Journal webinar with Bradley Efron: Frequentist accuracy of Bayesian estimates

 
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RSS Webinar Series

Wednesday 21 October 2015, 04:00pm - 05:30pm

 
Location Online: visit www.rss.org.uk/journalclub for dial-in details.

Presented by Bradley Efron, Max H Stein Professor of Humanities and Sciences, Professor of Statistics at Stanford University.
Discussant: Andrew Gelman of Columbia University
Chair: Peter Diggle.

Bradley EfronBradley's paper 'Frequentist accuracy of Bayesian estimates' was recently published in the Royal Statistical Society's Series B Journal (Volume 77 (2015), part 3). The abstract is as follows:

In the absence of relevant prior experience, popular Bayesian estimation techniques usually begin with some form of 'uninformative' prior distribution intended to have minimal inferential influence. Bayes' rule will still produce nice-looking estimates and credible intervals, but these lack the logical force attached to experience-based priors and require further justification. This paper concerns the frequentist assessment of Bayes estimates. A simple formula is shown to give the frequentist standard deviation of a Bayesian point estimate. The same simulations required for the point estimate also produce the standard deviation. Exponential family models make the calculations particularly simple, and bring in a connection to the parametric bootstrap.

Bradley Efron is Max H Stein professor of humanities and sciences, professor of statistics at Stanford University, and professor of biostatistics with the Department of Health Research and Policy in the School of Medicine. He is a former president of both the American Statistical Association and the Institute of Mathematical Statistics. A recipient of the Ford Prize of the Mathematical Association of America and of both the Wilks Medal and the Noether Prize from the American Statistical Association (ASA). In 2003 Bradley was given the inaugural Rao Prize for outstanding research in statistics by Pennsylvania State University in 2005 he received the National Medal of Science.

In 2014, Bradley was awarded the Guy Medal in Gold by the Royal Statistical Society for his 'seminal contributions to many areas of statistics'. The RSS citation also noted that Bradley is best known for his introduction of the bootstrap method of statistical inference and that 'his work is characterised by its depth, simplicity of presentation, geometric insights and by a desire to understand statistical procedures from both frequentist and Bayesian perspectives'.

Andrew GelmanAndrew Gelman is a professor of statistics and political science and director of the Applied Statistics Center at Columbia University. 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. He writes a much-read blog, Statistical modeling, causal inference and social science.

Peter Diggle is current president of the Royal Statistical Society and Distinguished University Professor of Statistics in the Faculty of Health and Medicine, Lancaster University and Professor in the Department of Epidemiology and Population Health, University of Liverpool. Peter’s joint appointment in the University of Liverpool and his adjunct appointments in the USA have led to especially rewarding research collaborations with public health agencies in Africa and South America.

Journal club papers are carefully selected from recent issues of the Royal Statistical Society's journals by editorial board for their importance, relevance and/or use of cutting-edge methodology. This paper is currently available online to subscribers of the journal and will be made open access a few weeks preceding the webinar. However, an early draft of this paper, along with slides of the presentation, are available from Bradley's personal homepage.

Further details on how to dial in, plus information on previous Journal webinars are provided on the Society's main website.

Please note this event starts at 4pm in the UK (BST), 8am in California (PDT) and 11am in New York (EDT).

Sponsored by Quintiles.

Quintiles

Organiser Name Judith Shorten

Email Address This email address is being protected from spambots. You need JavaScript enabled to view it.

Organising Group(s) Royal Statistical Society

 

 

 

 

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