Archive for Philosophical Transactions of the Royal Society

Price’s theorem?

Posted in Statistics with tags , , , , , , on March 16, 2013 by xi'an

A very interesting article by Martyn Hooper in Significance Feb. 2013 issue I just received. (It is available on-line for free.) It raises the question as to how much exactly Price contributed to the famous Essay… Given the percentage of the Essay that can be attributed to Price with certainty (Bayes’ part stops at page 14 out of 32 pages), given the lack of the original manuscript by Bayes, given the delay between the composition of this original manuscript (1755?), its delivery to Price (1761?) and its publication in 1763, given the absence of any other document published by Bayes on the topic, I tend to concur with Martyn Hooper (and Sharon McGrayne) that Price contributed quite significantly to the 1763 paper. Of course, it would sound quite bizarre to start calling our approach to Statistics Pricean or Pricey (or even Priceless!) Statistics, but this may constitute one of the most striking examples of Stigler’s Law of Eponymy!

reading classics (#9)

Posted in Books, Statistics, University life with tags , , , , , , , , on February 24, 2013 by xi'an

In today’s classics seminar, my student Bassoum Abou presented the 1981 paper written by Charles Stein for the Annals of Statistics, Estimating the mean of a normal distribution, recapitulating the advances he made on Stein estimators, minimaxity and his unbiased estimator of risk. Unfortunately; this student missed a lot about paper and did not introduce the necessary background…So I am unsure at how much the class got from this great paper… Here are his slides (watch out for typos!)

 Historically, this paper is important as this is one of the very few papers published by Charles Stein in a major statistics journal, the other publications being made in conference proceedings. It contains the derivation of the unbiased estimator of the loss, along with comparisons with posterior expected loss.

reading classics (#8)

Posted in Books, Statistics, University life with tags , , , , , , , , on February 1, 2013 by xi'an

In today’s classics seminar, my student Dong Wei presented the historical paper by Neyman and Pearson on efficient  tests: “On the problem of the most efficient tests of statistical hypotheses”, published in the Philosophical Transactions of the Royal Society, Series A. She had a very hard time with the paper… It is not an easy paper, to be sure, and it gets into convoluted and murky waters when it comes to the case of composite hypotheses testing. Once again, it would have been nice to broaden the view on testing by including some of the references given in Dong Wei’s slides:

Listening to this talk, while having neglected to read the original paper for many years (!), I was reflecting on the way tests, Type I & II, and critical regions were introduced, without leaving any space for a critical (!!) analysis of the pertinence of those concepts. This is an interesting paper also because it shows the limitations of such a notion of efficiency. Apart from the simplest cases, it is indeed close to impossible to achieve this efficiency because there is no most powerful procedure (without restricting the range of those procedures). I also noticed from the slides that Neyman and Pearson did not seem to use a Lagrange multiplier to achieve the optimal critical region. (Dong Wei also inverted the comparison of the sufficient and insufficient statistics for the test on the variance, as the one based on the sufficient statistic is more powerful.) In any case, I think I will not keep the paper in my list for next year, maybe replacing it with the Karlin-Rubin (1956) UMP paper…

down with referees, up with ???

Posted in Books, Statistics, University life, Wines with tags , , , , , , , , , , on April 18, 2012 by xi'an

Statisfaction made me realise I had missed the latest ISBA Bulletin when I read what Julyan posted about Larry’s tribune on a World without referees. While I agree on many of Larry’s points, first and foremost on his criticisms of the refereeing process which seems to worsen and worsen, here are a few items of dissension…

The argument that the system is 350 years old and thus must be replaced may be ok at the rethoretical level, but does not carry any serious weight! First, what is the right scale for a change: 100 years?! 200 years?! Should I burn down my great-grand-mother’s house because it is from the 1800’s and buy a camping-car instead?! Should I smash my 1690 Stradivarius and buy a Fender Stratocaster?! Further, given the intensity and the often under-the-belt level of the Newton vs. Leibniz dispute, maybe refereeing and publishing in the Philosophical Transactions of the Royal Society should have been abolished right away from the start. Anyway, this is about rethoric, not matter. (Same thing about the wine store ellipse. It is not even a good one:  Indeed, when I go to a wine store, I have to rely on (a) well-known brands; (b) brands I have already tried and appreciated; (c) someone else’s advice, like the owner, or friends, or Robert Parker…. In the former case, it can prove great or disastrous. But this is the most usual way to pick wines as one cannot hope [dream?] to sample all wines in the shop.)

My main issue with doing away with referees is the problem of sifting through the chaff. The amount of research documents published everyday is overwhelming. There is a maximal amount of time I can dedicate to looking at websites, blogs, twitter accounts like Scott Sisson’s and Richard Everitt’s, and such. And there clearly is a limited amount of trust I put in the opinions expressed in a blog (e.g., take the ‘Og where this anonymous X’racter writes about everything, mostly non-scientific stuff, and reviews papers with a definite bias!) Even keeping track of new arXiv postings sometimes get overwhelming. So, Larry’s “if you don’t check arXiv for new papers every day, then you are really missing out” means to me that missing arXiv for a few days and I cannot recover. One week away at an intense workshop or on vacations and I am letting some papers going by forever, even though I carry them in my bag for a while…. Noll’s suggestion to publish only on one’s own website is even more unrealistic: why should anyone bother to comment on poor or wrong papers, except when looking for ‘Og’s fodder?! So the fundamental problem is separating the wheat from the chaff, given the amount of chaff and the connected tendency to choke on it! Getting rid of referees and journals to rely on depositories like [the great, terrific, essential] arXiv forces me to also rely on other sources for ranking, selecting, and eliminating papers. Again with a component of arbitrariness, subjectivity, bias, variation, randomness, peer pressure, &tc. In addition, having no prior check of papers means reading a new paper a tremendous chore as one would have to check the references as well, leading to a sort of infinite regress… and forcing one to rely on reputation and peer opinions, once again! And imagine the inflation in reference letters! I already feel I have to write too many reference letters at the moment, but a world without (good and bad) journals would be the Hell of non-stop reference letters. I definitely prefer to referee (except for Elsevier!) and even more being a journal editor, because I can get an idea of the themes in the field and sometimes spot new trends, rather than writing over and over again about an old friend’s research achievements or having to assess from scratch the worth of a younger colleague’s work…

Furthermore, and this is a more general issue, I do not believe that the multiplication of blogs, websites, opinion posts, tribunes, &tc., is necessarily a “much more open, democratic approach”: everyone voicing an opinion on the Internet does not always get listened to and the loudest ones (or most popular ones) are not always the most reliable ones. A complete egalitarian principle means everyone talks/writes and no one listens/reads: I’d rather stick to the principles set by the Philosophical Transactions of the Royal Society!

Anyway, thanks to Larry for launching a worthwhile debate into discovering new ways of making academia a more rational and scientific place!