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December 2000 THE ISBA BULLETIN Vol. 7 No. 4 December 2000 The o±cial bulletin of the International Society for Bayesian Analysis A WORD FROM already lays out all the elements mere statisticians might have THE PRESIDENT of the philosophical position anything to say to them that by Philip Dawid that he was to continue to could possibly be worth ISBA President develop and promote (to a listening to. I recently acted as [email protected] largely uncomprehending an expert witness for the audience) for the rest of his life. defence in a murder appeal, Radical Probabilism He is utterly uncompromising which revolved around a Modern Bayesianism is doing in his rejection of the realist variant of the “Prosecutor’s a wonderful job in an enormous conception that Probability is Fallacy” (the confusion of range of applied activities, somehow “out there in the world”, P (innocencejevidence) with supplying modelling, data and in his pragmatist emphasis P ('evidencejinnocence)). $ analysis and inference on Subjective Probability as Contents procedures to nourish parts that something that can be measured other techniques cannot reach. and regulated by suitable ➤ ISBA Elections and Logo But Bayesianism is far more instruments (betting behaviour, ☛ Page 2 than a bag of tricks for helping or proper scoring rules). other specialists out with their What de Finetti constructed ➤ Interview with Lindley tricky problems – it is a totally was, essentially, a whole new ☛ Page 3 original way of thinking about theory of logic – in the broad ➤ New prizes the world we live in. I was sense of principles for thinking ☛ Page 5 forcibly struck by this when I and learning about how the had to deliver some brief world behaves. Its novelty lies ➤ Bayesian history comments about de Finetti at in its recognition of the essential ☛ Page 6 the meeting of the International role of uncertainty in sound Society for Clinical Biostatistics human thinking, and its ➤ Bayesians teaching in Trento last September, and provision of tools for correctly ☛ Page 10 prepared myself by reading or manipulating that uncertainty. ➤ Bayesians in Brazil rereading as much of his work Such a logic should be vital ☛ Page 12 as I could get my hands on. I importance over the whole range was particularly struck by his of human activity, not just the ➤ Applications youthful work “Probabilismo”, narrow confines of scientific ☛ Page 14 written when he was 23. An research. However, even within English translation of this the scientific community (dare I ➤ Software review (“Probabilism”) appears in a say, even within the ISBA ☛ Page 16 special issue, entirely given over community?!) there has been ➤ Students' corner to papers on de Finetti’s little enthusiasm to listen to this ☛ Page 18 philosophy of probability, of the radical message, and it is even journal “Erkenntnis” (Volume harder to put it across to a ➤ Bibliography 31, nos. 2 – 3, 1989), which also public trained from childhood ☛ Page 21 contains a valuable overview, to regard it as wimpish ever to “Reading Probabilismo”, by admit to anything less than ➤ News from the world Richard Jeffrey. In ☛ Page 25 certainty, who can’t believe that & % “Probabilismo” de Finetti ISBA Bulletin, December 2000 ISBA I had previously prepared a disease”) epidemic, without brilliantly served) for their deep detailed written report, which taking into account any of the contribution in shaping the was before the court. However, uncertainties involved. Slowly, “new” Newsletter. They when counsel for the defence perhaps, the ground may be deserve a hearty plause from all asked for me to be called to the becoming more receptive, and ISBA members. New Associate stand to explain my report, the the radical probabilistic seed Editors (Maria Eugenia judge replied: “We don’t really may yet take root and flourish. Castellanos and Javier Morales need to hear his testimony, do But it will need the concerted for the Students’ Corner, Kate we? It’s hardly rocket science, is efforts of all those who feel Cowles for Applications, it?”. (Clearly, he had not read proud to call themselves Duncan Fong for Bibliography, my article in the March 2000 Bayesians. Leo Knorr-Held for Software issue of the ISBA Bulletin). The and Antonio Lijoi for News final judgement pooh-poohed A WORD FROM from the World) are warming the idea that anybody could THE EDITOR up for the next issue: please get ever be taken in by the in touch with them (see their prosecutor’s fallacy, and went by Fabrizio Ruggeri e-mail addresses at on to ignore completely the ISBA Bulletin Editor www.iami.mi.cnr.it/isba ). logical points made. The appeal [email protected] Arnold Zellner is back: his was not granted. My first thought is about the new contribution is about ISBA It can be dispiriting, but we Associate and Corresponding History and all of you are must continue to try to spread Editors who are stepping down invited, as suggested by Arnold, the good word with all our from their job with this issue: to update his paper on the ISBA vigour. In Britain there has been they have been the “engine” website, www.bayesian.org. Last, but not least, a word of much public concern recently behind the success (after two thanks to Dennis Lindley, and about the way in which our years, we can say it ...) of the his interviewer (Karen Young): government solicited, used and Bulletin. I wish to thank read the interview and you will disseminated scientific advice Antonio, Gabriel, Siva and Sujit understand why! over the BSE (“mad cow (and Maria for the year she ISBA ELECTIONS to all who participated and ISBA LOGO especially to those who stood as by Mike Evans candidates. The following by Mike Evans ISBA Executive Secretary individuals were elected. ISBA Executive Secretary [email protected] [email protected] ➤ President-Elect This year ISBA held an online ISBA has now chosen a new David Draper election for the positions of logo; see it at www.bayesian.org. President-Elect, Executive ➤ Executive Secretary This logo was designed by Secretary and four new Board Petros Dellaportas. members. The option of mailing Cindy Christiansen Congratulations to Petros and in the ballot was also available many thanks to all those who ➤ but the vast majority of Board Members submitted entries! We received members chose to vote online. Nicky Best 21 additional entries designed In this year’s election 147 Eduardo Gutierrez-Pe˜na by Concha Bielza, Nigel Cooper, ISBA members participated by Tony O’Hagan Jorgen Hilden, Daphne Kounali, voting for one or more of the Raquel Prado Brunero Liseo, Duncan Murdoch, positions. This participation J. Lynn Palmer, Jonathan Rougier, rate is about the same as in Juan Antonio Cano Sanchez, previous elections. Many thanks Bob Shaker and Alyson Wilson. 2 ISBA Bulletin, December 2000 INTERVIEWS DENNIS LINDLEY again at a conference in Canada. Statistician 2000, 293-337) you say, about the Sixth by Karen Young 2. Are you aware that your procedure for Valencia Conference, that [email protected] estimation based on model ``Although I was impressed estimates from that paper by the overall quality of Dennis needs no introduction is now called ``Iterated the papers and the - without him Bayesian statistics Conditional Modes'' and I substantial advances made, would not be where it is today. recently saw a paper which many participants did not compared its results with seem to me fully to 1. Dennis, you have been appreciate the Bayesian interviewed before by Gibbs sampling? Have you any comments on this? philosophy.'' Could you Adrian Smith (Statistical amplify a bit the sort of Science, 10, 305-319) and The idea of using the modes concerns you had? we don't want to cover the in place of the means was same ground again. One Adrian’s and I can recall him What the people at Valencia thing which I wanted to ask coming into my room one day did not realise is that Probability you about your influential with this simple and effective is the only sensible description 1972 RSS paper with Adrian. observation. I had not heard of of uncertainty. Almost Can you tell us a bit about “iterated conditional modes” everything we talk about has an its genesis? but would have expected them element of uncertainty about it to be unnecessary these days and therefore needs probability. My memory about the past is I have just begun to read not always reliable but I believe when the whole distribution can often be calculated by MCMC. Sprott’s recent book. He does the following description about not understand this for he my paper with Adrian is correct. 3. I suggested that your admits that the value of a I was enormously impressed by 1972 paper is highly parameter is uncertain and yet Stein’s proof that the sample influential and I think will not admit that it has a mean was not an admissible that it should be on the probability distribution. My estimate of the population mean reading list of any favourite example concerns of a normal distribution in research student. Can you multiple comparisons. Suppose dimensions 3 or more. suggest some other papers that we have several means that (Incidentally, this result is still which you would put on that we wish to compare. Then we ignored by many statisticians list? are uncertain of them and today. Reflect, it means that Savage did produce a reading therefore have a probability least squares estimates are list for a research student. It distribution for them. From this similarly inadmissible.) Part of appeared in American we can calculate any margin of the reason for my reaction to Statistician, 24, 23-27 (1970).
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