Archive for EuroBayes

reading classics (#1)

Posted in Books, Statistics, University life with tags , , , , , , , , , on October 31, 2013 by xi'an

Here we are, back in a new school year and with new students reading the classics. Today, Ilaria Masiani started the seminar with a presentation of Spiegelhalter et al. 2002 DIC paper, already heavily mentioned on this blog. Here are the slides, posted on slideshare (if you know of another website housing and displaying slides, let me know: the incompatibility between Firefox and slideshare drives me crazy!, well, almost…)

I have already said a lot about DIC on this blog so will not add a repetition of my reservations. I enjoyed the link with the log scores and the Kullback-Leibler divergence, but failed to see a proper intuition for defining the effective number of parameters the way it is defined in the paper… The presentation was quite faithful to the original and, as is usual in the reading seminars (esp. the first one of the year), did not go far enough (for my taste) in the critical evaluation of the themes therein. Maybe an idea for next year would be to ask one of my PhD students to give the zeroth seminar…

bounded normal mean

Posted in R, Statistics, University life with tags , , , , , , , , , on November 25, 2011 by xi'an

A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) it myself many times, starting in 1987 in Purdue with Mary Ellen Bock, it was a pleasure to spend another hour on it, as I came up with new perspectives and new questions. Above are my scribbled notes on the back of the [Epson] beamer documentation. One such interesting question is whether or not it is possible to devise a computer code that would [approximately] produce the support of the least favourable prior for a given bound m (in a reasonable time). Another open question is to find the limiting bounds for which a 2 point, a 3 point, &tc., support prior is the least favourable prior. This was established in Casella and Strawderman for bounds less than 1.08 and for bounds between 1.4 and 1.6, but I am not aware of other results in that direction… Here are the slides used by Jacopo: