , , , , on May 2, 2017 by xi'an

A lively and wide-ranging discussion during the Bayes, Fiducial, Frequentist conference was about whether or not we should look for principles. Someone mentioned Terry Speed (2016) claim that it does not help statistics in being principled. Against being efficient. Which gets quite close in my opinion to arguing in favour of a no-U-turn move to machine learning—which requires a significant amount of data to reach this efficiency, as Xiao-Li Meng mentioned—. The debate brought me back to my current running or droning argument on the need to accommodate [more] the difference between models and reality. Not throwing away statistics and models altogether, but developing assessments that are not fully chained to those models. While keeping probabilistic models to handle uncertainty. One pessimistic conclusion I drew from the discussion is that while we [as academic statisticians] may set principles and even teach our students how to run principled and ethical statistical analyses, there is not much we can do about the daily practice of users of statistics…

Fourth Bayesian, Fiducial, and Frequentist Conference

Posted in Books, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , on March 29, 2017 by xi'an

Next May 1-3, I will attend the 4th Bayesian, Fiducial and Frequentist Conference at Harvard University (hopefully not under snow at that time of year), which is a meeting between philosophers and statisticians about foundational thinking in statistics and inference under uncertainty. This should be fun! (Registration is now open.)

beyond subjective and objective in Statistics

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , on August 28, 2015 by xi'an

“At the level of discourse, we would like to move beyond a subjective vs. objective shouting match.” (p.30)

This paper by Andrew Gelman and Christian Hennig calls for the abandonment of the terms objective and subjective in (not solely Bayesian) statistics. And argue that there is more than mere prior information and data to the construction of a statistical analysis. The paper is articulated as the authors’ proposal, followed by four application examples, then a survey of the philosophy of science perspectives on objectivity and subjectivity in statistics and other sciences, next to a study of the subjective and objective aspects of the mainstream statistical streams, concluding with a discussion on the implementation of the proposed move. Continue reading

“an outstanding paper that covers the Jeffreys-Lindley paradox”…

Posted in Statistics, University life with tags , , , , , , , , on December 4, 2013 by xi'an

“This is, in this revised version, an outstanding paper that covers the Jeffreys-Lindley paradox (JLP) in exceptional depth and that unravels the philosophical differences between different schools of inference with the help of the JLP. From the analysis of this paradox, the author convincingly elaborates the principles of Bayesian and severity-based inferences, and engages in a thorough review of the latter’s account of the JLP in Spanos (2013).” Anonymous

I have now received a second round of reviews of my paper, “On the Jeffreys-Lindleys paradox” (submitted to Philosophy of Science) and the reports are quite positive (or even extremely positive as in the above quote!). The requests for changes are directed to clarify points, improve the background coverage, and simplify my heavy style (e.g., cutting Proustian sentences). These requests were easily addressed (hopefully to the satisfaction of the reviewers) and, thanks to the week in Warwick, I have already sent the paper back to the journal, with high hopes for acceptance. The new version has also been arXived. I must add that some parts of the reviews sounded much better than my original prose and I was almost tempted to include them in the final version. Take for instance

“As a result, the reader obtains not only a better insight into what is at stake in the JLP, going beyond the results of Spanos (2013) and Sprenger (2013), but also a much better understanding of the epistemic function and mechanics of statistical tests. This is a major achievement given the philosophical controversies that have haunted the topic for decades. Recent insights from Bayesian statistics are integrated into the article and make sure that it is mathematically up to date, but the technical and foundational aspects of the paper are well-balanced.” Anonymous

Error and Inference [on wrong models]

Posted in Books, Statistics, University life with tags , , , , , , on December 6, 2011 by xi'an

In connection with my series of posts on the book Error and Inference, and my recent collation of those into an arXiv document, Deborah Mayo has started a series of informal seminars at the LSE on the philosophy of errors in statistics and the likelihood principle. and has also posted a long comment on my argument about only using wrong models. (The title is inspired from the Rolling Stones’ “You can’t always get what you want“, very cool!) The discussion about the need or not to take into account all possible models (which is the meaning of the “catchall hypothesis” I had missed while reading the book) shows my point was not clear. I obviously do not claim in the review that all possible models should be accounted for at once, this was on the opposite my understanding of Mayo’s criticism of the Bayesian approach (I thought the following sentence was clear enough: “According to Mayo, this alternative hypothesis should “include all possible rivals, including those not even though of” (p.37)”)! So I see the Bayesian approach as a way to put on the table a collection of reasonable (if all wrong) models and give to those models a posterior probability, with the purpose that improbable ones are eliminated. Therefore, I am in agreement with most of the comments in the post, esp. because this has little to do with Bayesian versus frequentist testing! Even rejecting the less likely models from a collection seems compatible with a Bayesian approach, model averaging is not always an appropriate solution, depending on the loss function!