Archive
Model fusion & multiple testing in the likelihood paradigm
D. R. Bickel, “Model fusion and multiple testing in the likelihood paradigm: Shrinkage and evidence supporting a point null hypothesis,” Working Paper, University of Ottawa, deposited in uO Research at http://hdl.handle.net/10393/31897 (2014). 2014 preprint | Supplement (link added 10 February 2015)
Errata for Theorem 4:
- The weights of evidence should not be conditional.
- Some of the equal signs should be “is a member of” signs.
Fiducial error propagation for empirical Bayes set estimates
D. R. Bickel, “A fiducial continuum from confidence sets to empirical Bayes set estimates as the number of comparisons increases,” Working Paper, University of Ottawa, deposited in uO Research at http://hdl.handle.net/10393/31898 (2014). 2014 preprint
Two problems confronting the eclectic approach to statistics result from its lack of a unifying theoretical foundation. First, there is typically no continuity between a p-value reported as a level of evidence for a hypothesis in the absence of the information needed to estimate a relevant prior on one hand and an estimated posterior probability of a hypothesis reported in the presence of such information on the other hand. Second, the empirical Bayes methods recommended do not propagate the uncertainty due to estimating the prior.
The latter problem is addressed by applying a coherent form of fiducial inference to hierarchical models, yielding empirical Bayes set estimates that reflect uncertainty in estimating the prior. Plugging in the maximum likelihood estimator, while not propagating that uncertainty, provides continuity from single comparisons to large numbers of comparisons.
Self-consistent frequentism without fiducialism
D. R. Bickel, “Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters,” Working Paper, University of Ottawa, deposited in uO Research at http://www.ruor.uottawa.ca/handle/10393/31530 (2014). 2014 preprint
Causality, Probability, and Time (by Kleinberg)—a review
Kleinberg, Samantha
Causality, probability, and time. Cambridge University Press, Cambridge, 2013. viii+259 pp. ISBN: 978-1-107-02648-3
60A99 (03A05 03B48 62A01 62P99 68T27 91G80 92C20)
Arguably an equally valuable contribution of the book is its integration of relevant work in philosophy, computer science, and statistics. While the first two disciplines have benefited from the productive interactions exemplified in [J. Pearl, Probabilistic reasoning in intelligent systems: networks of plausible inference, Morgan Kaufmann Ser. Represent. Reason., Morgan Kaufmann, San Mateo, CA, 1988; MR0965765 (90g:68003)] and [J. Williamson, Bayesian nets and causality, Oxford Univ. Press, Oxford, 2005; MR2120947 (2005k:68198)], the statistics community has developed its own theory of causal inference in relative isolation. Rather than following S. L. Morgan and C. Winship [Counterfactuals and causal inference: methods and principles for social research, Cambridge Univ. Press, New York, 2007] and others in bringing that theory into conversation with that of Pearl [op. cit.], the author creatively employs recent developments in statistical inference to identify causes.
For the specific situation in which many putative causes are tested but only a few are true causes, she explains how to estimate the local rate of discovering false causes. In this context, the local false discovery rate (LFDR) corresponding to a putative cause is a posterior probability that it is not a true cause. This is an example of an empirical Bayes method in that the prior distribution is estimated from the data rather than assigned.
Building on [P. Suppes, A probabilistic theory of causality, North-Holland, Amsterdam, 1970; MR0465774 (57 #5663)], the book emphasizes the importance for prediction not only of whether something is a cause but also of the strength of a cause. A cause is ε–significant if its causal strength, defined in terms of changing the probability of its effect, is at least ε, where ε is some nonnegative number. Otherwise, it is ε-insignificant.
The author poses an important problem and comes close to solving it, i.e., the problem of inferring whether a cause is ε-significant. The solution attempted in Section 4.2 confuses causal significance (ε-significance) with statistical significance (LFDR estimate below some small positive number α). This is by no means a fatal criticism of the approach since it can be remedied in principle by defining a false discovery as a discovery of an ε-insignificant cause. This tests the null hypothesis that the cause is ε-insignificant for a specified value of ε rather than the book’s null hypothesis, which in effect asserts that the cause is limε→0ε-insignificant, i.e., ε-insignificant for all ε>0. In the case of a specified value of ε, a cause should be considered ε-significant if the estimated LFDR is less than α, provided that the LFDR is defined in terms of the null hypothesis of ε-insignificance. The need to fill in the technical details and to answer more general questions arising from this distinction between causal significance and statistical significance opens up exciting opportunities for further research guided by insights from the literature on seeking substantive significance as well as statistical significance [see, e.g., M. A. van de Wiel and K. I. Kim, Biometrics 63 (2007), no. 3, 806–815; MR2395718].
Reviewed by David R. Bickel
This review first appeared at Causality, Probability, and Time (Mathematical Reviews) and is used with permission from the American Mathematical Society.
Multivariate mode estimation
Hsu, Chih-Yuan; Wu, Tiee-Jian
Efficient estimation of the mode of continuous multivariate data. (English summary)
Comput. Statist. Data Anal. 63 (2013), 148–159.
62F10 (62F12)
The authors cite several papers indicating the need for such multivariate mode estimation in applications. They illustrate the practical use of their estimator by applying it to climatology and handwriting data sets.
Simulations indicate a large variety of distributions and dependence structures under which the proposed estimator performs substantially better than its competitors. An exception is the case of contamination with data from a distribution that has a different mode than the mode that is the target of inference.
Reviewed by David R. Bickel
This review first appeared at “Efficient estimation of the mode of continuous multivariate data” (Mathematical Reviews) and is used with permission from the American Mathematical Society.
Integrated likelihood in light of de Finetti
Coletti, Giulianella; Scozzafava, Romano; Vantaggi, Barbara
Integrated likelihood in a finitely additive setting. (English summary) Symbolic and quantitative approaches to reasoning with uncertainty, 554–565, Lecture Notes in Comput. Sci., 5590, Springer, Berlin, 2009.
62A01 (62A99)
Interpreting the likelihood function under the coherence framework of de Finetti, this paper mathematically formulates the problem by defining the likelihood of a simple or composite hypothesis as a subjective probability of the observed data conditional on the truth of the hypothesis. In the probability theory of this framework, conditional probabilities given a hypothesis or event of probability zero are well defined, even for finite parameter sets. That differs from the familiar probability measures that Kolmogorov introduced for frequency-type probabilities, each of which, in the finite case, can only have zero probability mass if its event cannot occur. (The latter but not the former agrees in spirit with Cournot’s principle that an event of infinitesimally small probability is physically impossible.) Thus, in the de Finetti framework, the likelihood function assigns a conditional probability to each simple hypothesis, whether or not its probability is zero.
When the parameter set is finite, every coherent conditional probability of a sample of discrete data given a composite hypothesis is a weighted arithmetic mean of the conditional probabilities of the simple hypotheses that together constitute the composite hypothesis. In other words, the coherence constraint requires that the likelihood of a composite hypothesis be a linear combination of the likelihoods of its constituent simple hypotheses. Important special cases include the maximum and the minimum of the likelihood over the parameter set. They are made possible in the non-Kolmogorov framework by assigning zero probability to all of the simple hypotheses except those of maximum or minimum likelihood.
The main result of the paper extends this result to infinite parameter sets. In general, the likelihood of a composite hypothesis is a mixture of the likelihoods of its component simple hypotheses.
{For the entire collection see MR2907743 (2012j:68012).}
Reviewed by David R. Bickel
This review first appeared at “Integrated likelihood in a finitely additive setting” (Mathematical Reviews) and is used with permission from the American Mathematical Society.
Research topics in the Statomics Lab
Postdoctoral position in statistical inference
Reliable interpretation of genomic and genetic information makes unprecedented demands for innovations in statistical methodology and its application to biological systems. This unique opportunity drives research at the Statomics Lab of the Ottawa Institute of Systems Biology; see http://www.statomics.com for details. The Statomics Lab seeks a postdoctoral fellow who will develop and apply novel methods of statistical inference to attack current problems in analyzing data from genome-wide association studies and related DNA sequence data. The successful candidate will conduct that research with guidance from David Bickel by building on modern empirical Bayes methods and/or higher-order asymptotics. The stipend will be CA$40,000/year, but as much as CA$50,000/year is possible for a candidate with exceptional qualifications. The fellowship is up to two years in duration conditional on satisfactory performance evaluations.
A solid foundation in statistical theory is essential, as is the ability to quickly develop reliable software implementing the statistical methods to be developed. Self-motivation, excellent communication skills, and reception of a PhD or equivalent doctorate in statistical genetics, statistics, bioinformatics, or a closely related field are also absolutely necessary. In addition, experience in empirical Bayes methodology, higher-order asymptotics (via likelihood or bootstrapping), or statistical genetics is highly desirable.
To apply, send a cover letter that summarizes your qualifications, a CV in PDF format, and contact information of three references to dbickel@uottawa.ca. Please write “Postdoctoral Position” and the year of your graduation or anticipated graduation in the subject field of the message. All applicants are thanked in advance; only those selected for further consideration will receive a response.
Coherent fiducial distributions
D. R. Bickel and M. Padilla, “A prior-free framework of coherent inference and its derivation of simple shrinkage estimators,” Journal of Statistical Planning and Inference 145, 204–221 (2014). 2012 version

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