September 2010

September 2010

THE ISBA BULLETIN Vol. 17 No. 3 September 2010 The official bulletin of the International Society for Bayesian Analysis AMESSAGE FROM THE membership renewal (there will be special provi- PRESIDENT sions for members who hold multi-year member- ships). Peter Muller¨ The Bayesian Nonparametrics Section (IS- ISBA President, 2010 BA/BNP) is already up and running, and plan- [email protected] ning the 2011 BNP workshop. Please see the News from the World section in this Bulletin First some sad news. In August we lost two and our homepage (select “business” and “mee- big Bayesians. Julian Besag passed away on Au- tings”). gust 6, and Arnold Zellner passed away on Au- gust 11. Arnold was one of the founding ISBA ISBA/SBSS Educational Initiative. Jointly presidents and was instrumental to get Bayesian with ASA/SBSS (American Statistical Associa- started. Obituaries on this issue of the Analysis tion, Section on Bayesian Statistical Science) we Bulletin and on our homepage acknowledge Juli- launched a new joint educational initiative. The an and Arnold’s pathbreaking contributions and initiative formalized a long standing history of their impact on the lives of many people in our collaboration of ISBA and ASA/SBSS in related research community. They will be missed dearly! matters. Continued on page 2. ISBA Elections 2010. Please check out the elec- tion statements of the candidates for the upco- In this issue ming ISBA elections. We have an amazing slate ‰ A MESSAGE FROM THE BA EDITOR of candidates. Thanks to the nominating commit- *Page 2 tee, Mike West (chair), Renato Martins Assuncao,˜ Jennifer Hill, Beatrix Jones, Jaeyong Lee, Yasuhi- ‰ 2010 ISBA ELECTION *Page 3 ro Omori and Gareth Robert! ‰ SAVAGE AWARD AND MITCHELL PRIZE 2010 *Page 8 Sections. ISBA now has a Objective Bayesian ‰ (ISBA/OB). The new section was enthu- ARNOLD ZELLNER 1927-2010 Section *Page 9 siastically approved by the board. The section of- ficers are Jim Berger (chair), Dongchu Sun (pro- ‰ JULIAN BESAG 1945-2010 gram chair), Jaeyong Lee (secretary) and Bru- *Page 10 nero Liseo (treasurer). Thanks to the founding ‰ ANNOTATED BIBLIOGRAPHY members for taking the initiative to launch this *Page 12 new section. The long running series of bienni- ‰ SOFTWARE HIGHLIGHT al O’Bayes workshops is one of the most exciting *Page 15 regular Bayesian meetings. It was embarrassing ‰ that this happened without ISBA. Thanks to the STUDENTS’ CORNER *Page 17 founding members of the new section to bring this active area of Bayesian research into ISBA. ‰ NEWS FROM THE WORLD We welcome the new section and invite members *Page 18 to join by simply checking a box in the annual ISBA Bulletin, 17(3), September 2010 BAYESIAN ANALYSIS - A MESSAGE FROM THE EDITOR MESSAGE FROM THE PRESIDENT, Continued Savage Prize and Mitchell Prize Nominations: from page 1. ... One of the most visible ISBA initiatives is the We hope to eventually jointly sponsor short Savage Prize, awareded every year for the best courses and other activities in keeping with our Bayesian dissertations. Please consider nomina- shared mission of promoting Bayesian analysis. ting outstanding recent Ph.D. theses! Any ISBA We would welcome any other interested profes- member can submit nominations. The perhaps sional societies, including in particular other na- biggest award is the invitation of all finalists to tional societies to join the initiative. Marina Van- present their work in a super prominent session nucci (SBSS) and Peter Hoff (ISBA) have kindly at the upcoming JSM meeting. The Mitchell Pri- agreed to serve as representatives of the two so- ze is awarded for outstanding applied Bayesian cieties to coordinate any upcoming activities. papers. Please consider nominating eligible pa- pers that you enjoyed reading! Please see the no- te elsewhere in this Bulletin and our homepage www.bayesian.org (click Prizes”) for details.s AMESSAGE FROM THE EDITOR butions. Other regretable losses are those of the always inspiring Prof. David Blackwell who pas- sed away on July 8 and Prof. John Nelder who Manuel Mendoza passed away on August 7. An obituary for Prof. [email protected] Blackwell, by Robert Sanders, can be found at the UC Berkeley website. As for Prof. Nelder, a beau- During the last quarter we all have witnessed tiful obituary by Prof. David Hand can be found how the Bayesian Universe has continued its ex- at Imperial College’s website pansion. Our regular activities have been gro- In any case, life continues and this issue inclu- wing; new initiatives were announced and the des most of the usual sections. I might call your future appears full of exciting challenges. It must attention to the information regarding the forth- recognized however, that some sad news have al- coming ISBA elections. We have an impressive so arrived with the end of the summer. list of nominees and this material will help you As our President has mentioned above, Prof. to make your decision. Arnold Zellner passed away on August 10. Four As always, I want to encourage all members of days before, on August 6, Prof. Julian Besag also ISBA to contribute to the Bulletin with their sug- passed away. This issue includes a note on each gestions, manuscripts and announcements. Plea- one of these distinguished colleagues. We are de- se do not hesitate to contact me or any member eply thankful to Prof. Siddharta Chib, Prof. John of the Editorial Board.s Geweke and Prof. Peter Green for these contri- BAYESIAN ANALYSIS - A MESSAGE FROM THE EDITOR UPDATE FROM BA analysis of large datasets using mixture models, by Ioanna Manolopoulou, Cliburn Chan, and Mi- Herbie Lee ke West. Discussions by Fabio Rigat and Nick Editor-in-Chief Whiteley provide some additional ideas and di- [email protected] rections for thought. The remainder of the issue contains six other fine articles in areas of Bayesi- The September issue of Bayesian Analysis fea- an computation and modeling, and an applicati- tures a discussion paper on the practical Bayesian on to hydrology.s Content 2 www.bayesian.org ISBA Bulletin, 17(3), September 2010 2010 ISBA ELECTION 2010 ISBA ELECTION Candidate Statements first on nonparametrics and the BISP series on Merlise Clyde stochastic processes). [email protected] The President-Elect will be in charge of IS- BA2012 in Japan: it is a great opportunity to ex- The 2010 ISBA nominations committee, chai- pand ISBA activities well beyond its stronghold red by past-President Mike West, has assemb- (North America, Western Europe and Australia). led an outstanding slate of candidates for Pre- Our focus should be in promoting local chap- sident Elect, Treasurer, and four open Board of ters, regional workshops, cooperation with lo- Director positions. Biographical information and cal statistical societies, courses by leading Baye- candidate statements appear below, as well as sians, joint research programmes (e.g. looking for on the ISBA website. ISBA will open electronic opportunities offered by the European Union) voting via the ISBA website beginning October in Asia, Africa, Eastern Europe and Central and 15th, with elections closing November 15th. All South America (without forgetting our strong- current members will be emailed instructions for hold...). Those activities should have continuity voting prior to the election. in time, being, possibly, coordinated by an ad hoc committee. Although deeply rooted in my home- President 2012 (President Elect 2011, Past Pre- lands (Italy and European Union), where I am sident 2013) Research Director at the Italian National Rese- arch Council and Faculty in a Ph.D. programme Fabrizio Ruggeri (CNR-IMATI Milan, Italy) in Pavia, I am a typical example of globalisati- on: I got my M.Sc. at Carnegie Mellon and my I would like to thank the Nominations Com- Ph.D. at Duke in the USA, I am Adjunct Faculty mittee for inviting me to run, for the third ti- at New York University and, this fall, Visiting Fa- me, for ISBA President. I am very flattered since culty at George Washington University, besides three independent committees, whose members being Faculty in a Ph.D. programme in Algeria are deeply involved in ISBA activities, thought of and having given many courses in Italy, Spain, me for such a prestigious job. Now I have just to Brazil and Chile (even in Spanish). I am also ve- convince ISBA members I am fit for it... ry honoured of being an Advisory Editor of the I believe ISBA has the mission to promo- Chilean Journal of Statistics and having strong te sound statistical methods and applications, connection with Latin America, besides coopera- worldwide and across disciplines, in the socie- tion in Eastern Europe and a recent one with Tai- ty, in teaching and in the research. Here are my wan. Finally, I am Fellow of the American Stati- plans to contribute to it, if elected, and some in- stical Association. formation on me. ISBA should continue its policy towards a I am an ISBA member since the first meeting in greater cooperation with scientists in other fields, San Francisco in 1993 and I served ISBA in many through contacts with their organisations, inter- ways: Board member, member of three Nomina- disciplinary workshops, invited papers in Baye- tions Committee, four times member of the Sa- sian Analysis, groups within ISBA, plenary talks vage Prize Selection Committee (and chair of the and courses. It is not only an issue of outreach latest one), once member of the De Groot Prize but also of continuity of the cooperation over Selection Committee, Chair of ISBA2004 Scienti- time. I am devoting many efforts in spreading fic Committee, founding (and current) Editor of sound Bayesian methods especially among engi- Bayesian Analysis and its first Production Editor, neers and, more recently, biologists, epidemiolo- Editor of ISBA Bulletin (and responsible for its gists and MDs.

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