IMS Bulletin 42(7)
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												Reminiscences of a Statistician Reminiscences of a Statistician the Company I Kept
Reminiscences of a Statistician Reminiscences of a Statistician The Company I Kept E.L. Lehmann E.L. Lehmann University of California, Berkeley, CA 94704-2864 USA ISBN-13: 978-0-387-71596-4 e-ISBN-13: 978-0-387-71597-1 Library of Congress Control Number: 2007924716 © 2008 Springer Science+Business Media, LLC All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights. Printed on acid-free paper. 987654321 springer.com To our grandchildren Joanna, Emily, Paul Jacob and Celia Gabe and Tavi and great-granddaughter Audrey Preface It has been my good fortune to meet and get to know many remarkable people, mostly statisticians and mathematicians, and to derive much pleasure and benefit from these contacts. They were teachers, colleagues and students, and the following pages sketch their careers and our interactions. Also included are a few persons with whom I had little or no direct contact but whose ideas had a decisive influence on my work. - 
												
												Strength in Numbers: the Rising of Academic Statistics Departments In
Agresti · Meng Agresti Eds. Alan Agresti · Xiao-Li Meng Editors Strength in Numbers: The Rising of Academic Statistics DepartmentsStatistics in the U.S. Rising of Academic The in Numbers: Strength Statistics Departments in the U.S. Strength in Numbers: The Rising of Academic Statistics Departments in the U.S. Alan Agresti • Xiao-Li Meng Editors Strength in Numbers: The Rising of Academic Statistics Departments in the U.S. 123 Editors Alan Agresti Xiao-Li Meng Department of Statistics Department of Statistics University of Florida Harvard University Gainesville, FL Cambridge, MA USA USA ISBN 978-1-4614-3648-5 ISBN 978-1-4614-3649-2 (eBook) DOI 10.1007/978-1-4614-3649-2 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012942702 Ó Springer Science+Business Media New York 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. - 
												
												Statistical Inference: Paradigms and Controversies in Historic Perspective
Jostein Lillestøl, NHH 2014 Statistical inference: Paradigms and controversies in historic perspective 1. Five paradigms We will cover the following five lines of thought: 1. Early Bayesian inference and its revival Inverse probability – Non-informative priors – “Objective” Bayes (1763), Laplace (1774), Jeffreys (1931), Bernardo (1975) 2. Fisherian inference Evidence oriented – Likelihood – Fisher information - Necessity Fisher (1921 and later) 3. Neyman- Pearson inference Action oriented – Frequentist/Sample space – Objective Neyman (1933, 1937), Pearson (1933), Wald (1939), Lehmann (1950 and later) 4. Neo - Bayesian inference Coherent decisions - Subjective/personal De Finetti (1937), Savage (1951), Lindley (1953) 5. Likelihood inference Evidence based – likelihood profiles – likelihood ratios Barnard (1949), Birnbaum (1962), Edwards (1972) Classical inference as it has been practiced since the 1950’s is really none of these in its pure form. It is more like a pragmatic mix of 2 and 3, in particular with respect to testing of significance, pretending to be both action and evidence oriented, which is hard to fulfill in a consistent manner. To keep our minds on track we do not single out this as a separate paradigm, but will discuss this at the end. A main concern through the history of statistical inference has been to establish a sound scientific framework for the analysis of sampled data. Concepts were initially often vague and disputed, but even after their clarification, various schools of thought have at times been in strong opposition to each other. When we try to describe the approaches here, we will use the notions of today. All five paradigms of statistical inference are based on modeling the observed data x given some parameter or “state of the world” , which essentially corresponds to stating the conditional distribution f(x|(or making some assumptions about it). - 
												
												December 2000
THE ISBA BULLETIN Vol. 7 No. 4 December 2000 The o±cial bulletin of the International Society for Bayesian Analysis A WORD FROM already lays out all the elements mere statisticians might have THE PRESIDENT of the philosophical position anything to say to them that by Philip Dawid that he was to continue to could possibly be worth ISBA President develop and promote (to a listening to. I recently acted as [email protected] largely uncomprehending an expert witness for the audience) for the rest of his life. defence in a murder appeal, Radical Probabilism He is utterly uncompromising which revolved around a Modern Bayesianism is doing in his rejection of the realist variant of the “Prosecutor’s a wonderful job in an enormous conception that Probability is Fallacy” (the confusion of range of applied activities, somehow “out there in the world”, P (innocencejevidence) with supplying modelling, data and in his pragmatist emphasis P ('evidencejinnocence)). $ analysis and inference on Subjective Probability as Contents procedures to nourish parts that something that can be measured other techniques cannot reach. and regulated by suitable ➤ ISBA Elections and Logo But Bayesianism is far more instruments (betting behaviour, ☛ Page 2 than a bag of tricks for helping or proper scoring rules). other specialists out with their What de Finetti constructed ➤ Interview with Lindley tricky problems – it is a totally was, essentially, a whole new ☛ Page 3 original way of thinking about theory of logic – in the broad ➤ New prizes the world we live in. I was sense of principles for thinking ☛ Page 5 forcibly struck by this when I and learning about how the had to deliver some brief world behaves. - 
												
												BCASA Newsletter Page 1 of 29
BostonBCASA Chapter of theNEWSLETTER American Statistical Association Serving Maine, Massachusetts, New Hampshire, Rhode Island, and Vermont Volume 35, No. 3, January 2017 Homepage: http://www.amstat.org/chapters/boston E-Mail: [email protected] SCHEDULED EVENTS & MEETINGS January 28, 2017, BCASA Annual Winter Potluck Dinner and Party Carlisle, MA Statistical Practice: Innovations and Best Practices for the Applied February 23-25, 2017 Jacksonville, FL Statisticians March 8, 2017 Annual Mosteller Statistician of the Year Award Banquet Simmons College April 8, 2017 Short Course: Introduction to Statistics for Spatio-Temporal Data Cambridge, MA April 21-22, 2017 The New England Statistics Symposium (NESS) Storrs, CT May 5, 2017 Adaptive Designs in Clinical Trials Cambridge, MA May 22-25, 2017 Modern Modeling Methods (M3) Conference Storrs, CT May 2017 Annual Meeting and Spring Social TBD July 29 – August 3, 2017 Joint Statistical Meetings Baltimore, MD September 23, 2017 2017 New England Symposium on Statistics in Sports Cambridge, MA Event schedule at the chapter website: http://www.amstat.org/chapters/boston Detailed announcements appear later in this newsletter. All events are announced in advance to members on our email list. We are currently planning events for the coming year. If you have suggestions please contact Program Chair Fotios Kokkotos, [email protected] _________________________________________________________________________________________________________________________________________ BCASA Newsletter Page 1 of 29 A NOTE FROM THE PLANNING COMMITTEE Welcome back. And Happy New Year to All! This edition of the newsletter begins with Presidents’ Reports from outgoing president James McDougall and incoming president Greta Ljung. We thank Jim for his excellent service as president during the past two years and we welcome Greta as our new president. - 
												
												“It Took a Global Conflict”— the Second World War and Probability in British
Keynames: M. S. Bartlett, D.G. Kendall, stochastic processes, World War II Wordcount: 17,843 words “It took a global conflict”— the Second World War and Probability in British Mathematics John Aldrich Economics Department University of Southampton Southampton SO17 1BJ UK e-mail: [email protected] Abstract In the twentieth century probability became a “respectable” branch of mathematics. This paper describes how in Britain the transformation came after the Second World War and was due largely to David Kendall and Maurice Bartlett who met and worked together in the war and afterwards worked on stochastic processes. Their interests later diverged and, while Bartlett stayed in applied probability, Kendall took an increasingly pure line. March 2020 Probability played no part in a respectable mathematics course, and it took a global conflict to change both British mathematics and D. G. Kendall. Kingman “Obituary: David George Kendall” Introduction In the twentieth century probability is said to have become a “respectable” or “bona fide” branch of mathematics, the transformation occurring at different times in different countries.1 In Britain it came after the Second World War with research on stochastic processes by Maurice Stevenson Bartlett (1910-2002; FRS 1961) and David George Kendall (1918-2007; FRS 1964).2 They also contributed as teachers, especially Kendall who was the “effective beginning of the probability tradition in this country”—his pupils and his pupils’ pupils are “everywhere” reported Bingham (1996: 185). Bartlett and Kendall had full careers—extending beyond retirement in 1975 and ‘85— but I concentrate on the years of setting-up, 1940-55. - 
												
												“I Didn't Want to Be a Statistician”
“I didn’t want to be a statistician” Making mathematical statisticians in the Second World War John Aldrich University of Southampton Seminar Durham January 2018 1 The individual before the event “I was interested in mathematics. I wanted to be either an analyst or possibly a mathematical physicist—I didn't want to be a statistician.” David Cox Interview 1994 A generation after the event “There was a large increase in the number of people who knew that statistics was an interesting subject. They had been given an excellent training free of charge.” George Barnard & Robin Plackett (1985) Statistics in the United Kingdom,1939-45 Cox, Barnard and Plackett were among the people who became mathematical statisticians 2 The people, born around 1920 and with a ‘name’ by the 60s : the 20/60s Robin Plackett was typical Born in 1920 Cambridge mathematics undergraduate 1940 Off the conveyor belt from Cambridge mathematics to statistics war-work at SR17 1942 Lecturer in Statistics at Liverpool in 1946 Professor of Statistics King’s College, Durham 1962 3 Some 20/60s (in 1968) 4 “It is interesting to note that a number of these men now hold statistical chairs in this country”* Egon Pearson on SR17 in 1973 In 1939 he was the UK’s only professor of statistics * Including Dennis Lindley Aberystwyth 1960 Peter Armitage School of Hygiene 1961 Robin Plackett Durham/Newcastle 1962 H. J. Godwin Royal Holloway 1968 Maurice Walker Sheffield 1972 5 SR 17 women in statistical chairs? None Few women in SR17: small skills pool—in 30s Cambridge graduated 5 times more men than women Post-war careers—not in statistics or universities Christine Stockman (1923-2015) Maths at Cambridge. - 
												
												Controversies in the Foundation of Statistics (Reprint)
CONTROVERSIES IN THE FOUNDATION OF STATISTICS (REPRINT) Bradley Efron 257 Controversies in the Foundations of statistics by Bradley Ephron This lively and wide-ranging article explores the philosophical battles among Bayesians, classical statisticians (freguentists), and a third group, termed the Fisherians. At this writing, no clear winner has emerged, although the freguentists may currently have the upper hand. The article gives examples of the approach to estimation of the mean of a distribution by each camp, and some problems with each approach. One section discusses Stein's estimator more rigorously than the Scientific American article by Ephron and Morris. Ephron speculates on the future of statistical theory. This article will give you insight regarding the fundamental problems of statistics that affect your work (in particular, as regards credibility). The bases of some common actuarial methods are still controversial. This article is presented as part of a program of reprinting important papers on the foundations of casualty actuarial science. It is reprinted with the generous permission of the Mathematical Association Of America. It originally appeared in the American Mathematical Monthly, Volume 85, Number 4, April 1979, pages 231 to 246. 259 CONTROVERSIES IN THE FOUNDATIONS OF STATISTICS BRADLEY EFRON 1. Iatmdda. Statistia scans IO be a diiuh sobjoct for nuthanrticians, pethaps boxuse its elusive and wide-ranging chanctcr mitipta agains tbe tnditional theorem-proof method of presentatii. II may come as some comfort then that statktii is rko a di&ult subject for statistic*n~ WC are now cekbnting tbe approximate bicententdal of I contnwetsy cowemily the basic natwe of ~r~isks. - 
												
												History of the Department of Statistics at Columbia University
Columbia University Statistics Tian Zheng and Zhiliang Ying Statistical Activities at Columbia Before 1946 Statistical activities at Columbia predate the formation of the department. Faculty members from other disciplines had carried out research and instruction of sta- tistics, especially in the Faculty of Political Sciences (Anderson 1955). Harold Hotelling’s arrival in 1931, a major turning point, propelled Columbia to a position of world leadership in Statistics. Hotelling’s primary research activities were in Mathematical, Economics, and Statistics but his interests had increasingly shifted toward Statistics. According to Paul Samuelson (Samuelson 1960), ‘‘It was at Columbia, in the decade before World War II, that Hotelling became the Mecca towards whom the best young students of economics and mathematical statistics turned. Hotelling’s increasing preoccupation with mathematical statistics was that discipline’s gain but a loss to the literature of economics.’’ His many contributions include canonical correlation, principal components and Hotelling’s T2. In 1938, after attending a conference of the Cowles Commission for Research in Economics, Abraham Wald, concerned by the situation in Europe, decided to stay in the United States. With Hotelling’s assistance, Wald came to Columbia on A substantial part of this chapter was developed based on Professor T. W. Anderson’s speech during our department’s sixtieth year anniversary reunion. We thank Professor Anderson for his help (as a founding member of our department) during the preparation of this chapter, our current department faculty members, Professors Ingram Olkin, and and Tze Leung Lai for their comments and suggestions on earlier versions of this chapter. Columbia University, Room 1005 SSW, MC 4690 1255 Amsterdam Avenue, New York, NY 10027, USA T. - 
												
												Statistical Inference from a Dempster-Shafer Perspective: What Has
Statistical Inference from a Dempster-Shafer Perspective: What has Changed over 50 Years? A. P. Dempster Department of Statistics, Harvard University Workshop on the Theory of Belief Functions ENSIETA, Brest, France, April 1-2, 2010 Abstract: In the first part of my talk, I review background leading up to the early DS inference methods of the 1960s, stressing their origins in R. A, Fisher’s “fiducial argument”. In the second part, I survey present attitudes, describing DS outputs as triples (p, q, r) of personal probabilities, where p is probability for the truth of an assertion, q is probability against, and r is a new probability of “don’t know”. I describe DS analysis in terms of independent probability components defined on margins of a state space model, to which computational operations of projection and combination are applied. I illustrate with a DS treatment of standard nonparametric inference, and an extension that “weakens” to gain protection against overly optimistic betting rules. Finally, I suggest that DS is an appropriate framework for the analysis of complex systems. Circa 1950, I was an undergraduate studying mainly mathematics, and some physics, in a strong program at the University of Toronto. Circa 1955, I was a PhD student in the Princeton Mathematics Department, having decided to go and study mathematical statistics with Sam Wilks and John Tukey. It was a good program, blending British applied mathematical emphasis with the more abstract Berkeley-based mathematical emphasis on what Jerzy Neyman called inductive behavior, all together with American pragmatism concerning applications. Circa 1960, I found myself in the young Harvard Statistics Department that had been founded by Fred Mosteller. - 
												
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Volume 46 • Issue 3 IMS Bulletin April/May 2017 2017 Tweedie Award winner CONTENTS The Institute of Mathematical Statistics 1 Tweedie Award has selected Rina Foygel Barber as the winner of this year’s Tweedie New 2 Members’ News: Danny Pfeffermann, Peter Researcher Award. Guttorp, Rajen Shah, Anton Rina is an Assistant Professor in the Wakolbinger Department of Statistics at the University of Chicago, since January 2014. In 3 Members’ News: ISI Elected members’ IMS elections; 2012–2013 she was an NSF postdoctoral Photo quiz fellow in the Department of Statistics at Stanford University, supervised by 4 Obituaries: Stephen E. Fienberg, Ulf Grenander Emmanuel Candès. Before her postdoc, she received her PhD in Statistics at the Pro Bono Statistics: Yoram Rina Barber 7 University of Chicago in 2012, advised Gat’s new column by Mathias Drton and Nati Srebro, and a MS in Mathematics at the University of 9 Recent papers: Stochastic Chicago in 2009. Prior to graduate school, she was a mathematics teacher at the Park Systems, Probability Surveys School of Baltimore from 2005 to 2007. 10 Donors to IMS Funds Rina lists her research interests as: high-dimensional inference, sparse and low-rank models, and nonconvex optimization, particularly optimization problems arising in 12 Meeting report medical imaging. Her homepage is https://www.stat.uchicago.edu/~rina/. 13 Terence’s Stuff: It Exists! The IMS Travel Awards Committee selected Rina “for groundbreaking contribu- 14 Meetings tions in high-dimensional statistics, including the identifiability of graphical models, low-rank matrix estimation, and false discovery rate theory. A special mention is made 22 Employment Opportunities for her role in the development of the knockoff filter for controlled variable selection.” Rina will present the Tweedie New Researcher Invited Lecture at the IMS New 23 International Calendar Researchers Conference, held this year at the Johns Hopkins University from July 27 Information for Advertisers 27–29 (see http://groups.imstat.org/newresearchers/conferences/nrc.html). - 
												
												When Did Bayesian Inference Become “Bayesian”?
Bayesian Analysis (2003) 1, Number 1, pp. 1–41 When Did Bayesian Inference Become “Bayesian”? Stephen E. Fienberg Department of Statistics, Cylab, and Center for Automated Learning and Discovery Carnegie Mellon University, Pittsburgh, PA 15213, U.S.A. Abstract. While Bayes’ theorem has a 250-year history and the method of in- verse probability that flowed from it dominated statistical thinking into the twen- tieth century, the adjective “Bayesian” was not part of the statistical lexicon until relatively recently. This paper provides an overview of key Bayesian develop- ments, beginning with Bayes’ posthumously published 1763 paper and continuing up through approximately 1970, including the period of time when “Bayesian” emerged as the label of choice for those who advocated Bayesian methods. Keywords: Bayes’ Theorem; Classical statistical methods; Frequentist methods; Inverse probability; Neo-Bayesian revival; Stigler’s Law of Eponymy; Subjective probability. 1 Introduction What’s in a name? It all depends, especially on the nature of the entity being named, but when it comes to statistical methods, names matter a lot. Whether the name is eponymous (as in Pearson’s chi-square statistic1, Student’s t-test, Hotelling’s T 2 statistic, the Box-Cox transformation, the Rasch model, and the Kaplan-Meier statistic) or “generic” (as in correlation coefficient or p-value) or even whimsical (as in the jackknife2 or the bootstrap3), names in the statistical literature often signal the adoption of new statistical ideas or shifts in the acceptability of sta- tistical methods and approaches.4 Today statisticians speak and write about Bayesian statistics and frequentist or classical statistical methods, and there is even a journal of Bayesian Analysis, but few appear to know where the descriptors “Bayesian” and “frequentist” came from or how they arose in the history of their field.