Archive for O’Bayes17

priors without likelihoods are like sloths without…

Posted in Books, Statistics with tags , , , , , , , , , , , , on September 11, 2017 by xi'an

“The idea of building priors that generate reasonable data may seem like an unusual idea…”

Andrew, Dan, and Michael arXived a opinion piece last week entitled “The prior can generally only be understood in the context of the likelihood”. Which connects to the earlier Read Paper of Gelman and Hennig I discussed last year. I cannot state strong disagreement with the positions taken in this piece, actually, in that I do not think prior distributions ever occur as a given but are rather chosen as a reference measure to probabilise the parameter space and eventually prioritise regions over others. If anything I find myself even further on the prior agnosticism gradation.  (Of course, this lack of disagreement applies to the likelihood understood as a function of both the data and the parameter, rather than of the parameter only, conditional on the data. Priors cannot be depending on the data without incurring disastrous consequences!)

“…it contradicts the conceptual principle that the prior distribution should convey only information that is available before the data have been collected.”

The first example is somewhat disappointing in that it revolves as so many Bayesian textbooks (since Laplace!) around the [sex ratio] Binomial probability parameter and concludes at the strong or long-lasting impact of the Uniform prior. I do not see much of a contradiction between the use of a Uniform prior and the collection of prior information, if only because there is not standardised way to transfer prior information into prior construction. And more fundamentally because a parameter rarely makes sense by itself, alone, without a model that relates it to potential data. As for instance in a regression model. More, following my epiphany of last semester, about the relativity of the prior, I see no damage in the prior being relevant, as I only attach a relative meaning to statements based on the posterior. Rather than trying to limit the impact of a prior, we should rather build assessment tools to measure this impact, for instance by prior predictive simulations. And this is where I come to quite agree with the authors.

“…non-identifiabilities, and near nonidentifiabilites, of complex models can lead to unexpected amounts of weight being given to certain aspects of the prior.”

Another rather straightforward remark is that non-identifiable models see the impact of a prior remain as the sample size grows. And I still see no issue with this fact in a relative approach. When the authors mention (p.7) that purely mathematical priors perform more poorly than weakly informative priors it is hard to see what they mean by this “performance”.

“…judge a prior by examining the data generating processes it favors and disfavors.”

Besides those points, I completely agree with them about the fundamental relevance of the prior as a generative process, only when the likelihood becomes available. And simulatable. (This point is found in many references, including our response to the American Statistician paper Hidden dangers of specifying noninformative priors, with Kaniav Kamary. With the same illustration on a logistic regression.) I also agree to their criticism of the marginal likelihood and Bayes factors as being so strongly impacted by the choice of a prior, if treated as absolute quantities. I also if more reluctantly and somewhat heretically see a point in using the posterior predictive for assessing whether a prior is relevant for the data at hand. At least at a conceptual level. I am however less certain about how to handle improper priors based on their recommendations. In conclusion, it would be great to see one [or more] of the authors at O-Bayes 2017 in Austin as I am sure it would stem nice discussions there! (And by the way I have no prior idea on how to conclude the comparison in the title!)

OBayes 17 travel support

Posted in Statistics with tags , , , , , , , , , on September 1, 2017 by xi'an

The OBayes 17 conference in Austin, Texas, next December is getting nearer! This post is to advertise for the availability of a dozen travel grants for junior investigators, as detailed on the webpage of the conference. One of those grants will even become an ISBA New Researchers Travel Award for the event! This comes on top of registration and accommodation being quite reasonable, thanks to Peter Mueller’s efforts, and hence makes this conference most affordable and attractive for young researchers. Apply now!!!

O’Bayes17, next December in Austin

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on April 5, 2017 by xi'an

The next edition of the OBayes meetings is taking place this December in Austin, Texas! On the campus of the University of Texas (UT), organised by Carlos Carvalho, Peter Mueller,  James Scott, and Tom Shively. On December 10-13. Following a tradition of more than 20 years—I went to most meetings although I missed the very first conference in West Lafayette, Indiana, and only stayed 27 hours in Shanghai!, plus adopted the O’Bayes logo for the Aussois meeting, even though I meant the number of the year rather than for the edition!!—, this meeting brings together researchers interested in objective Bayes theory, methodology, and applications, and related topics, to provide opportunities for young researchers, and to establish new collaborations and partnerships. (The meeting is the biennial meeting of the Objective Bayes section of the International Society for Bayesian Analysis, of which I happen to be the current president.)

The list of speakers and discussants this year is quite impressive and far reaching, and everyone is more than welcome to present a poster at the workshop. The first (Sun)day will see a series of tutorials, given by members of the scientific committee (myself included), followed by three days of invited talks with discussions,  plus a poster session on Monday night. And possibly a desert excursion on Thursday! It should be a great meeting and I most warmly invite all ‘Og’s readers to join us in Texas!