Archive for Greece

Greek variations on power-expected-posterior priors

Posted in Books, Statistics, University life with tags , , , , , , on October 5, 2016 by xi'an

Dimitris Fouskakis, Ioannis Ntzoufras and Konstantinos Perrakis, from Athens, have just arXived a paper on power-expected-posterior priors. Just like the power prior and the expected-posterior prior, this approach aims at avoiding improper priors by the use of imaginary data, which distribution is itself the marginal against another prior. (In the papers I wrote on that topic with Juan Antonio Cano and Diego Salmerón, we used MCMC to figure out a fixed point for such priors.)

The current paper (which I only perused) studies properties of two versions of power-expected-posterior priors proposed in an earlier paper by the same authors. For the normal linear model. Using a posterior derived from an unormalised powered likelihood either (DR) integrated in the imaginary data against the prior predictive distribution of the reference model based on the powered likelihood, or (CR) integrated in the imaginary data against the prior predictive distribution of the reference model based on the actual likelihood. The baseline model being the G-prior with g=n². Both versions lead to a marginal likelihood that is similar to BIC and hence consistent. The DR version coincides with the original power-expected-posterior prior in the linear case. The CR version involves a change of covariance matrix. All in all, the CR version tends to favour less complex models, but is less parsimonious as a variable selection tool, which sounds a wee bit contradictory. Overall, I thus feel (possibly incorrectly) that the paper is more an appendix to the earlier paper than a paper in itself as I do not get in the end a clear impression of which method should be preferred.

Statistics may be harmful to your freedom

Posted in Statistics with tags , , , , , on January 29, 2013 by xi'an

On Wednesday, I was reading the freshly delivered Significance and esp. the several papers therein about statisticians being indicted, fired, or otherwise sued for doing statistics. I mentioned a while ago the possible interpretations of L’Aquila verdict (where I do not know whether any of the six scientists is a statistician), but did not know about Graciela Bevacqua‘s hardship in the Argentinian National Statistics Institute, nor about David Nutt being sacked from the Advisory Council on the Misuse of Drugs, nor about Peter Wilmshurst being sued by NMT (a US medical device corporation) for expressing concern about a clinical trial they conducted. What is most frightening in those stories is that those persons ended up facing those hardships without any support from their respective institutions (quite the opposite in two cases!). And then, on the way home, I further read that the former head of the Greek National Statistics Institute (Elstat) was fired and indicted for over-estimating the Greek deficit, after resisting official pressure to lower it down…  Tough job!

A glance at the Parthenon

Posted in Travel with tags , , , on September 15, 2009 by xi'an

Athens from Acropolis

Yesterday night, the workshop ended earlier than planned and we took the opportunity to get to the Acropolis in the early evening. While the place was not immensely crowded with tourists, it was still very busy. I found the fact that the hill is surrounded by the endless city of Athens detrimental to the beauty of the site as most vistas have the city in the background… It was as if the extreme encasement of those ruins within the modern Athens had killed the magic of the centuries of history and the cultural significance of the place. Surrounded by blathering crowds, it was indeed extremely difficult to see beyond the noise, cranes and scaffoldings towards the one birthplace of civilisation. (I experienced similar feelings when I visited the Guiza pyramids in Cairo last year, for the same reason that the place was progressively swallowed by the surrounding suburbs, and also not properly maintained…)

IMG_6169

It was furthermore a major disapointment to find the new Acropolis museum unexpectedly closed for the evening, due to a social gathering there, as I was very much looking forward to the visit… We could thus only stare at the modern building behind the gates. Next workshop, maybe?!