Archive for subjectivity

RSS Read Paper

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , on April 17, 2017 by xi'an

I had not attended a Read Paper session at the Royal Statistical Society in Errol Street for quite a while and hence it was quite a treat to be back there, especially as a seconder of the vote of thanks for the paper of Andrew Gelman and Christian Hennig. (I realised at this occasion that I had always been invited as a seconder, who in the tradition of the Read Papers is expected to be more critical of the paper. When I mentioned that to a friend, he replied they knew me well!) Listening to Andrew (with no slide) and Christian made me think further about the foundations of statistics and the reasons why we proceed as we do. In particular about the meaning and usages of a statistical model. Which is only useful (in the all models are wrong meme) if the purpose of the statistical analysis is completely defined. Searching for the truth does not sound good enough. And this brings us back full circle to decision theory in my opinion, which should be part of the whole picture and the virtues of openness, transparency and communication.

During his talk, Christian mentioned outliers as a delicate issue in modelling and I found this was a great example of a notion with no objective meaning, in that it is only defined in terms of or against a model, in that it addresses the case of observations not fitting a model instead of a model not fitting some observations, hence as much a case of incomplete (lazy?) modelling as an issue of difficult inference. And a discussant (whose Flemish name I alas do not remember) came with the slide below of an etymological reminder that originally (as in Aristotle) the meaning of objectivity and subjectivity were inverted, in that the later meant about the intrinsic nature of the object, while the former was about the perception of this object. It is only in the modern (?) era that Immanuel Kant reverted the meanings…Last thing, I plan to arXiv my discussions, so feel free to send me yours to add to the arXiv document. And make sure to spread the word about this discussion paper to all O-Bayesians as they should feel concerned about this debate!

beyond objectivity, subjectivity, and other ‘bjectivities

Posted in Statistics with tags , , , , , , , , , , , , , on April 12, 2017 by xi'an

Here is my discussion of Gelman and Hennig at the Royal Statistical Society, which I am about to deliver!

objective and subjective RSS Read Paper next week

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

Andrew Gelman and Christian Hennig will give a Read Paper presentation next Wednesday, April 12, 5pm, at the Royal Statistical Society, London, on their paper “Beyond subjective and objective in statistics“. Which I hope to attend and else to write a discussion. Since the discussion (to published in Series A) is open to everyone, I strongly encourage ‘Og’s readers to take a look at the paper and the “radical” views therein to hopefully contribute to this discussion. Either as a written discussion or as comments on this very post.

another Le Monde column

Posted in Books, Statistics, University life with tags , , , , , , , on February 16, 2012 by xi'an

Another column in Le Monde (Sciences) had most unjustly escaped my attention: it mentioned Thomas Bayes on the very front page and I missed it till my most recent breakfast! This article was written by a neuroscientist columnist reporting on current research led by Tali Sharot, UCL, on the prediction mechanisms (if not on her book). The argument is not only that the brain operates in a Bayesian fashion, actualising predictions based on current observations (as exposed at Bayes 250), but also that the updating is not “objective”! While this may sound as if the neuroscientists have entered the debate between objective and subjective Bayesians, the study actually reports a bias toward optimism, when comparing predictions with “objective statistics”. The article concludes on the psychological advantages of this optimism bias. Not so much about Bayesian statistics, then, even though having almost everyone (subconsciously) working with his/her optimistic prior sounds rather cool!

principles of uncertainty

Posted in Books, R, Statistics, University life with tags , , , , , , , , , , , , , , on October 14, 2011 by xi'an

Bayes Theorem is a simple consequence of the axioms of probability, and is therefore accepted by all as valid. However, some who challenge the use of personal probability reject certain applications of Bayes Theorem.”  J. Kadane, p.44

Principles of uncertainty by Joseph (“Jay”) Kadane (Carnegie Mellon University, Pittsburgh) is a profound and mesmerising book on the foundations and principles of subjectivist or behaviouristic Bayesian analysis. Jay Kadane wrote Principles of uncertainty over a period of several years and, more or less in his own words, it represents the legacy he wants to leave for the future. The book starts with a large section on Jay’s definition of a probability model, with rigorous mathematical derivations all the way to Lebesgue measure (or more exactly the McShane-Stieltjes measure). This section contains many side derivations that pertain to mathematical analysis, in order to explain the subtleties of infinite countable and uncountable sets, and the distinction between finitely additive and countably additive (probability) measures. Unsurprisingly, the role of utility is emphasized in this book that keeps stressing the personalistic entry to Bayesian statistics. Principles of uncertainty also contains a formal development on the validity of Markov chain Monte Carlo methods that is superb and missing in most equivalent textbooks. Overall, the book is a pleasure to read. And highly recommended for teaching as it can be used at many different levels. Continue reading