Memories of Mervyn Stone Rex Galbraith, Department of Statistical Science, UCL Janmuary 25, 2021
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National Academy Elects IMS Fellows Have You Voted Yet?
Volume 38 • Issue 5 IMS Bulletin June 2009 National Academy elects IMS Fellows CONTENTS The United States National Academy of Sciences has elected 72 new members and 1 National Academy elects 18 foreign associates from 15 countries in recognition of their distinguished and Raftery, Wong continuing achievements in original research. Among those elected are two IMS Adrian Raftery 2 Members’ News: Jianqing Fellows: , Blumstein-Jordan Professor of Statistics and Sociology, Center Fan; SIAM Fellows for Statistics and the Social Sciences, University of Washington, Seattle, and Wing Hung Wong, Professor 3 Laha Award recipients of Statistics and Professor of Health Research and Policy, 4 COPSS Fisher Lecturer: Department of Statistics, Stanford University, California. Noel Cressie The election was held April 28, during the business 5 Members’ Discoveries: session of the 146th annual meeting of the Academy. Nicolai Meinshausen Those elected bring the total number of active members 6 Medallion Lecture: Tony Cai to 2,150. Foreign associates are non-voting members of the Academy, with citizenship outside the United States. Meeting report: SSP Above: Adrian Raftery 7 This year’s election brings the total number of foreign 8 New IMS Fellows Below: Wing H. Wong associates to 404. The National Academy of Sciences is a private 10 Obituaries: Keith Worsley; I.J. Good organization of scientists and engineers dedicated to the furtherance of science and its use for general welfare. 12-3 JSM program highlights; It was established in 1863 by a congressional act of IMS sessions at JSM incorporation signed by Abraham Lincoln that calls on 14-5 JSM tours; More things to the Academy to act as an official adviser to the federal do in DC government, upon request, in any matter of science or 16 Accepting rejections technology. -
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. -
Memorial to Sir Harold Jeffreys 1891-1989 JOHN A
Memorial to Sir Harold Jeffreys 1891-1989 JOHN A. HUDSON and ALAN G. SMITH University of Cambridge, Cambridge, England Harold Jeffreys was one of this century’s greatest applied mathematicians, using mathematics as a means of under standing the physical world. Principally he was a geo physicist, although statisticians may feel that his greatest contribution was to the theory of probability. However, his interest in the latter subject stemmed from his realization of the need for a clear statistical method of analysis of data— at that time, travel-time readings from seismological stations across the world. He also made contributions to astronomy, fluid dynamics, meteorology, botany, psychol ogy, and photography. Perhaps one can identify Jeffreys’s principal interests from three major books that he wrote. His mathematical skills are displayed in Methods of Mathematical Physics, which he wrote with his wife Bertha Swirles Jeffreys and which was first published in 1946 and went through three editions. His Theory o f Probability, published in 1939 and also running to three editions, espoused Bayesian statistics, which were very unfashionable at the time but which have been taken up since by others and shown to be extremely powerful for the analysis of data and, in particular, image enhancement. However, the book for which he is probably best known is The Earth, Its Origin, History and Physical Consti tution, a broad-ranging account based on observations analyzed with care, using mathematics as a tool. Jeffreys’s scientific method (now known as Inverse Theory) was a logical process, clearly stated in another of his books, Scientific Inference. -
A Parsimonious Tour of Bayesian Model Uncertainty
A Parsimonious Tour of Bayesian Model Uncertainty Pierre-Alexandre Mattei Université Côte d’Azur Inria, Maasai project-team Laboratoire J.A. Dieudonné, UMR CNRS 7351 e-mail: [email protected] Abstract: Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears eas- ier and easier to try and fit many models to the data at hand, thereby reversing the Fisherian way of conducting science by collecting data after the scientific hypothesis (and hence the model) has been determined. The renewed goal of the statistician becomes to help the practitioner choose within such large and heterogeneous families of models, a task known as model selection. The Bayesian paradigm offers a systematized way of as- sessing this problem. This approach, launched by Harold Jeffreys in his 1935 book Theory of Probability, has witnessed a remarkable evolution in the last decades, that has brought about several new theoretical and methodological advances. Some of these recent developments are the focus of this survey, which tries to present a unifying perspective on work carried out by different communities. In particular, we focus on non-asymptotic out-of-sample performance of Bayesian model selection and averaging tech- niques, and draw connections with penalized maximum likelihood. We also describe recent extensions to wider classes of probabilistic frameworks in- cluding high-dimensional, unidentifiable, or likelihood-free models. Contents 1 Introduction: collecting data, fitting many models . .2 2 A brief history of Bayesian model uncertainty . .2 3 The foundations of Bayesian model uncertainty . .3 3.1 Handling model uncertainty with Bayes’s theorem . -
Elect New Council Members
Volume 43 • Issue 3 IMS Bulletin April/May 2014 Elect new Council members CONTENTS The annual IMS elections are announced, with one candidate for President-Elect— 1 IMS Elections 2014 Richard Davis—and 12 candidates standing for six places on Council. The Council nominees, in alphabetical order, are: Marek Biskup, Peter Bühlmann, Florentina Bunea, Members’ News: Ying Hung; 2–3 Sourav Chatterjee, Frank Den Hollander, Holger Dette, Geoffrey Grimmett, Davy Philip Protter, Raymond Paindaveine, Kavita Ramanan, Jonathan Taylor, Aad van der Vaart and Naisyin Wang. J. Carroll, Keith Crank, You can read their statements starting on page 8, or online at http://www.imstat.org/ Bani K. Mallick, Robert T. elections/candidates.htm. Smythe and Michael Stein; Electronic voting for the 2014 IMS Elections has opened. You can vote online using Stephen Fienberg; Alexandre the personalized link in the email sent by Aurore Delaigle, IMS Executive Secretary, Tsybakov; Gang Zheng which also contains your member ID. 3 Statistics in Action: A If you would prefer a paper ballot please contact IMS Canadian Outlook Executive Director, Elyse Gustafson (for contact details see the 4 Stéphane Boucheron panel on page 2). on Big Data Elections close on May 30, 2014. If you have any questions or concerns please feel free to 5 NSF funding opportunity e [email protected] Richard Davis contact Elyse Gustafson . 6 Hand Writing: Solving the Right Problem 7 Student Puzzle Corner 8 Meet the Candidates 13 Recent Papers: Probability Surveys; Stochastic Systems 15 COPSS publishes 50th Marek Biskup Peter Bühlmann Florentina Bunea Sourav Chatterjee anniversary volume 16 Rao Prize Conference 17 Calls for nominations 19 XL-Files: My Valentine’s Escape 20 IMS meetings Frank Den Hollander Holger Dette Geoffrey Grimmett Davy Paindaveine 25 Other meetings 30 Employment Opportunities 31 International Calendar 35 Information for Advertisers Read it online at Kavita Ramanan Jonathan Taylor Aad van der Vaart Naisyin Wang http://bulletin.imstat.org IMSBulletin 2 . -
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). -
Amstat News May 2011 President's Invited Column
May 2011 • Issue #407 AMSTATNEWS The Membership Magazine of the American Statistical Association • http://magazine.amstat.org Croatia Bosnia Serbia Herzegovina ThroughPeace Statistics ALSO: Meet Susan Boehmer, New IRS Statistics of Income Director Publications Agreement No. 41544521 Mining the Science out of Marketing Math Sciences in 2025 AMSTATNews May 2011 • Issue #407 Executive Director Ron Wasserstein: [email protected] Associate Executive Director and Director of Operations features Stephen Porzio: [email protected] 3 President’s Invited Column Director of Education Martha Aliaga: [email protected] 5 Pfizer Contributes to ASA's Educational Ambassador Program Director of Science Policy 5 TAS Article Cited in Supreme Court Case Steve Pierson: [email protected] 7 Writing Workshop for Junior Researchers to Take Place at JSM Managing Editor Megan Murphy: [email protected] 8 Meet Susan Boehmer, New IRS Statistics of Income Director Production Coordinators/Graphic Designers 10 Peace Through Statistics Melissa Muko: [email protected] 15 Statistics in Biopharmaceutical Research Kathryn Wright: [email protected] May Issue of SBR: A Festschrift for Gary Koch Publications Coordinator Val Nirala: [email protected] 16 Journal of the American Statistical Association March JASA Features ASA President’s Invited Address Advertising Manager Claudine Donovan: [email protected] 19 Technometrics Fingerprint Individuality Assessment Featured in May Issue Contributing Staff Members Pam Craven • Rosanne Desmone • Fay Gallagher • Eric Sampson Amstat News welcomes news items and letters from readers on matters of interest to the association and the profession. Address correspondence to Managing Editor, Amstat News, American Statistical Association, 732 North Washington Street, Alexandria VA 22314-1943 USA, or email amstat@ columns amstat.org. -
School of Social Sciences Economics Division University of Southampton Southampton SO17 1BJ, UK
School of Social Sciences Economics Division University of Southampton Southampton SO17 1BJ, UK Discussion Papers in Economics and Econometrics Professor A L Bowley’s Theory of the Representative Method John Aldrich No. 0801 This paper is available on our website http://www.socsci.soton.ac.uk/economics/Research/Discussion_Papers ISSN 0966-4246 Key names: Arthur L. Bowley, F. Y. Edgeworth, , R. A. Fisher, Adolph Jensen, J. M. Keynes, Jerzy Neyman, Karl Pearson, G. U. Yule. Keywords: History of Statistics, Sampling theory, Bayesian inference. Professor A. L. Bowley’s Theory of the Representative Method * John Aldrich Economics Division School of Social Sciences University of Southampton Southampton SO17 1BJ UK e-mail: [email protected] Abstract Arthur. L. Bowley (1869-1957) first advocated the use of surveys–the “representative method”–in 1906 and started to conduct surveys of economic and social conditions in 1912. Bowley’s 1926 memorandum for the International Statistical Institute on the “Measurement of the precision attained in sampling” was the first large-scale theoretical treatment of sample surveys as he conducted them. This paper examines Bowley’s arguments in the context of the statistical inference theory of the time. The great influence on Bowley’s conception of statistical inference was F. Y. Edgeworth but by 1926 R. A. Fisher was on the scene and was attacking Bayesian methods and promoting a replacement of his own. Bowley defended his Bayesian method against Fisher and against Jerzy Neyman when the latter put forward his concept of a confidence interval and applied it to the representative method. * Based on a talk given at the Sample Surveys and Bayesian Statistics Conference, Southampton, August 2008. -
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. -
A Conversation with Richard A. Olshen 3
Statistical Science 2015, Vol. 30, No. 1, 118–132 DOI: 10.1214/14-STS492 c Institute of Mathematical Statistics, 2015 A Conversation with Richard A. Olshen John A. Rice Abstract. Richard Olshen was born in Portland, Oregon, on May 17, 1942. Richard spent his early years in Chevy Chase, Maryland, but has lived most of his life in California. He received an A.B. in Statistics at the University of California, Berkeley, in 1963, and a Ph.D. in Statistics from Yale University in 1966, writing his dissertation under the direction of Jimmie Savage and Frank Anscombe. He served as Research Staff Statistician and Lecturer at Yale in 1966–1967. Richard accepted a faculty appointment at Stanford University in 1967, and has held tenured faculty positions at the University of Michigan (1972–1975), the University of California, San Diego (1975–1989), and Stanford University (since 1989). At Stanford, he is Professor of Health Research and Policy (Biostatistics), Chief of the Division of Biostatistics (since 1998) and Professor (by courtesy) of Electrical Engineering and of Statistics. At various times, he has had visiting faculty positions at Columbia, Harvard, MIT, Stanford and the Hebrew University. Richard’s research interests are in statistics and mathematics and their applications to medicine and biology. Much of his work has concerned binary tree-structured algorithms for classification, regression, survival analysis and clustering. Those for classification and survival analysis have been used with success in computer-aided diagnosis and prognosis, especially in cardiology, oncology and toxicology. He coauthored the 1984 book Classi- fication and Regression Trees (with Leo Brieman, Jerome Friedman and Charles Stone) which gives motivation, algorithms, various examples and mathematical theory for what have come to be known as CART algorithms. -
“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.