Statistics and Computing special MCMSk’issue [call for papers]

Following the exciting and innovative talks, posters and discussions at MCMski IV, the editor of Statistics and Computing, Mark Girolami (who also happens to be the new president-elect of the BayesComp section of ISBA, which is taking over the management of future MCMski meetings), kindly proposed to publish a special issue of the journal open to all participants to the meeting. Not only to speakers, mind, but to all participants.

So if you are interested in submitting a paper to this special issue of a computational statistics journal that is very close to our MCMski themes, I encourage you to do so. (Especially if you missed the COLT 2014 deadline!) The deadline for submissions is set on March 15 (a wee bit tight but we would dearly like to publish the issue in 2014, namely the same year as the meeting.) Submissions are to be made through the Statistics and Computing portal, with a mention that they are intended for the special issue.

An editorial committee chaired by Antonietta Mira and composed of Christophe Andrieu, Brad Carlin, Nicolas Chopin, Jukka Corander, Colin Fox, Nial Friel, Chris Holmes, Gareth Jones, Peter Müller, Antonietta Mira, Geoff Nicholls, Gareth Roberts, Håvård Rue, Robin Ryder, and myself, will examine the submissions and get back within a few weeks to the authors. In a spirit similar to the JRSS Read Paper procedure, submissions will first be examined collectively, before being sent to referees. We plan to publish the reviews as well, in order to include a global set of comments on the accepted papers. We intend to do it in The Economist style, i.e. as a set of edited anonymous comments. Usual instructions for Statistics and Computing apply, with the additional requirements that the paper should be around 10 pages and include at least one author who took part in MCMski IV.

big Bayes stories

(The following is our preface to the incoming “Big Bayes stories” special issue of Statistical Science, edited by Sharon McGrayne, Kerrie Mengersen and myself.)

Bayesian statistics is now endemic in many areas of scientic, business and social research. Founded a quarter of a millenium ago, the enabling theory, models and computational tools have expanded exponentially in the past thirty years. So what is it that makes this approach so popular in practice? Now that Bayesian statistics has “grown up”, what has it got to show for it- self? In particular, what real-life problems has it really solved? A number of events motivated us to ask these questions: a conference in honour of Adrian Smith, one of the founders of modern Bayesian Statistics, which showcased a range of research emanating from his seminal work in the field, and the impressive book by Sharon McGrayne, the theory that would not die. At a café in Paris in 2011, we conceived the idea of gathering a similar collection of “Big Bayes stories”, that would demonstrate the appeal of adopting a Bayesian modelling approach in practice. That is, we wanted to collect real cases in which a Bayesian approach had made a significant difference, either in addressing problems that could not be analysed otherwise, or in generating a new or deeper understanding of the data and the associated real-life problem.

After submitting this proposal to Jon Wellner, editor of Statistical Science, and obtaining his encouragement and support, we made a call for proposals. We received around 30 submissions (for which authors are to be warmly thanked!) and after a regular review process by both Bayesian and non-Bayesian referees (who are also deeply thanked), we ended up with 17 papers that reflected the type of stories we had hoped to hear. Sharon McGrayne, then read each paper with the utmost attention and provided helpful and encouraging comments on all. Sharon became part the editorial team in acknowledgement of this substantial editing contribution, which has made the stories much more enjoyable. In addition, referees who handled several submissions were asked to contribute discussions about the stories and some of them managed to find additional time for this task, providing yet another perspective on the stories..

Bayesian Estimation of Population – Level Trends in Measures of Health Status	Mariel M. Finucane, Christopher J. Paciorek, Goodarz Danaei, and Majid Ezzati
Galaxy Formation: Bayesian History Matching for the Observable Universe	Ian Vernon, Michael Goldstein, and Richard G Bower
Estimating the Distribution of Dietary Consumption Patterns	Raymond James Carroll
Bayesian Population Projections for the United Nations	Adrian E. Raftery, Leontine Alkema, and Patrick Gerland
From Science to Management: Using Bayesian Networks to Learn about Lyngbya	Sandra Johnson, Eva Abal, Kathleen Ahern, and Grant Hamilton
Search for the Wreckage of Air France Flight AF 447	Lawrence D Stone, Colleen M. Keller, Thomas M Kratzke, and Johan P Strumpfer
Finding the most distant quasars using Bayesian selection methods	Daniel Mortlock
Estimation of HIV burden through Bayesian evidence synthesis	Daniela De Angelis, Anne M Presanis, Stefano Conti, and A E Ades
Experiences in Bayesian Inference in Baltic Salmon Management	Sakari Kuikka, Jarno Vanhatalo, Henni Pulkkinen, Samu Mäntyniemi, and Jukka Corander

As can be gathered from the table of contents, the spectrum of applications ranges across astronomy, epidemiology, ecology and demography, with the special case of the Air France wreckage story also reported in the paper- back edition of the theory that would not die. What made those cases so well suited for a Bayesian solution? In some situations, the prior or the expert opinion was crucial; in others, the complexity of the data model called for a hierarchical decomposition naturally provided in a Bayesian framework; and others involved many actors, perspectives and data sources that only Bayesian networks could aggregate. Now, before or (better) after reading those stories, one may wonder whether or not the “plus” brought by the Bayesian paradigm was truly significant. We think they did, at one level or another of the statistical analysis, while we acknowledge that in several cases other statistical perspectives or even other disciplines could have brought another solution, but presumably at a higher cost.

Now, before or (better) after reading those stories, one may wonder whether or not the \plus” brought by the Bayesian paradigm was truly significant. We think it did, at one level or another of the statistical analysis, while we acknowledge that in several cases other statistical perspectives or even other disciplines could have provided another solution, but presumably at a higher cost. We think this collection of papers constitutes a worthy tribute to the maturity of the Bayesian paradigm, appropriate for commemorating the 250th anniversary of the publication of Bayes’ Essay towards solving a Problem in the Doctrine of Chances. We thus hope you will enjoy those stories, whether or not Bayesiana is your statistical republic.

When has Bayesian analysis really made a difference???

With Kerrie Mengersen (QUT, Brisbane), we are launching a call for Bayesian “stories”, towards a collective paper/a special issue:

When has Bayesian analysis really made a difference?

Following the publication of “the theory that would not die” by Sharon McGrayne, about how Bayesian analysis contributed to science and the World in general, we [Kerrie Mengersen (QUT, Brisbane) and Christian Robert (Paris-Dauphine)] would like to put together a collection of six-page vignettes that describe real cases in which Bayesian analysis has been the only way to crack a really important problem.
To this end, we are launching a call for one page proposals that address the following questions.

• What was the big problem to be solved? We mean big.
• Why was it so difficult to solve statistically?
• What was the Bayesian resolution?
• Why couldn’t it be solved by other means? What were the shortcomings of other statistical solutions?
• What was the overall impact of this Bayesian analysis on the real world?

We will then review those proposals and select the most significant ones towards the production of six page vignettes, aiming them to be published in a special issue or a multiple authored paper of a mainstream statistical journal. The deadline for the submission of a one-page proposal is September 30. It should be sent to Christian P. Robert at bayesianstatistics@gmailcom in pdf format. The final deadline will depend on the journal editor.

Obviously, if you happen to be like me at JSM 2011 this week and have a proposal (or journal!) in mind, feel free to talk to me about this! (I have also been waiting ages for a copy—two, actually—of the theory that would not die towards the dual goals of reading it and writing a review, but both channels failed to deliver.)

Questions on ABC

Our ABC survey for Statistics and Computing (and the ABC special issue!) has been quickly revised, resubmitted, and rearXived. Here is our conclusion about some issues that remain unsolved (much more limited in scope than the program drafted by Halton!):

1. the convergence results obtained so far are unpractical in that they require either the tolerance to go to zero or the sample size to go to infinity. Obtaining exact error bounds for positive tolerances and finite sample sizes would bring a strong improvement in both the implementation of the method and in the assessment of its worth.
2. in particular, the choice of the tolerance is so far handled from a very empirical perspective. Recent theoretical assessments show that a balance between Monte Carlo variability and target approximation is necessary, but the right amount of balance must be reached towards a practical implementation.
3.  even though ABC is often presented as a converging method that approximates Bayesian inference, it can also be perceived as an inference technique per se and hence analysed in its own right. Connections with indirect inference have already been drawn, however the fine asymptotics of ABC would be most useful to derive. Moreover, it could indirectly provide indications about the optimal calibration of the algorithm.
4. in connection with the above, the connection of ABC-based inference with other approximative methods like variational Bayes inference is so far unexplored. Comparing and interbreeding those different methods should become a research focus as well.
5. the construction and selection of the summary statistics is so far highly empirical. An automated approach based on the principles of data analysis and approximate sufficiency would be much more attractive and convincing, especially in non-standard and complex settings. \item the debate about ABC-based model choice is so far inconclusive in that we cannot guarantee the validity of the approximation, while considering that a “large enough” collection of summary statistics provides an acceptable level of approximation. Evaluating the discrepancy by exploratory methods like the bootstrap would shed a much more satisfactory light on this issue.
6.  the method necessarily faces limitations imposed by large datasets or complex models, in that simulating pseudo-data may itself become an impossible task. Dimension-reducing techniques that would simulate directly the summary statistics will soon become necessary.

Statistics and Computing and ABC

Statistics and Computing has received several papers on ABC and plans to make a special ABC issue out of these. All submissions related to ABC that are made prior to late June 2011 and that are accepted will be published in this special issue. The special issue is identified as a specific article type on the on-line submissions page.

In case you have questions or requests about this special issue, please directly contact the Editor Gilles Celeux or the publishing editor. Not me! I am simply forwarding the announcement from the Editor to all those interested.