Archive for hyper-g priors

Thesis defense in València

Posted in Statistics, Travel, University life, Wines with tags , , , , , , on February 25, 2011 by xi'an

On Monday, I took part in the jury of the PhD thesis of Anabel Forte Deltel, in the department of statistics of the Universitat de València. The topic of the thesis was variable selection in Gaussian linear models using an objective Bayes approach. Completely on my own research agenda! I had already discussed with Anabel in Zürich, where she gave a poster and gave me a copy of her thesis, so could concentrate on the fundamentals of her approach during the defense. Her approach extends Liang et al. (2008, JASA) hyper-g prior in a complete analysis of the conditions set by Jeffreys in his book for constructing such priors. She is therefore able to motivate a precise value for most hyperparameters (although some choices were mainly based on computational reasons opposing 2F1 with Appell’s F1 hypergeometric functions). She also defends the use of an improper prior by an invariance argument that leads to the standard Jeffreys’ prior on location-scale. (This is where I prefer the approach in Bayesian Core that does not discriminate between a subset of the covariates including the intercept and the other covariates. Even though it is not invariant by location-scale transforms.) After the defence, Jim Berger pointed out to me that the modelling allowed for the subset to be empty, which would then cancel my above objection! In conclusion, this thesis could well set a reference prior (if not in José Bernardo’s sense of the term!) for Bayesian linear model analysis in the coming years.

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To València

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , on February 21, 2011 by xi'an

Yesterday, I flew to València to take part in Anabel Forte’s thesis defence, her thesis being on Objective Bayes criteria for variable selection and involving hyper-g priors. The view over the Pyrénées was quite spectacular, even though there was not much snow. Further South, I also liked this contrast between the red arid land and the river in the middle:

Latent Gaussian Models im Zürich [day 2]

Posted in pictures, R, Statistics, Travel, University life with tags , , , , , , , on February 7, 2011 by xi'an

The second day at the Latent Gaussian Models workshop in Zürich was equally interesting. Among the morning talks, let me mention Daniel Bové who gave a talk connected with the hyper-g prior paper he wrote with Leo Held (commented in an earlier post) and the duo of Janine Illian and Daniel Simpson who gave enthusiastic arguments as to why point pattern datasets should be analysed in a completely novel way, using partial SDEs. And showed us how this could be done via INLA. This perspective (purposedly?) contrasted with the modelling assumptions of Alan Gelfand who concluded the meeting with a highly interesting modelling/estimation of species distribution in the Cape area. He also ran a comparison with the Maxent approach to the same problem. As for my own talk, I somehow spent too much time on the introduction to ABC, trying to link the method with non-parametric perspectives, and so ended rushing through the sufficiency part and the population genetic results obtained by Jean-Marie Cornuet and Jean-Michel Marin the previous day. (The updated slides are available on slideshare.) I hope the main message was still spelled out clearly enough… In conclusion, this was a very interesting workshop, maybe the first of a kind since there is a possible follow-up next year in Trondheim. It showed the clear emergence of a very active INLA community, able to tackle old and new problems using this new technology, and illustrated once again the importance of developing user-friendly codes for promoting such technologies.