leave Bayes factors where they once belonged

In the past weeks I have received and read several papers (and X validated entries)where the Bayes factor is used to compare priors. Which does not look right to me, not on the basis of my general dislike of Bayes factors!, but simply because this seems to clash with the (my?) concept of Bayesian model […]

Update on that study of p-hacking

Ron Berman writes: I noticed you posted an anonymous email about our working paper on p-hacking and false discovery, but was a bit surprised that it references an early version of the paper. We addressed the issues mentioned in the post more than two months ago in a version that has been available online since […]

Bayesian intelligence in Warwick

This is an announcement for an exciting CRiSM Day in Warwick on 20 March 2019: with speakers 10:00-11:00 Xiao-Li Meng (Harvard): “Artificial Bayesian Monte Carlo Integration: A Practical Resolution to the Bayesian (Normalizing Constant) Paradox” 11:00-12:00 Julien Stoehr (Dauphine): “Gibbs sampling and ABC” 14:00-15:00 Arthur Ulysse Jacot-Guillarmod (École Polytechnique Fedérale de Lausanne): “Neural Tangent Kernel: […]

Bayesian intelligence in Warwick

This is an announcement for an exciting CRiSM Day in Warwick on 20 March 2019: with speakers 10:00-11:00 Xiao-Li Meng (Harvard): “Artificial Bayesian Monte Carlo Integration: A Practical Resolution to the Bayesian (Normalizing Constant) Paradox” 11:00-12:00 Julien Stoehr (Dauphine): “Gibbs sampling and ABC” 14:00-15:00 Arthur Ulysse Jacot-Guillarmod (École Polytechnique Fedérale de Lausanne): “Neural Tangent Kernel: […]

Interview with Stephanie Hicks

Editor’s note: For a while we ran an interview series for statisticians and data scientists, but things have gotten a little hectic around here so we’ve dropped the ball! But we are re-introducing the series, starting with Stephanie Hicks. …

Serena Williams vs. Steve Martin (4); The Japanese dude who won the hot dog eating contest advances

We didn’t have much yesterday, so I went with this meta-style comment from Jesse: I’m pulling for Kobayashi if only because the longer he’s in, the more often Andrew will have to justify describing him vs using his name. The thought of Andrew introducing the speaker as “and now, here’s that Japanese dude who won […]

“Do you have any recommendations for useful priors when datasets are small?”

Someone who wishes to remain anonymous writes: I just read your paper with Daniel Simpson and Michael Betancourt, The Prior Can Often Only Be Understood in the Context of the Likelihood, and I find it refreshing to read that “the practical utility of a prior distribution within a given analysis then depends critically on both […]

Happy Birthday R.A. Fisher: ‘Two New Properties of Mathematical Likelihood’

Today is R.A. Fisher’s birthday. I will post some Fisherian items this week in honor of it*. This paper comes just before the conflicts with Neyman and Pearson erupted.  Fisher links his tests and sufficiency, to the Neyman and Pearson lemma in terms of power.  We may see them as ending up in a similar […]

research outreach wants to improve my public image [ltd]

I have received this most bizarre email (links are mine): Dear Dr. Christian Robert, Please excuse the direct nature of this contact, however I would like to speak with you regarding your work on the Accelerating MCMC algorithms study. Research Outreach work in collaboration with research teams assisting with their Public Outreach activity, through means […]

Query Generation in R

R users have been enjoying the benefits of SQL query generators for quite some time, most notably using the dbplyr package. I would like to talk about some features of our own rquery query generator, concentrating on derived result re-use. Introduction SQL represents value use by nesting. To use a query result within another query … Continue reading Query Generation in R

P-hacking in study of “p-hacking”?

Someone who wishes to remain anonymous writes: This paper [“p-Hacking and False Discovery in A/B Testing,” by Ron Berman, Leonid Pekelis, Aisling Scott, and Christophe Van den Bulte] ostensibly provides evidence of “p-hacking” in online experimentation (A/B testing) by looking at the decision to stop experiments right around thresholds for the platform presenting confidence that […]

take a random integer

A weird puzzle from FiveThirtyEight: what is the probability that the product of three random integers is a multiple of 100? Ehrrrr…, what is a random integer?! The solution provided by the Riddler is quite stunning Reading the question charitably (since “random integer” has no specific meaning), there will be an answer if there is […]