THE ISBA BULLETIN

Vol. 8 No. 3 September 2001

The official bulletin of the International Society for Bayesian Analysis

A WORDFROM forthcoming in the next few (Spain, June 2002). Details can THE PRESIDENT weeks. be found on our web site at The Executive Committee and www.bayesian.org. A very by Alicia Carriquiry the Board of Directors of ISBA promising new venture for ISBA ISBA President have been actively discussing is an international meeting [email protected] several issues of importance to planned for 2003, that will be ISBA and its membership. jointly sponsored by the IMS; Dear ISBA members: Underway are discussions, for stay tuned for more news in the I hope that this issue of the example, on the always elusive coming months. Bulletin finds everyone in good problem of our stagnant ' $ health and in good spirits. For membership numbers. Contents our members in the United How should we try to ➤ Nominating Committee States, a special hope that the increase the number of ISBA ☛ Page 2 appalling tragedy of September members? In the recent past, 11 did not affect family or ISBA has made efforts on a ➤ 2002 Mitchell Prize friends in any serious way. variety of fronts to attract and ☛ Page 2 First of all, I’d like to extend then retain new members. the warmest congratulations on A very convenient and secure ➤ ISBA Elections behalf of ISBA to our new system to register and pay dues ☛ Page 3 Savage Award winners: Peter online has been in operation for ➤ Bayesian history Hoff, Tzee-Ming Huang, and some time now, thanks to the ☛ Page 7 Jeremy Oakley, and also to Tim efforts of our Treasurer Val Hanson who obtained an Johnson and of our Web Master ➤ Bayesian history honorable mention. The Mike Evans. The ISBA Bulletin ☛ Page 12 committee ably chaired by has been an essential channel of Ehsan Soofi is already working communication with our ➤ Applications to select next year’s Savage membership. Under the very ☛ Page 13 Award winners. capable hands of its Editor ➤ Valencia 7 And talking of awards, I am Fabrizio Ruggeri, the ISBA ☛ Page 14 delighted to report that ISBA Bulletin has grown into a real has agreed to administer the asset for ISBA, and perhaps one ➤ Bayesian teaching endowment of the Mitchell of our most effective tools today ☛ Page 15 Prize, that was established in to engage our members with 1993 in memory of Toby J. ISBA. ➤ Bayesians in Japan Mitchell. The Program Committee, ☛ Page 16 The final news about awards chaired by Tony O’Hagan, has ➤ Software review has to do with the DeGroot been busy, and with exciting ☛ Page 19 Prize, that will be awarded for results; some of the meetings the first time during the that ISBA will be sponsoring or ➤ Bibliography Valencia 7 meeting, and every co-sponsoring in the near future ☛ Page 22 second year after that. Steve include the Latin American Fienberg, from Carnegie Mellon Conference on Statistics and ➤ Students’ corner University, has enthusiastically Probability (Cuba, November ☛ Page 24 agreed to chair the first DeGroot 2001), the First Latin American ➤ News from the world Prize selection committee, and Bayesian Meeting (Brazil, ☛ Page 26 announcements will be February 2002), and Valencia 7 & % ISBA Bulletin, September 2001 ISBA

The valiant efforts described ISBAELECTIONS Australia; Lawrence Pettit, above have not yet resulted in Goldsmiths’ College, UK; and increased membership, by Philip Dawid Hal Stern, Iowa State University, however, so it may be time to Chair, ISBA Nominating USA. In accordance with the think about new services that Committee Constitution and By-Laws, the the society can offer its [email protected] Nominating Committee has members. Projects are in the nominated two candidates for The election for new ISBA works, and will be presented to each vacancy. The names of the Officers and Board members, to the membership for feedback in candidates, and a short take up office on 1 January the near future. On the nuts and statement from each, appear 2002, will shortly take place. The bolts side, the Executive will elsewhere in this issue of the following positions are to be filled: propose to the Board of President-Elect (2002), to Bulletin. The By-Laws also Directors that the Board serve as President in 2003, and provide for nominations by authorize ISBA to establish a as Past President in 2004. petition of 30 members of ISBA. system for automatic deduction Treasurer (2002–4), to replace This year no such petition was of annual membership fees, as is Valen Johnson. received by the deadline of 15 currently done by, for example, Four Directors (2002–4), to September 2001. the Royal Statistical Society. A replace those retiring from the Ballots will be made available closer cooperation and Board. by 15 October 2001, and are to increased communication with The President-Elect and be returned by 15 November. the Section on Bayesian Treasurer are also ex officio The primary medium for Statistical Sciences of the ASA members of both the Board and transmission of ballots and need to be established. Alan the Executive Committee. other election information will Gelfand, current Chair of SBSS Details of the continuing and be electronic. ISBA members (and ISBA member!), has been retiring members of the who have not provided e-mail very helpful by raising Executive and Board may be addresses will receive a paper awareness about ISBA among found on the ISBA website at ballot by regular mail. The ISBA SBSS members. www.bayesian.org. Treasurer keeps the official We are always delighted to This year’s ISBA Nominating record of postal and electronic hear from you, and to get input Committee consisted of Philip mail addresses. Until December and ideas on how to make our Dawid, University College 2001 notification of changes to society more valuable to its London, UK, Past President either address should be made members. Please feel free to ISBA (Chair); Gabriel Huerta, by e-mail to [email protected], write to any of the officers of CIMAT, Mexico; Katja Ickstadt, or by regular mail to Professor ISBA (you will find their University of Darmstadt, Valen Johnson, ISBA Treasurer, addresses in the ISBA web site), Germany; Rosangela Loschi, Los Alamos National but in particular, please do not Universidad Federal de Minas Laboratory, P.O. Box 1663, MS hesitate to contact me at Gerais, Brazil; Kerrie Mengersen, F600, Los Alamos, NM 87545, [email protected]. University of Newcastle, USA.

2002 MITCHELL Toby Mitchell who spent the Meeting in June of 2002. PRIZE bulk of his professional career at Complete details about the Prize the Oak Ridge National and the nomination process are The Mitchell Prize, sponsored Laboratories on applied problems provided in the Mitchell Prize jointly by the SBSS, the ISBA in biology and engineering, and Charter (see www.bayesian.org and the Founders Committee, is who argued often and under ISBA awards). Entries for given annually in recognition of persuasively for a Bayesian the 2002 prize should be sent an outstanding paper that describes approach to solving them. (before 1st February, 2002) to how a Bayesian analysis has solved The 2002 Committee (Rod Professor Henry Wynn, Dept. of an important applied problem. Little, Tony O’Hagan and Henry Statistics, University of The Prize includes an award of Wynn, Chair), seeks Warwick, Coventry CV4 7AL, $1000 and a commemorative nominations for the Prize that UK. [email protected] plaque. It is given in memory of will be awarded at the ISBA

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INFORMATION ➤ Services to other Societies: often not involved. By ON CANDIDATES Associate Editor - Biometrika, increasing our visibility through President Elect JASA; IMS - Committee on joint efforts with other societies Fellows, Nomination of statisticians and scientists, we Edward I. George Committee Chair; ASA- COS can increase our membership Representative for SBSS; and our impact. Preliminary ➤ Affiliation and Current Status: Program Chair for B&E Section plans for a joint ISBA-IMS Professor of Statistics, 1999; Nomination Committee meeting in 2003 are an excellent Department of Statistics, The for SBSS. step in this direction. We may Wharton School of the also want to consider ISBA University of Pennsylvania. My view of ISBA sessions at the meetings of other societies with reciprocal ➤ Web Page and e-mail Address: In existence for just 9 years, sessions for them at our www-stat.wharton.upenn.edu/ ISBA has already become a meetings. To further encourage ∼edgeorge/; remarkable professional society. the dissemination of our [email protected] We have enjoyed six grand ISBA accomplishments, I believe it is ➤ Areas of Interest: Hierarchical World Meetings, most recently, time for a concerted effort to Modeling, Model Uncertainty, the tremendously successful establish relations between Shrinkage Estimation, Treed Crete meeting attended by 297 ISBA and the popular media. Modeling, Variable Selection, participants from 30 different ISBA publications, such as the Wavelet Regression. countries. Enveloped by a upcoming ISBA 2000 volume, ➤ Most Important Journals or magical spirit of hard work and are yet another route to Books: Annals of Statistics; hard play, these meetings have increased visibility. Although I Biometrika; JASA; JRSSB; been spurred on by a marvelous am open to the idea of an ISBA Machine Learning; Aspects of camaraderie that ensures a journal, I can also see its Uncertainty (A.F.M. Smith and P. productive and fun time for all. drawbacks and look forward to Freeman, eds.); Markov Chain Beyond these World Meetings, an open and friendly debate of Monte Carlo in Practice (W.R. ISBA continues to sponsor its merits across our Gilks, S. Richardson and D.J. numerous successful regional membership. Spiegelhalter, eds.); Bayesian meetings, and is gearing up to While we contemplate such Statistics and Econometrics (D. play major role as a co-sponsor initiatives, I think it is crucial to Berry, K. Chaloner and J. of the upcoming 7th Valencia make sure we maintain and Geweke, eds.). Meeting. ISBA now co-sponsors build on what we already have - four prestigious research a tightly knit organization that ➤ Honors: Elected Fellow, ASA, awards, the DeGroot Prize, the serves as an extended family IMS; Elected Member, ISI. Lindley Prize, Mitchell Prize, haven for the international ➤ Previous Service to ISBA: and the Savage Award. Both the community of Bayesians. In Editor, Bayesian Methods With ISBA Bulletin and the ISBA addition to our strong Applications to Science, Policy, and Website continue to reach new intellectual discipline, we must Official Statistics. Selected Papers levels of excellence. be careful to maintain the strong from ISBA 2000: The Sixth World So where do we go from here? sense of good will, intimacy and Meeting of the International Well, I think we all want to see trust that have become the heart Society for Bayesian Analysis, ISBA grow and become more of the ISBA environment. It is Eurostat; Program Council influential. With roughly 325 precisely these qualities that Chair 2000; Board Member members, ISBA is still small will attract other statisticians 1996-1999; Program Committee compared to other statistical and scientists to ISBA, and will for 5th World Meeting in societies. As Bayesian analysis inevitably lead us to our Turkey; Program Chair for 3rd continues to flourish and ultimate goals. World Meeting in Mexico. become widespread, ISBA is too

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President Elect American Statistical Association: successful meetings, providing Chair, Advisory Committee to an umbrella for various prizes Joseph B. (“Jay”) Kadane the US Census Bureau, 1982; (Savage, Mitchell, Lindley, Board of Directors, 1983; Elected DeGroot), and publishing its ➤ Affiliation: Carnegie Mellon Chair, Section on Bayesian excellent Bulletin. Additionally, University. Statistical Science, 2002. L. J. ISBA should continue to be Savage Memorial Foundation: responsive to the needs of ➤ Current Status: Leonard J. Director, 1978–2000. Journal of geographical regions that have Savage University Professor of the American Statistical chosen to organize ISBA Statistics and Social Sciences. Association: Associate Editor, chapters. But all of this is ➤ Web Page and e-mail Address: 1968–1973; Acting Theory and continuation of what ISBA has www.stat.cmu.edu/∼kadane/; Methods Editor, 1986–1987; been doing already. [email protected] Applications and Coordinating How should ISBA take ➤ Areas of Interest: Foundations Editor, 1983–1985. Associate advantage of the new of statistics; applications in Editor, Annals of Statistics, opportunities now open to us? social, behavioral, physical, 1974–1976, Journal of Business One possibility is organizing biological, medical and and Economic Statistics, smaller more specialized environmental sciences; forensic 1987–1998. meetings grouped around a statistics; statistical computing; particular area of application, a econometrics. My view of ISBA specific computing technique, or comparative foundations. ➤ Most Important Journals and These are very exciting times for This would allow us to have Books: Journal of the American Bayesians. I am delighted with more, and smaller meetings of Statistical Association; the enormous successes we now Bayesians who share a specific Biometrika; Annals of Statistics; enjoy. The issues faced by ISBA, interest. It would also allow us Journal of the Royal Statistical and by Bayesians generally, are to be more active in reaching Society; A Probabilistic Analysis the consequences of our out to substantive experts with of the Sacco and Vanzetti Evidence, expanded influence, and call for Bayesian interest. with D. A. Schum; Statistics and rethinking our strategy in the A second opportunity we the Law, with M. H. DeGroot light of new circumstances. should pursue is to the creation and S. E. Fienberg (Eds.); The combination of sound of an on-line journal of Bayesian Bayesian Methods and Ethics in a philosophical underpinning, thought. A few years ago I Clinical Trial Design (Ed.); hierarchical modeling and our opposed the creation of such a Rethinking the Foundations of recently enhanced ability to journal because I wanted Statistics, with M. Schervish and compute the quantities of Bayesians to continue to publish T. Seidenfeld (Eds.). interest has made the Bayesian in the major statistical journals. ➤ Honors: Elected Fellow, ASA, perspective attractive to many. I think we are now past the IMS, AAAS, elected member This strength has led me to point of any danger of ISI; Wilcoxon Award; Pittsburgh believe that the place of Bayesians becoming a Statistician of the Year. Bayesianism within statistics is ghettoized specialty in statistics. now secure, and that our Thus, we now have more to ➤ Previous Service to ISBA: attention should increasingly go gain than to lose by creating the International Council of to the various applied areas to world’s first Bayesian journal. Advisors, 1994–1996; Chair, which Bayesian ideas can It would be an honor to serve as Constitution and Bylaws contribute. President of ISBA for a year, if Committee, 1994–2000; Director, ISBA should first of all that is the wish of the 1996–2000. consolidate the advances it has membership. ➤ Services to other Societies: already made: holding very

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Treasurer Board Members de Chile. Her research interests Steve MacEachern include Bayesian inference in Caitlin Buck elliptical regression, model selection and diagnostics, Steven MacEachern is a Professor representation theorems, and in the Department of Statistics Caitlin Buck (PhD 1994, teaching of Bayesian Statistics. at The Ohio State University University of Nottingham) is a She has published articles in (www.stat.ohio-state.edu/~snm). Lecturer in the Department of several books and journals, Steve’s main areas of interest are Probability and Statistics at the including Bayesian Statistics 6, nonparametric Bayesian University of Sheffield Computational Statistics, methods, computational (www.sheffield.ac.uk/st1ceb/). Journal of Statistical Planning methods, Bayesian data Her research focuses on the and Inference, Journal of the analysis, and dynamical application of the Bayesian Chilean Statistical Society and systems and chaos. His paradigm to archaeological data Test. She has also written publications have appeared in, interpretation. She is best several Bayesian monographs among other places, Biometrika, known for her work on the for courses of the Chilean the Journal of Computational interpretation of chronological Statistical Society, of which she and Graphical Statistics, the information (in particular is currently President. She was a American Mathematical radiocarbon data) and is the member of the ISBA nominating Monthly, the Scandinavian co-ordinator of an on-line, committee in 1998 and 2000, Journal of Statistics and the MCMC-based chronological and has been President of the Canadian Journal of Statistics. data interpretation service Chilean Chapter of ISBA since He has served as Chapter known as BCal 1997. Representative and President of (http://bcal.sheffield.ac.uk/). the Columbus Chapter of the In the last decade or so, she has American Statistical also worked on the Jun Liu Association, and is currently interpretation of archaeological Associate Editor of the journals surface survey data and Technometrics and The architectural problems using American Statistician. After getting my Ph.D. in 1991 change point analysis and on from the University of Chicago, Peter M¨uller the interpretation of chemical I worked as Assistant Professor compositional data from ancient at Harvard and Stanford Since I got my PhD from Purdue ceramics using Bayesian Universities from 1991 to 2000. I in 1991, I have been working at clustering methods. She has am currently Professor of Duke University and, starting published in Valencia 5, the Statistics and Biostatistics at this fall, at U Texas M.D. Journal of Archaeological Harvard University. My Anderson Cancer Center where Science, Archaeometry, Applied research interests include I am currently Professor at the Statistics, the Gilks et al 1996 bioinformatics, Bayesian Department of Biostatistics. My book on MCMC in Practice, and modeling, genetics, Monte main areas of interest are (in 1996) she co-authored: The Carlo methods, signal Bayesian nonparametrics, Bayesian Approach to processing, and time series. I MCMC simulation, optimal Interpreting Archaeological have published papers in design, and longitudinal data Data, Wiley, Chichester. In 2000, Annals of Statistics, Biometrika, models. I have published she served on the nominations JASA, JRSSB, Science, etc., and a papers in Applied Statistics, committee for ISBA. book “Monte Carlo Strategies in Biometrics, Biometrika, JASA, Scientific Computing” with JCGS, and JRSSB. Further Pilar Iglesias Springer-Verlag. I actively information about me (including participated in the past ISBA postscript versions of unpublished conferences and was the 2000 papers) can be obtained from Pilar Iglesias (Ph.D. 1993, Mitchell prize recipient. Further my Web page address Universidad de Sao Paulo) is information about me and my odin.mdacc.tmc.edu/~pm/.I Associate Professor and Head of research can be found in my was a member of the ISBA the Department of Statistics, webpage Board of Directors, 1995–8. Pontificia Universidad Catolica www.fas.harvard.edu/~junliu.

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Helio Migon Dale Poirier 1996, and Springer, 2000), and has published in a range of journals, including Journal of I have been working for a long I am a Professor of Economics at Statistical Planning and Inference, time at the Federal University of the University of California, Irvine, Journal of Computational and Rio de Janeiro, where I have a currently engaged in helping to Graphical Statistics, Reliability joint appointment between the create a new Department of Engineering and Systems Safety Department of Statistics at the Statistics on campus. My main and Sankhya. ISBA member Mathematical Institute and the area of interest is econometrics but since its foundation, he is the Operation Research Section at all areas of theory and application ISBA Bulletin Editor for the the Engineering Graduate School of Bayesian statistics interest me. term 1999-2001, has served in -COOPE. I am currently Graduate I publish in both econometrics and the 1998 and 1999 ISBA Director of the Mathematical statistics journals (e.g., Journal Nominations Committees and Institute. I was President of the of Econometrics, Journal of the has been one of the organisers Associacao Brasileira de Estatistica American Statistical Association, of three ISBA sponsored for 1998-2000. My main areas of and Journal of Business and conferences (on Bayesian research interest include hierarchicalEconomic Statistics). My textbook, Robustness in Rimini, 1995, and models, applications of Intermediate Statistics and Bayesian Inference in Stochastic Bayesian statistics and decision Econometrics: A Comparative Processes in Madrid, 1998, and theory in actuarial models, Approach (MIT Press, 1995), is Varenna, 2001). dynamic models and, more one of few econometrics texts www.iami.mi.cnr.it/~fabrizio. recently, stochastic production covering the Bayesian frontier models. I have viewpoint. I have been involved published in a variety of with ISBA since its inception. I Robert Wolpert journals including JASA, JRSS, was appointed to the initial Computational Statistics and Temporary International Data Analysis, Computational Advisory Board and I was Robert Wolpert (PhD Princeton Statistics. I have also written a elected to the first International Univ, mathematics) is Professor book “Statistical Inference : An Advisory Board. I served on the of Statistics in Duke University’s Integrated Approach” (Arnold, Local Arrangements committee Institute of Statistics and Decision 1999), joint with Dani Gamerman. for our very first meeting in San Sciences (ISDS) and Nicholas School Francisco in 1993 and I of the Environment and Earth Sciences Sonia Petrone organized our most recent (NSEES). Some of his current meeting in Laguna Beach in research interests include a random Sonia Petrone (Ph.D. 1989, April, 2001. field approach to spatial statistical Universita` di Trento) is Associate aris.ss.uci.edu/econ/ analysis and Bayesian Professor of Statistics, Universita` personnel/poirier/poirier.html. Bocconi, Milano, Italy. She has nonparametric statistics, and been working on foundations of Fabrizio Ruggeri likelihood-based statistical Statistics, along the approach analysis in spatial of de Finetti, with applications in environmental and decision theory. Her recent areas of Fabrizio Ruggeri (Ph.D. Duke, epidemiological applications. interest are Bayesian nonparametric M.Sc. Carnegie Mellon) is Senior He has published a book (The inference, mixture models, Researcher at the Italian National Likelihood Principle, joint with predictive inference, dynamic Research Council in Milano and Jim Berger) and articles in a models. She has published papers teaches at Politecnico di Milano range of journals (e.g. JASA, in several journals, including and Universita` di Pavia. His main Biometrika, Statistical Science) the Scandinavian Journal of areas of interest are Bayesian and volumes (e.g. CMU Case Statistics, the Canadian Journal robustness, wavelets, industrial Studies in Bayesian Statistics, of Statistics, Statistics and applications (reliability and Valencia Bayesian Statistics). He Probability Letters, the Journal bidding) and inference in has served ISBA as Program of the Italian Statistical Society, stochastic processes (queues, Chair (1999-00), as member of Metron, the Journal of the Royal Poisson and self-similar ones). the Publications Committee Statistical Society, B (in press). He is one of the editors of the (1998-00), and as editor of the eco.uninsubria.it/Webdocenti/ most recent books on Bayesian Bayesian Abstracts Archive. spetrone/homepage2_va.html robustness (IMS Lecture Notes, www.isds.duke.edu/~rlw.

6 ISBA Bulletin, September 2001 BAYESIAN HISTORY

HOW DIFFERENT Aristotle (384-322 B.C.) was a square of the time elapsed from MIGHTTHINGSHAD dedicated and careful observer dropping well before he BEENHAD BAYESIAN of the natural world. conducted experiments to STATISTICAL SCIENCE Nevertheless, his belief in final demonstrate the law. Indeed, he BEEN AVAILABLE TO causes and other overarching seems to have derived the law THE MOST FAMOUS theories sometime led him to from a set of false premises. SCIENTISTSINHISTORY over-generalize or otherwise Further, there is some doubt as distort his observations. For to whether the instrumentation by S. James Press example, he wrote that human of his day would have and Judith M. Tanur 1 beings are superior to other permitted Galileo to carry out It might be of interest to animals in purity of blood and the experiments he claims to conjecture a bit about what 12 of softness of flesh. Because he have done, or at least to have the famous scientists in history, believed that males are better achieved results of sufficient from Aristotle to Einstein, might equipped than females with accuracy to prove his thesis, had have done had Bayesian offensive and defensive he not already been convinced analysis been available to them. weapons, he concluded that of its truth. Despite his position (A detailed rationale for how worker bees are male (when in that seemed to challenge the these 12 scientists were selected fact they are female). He Church’s insistence on a is provided in Press and Tanur, over-generalized his geocentric universe, Galileo’s 2001.) Suppose that advanced observation that extremely light own belief in cosmic order mathematics, subjective objects fall more slowly than do prevented him from accepting probability, and Bayesian heavy ones to conclude that the Kepler’s substitution of statistical methods of analyzing speed of falling is generally elliptical planetary orbits for the scientific data had already been related to the weight of an more cosmically perfect circular developed and were readily object. (We now understand ones. This rejection barred available at the time some of that the difference in speed Galileo from full formulation of these scientists lived and between extremely light and the inertial law, eventually worked. How might that heavy objects only occurs formulated by Newton. research methodology have because the effect of air Galileo was forced to been employed to strengthen resistance is more obvious for entertain two opposing theories the positions that those very light objects.) He described of how Earth travels through scientists held, thus perhaps detailed observations that the universe: does Earth travel settling more definitively some purport to show, mistakenly, around the Sun, or does the Sun of the questions still raised, that the heart is the first part of travel around the Earth? even today, perhaps hundreds the embryo to develop. These Copernicus and Kepler had of years later? In many cases we mistaken observations lent already concluded that the are still questioning their support to his doctrine that the heliocentric theory was to be research methodologies, their heart is the principle of life, the preferred to Ptolomy’s judgments, their conclusions, seat of the soul, of locomotion, geocentric theory. Galileo’s and their decision making that and of what we now call higher professional career was was based upon the conclusions mental functions. Since dominated by his they reached. In the following Aristotle was more inclined to life-threatening confrontation summaries of the subjectivity of speculate about scientific facts with the Catholic Church over each of these scientists, we shall than to collect data to support which of these two theories speculate in some cases as to his conclusions, we shall not should be accepted as truth. how they might have used conjecture in his case about how Putting political and religious Bayesian analysis. In particular, he might have handled probability. considerations aside, Galileo we shall speculate on how they Galileo (1564-1642) seems to might have calculated the might have used such analysis have been convinced a priori of (posterior) odds favoring each to compare competing models the law of motion that the theory from a Bayesian of the phenomena under distance fallen by a dropped viewpoint by comparing the investigation. object is proportional to the (subjective) probabilities of each

1Adapted from Section 4.14 of, “The Subjectivity of Scientists and the Bayesian Approach”, by S. James Press and Judith M. Tanur (2001), New York: John Wiley and Sons, Inc.

7 ISBA Bulletin, September 2001 BAYESIAN HISTORY of the two theories to see how bear on both the pulsation and support, that sound is not they compared. The powerful circulation hypotheses. Had propagated through water political position of the Church Bayesian methods of analysis vapor. To compensate, Newton at that time, and its strong and been available he might have arbitrarily increased the long-held fixed belief in formed the posterior odds ratio calculated speed of sound by geocentrism, suggest that even for the probability of the 10%. Numbers purported to be if such a calculation had yielded “pulsation model” for blood data on the precession of the results that showed the compared with the probability equinoxes were altered to better probability of the heliocentric of the “circulation” model he fit some corrected mathematics. theory overwhelming the was considering. A ratio much Because Newton was sure of the probability of the geocentric less than 1 would have argued truth of his theories, he saw his theory, it still would have been very strongly for the advocacy task as that of convincing his difficult to convince the Church of the circulation model, which peers, and hence sometimes authorities. William Harvey might have been very altered his experimental results (1578-1657) used what he called convincing to Harvey’s to make them seem to support a “meditation” on the amount colleagues. Harvey might also the theory more strongly. But of blood issuing from the heart have applied such a excluding his work in alchemy over a period of time to deduce probabilistic approach to and other metaphysical that such a large quantity could comparing his belief in the old researches, he got his physical not be manufactured or stored Aristotelian theory of laws right (although they were in the body; hence he was led to “epigenesis” (the formation of a somewhat modified later by the notion of circulation. fetus by the addition of one part Einstein). A major issue of Having convinced himself of the after another) with the more model comparison concerned reality of circulation and thus commonly-held thinking of his Newton during most of his the necessity for blood to flow time, the theory of career, the issue of the physical from arteries to veins, he was “pre-formation” (all parts of the nature of light. Should light be willing to believe (correctly) in animal fetus were present, if thought of as corpuscular (made the existence of a connecting invisible, from the start). His up of tiny particles), or as a network of capillaries without data, obtained from numerous wave motion? Newton was ever having physically observed dissections, strongly supported mostly persuaded during his such a network. In his work on his belief. early years that light should be the reproductive mechanisms of Subjectivity seems to have thought of as a wave motion animals, Harvey was unable to entered the work of Sir Isaac (and he studied the interference identify a human ovum, but Newton (1642-1727) at a later patterns now called “Newton’s was sufficiently confident of the point in the scientific process. rings” which involve generality of his findings in Between the first and second wave-motion thinking). Later in lower animals that he editions of the Principia, his career he switched positions subjectively (and correctly) Newton has been found to have and then thought about light as generalized them to the entire made several changes to make made up of particles whose animal kingdom. the data he reported seem to fit behavior could be predicted by Harvey confronted Galen’s more closely to the theories he his theory of the laws of motion earlier theory about the heart, was advocating. He reported a of material bodies. In this aorta, and all the arteries, that calculated value of the speed of matter he was to be pitted the blood pulsates through the sound that agreed too exactly against Christian Huygens, body in an ebb-and-flow with a value reported by another famous scientist of the pattern, and certainly doesn’t another investigator, despite the time, who strongly believed in travel in a closed, fact that the earlier value was the wave theory of light. The one-directional path, by the average of many distinct issue remains an arguable examining the implications of measurements. Newton claimed matter today. In what is called such a theory. He actually made that water vapor constitutes ten the dual nature of light (a theory calculations about what such a percent of air (in fact, it does partially attributable to Max pulsation theory would imply not, but varies with Planck), light sometimes seems about the buildup of blood in temperature, pressure, and to act one way, and sometimes various places in the body. And geographic location). He further the other. Would a Bayesian he collected data that would claimed, without empirical model comparison have helped?

8 ISBA Bulletin, September 2001 BAYESIAN HISTORY

We believe it might have, and chemistry.” magnetism, electricity, and might still, but such a probability The argument between the gravitation. He achieved the comparison does not yet seem antiphlogistians and the conversion of electrical to to have been carried out. advocates of the phlogiston mechanical energy and For Antoine Lavoisier theory of combustion might established the equivalence of (1743-1794), there is a sense in have been resolved more readily all types of electricity. His which his entire corpus of work, had the posterior probability conviction led to his persistence consisting as it did primarily of calculations been presented to through many years of attempts a theoretical synthesis of the researchers caught up in before he was successful in experimental work of others, Lavoisier’s chemical revolution. showing the conversion of constitutes an exercise in Again, the issue was the magnetism to electricity. He subjectivity. He spent a good selection of the correct model to continued to believe in the part of his career refuting the use in order to come closer to relationship between electricity phlogiston theory (the mistaken truth. and gravity, although he was theory that all flammable Alexander von Humboldt’s unable to establish that substances contain something (1769-1859) subjectivity relationship. Faraday even left a called phlogiston that is given influenced him, early in his letter to be opened 60 years after off when they burn). Indeed, he career, to interpret geological his death that carried the idea of was the originator of the observations as evidence unity of forces further with antiphlogiston theory of supporting the Neptunist speculation on the existence of combustion. Yet he was not theory of the origin of rocks in electromagnetic waves above invoking explanations sedimentation. Later, more analogous to those of the ocean. drawn from phlogiston when extensive observations and a Charles Darwin (1809-1882) these seemed convenient, and change in his theoretical believed theory must guide he advocated the imponderable orientation led to a reversal of observations despite his “caloric” to help explain the the interpretation of the same professed belief in Baconian varying states of matter. Not observations as evidence in induction. His synthesis of his only may Lavoisier have favor of the volcanic origin of observations led him to a theory plagiarized the experiments of the rocks (the Plutonist theory). of evolution powered by a others, claiming to have Early in his scientific career, von mechanism of natural selection, repeated those experiments but Humboldt set out to which would yield gradual perhaps not having actually demonstrate the changes in organisms. This done so, but experiments that harmoniousness of nature; subjective belief led him to he reported having done were accordingly, his voluminous explain gaps in the fossil record sometimes carried out after the writings repeatedly make the where intermediate forms publication in which they were point that nature is one great should have been represented cited. Further, the accuracy of whole, in which plants, animals, as being merely temporary gaps experimental results was and geological and in data gathering, to be filled as sometimes exaggerated, and the meteorological phenomena as paleontologists explored number of replications achieved well as human beings and their further. It also led him to similarly inflated. Like Newton, culture fit coherently. Bayesian disbelieve then current Lavoisier was subjectively statistical methods of analysis, calculations of the age of Earth, convinced of the accuracy of the had they been available at the since the accumulation of scientific system he was time, could readily have gradual changes would require proposing, the systematization compared the Neptunist and more time than those of chemistry, and sometimes Plutonist theories. calculations provided. Scientific gave in to the temptation to Michael Faraday (1791-1867), opposition to Darwin’s embellish the empirical support like von Humboldt, sought a proposed mechanism of natural for that system. But the system unity in nature. Under the selection was coupled with the and most of its details, influence of his religion of mistaken belief (which Darwin especially the understanding of Sandemanianism, Faraday shared) that the material of combustion and other forms of believed in the simplicity and heredity was “infinitely oxidation, were sufficiently integration of nature. This led divisible.” If that were the case, correct to earn Lavoisier the him to attempt to establish the the substance in the human sobriquet, “father of modern unity of the forces of body that passed heredity

9 ISBA Bulletin, September 2001 BAYESIAN HISTORY characteristics, such as eye versus. the model of biblical with this same vaccine; his color, on to the next generation genesis have not yet been recently revealed laboratory could pass on any degree of carried out, and the arguments notebooks make it clear that he “blueness,” for example, as surrounding such competing had barely begun trials of this opposed to just “blue” or “not models still rage. As in the case vaccine and had as yet no blue.” An implication of this of Galileo and the heliocentric results at all. In his work to mistaken belief was that a and geocentric theories, the disprove the doctrine of the change (mutation) in an arguments regarding natural spontaneous generation of life, organism would be diluted selection and evolution go far Pasteur is seen to have through interbreeding. That beyond science and suppressed the results of implication caused Darwin to mathematics by pitting religious experiments that had what he change his mind about natural belief against the opinions of the considered “errors,” that is, data selection. His later writings scientific community. While it is that might lend support to the gave but scant importance to likely that probability would theory he was trying to natural selection and stressed have helped somewhat in both disprove. We now know that instead a purely subjective Galileo’s time, and in Darwin’s, Pasteur’s experimental notion of pangenesis, which the issue of convincing the procedure generated insufficient implied the inheritance of public is one that pits science heat to kill all the acquired characteristics. Neither against religion. microorganisms originally Darwin nor any of his Louis Pasteur (1822-1895) has present in his experimental contemporaries or successors been shown within recent years material, so that the could find any empirical to have permitted his strong “erroneous” results do not in evidence for the inheritance of prior beliefs influence his fact support the idea of acquired characteristics, called clinical treatments and his spontaneous generation, but the Lamarckian view. The lack reports of data he falsely Pasteur himself did not have of empirical support for claimed to have acquired this explanation available. Lamarckian mechanisms was through experimentation. On Regardless, Pasteur’s coupled with the re-discovery of the basis of theory and its sterilization process was the work of Gregor Mendel, demonstrated effectiveness in eventually justified, and which showed that the material the case of the microbe for resulted in the pasteurization of heredity is “particulate,” that chicken cholera, Pasteur process that has currency today. is, not infinitely divisible but believed that atmospheric One of the several model discrete and thus that mutations oxygen would be effective in comparisons that Pasteur was can be stored in the genes attenuating the virulence of involved with was the one that without being diluted. These other microbes. He was examined the theory of findings eventually caused the extremely enthusiastic about “spontaneous generation” and scientific community to revive this theory of the usefulness of he confronted it with the theory natural selection as the atmospheric oxygen. Hence in that life can only derive from mechanism for evolution, reporting a highly successful other life. He introduced the despite the fact that Darwin had public test of the effectiveness of notion of sterilization (now abandoned the idea. a vaccine against anthrax, called pasteurization) to prove These two models of Pasteur claimed that he had his point. Would probabilistic inheritance, “pangenesis,” prepared the vaccine using analysis have helped his cause? implying the inheritance of atmospheric oxygen, when in Probably, but despite all of his acquired characteristics (the fact it had been produced using brilliance and flashes of Lamarckian view), and “natural potassium bichromate. scientific insight, Pasteur’s selection,” were opposed to one Similarly, when he believed he approach to data was to another. There were considerable had hit upon a process that suppress them if they didn’t data available that bore on the would produce immunity to agree with his pre-conceptions two models. They could easily rabies, Pasteur felt himself of what they ought to be. More have been compared justified in using that vaccine on objective Bayesian analyses by probabilistically, as part of the two young boys who had been others of data analogous to scientific analysis. Such an bitten by a rabid dog. He Pasteur’s would surely have analysis, and related analyses claimed that he had already helped Pasteur make his case about the model of evolution successfully immunized 50 dogs more convincing.

10 ISBA Bulletin, September 2001 BAYESIAN HISTORY

Partly because Sigmund Freud decay) kept her from being able what would be observed in the (1856-1939) used subjectivity so to explain the origin of real world. He also believed pervasively in his work, some radioactivity, although she that if data were collected to test observers believe that his work (together with her husband, his theories, and if the data is not science at all. He used Pierre) originated the insight contradicted theory, he would data based on patients’ free that radiation was an atomic be inclined to reject the data as associations and recounting of property. The fact that the erroneous, because they dreams to interpret their elements with which she was contradicted the theory that he subconscious thoughts, and working (not only radium, but simply knew a priori to be true. thus derive what he considered polonium as well) had long half Einstein was fully capable of universal laws indicating that lives made it extremely difficult carrying out any mathematical the sexual urge and the libido for Curie to measure the loss of analysis of his choosing. So to are the driving forces behind all weight and energy due to examine competing theories of repression and inner conflict. radioactive decay. Thus, despite physics using probability and Observers of Freud’s work have her toying in a 1900 publication posterior odds ratios would stressed that his ideas evolved with the idea of transmutation, have been well within his grasp. in a mind suffused with a sense Marie Curie’s strong subjective He even used probability to of personal destiny and that prior belief in the established develop the (predictive) law of maintained a lively interest in principles of physics, coupled Brownian motion, one of his the occult. His attention to with her strong belief in what famous papers of 1905. But he mysticism perhaps stemmed her data told her, kept the next had difficulties with collecting from his father’s Chassidic insight from her. A Bayesian his own data. He was not an mysticism and from his own model comparison of alternative experimentalist. So it was not heavy use of cocaine. Because theories purporting to explain his approach to decide about they argue that Freud never the radioactivity phenomenon any physical laws on the basis scientifically tested his claims would probably have suggested of being convinced by a for the causal links he proposed new and exciting paths of preponderance of scientific between sexual repression and discovery to Madam Curie. data–expressed probabilistically neurosis, and between the Albert Einstein (1879-1955) or otherwise. Einstein just processes of psychoanalysis and was a theoretical physicist in the intuitively and mathematically cure, some critics feel Freud’s sense that he derived his beliefs decided how things ought to be, work is pure subjectivity (rather about the physical world not and then enunciated what the than the required combination only from a profound general principles had to be. of subjectivity and objectivity understanding of the way the Probability considerations are found in all good science). physics of the world works, but very unlikely to have been Freud’s data are questionable also from the mathematical much of a cogent force on his in a scientific sense since he did models that he developed of own beliefs, although they not carry out controlled experimentsrelationships that physical might have strengthened the and his observations were phenomena should obey. His scientific beliefs of others in his totally subjective assessments of equations governing the special theories (such as in the theory of what was happening to his and general theories of general relativity) at the earlier patients. But that has been the relativity, for example, were stages in his career. nature of most of the field of used to make corrections to We can discern several themes psychoanalysis, although there Isaac Newton’s laws of motion, in this recital of the earlier uses are positive signs that the stance and to generate predictions of informal subjectivity in may be undergoing change in about what might be observed science, and the use of formal the appropriate direction. in appropriate hypothetical probability to examine Marie Curie (1967-1934) was circumstances, as when competing scientific hypotheses. long sustained in her traveling at speeds near the First, we see generalizations investigation of radium by her speed of light. But he never from data (induction), precisely belief that the new substance experimentally tested any of his as Bacon had prescribed (and was an element. But her belief theories; he merely stated them contrary to Popper’s views that elements could not be subjectively and involving falsification). But transmuted to other elements mathematically, fully expecting sometimes, these generalizations (even through radioactive them to correctly characterize go well beyond the data at hand,

11 ISBA Bulletin, September 2001 BAYESIAN HISTORY and can lead either to correct Earth revolves around the Sun. was in the service of a theory inferential leaps or mistaken Third, we have seen instances now believed to be true; in over-generalizations. We have in which a scientist becomes Burt’s case the jury is still out. seen Harvey correctly assume sufficiently convinced of the Sir Isaac Newton altered data that the origin of all life is in the correctness of the line of between editions of his ovum, even though he was unable investigation being followed masterpiece, The Principia, in to understand the significance of thethat a single-minded order that his theoretical ovaries in mammals. But we have stubbornness develops. We contentions appear in the best also seen Aristotle over-generalize have seen Marie Curie insisting possible light. Both Antoine from watching extremely light that her newly discovered Lavoisier and Louis Pasteur and heavy objects fall. He substance, radium, is an claimed to have carried out concluded that heavy objects element, and we see Michael experiments that were either tend to fall toward the earth and Faraday laboring for a decade to incomplete or even not yet light ones tend to rise and thus demonstrate the induction of begun at the time they that the speed of fall is related to electricity from magnetism. published the supposed results. an object’s weight. Finally there are instances of We do not condone their Second, we have seen subjectivity that fall on the bending, or even breaking, the instances in which a scientist, border of outright fraud - and accepted rules of honesty overwhelmed by a theory, is apt instances that fall squarely applicable no less in the practice to see what the theory within the domain of the of science than more broadly in prescribes (or is unlikely to see fraudulent. To range outside of normal human interaction. what the theory denies). Marie the 12 scientists we have been Nevertheless, we must note that Curie, guided by a belief in the discussing for a moment, Newton, Lavoisier, and Pasteur conservation of energy, failed to Johannes Kepler, Gregor were most often correct in their identify the mechanism that Mendel, Robert Millikan and scientific conclusions, and that gives rise to radioactivity. And Cyril Burt reported data that they enormously advanced the Albert Einstein insisted that any were “too good to be true”, to cause of science with their thinking. data that might seem to extend use the term employed Subjectivity occurs, and contradict his theory would by Fisher (see Fisher, R. A., 1936, should occur, in the work of prime facie be mistaken. Note “Has Mendel’s Work Been scientists; it is not just a factor how this statement echoes Rediscovered?”, Annals of that plays a minor role that we Galileo’s expression of awe at Science, 1, 115-137) to describe need to ignore as a flaw that learning that the adherents of his view of the work of Mendel, sometimes creeps into the Copernican (heliocentric) but that in each case fit the otherwise “objective” scientific system were able to ignore the theory that the scientist was analysis. Total objectivity in evidence of their own senses trying to prove or to science is a myth. Good science (that the Sun appears to rotate demonstrate. The data inevitably involves a mixture of around Earth) to conclude that doctoring in three of these cases subjective and objective parts.

MOREABOUT ISBA members would like to a substantial book on Bayes THOMAS BAYES know about these. written by Andrew Dale David Bellhouse has ([email protected]) and due to be by Anthony O’Hagan discovered some manuscripts published by Springer-Verlag [email protected] that throw light on Bayes’s next year. Andrew says, “It status in contemporary should run to about 600 pages, I Since writing in the last mathematical circles, and has think. There will be some Bulletin about my very amateur written a fascinating biography chapters on the Bayes family (as piece of historical investigation of Bayes. This and a technical much as I have been able to on Thomas Bayes and Richard article on the manuscripts find) and on Thomas’s time in Price, I have heard about two themselves can be found on Tunbridge Wells. Then chapters much more extensive and David’s website at on the works, and finally authoritative studies by www.stats.uwo.ca/faculty/ something about Bunhill Fields, colleagues in Canada and South bellhouse/bayespage.htm. the Bayes family vault and wills Africa. I am sure that many Then you can look forward to of some of the Bayes family”.

12 ISBA Bulletin, September 2001 APPLICATIONS

BAYESIANS IN Carlo methods was also choice problems are resolved AGRICULTURAL organized by George Davis. easily using model averaging. ECONOMICS Frontier sessions, a recent Garth Holloway presented a by Garth Holloway, Jeff innovation at AAEA and CAES non-zero censored Tobit Dorfman and George Davis meetings, demonstrate regression applied to data on [email protected], cutting-edge techniques and milk-market participation in the [email protected], their application to problems in Ethiopian highlands and [email protected] agricultural and demonstrated how routine natural-resource economics. Bill application of MCMC generates Growing interest in Bayesian McCausland, with John quantities of importance for methods among agricultural Geweke, demonstrated development policy. Finally, economists was evident in the Bayesian estimation of the although an unavoidable recent, joint meetings of the Seemingly Unrelated circumstance prevented Peter American Agricultural Economics Regression model using their Rossi from delivering Association (AAEA) and the software Bayesian Analysis, informative discussion Canadian Agricultural Computation, and comments (Jeff Dorfman Economics Society (CAES), Communication (BACC). The moderated an enlivened Chicago, Illinois, August 5-8. session generated considerable post-presentation debate) There, three sessions were interest, signaling to the many participants (including recent organized that focused on who attended that perceived ISBA inductees Wally Thurman Bayesian methods, computational entry costs associated with and George Davis) heeded his issues in Bayesian analysis and using Bayesian techniques are culinary advice, adjourning for Bayesian comparisons with in significant decline. Finally, a a delightful evening of Italian sampling theory approaches to session entitled Markov Chain fare at a local restaurant and model selection. The three Monte Carlo Methods: A User’s conversation on a wide range of sessions were an immense Guide For Agricultural Economists topics, including Lindley’s success, being some of the most was organized by Jeff Dorfman paradox and a list of potential well attended in the authors’ and Garth Holloway. The venues for future ISBA memories. George Davis objectives were to make meetings. In the great tradition organized a session entitled accessible to agricultural of ISBA, we stayed until the Econometric Methodologies for the economists MCMC methods; restaurant was ready to close, Model Specification Problem: demonstrate how routine with considerable wine drunk in Addressing Old Problems in The application of MCMC solves the interim. Electronic versions New Century. Its purpose was to problems of fundamental of the papers in this last session compare and contrast the importance in agriculture and (“Markov Chain Monte Carlo Bayesian approach to model economic development; and, Methods: A Tutorial” by Bill selection with the frequentist generally, advance the pace of McCausland and John Geweke, approach (as represented by adoption of Bayesian methods “Bayesian Model Averaging in probabilistic reduction). Aris among agricultural economists. Consumer Demand Systems Spanos and Anya McGuirk John Geweke presented an with Inequality Constraints” by contributed a paper on “A introduction to MCMC theory C.L. Chua, Bill Griffiths and Probabilistic Reduction Approach and recent developments in its Chris O’Donnell, “Tobit to the Model Specification applications, including estimation With Unknown Point Problem” (discussed by George projections about fruitful of Censoring With An Davis) and John Geweke and avenues for future research. Bill application to Milk-Market Bill McCausland contributed Griffiths used MCMC methods Participation In The Ethiopian one on “Bayesian Specification to impose both equality Highlands” by Garth Holloway, Analysis in Econometrics” restrictions (homogeneity, Jeff Dorfman and Simeon Ehui (discussed by Wally Thurman). adding up and symmetry) and and “Discussion” by Peter The papers and discussions will inequality restrictions Rossi) are available at appear in the December 2001 (monotonicity and concavity) ftp://ftp.cgiar.org/ilri/LPAP. Proceedings issue of the on the parameters of the The papers will appear in the American Journal of popular translog and November 2001 issue of the Agricultural Economics. A almost-ideal demand systems Canadian Journal of “frontier” session on Monte and demonstrated how model Agricultural Economics.

13 ISBA Bulletin, September 2001 VALENCIA / VILLEGAS

7TH VALENCIA www.stat.duke.edu/valencia7. or decide to present a poster in INTERNATIONAL For the first time, ISBA is the always popular and well MEETINGON using a fully electronic system attended evening poster BAYESIAN STATISTICS for the submission of abstracts sessions. The deadline for to the SCP competition. With submitting a paper for 2002 ISBA the generous cooperation of presentation in one of the poster INTERNATIONAL Microsoft Corporation, the sessions is April 10, 2002. For MEETING Selection Committee has now additional information on the access to software that enables poster presentations, please Spain, June 2 - 6, 2002 the members to receive, visit the ISBA web site or the Preparations for the Valencia 7 distribute, and keep track of two Valencia 7 web sites listed meetings are now well abstracts, using only the web. above. underway, and the deadline for Because the system has not been ISBA members at the time of submitting an abstract to the previously available to us, we registration will be able to competition for Selected hope to receive feedback from register to participate in the Contributed Papers is fast the ISBA members who had a meeting at a reduced fee, so do approaching. As a reminder, the chance to try it out themselves. not let your ISBA membership Selection Committee chaired by So please write and let us know expire at the end of the year. Hal Stern, has established of your experiences with You can renew your ISBA October 15, 2001, as the abstract submission! membership very conveniently deadline for receiving abstracts Please plan to attend Valencia on-line; the registration web to be considered for SCP. For 7. The meetings will take place page provided by ISBA is secure additional information about on a beautiful beach (Playa de and thus payment can be the new SCP sessions, and to las Americas) on the island of submitted safely through the obtain instructions on how to Tenerife, one of the Canary web. submit an abstract for Islands. There are ample We hope to see many of our consideration, please check the opportunities to present your ISBA friends in Tenerife, so ISBA web site at work at the Valencia 7 meetings; mark your calendars, and start www.bayesian.org or the while the invited portion of the planning for a week of excellent Valencia 7 web site at program has already been set, talks, invigorating discussions, www.uv.es/valencia7 or its you can still choose to submit an and of course sun, surf, and a mirror site at abstract to the SCP competition, great time.

CESAREO VILLEGAS visiting Associate Professor at theoretical and included the University of Rochester amongst others, eight papers in Dear Colleagues: (1968 to 1970). He joined Simon the Annals and three in JASA. Cesareo Villegas, Professor Fraser University in 1970 as an Some of his best known work Emeritus in the Department of Associate Professor and was the involved the development of Statistics and Actuarial Science founding statistician. From 1979 priors satisfying certain at Simon Fraser University until his retirement in 1986, he invariance properties. passed away on July 8/2001 at served as Full Professor. Although his published work 80 years of age. He is survived Cesareo Villegas was an was characterized by in Canada by his wife Nellie, expert in the foundations of mathematics, and in particular four children and four Bayesian statistics, beginning algebra and probability theory, grandchildren, and in Uruguay his work in the days when Cesareo had an interest in by three brothers and two Bayesian methods were not so applications. One topic which sisters. fashionable. He was one of the caught his fancy for a sustained Professor Villegas received original handful of pioneers period involved the possible the Ing Ind degree in who participated in the now relationship between river flows Engineering from the U. de la wildly popular Valencia and sunspots. Professor Villegas Republica in Uruguay in 1953. meetings that promote the was a scholar; he read widely, After 20 years in faculty Bayesian point of view. he thought long and deeply and positions at U. de la Republica, His publications were he wrote quality papers. He was he came to North America as a

14 ISBA Bulletin, September 2001 VILLEGAS / TEACHING active in his retirement and the balance to support graduate prostate cancer for a number of maintained an NSERC grant up students at SFU. He was a role years. The last three months he until the year of his death. model who demonstrated how was hospitalized and was Cesareo was a gentle man to love and how to attend further diagnosed with a brain who lived his life with dignity. consistently to one’s work tumour. He lived his last Although quiet in nature, he without being overly distracted months and days pain free. could become animated when by the politics of academia. His He is deeply missed. engaged in almost any topic, priorities in life were firmly Respectfully submitted, spiritual or scientific. He was established, and in increasing generous with his time to young order of importance, these Tim Swartz and Michael Stephens investigators and when it was included statistics, his family Department of Statistics and clear that he was unable to and his faith. Actuarial Science, Simon Fraser spend his grant in 2001, he used Cesareo had a slow growing University

GETTING greater or lesser degrees by from them as though it were a EPIDEMIOLOGY what they’ve read in the dirty little secret, the main STUDENTS STARTED medical and epidemiologic challenges I’ve encountered WITH BAYES literature and by some of what thus far have been the usual they’ve been taught (or not fears of applied users: fears by Charles Poole taught) in “biostatistics for about the difficulty and [email protected] epidemiologists” courses. subjectivity in specifying priors, Almost all feel profoundly fears about needing to use I teach intermediate and disappointed when they learn unfamiliar software, and fears advanced epidemiologic that p-values and confidence about producing work that methods to epidemiology intervals refer to probabilities of won’t be understood and that graduate students. In the data and not to probabilities of therefore won’t be publishable. statistical part of my teaching, I hypotheses. The first of these challenges is try to encourage future I believe epidemiologists an especially big one for me, as I epidemiologists to become have every right and every don’t countenance noninformative informed consumers of good reason to ask the questions priors. I’m in the business of statistical methods. Informed about probabilities of training informed consumers have goals they hypotheses, to which p-values epidemiologists. I hope none of want to achieve and problems and confidence intervals give my students would begin an they want to solve. They aren’t such notoriously misleading analysis of real data by afraid to keep asking “stupid answers. This belief obliges me knowingly and explicitly stating questions” until they get to make my students aware, at a that, say, a relative risk they’re understandable, helpful minimum, that Bayesian trying to estimate might just as answers. They make choices methods exist. This is a fairly well be zero, infinity or any and don’t just accept the first bold step, given that many value in between. Epidemiologists tool they’re handed. They create biostatistics and epidemiology always have more information demand, in the economic sense. textbooks don’t even have index than that. I hope the In short, informed entries for Bayes’s theorem, let epidemiologists I help to train epidemiologic consumers of alone Bayesian statistics. I try to will feel obliged to use that statistical methods can be a teach “intro to Bayes” information, not free to ignore it. major pain to their friendly side-by-side with frequentist So my students have to specify neighborhood biostatisticians! methods, and regularly prove proper priors. At first, they don’t I began introducing students the well known downsides of like doing that any more than to Bayesian methods out of such an approach. But I don’t other newcomers to Bayesian necessity. I’ve found that after I seem to have a choice. methods. I’ve tried using a very explain what p-values and Aside from the incredulity, small study in which a prior confidence intervals aren’t, betrayal and disappointment probability can be specified for many students remain many of my students feel upon every possible parameter value, incredulous. Some of the learning that a helpful set of but that is like pulling teeth. remainder feel betrayed to methods has been kept hidden Now I use normal

15 ISBA Bulletin, September 2001 TEACHING / JAPAN priors for log relative risks, but diagnostic tests often serves student who is familiar with only as a rough and ready nicely; clinicians and their medical cartography, where starter kit. Symmetrical priors patients reasonably want to Bayesian methods for are often not very realistic in my know the probability of disease smoothing rates have enjoyed a field, where we usually have given a test result, but they can’t long tradition, may not find pretty strong information arrive at this posterior other applications quite as alien favoring causation over probability without specifying a as some other students do. prevention, or prevention over prior one. The “multiple Lately I’ve considered illustrating causation. The balance I’m comparisons problem” is a nice the use of prior information on seeking is to impart a view that hook for some students, for confounders, on the hunch that priors are necessary, important, many of whom a Bayesian this application might rank and subject to critical discussion, outlook creates an affirmative relatively low on the but without fostering too much way out of a perplexing “threatening scale” for many obsession over specifying dilemma of being forced to students. But perhaps the best exactly “the right” prior. choose between the result and hook for epidemiology students I’m constantly searching for the ensemble as the reference into Bayes at the present time, “hooks” into Bayes, by which I frame. A growing interest in however, is meta-analysis. I mean familiar contexts in which multilevel modeling, occasioned often describe a well-done a Bayesian outlook seems not in part by a recent renaissance meta-analysis, especially a only unthreatening but in social epidemiology, puts meta-regression analysis obviously helpful or perhaps some students into a providing a summary estimate even necessary. For clinically hierarchical frame of mind in from studies “like this one”, as a oriented students, the which prior expectations enter reasonably good source for a interpretation of screening and naturally. The occasional prior distribution.

BAYESIANS Japan that deals with classical Foundations of Statistics (Savage, IN JAPAN statistics and Bayesian statistics. 1954), Game Theory and Statistical Statistical education is Decision (Blackwell and by Yasuhiro Omori and performed in each department Girshick, 1954) and Applied Hajime Wago or institute. Most statisticians Statistical Decision Theory (Raiffa [email protected] belong to the department of and Schlaifer, 1961). In 1960, [email protected] economics or engineering. In there was a conference held by Japan, each fields has its own International Statistical Institute In 1952, a group of students statistical association, related to in Tokyo, and Suzuki gave a talk met at the Institute of Statistical their origin. Unfortunately, this on “Sequential Sampling Plan” Mathematics (ISM) every week situation hinders the chance of using non-Bayesian approach. to study Statistical Decision gathering a research team that Lindley from London Function (Wald, 1950). It was a studies Bayesian Statistics. We University suggested him to use beginning of the Bayesian have not captured how many Bayesian approach, and he research in Japan. Some of them members of ISBA are there in published his first paper using were students from Department Japan. A brief look at statistics Bayesian approach in Annals of of Mathematics at University of community in Japan may show Institute of Statistical Tokyo and were attracted by the that most of the statisticians are Mathematics. Thus Bayesian mathematical beauty of Wald non-Bayesian. However, it research started to unfold (1950). Among them were Yukio seems quite interesting that they gradually at ISM. Nozomu Suzuki, Kenichi Inada, accept the Bayesian approach as Matsubara, a researcher of ISM, Hirofumi Uzawa, Kameo a useful method with a good became a student of Chernoff at Matsuhita. Suzuki became one theoretical base in statistical Stanford University (1968-1972) of the first Bayesians in Japan, decision theory. Suzuki was and published Bayesian articles while Inada and Uzawa moved hired by ISM in 1953, and as well as some Japanese their interest to the economics, continued reading the literature textbooks on the statistical and are now well-known on Bayesian statistics with decision theory (Fujimoto and economists. There is no Matsushita and Hiroshi Matsubara, 1976 and Department of Statistics in Fujimoto, such as The Matsubara, 1977). He is also

16 ISBA Bulletin, September 2001 JAPAN one of pure Bayesians in Japan but later moved his interest cycle hypothesis–application of such as Suzuki and Fujimoto, towards management science a gradual switching regression”, and is now at University of such as information and system and “Bayesian test of a Tokyo. Around that time, theory. On the other hand, parameter shift”. (These papers Yoshiko Nogami, returned from Suzuki continued his work on were later published in the Michigan State University and Bayesian research and also Journal of Econometrics in became an empirical Bayesian at wrote some Bayesian textbooks 1976-1977). Tsurumi took a University of Tsukuba. There in Japanese. Kazuo Shigemasu sabbatical leave from Queen’s was another movement of and Hiroshi Watanabe are also University in Kingston, Ontario, Bayesian activities starting with Bayesians from School of Canada and stayed at the Japan Koichi Miyazawa at Education at University of Economic Research Center for Department of Economics, Tokyo. Shigemasu obtained a 1973-1974. At the suggestion of University of Tokyo. He started Ph.D. degree under the Hajime Wago and Kuriyama, he his research on the statistical supervision of Melvin Novick at gave a series of seminars decision theory with Akio Kudo University of Iowa in 1974 and focusing on Bayesian who wrote several papers on now at Department of Life applications, supported by the slippage problems at Kyusyu Sciences, University of Tokyo. Fuyo Research Center. Wago is University. When Miyazawa He applied Bayesian approach now a Bayesian econometrician first tried to raise a new in the field of psychology using at Nagoya University and generation of Bayesians, multivariate analysis, structural works on cointegration analysis non-Bayesian approach was equation model, and item of time series, structural change dominant at University of response model. Shigemasu in production functions, Tokyo. This is because wrote a couple of Bayesian Bayesian estimation of business Motosaburo Masuyama who textbooks in Japanese. Similarly cycle model using such as an was a non-Bayesian statistician Watanabe obtained a Ph.D. asymmetric GARCH model and at Department of Medicine degree under the supervision of Markov switching model. Let received Asahi award (award Novick in 1977 and now at us move back to ISM. Hirotsugu from the newspaper) for his School of Education, University Akaike is also at ISM since 1952 book on non-Bayesian statistics. of Tokyo. On the other hand, and well known for his Akaike To overcome the difficulties, Hiroki Tsurumi (Rutgers Information Criterion. He was Miyazawa called Suzuki to University) got a Ph.D. degree one year senior to Suzuki at University of Tokyo in 1968, and at University of Pennsylvania in University of Tokyo, and was thence it provided another 1967 under the supervision of originally non-Bayesian who stronghold of Bayesian research. Lawrence Klein, making wrote papers on state space They used textbooks such as econometric models of U.S. modeling of time series. In 1976, Savage (1954), Optimal Statistical automobile industry and he started Bayesian research Decisions (DeGroot, 1970) , companies. When he attended when he visited Harvard Bayesian Inference in Statistical the 2nd World Congress in University as Vinton Hayes Analysis (Box and Tiao, 1973), Econometrics in England in Senior Fellow. He is not a pure and Statistical Decision Theory: 1970, there was an invited Bayesian, but rather a practical Foundations, Concepts, and lecture by Harold Jeffreys Bayesian in the sense that he Methods (Berger, 1980). Among chaired by Arnold Zellner. considered that a Bayesian their students were Shintaro Jeffreys’ lecture made him more model is just another type of Sono (Hokkaido University), curious about Bayesian statistical model for extracting Michikazu Aoi (Keio statistics. Realizing that most of the information provided by the University), Akira Sekiya (Daito the Bayesian statistical papers data. His practical attitude Bunka University), Michiko and books were devoid of toward statistical method was Hiradate (Kanazawa University applications, he decided to learn acquired by his visit to Tukey at of Economics), Kensei Araya Bayesian methods by applying Princeton University during (Fukushima College) and them to some econometric 1966-1967. Akaike (1978) found Yasuto Yoshizoe (Aoyama models. He wrote papers on that the use of AIC values for a Gakuin University). In 1971, “Bayesian estimation of CES prior weight of competing Miyazawa wrote some books on production functions”, “A models improve the accuracy of the statistical decision theory, Bayesian test of the product life prediction (which is related

17 ISBA Bulletin, September 2001 JAPAN to Bayesian model averaging). multiple regression models and molecular phylogenetics. Yasuo He also applied Gaussian neural network models. In the Ohashi (Department of smoothness prior to the field of Geophysics, Tomoyuki Medicine, University of Tokyo) seasonal adjustment of time Higuchi developed Monte Carlo also started to apply Bayesian series and gave a talk at the first filter using the genetic approach in Biostatistics. International Bayesian Meeting algorithm operator and also Eiichiro Funo (Kanto Gakuin in Valencia, Spain in 1980. designed Bayesian seasonal University) works on Bayesian Akaike influenced many adjustment of the time series in estimation under sampling with researchers to work on Bayesian the natural phenomena. In 1993 missing, pooling and censoring. statistics at ISM in the Eighties. the first International Bayesian Katsuaki Iwaki (Asia Among them were Makio meeting was held in Fuji, Japan. University) visited Purdue Ishiguro, Yoshihiko Ogata, This meeting was requested by University in 1996, and now Genshiro Kitagawa, Yoshiyuki Zellner and organized by works on the noninformative Sakamoto, Giichiro Suzuki and Tanabe and Wago, supported by prior for model selection. Kunio Tanabe. Ishiguro worked ISM. Many old and new friends Further, there has been an on Bayesian time series attended including Arnold increasing number of Bayesian modeling and seasonal Zellner, Jim Berger, Jose researchers at Department of adjustment using BAYSEA Bernard, Dale Poirier, Herman Economics, working on Markov (Bayesian seasonal adjustment van Dijk, Wolfgang Polasek, chain Monte Carlo method. program). Kitagawa also John Geweke, Hiroki Tsurumi, Among them are Manabu Asai conducted a research on Seymour Geisser, Noel Cressie, (Ristumeikan University), seasonal adjustment of time Yu-ch-ho and others. This was Hideo Kozumi (Hokkaido series using Decomp (its on-line quite a nice opportunity for University), Teruo Nakatsuma version, Web-Decomp, is now graduate student majoring (Keio University), Yasuhiro available by Seisho Sato at ISM). statistics and econometrics to Omori and Toshiaki Watanabe He is well known for the attend such a stimulus meeting. (Tokyo Metropolitan smoothness prior models of After that several Bayesian University). Watanabe T. and Kitagawa and Gersh (1984) for sections in two international Asai applied Bayesian the state space modeling of time meetings were held by ISM. estimation method in the field series with trend and Some Japanese presented their of financial econometrics such seasonality. Ogata wrote papers papers in Valencia Meeting as stochastic volatility model. on point process, spatial (from the first to the sixth: These applications in statistics, statistical seismology Akaike, Suzuki, Wago, Arai, econometrics and financial and Markov chain Monte Carlo Shigemasu, Terui, and Sekiya), econometrics are extending the method, while Sakamoto ISBA (Wago), Riverboat boundaries of Bayesian focused on Bayesian analysis of Conference (Tsurumi, Wago, activities to the financial categorical data. Suzuki G. Kato, and Naniwa), ISI and engineers such as Toshinori pursued empirical Bayesian other international professional Takayama (SG Yamaichi Asset analysis, and Tanabe worked on societies meetings. Bayesian Management) and Kasuya Bayesian nonparametric density activities become widespread in (Bank of Japan). Bayesian estimation and inverse problem. the Nineties. Humiyasu Komaki research activities are now very In the late Eighties and the (Department of Mathematical active in Japanese universities Nineties, Takashi Nakamura Engineering and Information with strong interaction with used Bayesian Cohort model to Physics, University of Tokyo) universities abroad. We are analyze data obtained using a uses Bayesian approach to planning a joint Bayesian multiple-choice question, and state-space modeling of time research and meeting with Nobuhisa Kashiwagi wrote series sampled from continuous Korea, China and the countries papers on the spatial process with pulses. Hirohisa of Southeast Asia. We are also smoothing. Yukito Iba worked Kishino (Graduate School of planning to hold a meeting on on the improvement of Markov Agriculture and Life Sciences Bayesian application to financial chain Monte Carlo sampler in University of Tokyo) recently econometrics using MCMC in the computational physics, and started to use Bayesian the near future. Bayesian variable selection in hierarchical model in the

18 ISBA Bulletin, September 2001 SOFTWARE

IMPLEMENTING MCMC thousands) of iterates. Such compile to parallel. However, computational demands push GUI and graphical support is by Brad Carlin, Chris Holmes, the limits of modern processors weak, and it is much quicker to H˚avard Rue, Mike Smith and and equipment, and it is simply dump results to ASCII Simon Wilson essential that the sampling files, and read them into Splus schemes are coded in a or MATLAB, and use their vast [email protected] thoughtful manner, and using a plotting infrastructure to [email protected] lower level language. Higher produce figures. However, [email protected] level languages, such as the when combined with IMSL, [email protected] otherwise excellent MATLAB, are Lapack, Linpack and personal [email protected] simply not feasible options due subroutine libraries, I have not to speed, storage and RAM yet come across a quicker way ➤ Editorial by Leo Knorr-Held requirements. However, my of efficiently coding sampling As an associate editor of the research focus is on schemes at the more ISBA Bulletin I asked Mike methodology development, and computationally intensive end Smith a few months ago if he I would very concerned to of the spectrum. could come up with an minimise code development ➤ H˚avardRue on C interesting topic on Bayesian time. Therefore, while it is software. Mike suggested to common to turn to C or C++ to High-level computing have a general discussion on tackle this task, I instead software like S-PLUS, R, MATLAB, how to implement MCMC these recommend my students or Octave have become days. I liked the idea and so I implement their sampling increasingly popular and asked a number of experts in schemes in Fortran95 because I provide a powerful framework the field to write a few lines believe it represents the best to do exploration and testing of about their views. Fortunately balance between computational new ideas and algorithms. The all five of them (including Mike) requirements and code benefits are obvious, a agreed and I am very glad to be development time. high-level environment allows able to present their experiences The first thing to note about you to code programs very and recommendations in this Fortran95 (and the almost efficiently as all sorts of utilities issue. I like to thank all of the identical Fortran90) is that it is like operating on matrices and contributors as I believe these an almost unrecognisable preparing plots are a natural comments can be very helpful, improvement over Fortran77. part of the software. The cost is especially for young PhD Out are long lists of subroutine less efficient code, where “how students, who are unsure which arguments, line indenting and much less efficient” depends software to use to implement endless loops for matrix roughly on how much time the MCMC. It starts with Mike’s calculations. In are basic object code uses in its “environment” comments on Fortran, other handling for defined types (such compare to its “core”. As an software discussed includes C, as banded matrices or various example, consider MATLAB, and WinBUGS. decompositions), more compact for j=1 to ncol(x) syntax, options to compile real for i=1 to nrow(x) ➤ Mike Smith on Fortran numbers to quad precision (32 x(i,j) = 0.0 I use MCMC methods to decimal places), a full suite of which is very inefficient estimate a range of time series methods for efficient dynamic compared to calling a built-in and cross-sectional econometric memory allocation and pointers. function (written in C or models. These models typically Excellent compilers can be Fortran) FillMatrix(x,0.0).A involve a large number of found for all popular operating speed-up of 100 and more using parameters and are applied to systems, and particularly useful the built-in function is not datasets often numbering into is that the language is backward uncommon. For this particular the tens of thousands of compatible, allowing easy example on a 100 × 100 matrix, I observations. This gives rise to access to the vast and stable got a speed-up of 500 (!) serious computational issues Fortran77 libraries. Moreover, compared to Octave, (a that are compounded by the fact Fortran95 is well suited for use MATLAB-“clone” which is free that the sampling schemes on parallel machines, with the software) on my laptop running usually have to be run for source usually only requiring Linux. thousands (or tens of relatively minor alterations to

19 ISBA Bulletin, September 2001 SOFTWARE

The majority of all MCMC and they will even statistical routines that S-PLUS programs use some kind of choose/combine the has built up. For example, there single-site updates, which environment/language which is is not, as far as I am aware, a naturally have the overall most efficient for each problem suite of convergence diagnostic structure for models specified to optimize their own time! functions available for MATLAB. through its directed acyclic There is no reason why All the useful options in graph PhD-students in statistics using WinBUGS for plotting kernel for iter=1 to Niter+Nburnin MCMC should not be able to density estimators, etc. must for j=1 to Nvariables learn C or C++ and thereby get also be written. Update(j,variables,data) some basic knowledge in ➤ Chris Holmes on MATLAB computing, so the faster they where the function Update master it the better! MATLAB provides a general contains a loop like purpose environment for ➤ Simon Wilson on combining for k in Neighbours(j) scientific programming and in logdens += MATLAB and C particular mathematical lcd(k, variables, data), I am using more and more the computing. It comes with a here lcd() denotes a function combination of MATLAB and C. large number of built in which evaluates the This is mainly because most of functions designed to automate corresponding log conditional my research is with engineers, many standard tasks. Typical density. Obviously MCMC who are usually familiar with functions that I tend to use programs are a natural MATLAB and know nothing of include, matrix inversion, candidate for running very S-PLUS or WinBUGS. But I also optimisation, sort routines and inefficiently using a high-level find that MATLAB is much easier random number generation programming environment, than S-PLUS for students to from various distributions. since they often consist of pick up at first, especially if they MATLAB has I feel a great deal simple operations (i.e. single have programmed in C or Java to offer the user wishing to code updates) inside nested loops. as an undergraduate. It also up an MCMC algorithm for Hence, the speed-up writing the runs faster than S-PLUS in my simulating Bayesian statistical same code in C or C++ can be experience. However, it is models. Some attractive quite surprising. One may important that you have the features of the MATLAB language argue that coding using loops MATLAB “Statistics Toolbox” are (in no particular order): (i) inside S-PLUS, say, is not very available; this has a range of speed of development; (ii) ease smart and there are better and extra plots, does regression, of implementation and more efficient ways to do it; ANOVA, etc., and has functions interpretation; (iii) run-time Well, I agree, but most people for simulating from many graphics facilities; (iv) “think in loops” and will different distribution functions. numerical stability and quality implement the algorithm in the Without it, MATLAB has a very of built in library functions; (v) way they think. limited range of statistical debug editor. Its major I have experienced MCMC functions. disadvantage in comparison to schemes for even quite simple Once the students really get a compiled language such as C models coded in S-PLUS, which into the MCMC, they start to or Fortran is its relative speed; ran to slow to get reasonably complain at how slow MATLAB at a rough guess around 10 precise estimates. After is! Then, if they have not done it times slower, though MATLAB re-coding it into C, we got already, I start them would appear to be much faster precise estimates in less than a programming in C. MATLAB can than many other interpreted minute. I am sure the call C routines to do the heavy languages such as S-PLUS. Splus-code could be written computation, leaving it to plot The points raised above have more efficient, but the person output, run diagnostics, etc. a number of practical who wrote it could not and was This combination combines implications for MCMC not able to code it in C or C++. speed with the ability of MATLAB simulation. Features (i) and (ii) Perhaps this is the point; Those to display results well. enable the rapid prototyping of who are able to write (relatively) Disadvantages of this ideas as working code can be efficient S-PLUS-code are also combination are that MATLAB is written extremely quickly; the those with enough interest in not a statistics package, and so excellent debug facilities (v) also programming to learn C or C++, lacks the large library of help with this. This can save

20 ISBA Bulletin, September 2001 SOFTWARE days of development time over loops for which MATLAB is many standard models the same program written in say notoriously poor. A compiler is (e.g. hierarchical linear models C. This facilitates the testing of available for MATLAB which will using standard distributional more speculative ideas as you translate MATLAB code into C (or families). The package is also know that potentially you will Fortran) code which can then now sufficiently bug-free that I only waste a couple of hours of be compiled. However, I have do not hesitate recommending it programming if the method never managed to get this to to statisticians used to the does not work! The second work properly, which of course high-quality output produced point (ii) is also significant if is not to say that it is not entirely by SAS or S-PLUS. It is also you are working on a joint straightforward. general enough that I no longer project with co-workers. Trying In conclusion my teach anything else in my to read even my own C code recommendation would be to Masters-level courses or short after a period away from it is always implement first within courses, though in my usually a painful experience. MATLAB for rapid development PhD-level course here at Trying to read someone else’s C and test of concept. If speed is Minnesota I still require code is in my experience subsequently an issue then students to work a couple of practically impossible. MATLAB redevelop in C, C++ or Fortran problems in Fortran or C, since code is remarkably interpretable using the MATLAB code as a blue their dissertation work may as the basic syntax is lifted from print. Finally check that the well involve models still linear algebra and the function results concur. beyond WinBUGS’ reach. names are transparent. ➤ Brad Carlin on WinBUGS Still, at least in my own area Moreover, I have not come (spatio-temporal modeling), this across any difficulty running the Appendix C of my book with reach continues to extend: the same code on different Tom Louis (Carlin and Louis, next release of GeoBUGS, the operating systems and on 2000, Bayes and Empirical Bayes spatial statistics add-on to different platforms such as Sun, Methods for Data Analysis, WinBUGS, will offer functions for DEC or PC. The run-time Chapman and Hall/CRC Press) both lattice and geostatistical graphics mentioned in (iii) contains a brief review of many (kriging) models, as well as the allow the display of summary commercial and noncommercial ability to read in geographic statistics from the Markov chain packages available for Bayesian boundary files from either during simulation. This is analysis. While more are of S-PLUS or ARC/INFO. This latter useful for monitoring course emerging every day, of part is particularly exciting, convergence as well as those currently available, only since it means we can now use highlighting any unusual the BUGS package the maps library in S-PLUS to behaviour that would suggest www.mrc-bsu.cam.ac.uk/bugs output county boundaries for that the program is not doing seems to offer enough any state in the US, read them what you expect it to do. generality to be considered as into GeoBUGS, perform the Numerical stability (iv) can be an all-purpose Bayesian required MCMC sampling, and important for instance if you are model-fitting tool. The original draw summary maps of fitted inverting large matrices with UNIX BUGS product was county-specific rates suitable for large condition numbers (ratio essentially only a sampling publication all within the of smallest to largest engine, and so needed the Bayesian sampling software; eigenvalues). MATLAB’s pseudo assistance of the CODA (and now there is no need for the user to random number generators BOA) functions for output learn a GIS like ARC/INFO or have excellent properties which analysis and convergence ArcView at all. Coupled with is incredibly important when diagnosis (see the latter language developments in other performing Monte Carlo package’s website at areas (e.g. the PKBUGS add-on for simulation where we may www.public-health.uiowa.edu/boa). pharmacokinetic modeling), implement millions of calls to a But the Windows version of WinBUGS seems to remain the generator. BUGS, WinBUGS, does offer best choice for users seeking an My only real gripe concerns the enough extra plotting, entre into Bayesian analysis that speed. Compiled languages diagnostic, and post-sampling is both relatively easy to learn, remain much faster especially summary features that it can be yet general enough to justify its for routines that use nested used on its own, at least for modest learning curve.

21 ISBA Bulletin, September 2001 BIBLIOGRAPHY

ANNOTATED label switching. Performance of allows for a partially proper BIBLIOGRAPHYON the algorithm is examined and prior. SOME RECENT some modifications discussed. • C.P. ROBERTAND K.L. CONTRIBUTIONSTO • G.CELEUX,M.HURN, AND MENGERSEN (1999) BAYESIAN MIXTURE C.P. ROBERT (2000) Reparameterization issues in MODELING Computational and inferential mixture modeling and their difficulties with mixture bearing on MCMC algorithms by Paul L. Mosquin posterior distributions Journal Computational Statistics and Data and Steven F. Arnold of the American Statistical Analysis. 29, 325-343. [email protected] Association. 451, 957-970. This paper develops earlier [email protected] This paper considers the label work to extend partially proper Research in Bayesian mixture switching problem in mixture parameterizations of the finite models continues to be an active simulation. A review of an mixture model to arbitrary and diverse field. Here we earlier clustering based number of components. Two consider some recent approach is provided, and its such parameterizations are contributions, grouped roughly performance compared with considered, and one found to be according to primary area of that of some new approaches superior according to focus. based on a loss function. The convergence properties. relabeling algorithms are found • K.ROEDERAND L. ➤ Label Switching to perform in a largely similar WASSERMAN (1997) Practical The usual invariance of manner, and provide an Bayesian density estimation mixture likelihoods and priors improvement over the use of using mixtures of normals. to permutation of component imposed constraints. Journal of the American Statistical labels leads to a similar ➤ Prior Specification and Association. 439, 894-902. invariance in the posterior Model Parameterization A partially proper prior is distribution, and a tendency for presented for the analysis of component labels to relabel The inability to directly normal mixtures of fixed during simulation. specify improper priors for the component number. The prior • G.CELEUX (1998) Bayesian component parameters of a leads to a proper posterior, and inference for mixtures: The finite mixture has motivated the does not require subjective label switching problem. In: development of priors and input for either the location or COMPSTAT 98 R. Payne and P parameterizations which allow the scale. Consistency results Green (Eds.) Physica-Verlag, subjective input to be are given as the number of 227-232. minimized. components grows with the A clustering method is • K.L.MENGERSENAND C.P. sample size. developed for unraveling the ROBERT (1996) Testing for • L.WASSERMAN (2000) component relabelings. mixtures: a Bayesian entropic Asymptotic Inference for Simulation of a two component approach. In: J.O. Berger, J.M. mixture models using exponential mixture reveals that Bernardo, A.P. Dawid, D.V. data-dependent priors Journal of the method performs favorably Lindley, and A.F.M. Smith (Eds.) the Royal Statistical Society, Series compared to either the use of Bayesian Statistics, Vol. 5, Oxford B. 62, 159-180. raw simulation output or the University Press, London, Data dependent priors are imposition identifying of 255-266. studied as a way to introduce component parameter This paper considers the use vague priors into the mixture constraints. of the entropy (Kullback-Leibler model. These priors are shown • M.STEPHENS (2000) distance) between a non-mixing in some cases to be the only Dealing with label switching and a two-component mixing priors that produce intervals in mixture models Journal of the distribution to test whether a with second order correct Royal Statistical Society, Series B. mixture structure is present. frequentist coverage. In 62, 795-809. Univariate normal models are particular this is shown for Presents a Kullback-Leibler considered with a new mixtures of univariate normals. based loss function algorithm to parameterization that separates Other results are given as well post-processing of mixture certain location and scale as interpretations of the simulation output so as to parameters from remaining resulting posterior distributions. unravel mixture component parameters of interest, and

22 ISBA Bulletin, September 2001 BIBLIOGRAPHY

➤ Selecting the Number of birth distribution discussed, as presented. The methods are Components well as extension of the point applied to a bivariate normal These articles provide process approach to dataset. Approaches for approaches for determining the non-mixture problems are extension to incorporate number of components present discussed. hyperparameters and for in the mixture model. • H.ISHWARAN, L.F. JAMES, prediction are described, and AND J.SUN (2001) Bayesian convergence issues discussed. • S.RICHARDSONAND P.J. model selection in finite • R.NEAL (2000) Markov GREEN (1997) On Bayesian analysis of mixtures with an mixtures by marginal density Chain Sampling Methods for unknown number of decompositions. Journal of the Dirichlet Process Mixture components. Journal of the Royal American Statistical Models. Journal of Computational Statistical Society, Series B. 59, Association. To appear. and Graphical Statistics. 9, 731-792. In this paper a prior is placed 249-265. Reversible jump methods are over the space of mixing Methods for Dirichlet process applied to the modeling of finite distributions of at most K mixtures are further developed mixtures allowing for a random components. Decomposition of for situations with component number and so a the marginal component non-conjugate priors. These fully Bayesian approach to the number density leads to a methods are based on problem. These methods allow weighted Bayes factor method introduction of a the Markov chain simulation to for consistently estimating the Metropolis-Hastings or reversibly move between model true component number. introduction of both a subspaces of differing Simulation is conducted by use Metropolis-Hastings step and a dimension, as represented by of the generalized weighted Gibbs step. Simulations are mixtures of differing component Chinese restaurant algorithm conducted to evaluate relative number. The methods are and the blocked Gibbs sampler. performance of developed and applied to hierarchical The rate of estimation is shown existing approaches, with some to be the frequentist of the developed approaches univariate normal mixture −1/4 model using a variety of optimal Op(n ). showing good performance. A datasets. An extensive, ➤ Dirichlet Process Mixtures review of previous work on insightful discussion follows. Dirichlet process mixtures is Dirichlet process mixture provided. • M.STEPHENS (2000) models are so named since the ➤ Bayesian analysis of mixtures prior for the mixing distribution Reviews with an unknown number of is modeled as a Dirichlet Finally, the following review components - an alternative to process. The resulting mixtures chapter provides an reversible jump methods. of countably infinite component introduction to the area. Annals of Statistics 28, 40-74. number provide a broad • G.MCLACHLANAND D. A birth-death process approach to the mixture PEEL (2000) Bayesian approach approach to analyzing mixtures problem. to mixture analysis Chapter 4 in of a random number of • S.N.MACEACHERNAND P. Finite Mixture Models, Wiley, components is given. The MULLER¨ (1998) Estimating 117-134. process is a marked point mixtures of Dirichlet process Gives a general overview of process, with the mixture models. Journal of Computational the developments in the field. component parameters being and Graphical Statistics. Also covers some Bayesian points in its sample space. The 7,223-238. methods found largely in the method is implemented on Gibbs sampler approaches to computer science literature such univariate and bivariate the simulation of Dirichlet as a variational approach, and examples. Issues relating to process mixtures with one based on minimum prior selection and choice of non-conjugate priors are message length.

23 ISBA Bulletin, September 2001 STUDENT’S CORNER

NEW matching variables are likely to based on FMR and False CONTRIBUTIONS be observed with errors and Non-Match Rate, defined as the by M. Eugenia Castellanos that makes the linkage process number of false declared and Javier Morales not trivial. From a classical non-matches divided by the [email protected] viewpoint, the decision rule is total number of declared [email protected] chosen in order to minimise the non-matches; the other is a more expected number of possible eclectic approach which slightly This section includes three links at specified error levels. As deviates from a Bayesian road at papers. The first one consists in a measure of performance of the the reward of a more flexible an abstract of the thesis of Dr. procedure, the False Match Rate analysis. In this work, the use of Alessandra Nuccitelli. The other (FMR), defined as the number of the posterior mode(s) as point two are summaries of the false declared matches divided estimate(s) of the parameter of investigation that two students by the total number of declared interest is discussed. The are doing about applications in matches, can be adopted. proposed methodology is the financial field. In this work a fully Bayesian applied to simulated data. For approach to record linkage is the application presented, the Alessandra Nuccitelli proposed. The Bayesian knowledge on truth and Universita` di Roma Tre framework is particularly falsehood is used to evaluate the [email protected] suitable for the solution of the performance of the posterior Exact matching techniques: a following problems: 1) exact mode, detected by a simulated review and a Bayesian proposal. computation of the probability annealing algorithm, compared Advisor: Dr. Brunero Liseo that each pair is a match, to the classical decision rule conditionally on the observed implemented in the Record Record linkage (or exact data (the comparisons between Linkage Software, developed by matching) refers to the use of an the matching variables); 2) the Bureau of the Census. algorithmic technique to computation of conditional identify pairs of records (a, b), a probabilities that several pairs from file A and b from file B, are simultaneously matches. Extreme value analysis and that correspond to the same The second point represents an outlier detection: a Bayesian statistical unit (e.g. individual, improvement on the classical procedure business, dwelling). The need methods, where decision rules Stefano Cabras for record linkage procedures is establish separately for each Department of Statistics. ubiquitous in official statistics; pair if the records correspond to University of Florence. applications can be the same unit or not, without [email protected] characterised as falling into two considering the compatibility broad groups: 1) problems constraints, unless additional This work considers the where it is desired to draw procedures based on problem of estimating the inferences about relationships operational research techniques probability of an extreme event between variables collected in are used. In this approach a for the following independent different data files; 2) problems matrix, which indicates the random variables X1,X2, ..., Xn: where interest focuses directly pattern of matches in the two Pr (Xi ≤ x|Xi > u) , i = 1, 2, ..., n, on the number of individuals files, is considered as the where u is regarded as an high represented in one or both data quantity of interest. The threshold. If the empirical files. combinatorial nature of the distribution of Xi has heavy Clerks can review pairs of record linkage problem makes tails, then an adequate model, records, but that is time the analytic use of the marginal for describing the probability of consuming and costly. Given a posterior distribution for the extreme events, is the decision rule, computers can matrix practically impossible. Generalized Pareto Distribution quickly designate each pair as a So, a Metropolis-Hastings (GP D). The parameter u, of the link, a non-link or a possible algorithm is used to extract the GP D, has to be specified in link. The decision rule is based posterior distribution. Some order to identify those on the comparison between the possible inferential summaries observations to be considered as common fields (or matching are introduced: one is based on extremes. Since the u parameter variables) of the two files of a decision theoretic approach, determines the tails beginning records. Unfortunately, using a loss function which is or the support of the

24 ISBA Bulletin, September 2001 STUDENT’S CORNER

GP D, then a MLE of u is not way, all the observations planning horizon of one available, so empirical indicated by the expert are temporarily unit, VaR is frequentist methods are often dropped out and the pppp proportional to the 1 − cth used. calculated. The assumption of percentile of the distribution of The aim of this work is to X1,X2, ..., Xn independent Rt+1, where Rt represents the propose a Bayesian method for leads to assume as outliers all portfolio return at present estimating u by defining as observations larger then ub instant t. extremes, those observations (included those indicated by the In the Bayesian way, k that are outliers for a specified expert). However the historical portfolio returns, model f with unknown robustness of ub has to be r= (rt, . . . , rt−k+1), and a priori parameters, θ. By this way, the verified with respect to the information, It, can be used to original set X1,X2, ..., Xn is expert elicitation. obtain the predictive partitioned in two subsets: The method has been applied distribution p(Rt+1 | r,It). It is E = {X1,X2, ..., Xj, i.i.d. f} to the Value at Risk analysis on well known that financial and E = a time series of ten years daily returns exhibit high positive {Xj+1,Xj+2, ..., Xn, i.i.d. GP D}. stock returns(defined as the log kurtosis, therefore the Student The Bayesian estimation of θ is difference of two prices). For model has been proposed as conducted under the this series a normal model f has more adequate for explaining assumption that not all been considered. In order to the distribution of financial observations are informative for show the robustness of the returns. We have applied that the parameters, in particular estimations, it has been model to obtain a VaR with an when θ has the meaning of observed that expert elicitations, appealing interpretation in location and scale parameters, varying in the range [0.04, 0.08] terms of kurtosis and that it is the observed maximum is of percentages of possible very easy to calculate. suspected to give no outliers, lead to ub in the range Aside from the model information. Under the [0.052, 0.062] and, in general, ub selection for the financial assumption of Xi ∼ f, the u variability is an half of the returns, there are two questions parameter is the threshold by expert elicitations’ variability. that are of special interest. which all {Xi : Xi ∈ E, xi > u}. All numerical results have been On the one hand we would This result is due to the obtained by implementing rather include the problem of Pickands’s theorem which state MCMC methods. VaR in a decision problem, that the tails of a wide class of finding loss functions that models - f included - belong to exclude the (sometimes) Measuring the market risk Domain of Attraction of the arbitrary election of c. On the Gonzalo Garcia-Donato other hand, the frequentist GP D. Department of Economics. characteristics of VaR are also The partial posterior University of Castilla-La interesting, since these ones can predictive p−value (pppp) has Mancha. been taken as a measure for be used as management devices [email protected] outlier detection; it produces the in the medium and long term. It estimation of the threshold, ub. In a financial context it is is wanted that the proportion of The main problem, that arises in important to obtain measures of periods where the change of the multiple outliers detection, is the market risk of a portfolio of portfolio value is superior to the presence of the well known financial assets. One of that VaR is close to 1 − c. The high swamping and masking effects, measures is Value at Risk (VaR). dependence between that grow weak every detection VaR usually is defined as the consecutive VaR makes that the procedure. In order to partially maximum loss that a portfolio probabilistic VaR does not have a overcome this problem, it has can achieve during a certain good frequentist behavior. been used an expert elicitation planning horizon with a Therefore, it is necessary to on the amount of possible previously determined define in a different manner the outliers in the sample. By this probability c. Assuming a VaR for those cases.

25 ISBA Bulletin, September 2001 NEWS FROM THE WORLD

NEWSFROMTHE main objective of the I COBAL conference of the International WORLD is to enhance scientific Congress of Mathematicians integration and exchange across that will be held in August by Antonio Lijoi Latin American Bayesian 20-28, 2002, Bejing, China. The [email protected] communities by promoting main topics the symposium will researches recently developed deal with are: financial ✽ denotes an ISBA activity by latin american researchers. mathematics, Gaussian random ➤ Events I COBAL will also have the fields, Markov chain Monte sixth edition of the Brazilian Carlo, probability The Second Annual NIPS Meeting of Bayesian Statistics approximations and random Unlabeled Data Competition (EBEB) as a satellite conference. matrices. Website: and Workshop. December 7, The EBEB has been a biannual www.math.nus.edu.sg/ssa 2001, Whistler, Canada. national meeting since 1991 ENBIS 2002. September 23-24, This competition is a with recognition and promotion 2002, Rimini, Italy. challenge to the machine by the Brazilian Statistical The Second Annual learning community to develop Society since 1997. The EBEB Conference of the European and demonstrate methods to organization has been Network for Business and use unlabeled data to improve transferred to ISBRA since July Industrial Statistics aims to supervised learning. There is a 2000. Long talks, short talks and create a forum for users of web-site where participants can poster sessions are part of statistics to get together, share download and submit problem I COBAL’s scientific program. ideas and network. Information sets and compete head to head The deadline for abstracts is at www.ibisuva.nl/ENBIS/ or with other contestants in a series November, 10, 2001. Detailed contacting Soren Bisgaard of challenging unlabeled-data, information are available at: ([email protected]) supervised-learning problems. www.est.ufmg.br/ or Fabrizio Ruggeri Details at q.cis.uoguelph.ca/ cobal/indexIng.htm ([email protected]). ~skremer/NIPS2001/ International Conference on Third International Haifa Winter Workshop on Current Advances and Trends Conference on Data Mining Computer Science and Statistics. in Nonparametric Statistics. Methods and Databases for December 17-20, 2001, Haifa, Israel. July 15-19, 2002, Crete, Greece. Engineering, Finance and other The purpose of the workshop The conference will highlight Fields. September 25-27, 2002, is to bring together experts from the major trends in several areas Bologna, Italy. the fields of computer science of nonparametric statistics. Data Mining 2002 provides an and statistics and to explore Among other themes, the international forum for potential areas of research in conference will also focus on researchers and application order to stimulate collaborative Bayesian methods in developers from many different work. Particular areas of nonparametric statistics. Website: areas, to share state-of-the-art interest are: data mining, www.stat.psu.edu/~npconf/ research results and practical simulation-based computation, index.html development experiences. Main expert systems, automated International Biometric topics of the conference are: learning and robotics. For Conference 2002. July 21-26, data warehousing and further information please 2002, University of Freiburg, databases, web mining, data contact [email protected]. Germany. analysis and data mining on *I COBAL. February 3-7, 2002, Deadline for abstracts: large databases, data mining Sao Paulo, Brasil. January 15, 2002. Website: methodologies, knowledge The First Latin American www.ibc2002.uni-freiburg.de discovery and data mining, etc. Bayesian Meeting (I COBAL) is Papers are invited on the topics Symposium on Stochastics the first meeting by ISBRA (the outlined and others falling and its Applications – ICM Brazilian Chapter of ISBA) after within the scope of the meeting. 2002 satellite conference. its foundation last July during Deadline for abstracts: January, August 15-17, 2002, National the XIV Brazilian Symposium of 8, 2002. Website: University of Singapore. Probability and Statistics. The www.wessex.ac.uk/conferences/ The symposium is a satellite 2002/datamining02/index.html

26 ISBA Bulletin, September 2001 NEWS FROM THE WORLD

➤ Internet Resources Association’s Section for modelling for the prediction of Statistics in Marketing offers outstanding automobile claim Bayes Linear Methods home two awards, with honoraria, to amounts, Bayesian estimation of page. students who best apply distribution parameters of The website fourier.dur.ac. statistical thinking to marketing random sums, a Bayesian uk/stats/bayeslin/ contains problems. One award is for the approach to quality control useful information about Bayes best theory and modeling entry problems. During the linear methods. It contains a and the other for the best Conference, the Greek Statistical series of technical reports applied case study entry. Institute assigned the 2001 providing an introduction to Submissions in the theory and Lefkopoulou award. This year Bayes linear methods. modeling award must describe the prize was shared by Ioannis Moreover, one can find a list of a novel contribution to the Ntzoufras, for his PhD thesis researchers currently working statistics (or statistical “Aspects of Bayesian model and on the subject and a tutorial on modeling) literature as applied variable selection using solving basic problems using a to marketing. Submissions to MCMC”, and Haritini Tsangari, computer programming the applied case study will for her thesis entitled “New language named [B/D]. illustrate able application of models and methods for statistical methodology in a nonparametric analysis of Open Bayes discussion group. marketing setting but need not covariance (ANCOVA)”. The Richard Dybowski formed make a unique contribution to components of the Award the OpenBayes discussion the statistics literature. Each Committee were Professors group/email list on January 17, award is accompanied by a Stavros Kourouklis, University 2001. The goal is to discuss the 2,000 USD scholarship to of Patras and Takis Papaioannou, development of an open source support students in traveling to University of Piraeus. library for probabilistic and attending the Joint The Proceedings of the graphical models. It contains Statistical Meetings (to be held Conference can be requested at some useful links to some in New York City, August 2002) [email protected]. (Thanks relevant articles, assembled where they must present their to Prof. Takis Papaioannou) (and mostly written) by Kevin work. The deadline for next Murphy. One can find year’s entry is April 15, 2002. Call for Papers - New instructions on how to subscribe For further details, contact INFORMS Journal on Decision to the list at the following URL: prof. Bradlow: Analysis http.cs.berkeley.edu/~murphyk/ [email protected] The Decision Analysis Society OpenBayes/index.html and INFORMS are going to ➤ ➤ Miscellanea introduce Decision Analysis, a Awards and Prizes new journal that focuses on the Bayesian Statistics in Greece. development and study of *2001 Mitchell Prize. The Greek Statistical Institute operational decision-making The 2001 Mitchell Prize has is the official association of methods, drawing on all aspects been awarded to Keisuke statisticians in Greece. Among of decision theory and decision Hirano, Guido Imbens, Donald other activities, the Greek analysis, with the ultimate Rubin and Xiao-Hua Zhou for Statistical Institute organizes an objective of providing practical the Bayesian analysis of a annual conference. The 14th guidance for decision makers. substantive and concrete Conference was held in April The anticipated publication date problem that appeared in their 2001 at the island of Skiathos. of the first issue is scheduled for 2000 paper “Assessing the effect The Bayesian presentation was 2003. Interested researchers are of an influenza vaccine in an stronger this year. There was a invited to submit their decision encouragement design”. The session named “Bayesian analysis manuscripts for award presentation took place Statistics and Decision Sciences” publication consideration. at the SBSS meeting in Atlanta and several Bayesian talks were Further details about the during the JSM in August, with presented, including the talk of journal’s editorial objectives, Don Rubin accepting the Prize the Lefkopoulou award. Some intended audience, and review on behalf of his co-authors. of the topics were : Bayesian process can be found at the Students Awards Program. model and variable selection journal’s website: The American Statistical using MCMC, Bayesian da.pubs.informs.org

27 ISBA Bulletin, September 2001

Executive Committee Program Council Board Members

Deborah Ashby, Mark Berliner, President: Alicia Carriquiry Chair: Anthony O’Hagan Nicky Best, Petros Dellaportas, Past President: Philip Dawid Vice Chair: Luis Raul Pericchi Dani Gamerman, Jayanta Ghosh, President Elect: David Draper Past Chair: Edward George Eduardo Gutierrez Pena,˜ Anthony Treasurer: Valen Johnson O’Hagan, Raquel Prado, Sylvia Executive Secretary: Richardson, Dalene Stangl, Mark Cindy L. Christiansen Steel § ¤ Web page: www.bayesian.org ¦ ¥

EDITORIAL BOARD

Editor

Fabrizio Ruggeri

Associate Editors Corresponding Editors

Students’ Corner Christophe Abraham Maria Eugenia Castellanos Agata Boratynska Javier Morales Bill Bolstad Applications Cinzia Carota Kate Cowles Andres Christen Gul¨ Ergun Annotated Bibliography Josep Ginebra Duncan Fong Paul Gustafson Software Review Katja Ickstadt Leonhard Knorr-Held Shu-Ing Liu Hedibert Freitas Lopes News from the World Ioannis Ntzoufras Antonio Lijoi Yasuhiro Omori Bayesian History Susan Paddock Raquel Prado Carlos Daniel Paulino Interviews Abel Rodriguez David Rios Insua Aldo Sacerdoti Michael Wiper Mike Smith Mattias Villani Bayesian Teaching Cathal D. Walsh Dalene Stangl

 Mailing address: ISBA Bulletin - CNR IAMI - Via Amp`ere 56 - 20131 Milano (Italy) E-mail: [email protected] Phone: +39 0270643206 Fax: +39 0270643212 Web page: www.iami.mi.cnr.it/isba