Archive for Mike Titterington

Biometrika, volume 100

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , on March 5, 2013 by xi'an

I had been privileged to have a look at a preliminary version of the now-published retrospective written by Mike Titterington on the 100 first issues of Biometrika (more exactly, “from volume 28 onwards“, as the title state). Mike was the dedicated editor of Biometrika for many years and edited a nice book for the 100th anniversary of the journal. He started from the 100th most highly cited papers within the journal to build a coherent chronological coverage. From a Bayesian perspective, this retrospective starts with Maurice Kendall trying to reconcile frequentists and non-frequentists in 1949, while having a hard time with fiducial statistics. Then Dennis Lindley makes it to the top 100 in 1957 with the Lindley-Jeffreys paradox. From 1958 till 1961, Darroch is quoted several times for his (fine) formalisation of the capture-recapture experiments we were to study much later (Biometrika, 1992) with Ed George… In the 1960’s, Bayesian papers became more visible, including Don Fraser (1961) and Arthur Dempster’ Demspter-Shafer theory of evidence, as well as George Box and co-authors (1965, 1968) and Arnold Zellner (1964). Keith Hastings’ 1970 paper stands as the fifth most highly cited paper, even though it was ignored for almost two decades. The number of Bayesian papers kept increasing. including Binder’s (1978) cluster estimation, Efron and Morris’ (1972) James-Stein estimators, and Efron and Thisted’s (1978) terrific evaluation of Shakespeare’s vocabulary. From then, the number of Bayesian papers gets too large to cover in its entirety. The 1980’s saw papers by Julian Besag (1977, 1989, 1989 with Peter Clifford, which was yet another precursor MCMC) and Luke Tierney’s work (1989) on Laplace approximation. Carter and Kohn’s (1994) MCMC algorithm on state space models made it to the top 40, while Peter Green’s (1995) reversible jump algorithm came close to Hastings’ (1970) record, being the 8th most highly cited paper. Since the more recent papers do not make it to the top 100 list, Mike Titterington’s coverage gets more exhaustive as the years draw near, with an almost complete coverage for the final years. Overall, a fascinating journey through the years and the reasons why Biometrika is such a great journal and constantly so.

Reading classics (#5)

Posted in Books, Statistics, University life with tags , , , , , , , , , on December 14, 2012 by xi'an

https://i2.wp.com/biomet.oxfordjournals.org/content/99/4.cover.gif

This week, my student Dona Skanji gave a presentation of the paper of Hastings “Monte Carlo sampling methods using Markov chains and their applications“, which set the rules for running MCMC algorithms, much more so than the original paper by Metropolis et al. which presented an optimisation device. even though the latter clearly stated the Markovian principle of those algorithms and their use for integration. (This is definitely a classic, selected in the book Biometrika: One hundred years, by Mike Titterington and David Cox.) Here are her slides (the best Beamer slides so far!):

Given that I had already taught my lectures on Markov chains and on MCMC algorithms, the preliminary part of Dona’s talk was easier to compose and understanding the principles of the method was certainly more straightforward than for the other papers in the series. I think she nonetheless did a rather good job in summing up the paper, running this extra simulation for the Poisson distribution—with the interesting “mistake” of including the burnin time in the representation of the output and concluding about a poor convergence—and mentioning the Gibbs extension.I led the discussion of the seminar towards irreducibility conditions and Peskun’s ordering of Markov chains, which maybe could have been mentioned by Dona since she was aware Peskun was Hastings‘ student.

Colloquium for Mike Titterington

Posted in Statistics, Travel, University life with tags , , , , , , , , on June 3, 2011 by xi'an

The colloquium held today at Glasgow University in honour of Mike Titterington for his retiral was highly enjoyable! First, it was a pleasure to celebrate Mike’s achievements at this (early) stage of his career, along with people from Glasgow but also from all over the UK and even from Australia, among whom a lot of friends. Second, the (other) talks were highly interesting, with Peter Hall talking about the asymptotics of records, Byron Morgan about identifiability in capture-recapture models, Peter Green presenting a graphical diagnostic for spotting divergence between prior and likelihood in multivariate models, and Adrian Bowman illustrating advanced face analysis using principal curves on lips and faces. Third, I got a fair amount of questions and comments about ABC in general and ABC model choice in particular, including David Cox commenting that ABC was an important new topic and suggesting using goodness-of-fit tools for model comparison. The symposium per se ended up with a specially designed cake covering (in sugar!) some of Mike’s academic endeavours during the past years. While a formal affair for which I had to run to get a shirt, the diner was equally enjoyable, including a simultaneously witty and deep after-dinner talk paying tribute to Mike’s contributions by David Cox (who was Mike’s predecessor as editor of Biometrika) and a funny conclusion by John McColl who dug out a 1976 probability assignment he had from Mike that was the Monty Hall problem.

The next celebration of that kind I am taking part in is Hans Künsch’s 60th birthday in Zürich next October. Looking forward to it!

A colloquium to mark the retiral of Mike Titterington

Posted in Mountains, Statistics, Travel, University life with tags , , , on May 20, 2011 by xi'an

At the end of the month, I will fly to Glasgow to celebrate a longtime (if still young!) friend’s retirement (or retiral in Scotland), namely Mike Titterington. Following an earlier encounter with his book on mixtures, I met Mike in person in 1994, I believe, in Luminy, and it has been a pleasure to visit and work with him in Glasgow since then. (He is also responsible for my Scottophilia, if anyone’s to blame!) It  is difficult to believe Mike is already retiring, but I fear I will be repeating this sentence for other friends more and more along the coming years… Unless retirement is abolished along the way! The program of the May 31st colloquium (deadline for registration is today! contact Kathleen Mosson if interested) is as follows, with my talk being close to the one I gave in Zurich:

10.00 Welcome
Prof. John McColl, Head of Statistics
Prof. John Chapman, Head of the College of Science and Engineering

10.15 Prof. Peter Hall, University of Melbourne
Modelling the variability of rankings

11.15 Tea and coffee

11.45 Prof. Christian Robert, Université Paris-Dauphine
ABC methods for Bayesian model choice

12.45 Buffet lunch

2.00 Prof. Byron Morgan, University of Kent
Determining the parametric structure of models

2.40 Prof. Peter Green, University of Bristol
Identifying influential model choices in Bayesian hierarchical models

3.20 Prof. Adrian Bowman, University of Glasgow
Statistics with a human face

4.00 Tea, coffee and cake

I am afraid there is little chance the dinner will take place at my favourite Glasgow restaurant, Ashoka, but one can still hope.