December 2016
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THE ISBA BULLETIN Vol. 23 No. 4 December 2016 The official bulletin of the International Society for Bayesian Analysis A MESSAGE FROM THE PRESIDENT -SteveMacEachern- tion, an arbitrary distribution for the random ef- ISBA President, 2016 fects rather than restricting it to normality. Non- [email protected] parametric Bayesian methods, often in the form a mixture models, have exploited this view with The first good snow of the year has come to great success. The Bayesian community is now Columbus, Ohio, USA (from whence I write). As quite comfortable writing and fitting these mod- is generally the case, the mild temperature in the els. 20s (a few degrees below zero for those famil- Heterogeneity of preferences has far stronger iar with the metric system) produced a soft, light implications than the mere hierarchical model. snow. The beauty of the day brought smiles to Different forms are needed to capture different most, and everywhere on campus the atmosphere individuals? choices and actions. I suspect that is cheery. Oddly enough, there are a few who the standard is for different segments of a popu- have a different opinion of the day, as judged by lation to follow qualitatively different models?in grim faces and grumbles about the weather. This a regression setting, with different sets of “active” contrast brings me to the topic of this column– predictors (Continued p. 2) heterogeneity. Heterogeneity of preferences and its cousin, di- versity of opinion, have made headlines through- In this issue out the world in the past year. Political news ranges from the Brexit vote in Britain, to the pres- idential election in the United States, to turmoil ‰ UPDATE FROM BA * in Korea, and well beyond. Locally, we have been Page 3 planning a renovation of the building that houses ‰ OBITUARIES: STEPHEN FIENBERG, HAJIME Statistics, and personal preferences show remark- WAGO * able variation (e.g., white board or blackboard?). Page 3 It is very clear that individuals have different and ‰ FROM THE PROGRAM COUNCIL strongly held opinions and preferences. *Page 4 Classical statisticians handle heterogeneity ‰ 2016 ISBA ELECTION RESULTS through random effects, usually part of a mixed *Page 6 model. In essence, the random effects are viewed ‰ CONFERENCE REPORT: ISBA@NIPS as a random sample from some distribution, *Page 6 typically a normal distribution. The standard Bayesian model for heterogeneity matches the ‰ NEWS FROM THE WORLD * classical one, with the random effects pulled to- Page 7 gether to form a hierarchical model. Incidentally, ‰ STUDENTS’ CORNER the assumption of a random sample of effects im- *Page 10 plies exchangeability of the effects. The Bayesian ‰ INTERVIEW: THOMAS LEONARD model has the advantage of suggesting, through *Page 11 the principal of full support for the prior distribu- ISBA Bulletin, 23(4), December 2016 FROM THE EDITOR and with these active predictors entering the in the analysis (Yu et al., 2011, Bayesian Syn- model in different forms. The resulting mixture thesis, Annals of Applied Statistics). The second over models can capture far greater heterogeneity focuses on data-analytic decisions. Rather than than the standard hierarchical model. Work along forcing the analyst to “purify” the data and model, these lines appears under various names, such as an insufficient, robust summary of the data is mixture-of-expert models, mixture-of-regression used in place of the data. Bayesian methods are models, and latent class models. This theme of applied to the summary rather than to the com- heterogeneity also arises in data analysis. In my plete data. This strategy accounts for deficiencies experience, each analyst gravitates toward his or in the model, including outliers and some forms her own toolbox when building models, be they of model misspecification (Lewis et al., 2012, Ro- Bayesian or classical. For any given problem, the bust Inference via the Blended Paradigm, Pro- various toolboxes, coupled with the skills of the ceedings of the Joint Statistical Meetings). The craftsman, work a bit better or a bit worse. A roots of these strategies can be traced in the lit- full assessment of model uncertainty cuts across erature for decades. Modern computation lets us many toolboxes (and, when modelling people’s implement them as never before. behavior, arguably cuts across mixtures of mod- Back to Columbus. After a good day’s work, els), the associated modelling strategies, and the I rushed home, eager to share the evening with decisions made during data analysis. my family. I arrived to find a snow covered side- An open question is how Bayesians can reliably walk and driveway. My son, understanding het- capture or adjust for this type of heterogeneity- erogeneity of preferences, had maximized family driven uncertainty. Two approaches stand out, utility. Out of kindness, he tells me, he left one of to which coauthors and I have contributed. One the great pleasures in life to me–shoveling snow. focuses on variation in models. Several analysts It is a joy indeed, provided the frequency is once tackle a data set, each building a Bayesian model, or twice a year. with the final summary synthesizing the results –Steve MacEachern across analysts. This accounts for heterogeneity FROM THE EDITOR Did you miss the email about the ISBA elec- Stephen Fienberg. We have included brief obit- tion results? We have them in this issue. Won- uaries, and hope to have some longer reflections der how ISBA@NIPS went? Also in this issue! A on the impact of these important Bayesians in the final highlight is the interview with one of the March issue. In the meantime, while we did not ISBA founders, Thomas Leonard. He was also have an ISBA interview with Stephen Fienberg, the first editor of this publication, then called the there is a fascinating interview with him from ISBA Newsletter. This follows on from last is- Statistical Science in 2013, which you can find sue’s interview with another of our former edi- here: https://arxiv.org/pdf/1310.2442.pdf. tors, Manuel Mendoza.... I’ll start making notes Both he, and Thomas Leonard in this issue, have for when I am interviewed in 25 years time! But thoughts about how our expertise and profession- in all seriousness, these interviews are an impor- alism as statisticians can make the world a better tant way of preserving the history of our soci- place–a fitting topic to contemplate as we enter ety. This was sadly driven home, as this final a new year. With my best wishes for the year to issue for 2016 was being put together, by the come, your Bulletin editor, passing of two ISBA fellows, Hajime Wago and Beatrix Jones 2 www.bayesian.org ISBA Bulletin, 23(4), December 2016 UPDATE FROM BA UPDATE FROM BA From the BA Editor “Bayesian Solution Uncertainty Quantification for -BrunoSans´o- Differential Equations”; Li Ma, Duke University, [email protected] presenting the paper “Adaptive Shrinkage in Polya Tree Type Models”; Adam Suarez,´ Monsanto Cor- The December issue of the journal is available poration, presenting the paper “Bayesian Estima- online at https://projecteuclid.org/euclid. tion of Principal Components for Functional Data” ba. As I had mentioned in the previous issue of and Herbie Lee, University of California Santa the ISBA bulletin, the December BA issue includes Cruz, presenting the paper “Multivariate Stochas- the discussion paper “Bayesian Solution Uncer- tic Process Models for Correlated Responses of tainty Quantification for Differential Equations” Mixed Type”. Invited sessions at JSM correspond by Oksana A. Chkrebtii, David A. Campbell, Ben to very competitive slots. The fact that BA keeps Calderhead, and Mark A. Girolami. This paper having a dedicated invited session year after year features invited discussions by Sarat Dass, Mar- is a testament of the great reputation of the jour- tin Lysy and Bani Mallick, and four contributed nal, and it gives our authors the chance to aug- discussions by: Francois-Xavier Briol, Jon Cock- ment the visibility of their work. ayne and Onur Teymur; William Weimin Yoo; Finally, I would like to mention that Kassandra Jon Cockayne; Michael Schober and Philipp Hen- Fronczyk will step down as Managing Editor of BA nig. The number of contributed discussions to the at the end of this year. Kassie worked as ME dur- Chkrebtii et al. illustrated the interest that such ing Marina Vannucci’s tenure as EiC and agreed to paper has generated within the community. stay for the transition during the first year of my The invited session on Highlights from Bayesian tenure. Thank you Kassie for all the energy you Analysis, has been approved by the 2017 Joint have dedicated to BA! Kassie will be replaced by Statistical Meetings Program Committee. The ses- Tony Pourmohamad, a young Bayesian who fin- sion will feature the speakers: Oksana Chkrebtii, ished his PhD last year under the supervision of Ohio State University, presenting the paper Herbie Lee, and is now a data scientist at Genen- tec. Welcome Tony! OBITUARIES This December has seen the passing of two very ing their impact – both scientific and personal–on influential statisticians, Stephen Fienberg and Ha- ISBA and the discipline of statistics. The March jime Wago, both fellows of ISBA. We include be- issue will cary some longer and more personal re- low some information about their distinguished flections on the contributions of these greats. careers, but realise this falls far short of represent- Hajime Wago naturally. He was born in 1943, and he acquired Kindly contributed by Professor Kazuhiko Kakamu, his master degree in economics at Waseda Univer- Kobe University sity and Ph.D. in economics at Osaka University in Japan. After he became a research associate at Hi- Hajime Wago, a fellow of ISBA, passed away on tachi and Fuyou Research Institute (1968-1975), December 4th, 2016 after his illness took a sud- he moved to Tsukuba University as an assistant den turn for the worse.