Many Perspectives on Deborah Mayo's" Statistical Inference As
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
The Interpretation of Probability: Still an Open Issue? 1
philosophies Article The Interpretation of Probability: Still an Open Issue? 1 Maria Carla Galavotti Department of Philosophy and Communication, University of Bologna, Via Zamboni 38, 40126 Bologna, Italy; [email protected] Received: 19 July 2017; Accepted: 19 August 2017; Published: 29 August 2017 Abstract: Probability as understood today, namely as a quantitative notion expressible by means of a function ranging in the interval between 0–1, took shape in the mid-17th century, and presents both a mathematical and a philosophical aspect. Of these two sides, the second is by far the most controversial, and fuels a heated debate, still ongoing. After a short historical sketch of the birth and developments of probability, its major interpretations are outlined, by referring to the work of their most prominent representatives. The final section addresses the question of whether any of such interpretations can presently be considered predominant, which is answered in the negative. Keywords: probability; classical theory; frequentism; logicism; subjectivism; propensity 1. A Long Story Made Short Probability, taken as a quantitative notion whose value ranges in the interval between 0 and 1, emerged around the middle of the 17th century thanks to the work of two leading French mathematicians: Blaise Pascal and Pierre Fermat. According to a well-known anecdote: “a problem about games of chance proposed to an austere Jansenist by a man of the world was the origin of the calculus of probabilities”2. The ‘man of the world’ was the French gentleman Chevalier de Méré, a conspicuous figure at the court of Louis XIV, who asked Pascal—the ‘austere Jansenist’—the solution to some questions regarding gambling, such as how many dice tosses are needed to have a fair chance to obtain a double-six, or how the players should divide the stakes if a game is interrupted. -
What Are the Most Important Statistical Ideas of the Past 50 Years?∗ Andrew Gelman† and Aki Vehtari‡ 3 June 2021
What are the most important statistical ideas of the past 50 years?∗ Andrew Gelmany and Aki Vehtariz 3 June 2021 Abstract We review the most important statistical ideas of the past half century, which we categorize as: counterfactual causal inference, bootstrapping and simulation-based inference, overparameterized models and regularization, Bayesian multilevel models, generic computation algorithms, adaptive decision analysis, robust inference, and exploratory data analysis. We discuss key contributions in these subfields, how they relate to modern computing and big data, and how they might be developed and extended in future decades. The goal of this article is to provoke thought and discussion regarding the larger themes of research in statistics and data science. 1. The most important statistical ideas of the past 50 years A lot has happened in the past half century! The eight ideas reviewed below represent a categorization based on our experiences and reading of the literature and are not listed in chronological order or in order of importance. They are separate concepts capturing different useful and general developments in statistics. The present review is intended to cover the territory and is influenced not just by our own experiences but also by discussions with others; nonetheless we recognize that any short overview will be incomplete, and we welcome further discussions from other perspectives. Each of these ideas has pre-1970 antecedents, both in the theoretical statistics literature and in the practice of various applied fields. But each has developed enough in the past fifty years to have become something new. 1.1. Counterfactual causal inference We begin with a cluster of different ideas that have appeared in statistics, econometrics, psychometrics, epidemiology, and computer science, all revolving around the challenges of causal inference, and all in some way bridging the gap between, on one hand, naive causal interpretation of observational inferences and, on the other, the recognition that correlation does not imply causation. -
Andrew Gelman Is a Professor of Statistics and Political Science and Director of the Applied Statistics Center at Columbia University
Andrew Gelman is a professor of statistics and political science and director of the Applied Statistics Center at Columbia University. Bio sketch below from Columbia University website. Gelman’s Blog: Statistical Modeling, Causal Inference and Social Science He has received the Outstanding Statistical Application award from the American Statistical Association, the award for best article published in the American Political Science Review, and the Council of Presidents of Statistical Societies award for outstanding contributions by a person under the age of 40. His books include Bayesian Data Analysis (with John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Don Rubin), Teaching Statistics: A Bag of Tricks (with Deb Nolan), Data Analysis Using Regression and Multilevel/Hierarchical Models (with Jennifer Hill), Red State, Blue State, Rich State, Poor State: Why Americans Vote the Way They Do (with David Park, Boris Shor, and Jeronimo Cortina), and A Quantitative Tour of the Social Sciences (co-edited with Jeronimo Cortina). Andrew has done research on a wide range of topics, including: why it is rational to vote; why campaign polls are so variable when elections are so predictable; why redistricting is good for democracy; reversals of death sentences; police stops in New York City, the statistical challenges of estimating small effects; the probability that your vote will be decisive; seats and votes in Congress; social network structure; arsenic in Bangladesh; radon in your basement; toxicology; medical imaging; and methods in surveys, experimental design, statistical inference, computation, and graphics. BOOKS: (complete publications here) • Bayesian Data Analysis, by Gelman, Carlin, Stern, Dunson, Vehtari, and Rubin (1995, 2003, 2013) Articles: • (2018) Don't characterize replications as successes or failures. -
Statistical Science Meets Philosophy of Science Part 2: Shallow Versus Deep Explorations
RMM Vol. 3, 2012, 71–107 Special Topic: Statistical Science and Philosophy of Science Edited by Deborah G. Mayo, Aris Spanos and Kent W. Staley http://www.rmm-journal.de/ Deborah Mayo Statistical Science Meets Philosophy of Science Part 2: Shallow versus Deep Explorations Abstract: Inability to clearly defend against the criticisms of frequentist methods has turned many a frequentist away from venturing into foundational battlegrounds. Conceding the dis- torted perspectives drawn from overly literal and radical expositions of what Fisher, Ney- man, and Pearson ‘really thought’, some deny they matter to current practice. The goal of this paper is not merely to call attention to the howlers that pass as legitimate crit- icisms of frequentist error statistics, but also to sketch the main lines of an alternative statistical philosophy within which to better articulate the roles and value of frequentist tools. 1. Comedy Hour at the Bayesian Retreat Overheard at the comedy hour at the Bayesian retreat: Did you hear the one about the frequentist. “who defended the reliability of his radiation reading, despite using a broken radiometer, on the grounds that most of the time he uses one that works, so on average he’s pretty reliable?” or “who claimed that observing ‘heads’ on a biased coin that lands heads with probability .05 is evidence of a statistically significant improve- ment over the standard treatment of diabetes, on the grounds that such an event occurs with low probability (.05)?” Such jests may work for an after-dinner laugh, but if it turns out that, despite being retreads of ‘straw-men’ fallacies, they form the basis of why some statis- ticians and philosophers reject frequentist methods, then they are not such a laughing matter. -
2018 Annual Report Alfred P
2018 Annual Report Alfred P. Sloan Foundation $ 2018 Annual Report Contents Preface II Mission Statement III From the President IV The Year in Discovery VI About the Grants Listing 1 2018 Grants by Program 2 2018 Financial Review 101 Audited Financial Statements and Schedules 103 Board of Trustees 133 Officers and Staff 134 Index of 2018 Grant Recipients 135 Cover: The Sloan Foundation Telescope at Apache Point Observatory, New Mexico as it appeared in May 1998, when it achieved first light as the primary instrument of the Sloan Digital Sky Survey. An early set of images is shown superimposed on the sky behind it. (CREDIT: DAN LONG, APACHE POINT OBSERVATORY) I Alfred P. Sloan Foundation $ 2018 Annual Report Preface The ALFRED P. SLOAN FOUNDATION administers a private fund for the benefit of the public. It accordingly recognizes the responsibility of making periodic reports to the public on the management of this fund. The Foundation therefore submits this public report for the year 2018. II Alfred P. Sloan Foundation $ 2018 Annual Report Mission Statement The ALFRED P. SLOAN FOUNDATION makes grants primarily to support original research and education related to science, technology, engineering, mathematics, and economics. The Foundation believes that these fields—and the scholars and practitioners who work in them—are chief drivers of the nation’s health and prosperity. The Foundation also believes that a reasoned, systematic understanding of the forces of nature and society, when applied inventively and wisely, can lead to a better world for all. III Alfred P. Sloan Foundation $ 2018 Annual Report From the President ADAM F. -
PHIL 8670 (Fall, 2015): Philosophy of Statistics
PHIL 8670 (Fall, 2015): Philosophy of Statistics Samuel C. Fletcher September 12, 2015 Primary Email: scfl[email protected] Office Phone: 612-625-4325 Office Hours: 754 Heller Hall, Tuesdays 3 pm { 4 pm, and by appointment Class Period: 731 Heller Hall, Tuesdays 4 pm { 6 pm Course Description Statistical methods form a significant part of the methodology of every scientific discipline. This seminar will survey a number of central philosophical and conceptual issues in statistics. After a brief review of elementary probability theory and its interpretation, we will consider at length both the classical and Bayesian schools of statistics: their formulations, and arguments pro and con. We will then consider a third school, likelihoodism, that is sometimes considered a compromise between classical and Bayesian methodologies and has gained favor among some philosophers of science. This leads to the likelihood principle, a natural focal point in the debate between these schools on the nature of evidence. The remainder of the seminar will be split between topics on statistical modeling (model verification and model selection), connections between the philosophy of statistics and more traditional topics in the philosophy of science (simplicity, induction and confirmation) and the relation between statistics and causation (randomness, randomization and causal inference). Evaluation Each week, there will be a semi-formal presentation of that week's reading assignment aimed at stimulating a critical discussion. For the first meeting (or two) I will be responsible for presenting, and for each of the remaining meetings, one or two students will be responsible. Students not presenting during a given week are responsible instead for submitting a one- paragraph question about a philosophical/conceptual issue arising in that week's readings to those presenting (and me). -
Fusion Confusion? Comments on Nancy Reid: “BFF Four–Are We Converging?”
Fusion Confusion? Comments on Nancy Reid: “BFF Four–Are we Converging?” Deborah G. Mayo The Fourth Bayesian, Fiducial and Frequentist Workshop (BFF4): Harvard University May 2, 2017 <1> I’m delighted to Be part of a workshop linking statistics and philosophy of statistics! I thank the organizers for inviting me. Nancy Reid’s “BFF Four–Are we Converging?” gives numerous avenues for discussion She zeroes in on obstacles to fusion: Confusion or disagreement on the nature of probability and its use in statistical inference <2> From Nancy Reid: Nature of probability probability to describe physical haphazard variability • probabilities represent features of the “real” world in idealized form • suBject to empirical test and improvement • conclusions of statistical analysis expressed in terms of interpretaBle parameters • enhanced understanding of the data generating process probability to describe the uncertainty of knowledge • measures rational, supposedly impersonal, degree of Belief given relevant information (Jeffreys) • measures a particular person’s degree of Belief, suBject typically to some constraints of self-consistency … • often linked with personal decision-making <3> • As is common, she laBels the second “epistemological” But a key question for me is: what’s relevant for a normative epistemology, for an account of what’s warranted/unwarranted to infer <4> Reid quite rightly asks: • in what sense are confidence distribution functions, significance functions, structural or fiducial probaBilities to be interpreted? • empirically? degree of Belief? • literature is not very clear <5> Reid: We may avoid the need for a different version of proBaBility by appeal to a notion of calibration (Cox 2006, Reid & Cox 2015) • This is my central focus I approach this indirectly, with analogy between philosophy of statistics and statistics <6> Carnap: Bayesians as Popper: Frequentists (N-P/Fisher) Can’t solve induction But can Build logics of induction or confirmation theories (e.g., Carnap 1962). -
Frequentist Inference in Weakly Identified Dsge Models
WORKING PAPER NO. 09-13 FREQUENTIST INFERENCE IN WEAKLY IDENTIFIED DSGE MODELS Pablo Guerron-Quintana Federal Reserve Bank of Philadelphia Atsushi Inoue North Carolina State University Lutz Kilian University of Michigan and CEPR July 30, 2009 Frequentist Inference in Weakly Identi…ed DSGE Models Pablo Guerron-Quintana Atsushi Inoue Lutz Kilian Federal Reserve Bank North Carolina University of Michigan of Philadelphia State University CEPR July 30, 2009 Abstract We show that in weakly identi…ed models (1) the posterior mode will not be a consistent estimator of the true parameter vector, (2) the posterior distribution will not be Gaussian even asymptotically, and (3) Bayesian credible sets and frequentist con…dence sets will not coincide asymptotically. This means that Bayesian DSGE estimation should not be interpreted merely as a convenient device for obtaining as- ymptotically valid point estimates and con…dence sets from the posterior distribution. As an alternative, we develop a new class of frequentist con…dence sets for structural DSGE model parameters that remains asymptotically valid regardless of the strength of the identi…cation. The proposed set correctly re‡ects the uncertainty about the structural parameters even when the likelihood is ‡at, it protects the researcher from spurious inference, and it is asymptotically invariant to the prior in the case of weak identi…cation. JEL Classi…cation Codes: C32, C52, E30, E50. KEYWORDS: DSGE models; Bayesian estimation; Identi…cation; Inference; Con- …dence sets; Bayes factor. We thank Marco del Negro and Frank Schorfheide for providing access to their data. We thank Yanqin Fan, Ulrich Müller and Frank Schorfheide for helpful conversations and participants at Vanderbilt University, the NBER Summer Institute, the Seminar on Bayesian Inference in Econometrics and Statistics, and the Tri- angle Econometrics conference for helpful comments. -
A Glimpse Into the Bayesian Century ...Xiao-Li Meng
Statistica Sinica 17(2007), 411-412 A Glimpse into the Bayesian Century By now, it would not exactly be controversial to proclaim that the 21st century is a Bayesian century. Legendary Bayesians (such as Lindley) have made such a prediction, as did some empirical Bayesians, semi-Bayesians, quasi-Bayesians, pseudo-Bayesians, and even non-Bayesians (names are omitted for obvious reasons). But what does this mean exactly? Whereas you might not find a precise answer anywhere, the eleven articles and two editorials in this issue should give you a sense of where the predictions came from. Bayesian methods have been used everywhere, even in places where their uses are still questionable, at least to some. The articles here cover a wide range of topics, including clinical trials, density estimation, experimental designs, genetic studies, variable selection, survival analysis, time series, and wavelets estimation. This, of course, is just the tip of an iceberg, particularly because this theme topic, like the theme topic on missing data in the 2006 October issue, is self-organized - we simply group them as we try to clean up our backlog. We are fortunate to have two leading Bayesians to lead this theme issue with complementary editorials, providing us with a glimpse into the Bayesian century ahead of us. Hani Doss elaborates on the “mother of all problems” for Bayesian inference, or inference in general, that is, how to select the best possible model; or more precisely, select the most appropriate model one can afford and find for a particular inferential task at hand. Andrew Gelman’s editorial has a more philosophical spin, drawing parallels between inferential conservatism and political conservatism. -
Red States Vs. Blue States Going Beyond the Mean
Public Opinion Quarterly, Vol. 75, No. 2, Summer 2011, pp. 227–248 RED STATES VS. BLUE STATES GOING BEYOND THE MEAN MATTHEW S. LEVENDUSKY* JEREMY C. POPE Abstract In recent years, many scholars have explored the degree of polarization between red and blue states (red states are those carried by Republicans at the presidential level; blue states are those carried by Democrats). Some claim that red- and blue-state citizens are deeply polarized, while others disagree, arguing that there are only limited differ- ences between the two groups. All previous work on this topic, however, simply uses difference-of-means tests to determine when these two Downloaded from groups are polarized. We show that this test alone cannot determine whether states are actually polarized. We remedy this shortcoming by introducing a new measure based on the degree of issue-position overlap poq.oxfordjournals.org between red- and blue-state citizens. Our findings demonstrate that there is only limited polarization—and a good deal of common ground— between red states and blue states. We discuss the implications of our work both for the study of polarization itself and for the broader study by guest on June 7, 2011 of American politics. Introduction Conventional wisdom suggests that ordinary Americans are deeply divided. Red-state citizens (states carried by Republicans at the presidential level) are ‘‘ignorant racist fascist knuckle-dragging NASCAR-obsessed cousin-marrying road-kill-eating tobacco-juice-dribbling gun-fondling reli- gious fanatic rednecks,’’ while their blue-state counterparts are ‘‘godless MATTHEW S. LEVENDUSKY is Assistant Professor of Political Science at the University of Pennsylvania, Philadelphia, PA, USA. -
The Disinformation Age
Steven Livingston W. LanceW. Bennett EDITED BY EDITED BY Downloaded from terms of use, available at https://www.cambridge.org/core/product/1F4751119C7C4693E514C249E0F0F997THE DISINFORMATION AGE https://www.cambridge.org/core Politics, and Technology, Disruptive Communication in the United States the United in https://www.cambridge.org/core/terms . IP address: 170.106.202.126 . , on 27 Sep 2021 at 12:34:36 , subject to the Cambridge Core Downloaded from https://www.cambridge.org/core. IP address: 170.106.202.126, on 27 Sep 2021 at 12:34:36, subject to the Cambridge Core terms of use, available at https://www.cambridge.org/core/terms. https://www.cambridge.org/core/product/1F4751119C7C4693E514C249E0F0F997 The Disinformation Age The intentional spread of falsehoods – and attendant attacks on minorities, press freedoms, and the rule of law – challenge the basic norms and values upon which institutional legitimacy and political stability depend. How did we get here? The Disinformation Age assembles a remarkable group of historians, political scientists, and communication scholars to examine the historical and political origins of the post-fact information era, focusing on the United States but with lessons for other democracies. Bennett and Livingston frame the book by examining decades-long efforts by political and business interests to undermine authoritative institutions, including parties, elections, public agencies, science, independent journalism, and civil society groups. The other distinguished scholars explore the historical origins and workings of disinformation, along with policy challenges and the role of the legacy press in improving public communication. This title is also available as Open Access on Cambridge Core. W. Lance Bennett is Professor of Political Science and Ruddick C. -
Data Analysis Using Regression and Multilevel/Hierarchical Models Andrew Gelman and Jennifer Hill Frontmatter More Information
Cambridge University Press 978-0-521-68689-1 - Data Analysis Using Regression and Multilevel/Hierarchical Models Andrew Gelman and Jennifer Hill Frontmatter More information Data Analysis Using Regression and Multilevel/Hierarchical Models Data Analysis Using Regression and Multilevel/Hierarchical Models is a comprehensive manual for the applied researcher who wants to perform data analysis using linear and nonlinear regression and multilevel models. The book introduces and demonstrates a wide variety of models, at the same time instructing the reader in how to fit these models using freely available software packages. The book illustrates the concepts by working through scores of real data examples that have arisen in the authors’ own applied research, with pro- gramming code provided for each one. Topics covered include causal inference, including regression, poststratification, matching, regression discontinuity, and instrumental vari- ables, as well as multilevel logistic regression and missing-data imputation. Practical tips regarding building, fitting, and understanding are provided throughout. Andrew Gelman is Professor of Statistics and Professor of Political Science at Columbia University. He has published more than 150 articles in statistical theory, methods, and computation and in applications areas including decision analysis, survey sampling, polit- ical science, public health, and policy. His other books are Bayesian Data Analysis (1995, second edition 2003) and Teaching Statistics: A Bag of Tricks (2002). Jennifer Hill is Assistant Professor of Public Affairs in the Department of International and Public Affairs at Columbia University. She has coauthored articles that have appeared in the Journal of the American Statistical Association, American Political Science Review, American Journal of Public Health, Developmental Psychology, the Economic Journal, and the Journal of Policy Analysis and Management, among others.