in defense of subjectivity [sound the gong]

When browsing the IMS Bulletin [01 October] a few days ago, I saw that Ruobin Gong (from Rutgers) had written a tribune about Subjectivism. In response to [IMS President] Krysz Burdzy’s presidential address at the IMS Meeting in London a few months earlier. Address that I had missed and where he was calling for the end of the term subjective in statistics… (While ironically attending the Bayesian conference in Montréal!) Given the tone of his Search for Certainty book, which Andrew and Larry and I discussed a while ago, I am not at all surprised by another go at Bayesian statistics, but I will not indulge into another response, since Krysz found my earlier review “venomous”! Especially since Ruobin has produced a deeply argument ed and academically grounded criticism of the presidential address (which, if I may mention it, sounds rather rambling away from statistics). In particular, Ruobin introduces Objectivity³ as “an interpreted characterization of the scientific object”, which reminds me of Nietzsche’s aphorism about physics. And where personal and collegial inputs are plusses, even though they could be qualified to be “subjective”. This was also Poincaré’s argument for Bayesian reasoning. In conclusion, I think that the London call to cease using the term in statistics was neither timely (as the subjective-versus-objective debate has sort of dried out) nor appropriate (in that it clashed with the views of part of the IMS community).

congrats [IMS related]

When I read through the June-July issue of the IMS Bulletin, I saw many causes for celebration and congratulations!, from Richard Samworth’s award of an Advanced ERC grant, to the new IMS fellows, including my friends, Ismael Castillo, Steve Mc Eachern, and Natesh Pillai, as well as my current or former associate editors, Johan Segers (JRSS B) and Changbao Wu (Biometrika). To my friends Alicia Carriquiry, David Dunson, and Tamara Broderick receiving 2021 COPSS awards, along others, including Wing Hung Wong (of the precursor Tanner & Wong, 1987 fame!). Natesh also figures among the “Quadfecta 23”, the exclusive club of authors having published at least one paper in each of the four Annals published by the IMS!

Colin Blyth (1922-2019)

While reading the IMS Bulletin (of March 2020), I found out that Canadian statistician Colin Blyth had died last summer. While we had never met in person, I remember his very distinctive and elegant handwriting in a few letters he sent me, including the above I have kept (along with an handwritten letter from Lucien Le Cam!). It contains suggestions about revising our Is Pitman nearness a reasonable criterion?, written with Gene Hwang and William Strawderman and which took three years to publish as it was deemed somewhat controversial. It actually appeared in JASA with discussions from Malay Ghosh, John Keating and Pranab K Sen, Shyamal Das Peddada, C. R. Rao, George Casella and Martin T. Wells, and Colin R. Blyth (with a much stronger wording than in the above letter!, like “What can be said but “It isn’t I, it’s you that are crazy?”). While I had used some of his admissibility results, including the admissibility of the Normal sample average in dimension one, e.g. in my book, I had not realised at the time that Blyth was (a) the first student of Erich Lehmann (b) the originator of [the name] Simpson’s paradox, (c) the scribe for Lehmann’s notes that would eventually lead to Testing Statistical Hypotheses and Theory of Point Estimation, later revised with George Casella. And (d) a keen bagpipe player and scholar.

Matrix tricks [by Puntanen, Styan, & Isolato]

While I have not read it but only browsed through, the book Matrix Tricks for Linear Statistical Models:  Our Personal Top Twenty by Simo Puntanen, George P. H. Styan and Jarkko Isotalo, sounds like a very enjoyable book! Containing not only tricks, but also stories, pictures, and even stamps! Simo is the current editor of the book review section of the International Statistical Review, who is handling with much benevolence my book reviews, while George was for many years the fantastic editor of the IMS Bulletin. (Just to warn the readership I may be slightly biased in my evaluation!)