Gong and Meng show that we can gain insights into classical paradoxes about conditional probability by acknowledging that apparently precise probabilities live within a larger world of imprecise probability. They also show that the notion of updating becomes problematic in this larger world. A closer look at the historical development of the notion of updating can give us further insights into its limitations.
{"title":"Comment: On the History and Limitations of Probability Updating","authors":"G. Shafer","doi":"10.1214/21-STS765A","DOIUrl":"https://doi.org/10.1214/21-STS765A","url":null,"abstract":"Gong and Meng show that we can gain insights into classical paradoxes about conditional probability by acknowledging that apparently precise probabilities live within a larger world of imprecise probability. They also show that the notion of updating becomes problematic in this larger world. A closer look at the historical development of the notion of updating can give us further insights into its limitations.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42864081","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The theory of lower previsions is designed around the principles of coherence and sure-loss avoidance, thus steers clear of all the updating anomalies highlighted in Gong and Meng’s “Judicious Judgment Meets Unsettling Updating: Dilation, Sure Loss and Simpson’s Paradox” except dilation. In fact, the traditional problem with the theory of imprecise probability is that coherent inference is too complicated rather than unsettling. Progress has been made simplifying coherent inference by demoting sets of probabilities from fundamental building blocks to secondary representations that are derived or discarded as needed.
{"title":"Comment: Moving Beyond Sets of Probabilities","authors":"G. Wheeler","doi":"10.1214/21-STS765C","DOIUrl":"https://doi.org/10.1214/21-STS765C","url":null,"abstract":"The theory of lower previsions is designed around the principles of coherence and sure-loss avoidance, thus steers clear of all the updating anomalies highlighted in Gong and Meng’s “Judicious Judgment Meets Unsettling Updating: Dilation, Sure Loss and Simpson’s Paradox” except dilation. In fact, the traditional problem with the theory of imprecise probability is that coherent inference is too complicated rather than unsettling. Progress has been made simplifying coherent inference by demoting sets of probabilities from fundamental building blocks to secondary representations that are derived or discarded as needed.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45118344","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Stochastic approximation was introduced in 1951 to provide a new theoretical framework for root finding and optimization of a regression function in the then-nascent field of statistics. This review shows how it has evolved in response to other developments in statistics, notably time series and sequential analysis, and to applications in artificial intelligence, economics, and engineering. Its resurgence in the Big Data Era has led to new advances in both theory and applications of this microcosm of statistics and data science.
{"title":"Stochastic Approximation: From Statistical Origin to Big-Data, Multidisciplinary Applications","authors":"T. Lai, Hongsong Yuan","doi":"10.1214/20-STS784","DOIUrl":"https://doi.org/10.1214/20-STS784","url":null,"abstract":"Stochastic approximation was introduced in 1951 to provide a new theoretical framework for root finding and optimization of a regression function in the then-nascent field of statistics. This review shows how it has evolved in response to other developments in statistics, notably time series and sequential analysis, and to applications in artificial intelligence, economics, and engineering. Its resurgence in the Big Data Era has led to new advances in both theory and applications of this microcosm of statistics and data science.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43506417","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Various aspects of standard model particle physics might be explained by a suitably rich algebra acting on itself, as suggested by Furey (2015). The present paper develops the asymptotics of large causal tree diagrams that combine freely independent elements in such an algebra. The Marčenko–Pastur law and Wigner’s semicircle law are shown to emerge as limits of normalized sum-over-paths of nonnegative elements assigned to the edges of causal trees. These results are established in the setting of noncommutative probability. Trees with classically independent positive edge weights (random multiplicative cascades) were originally proposed by Mandelbrot as a model displaying the fractal features of turbulence. The novelty of the present work is the use of noncommutative (free) probability to allow the edge weights to take values in an algebra. An application to theoretical neuroscience is also discussed.
{"title":"Noncommutative Probability and Multiplicative Cascades","authors":"I. McKeague","doi":"10.1214/20-STS780","DOIUrl":"https://doi.org/10.1214/20-STS780","url":null,"abstract":"Various aspects of standard model particle physics might be explained by a suitably rich algebra acting on itself, as suggested by Furey (2015). The present paper develops the asymptotics of large causal tree diagrams that combine freely independent elements in such an algebra. The Marčenko–Pastur law and Wigner’s semicircle law are shown to emerge as limits of normalized sum-over-paths of nonnegative elements assigned to the edges of causal trees. These results are established in the setting of noncommutative probability. Trees with classically independent positive edge weights (random multiplicative cascades) were originally proposed by Mandelbrot as a model displaying the fractal features of turbulence. The novelty of the present work is the use of noncommutative (free) probability to allow the edge weights to take values in an algebra. An application to theoretical neuroscience is also discussed.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43723597","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We congratulate Ruobin Gong and Xiao-Li Meng on their thought-provoking paper demonstrating the power of imprecise probabilities in statistics. In particular, Gong and Meng clarify important statistical paradoxes by discussing them in the framework of generalized uncertainty quantification and different conditioning rules used for updating. In this note, we characterize all three conditioning rules as envelopes of certain sets of conditional probabilities. This view also suggests some generalizations that can be seen as compromise rules. Similar to Gong and Meng, our derivations mainly focus on Choquet capacities of order 2, and so we also briefly discuss in general their role as statistical models. We conclude with some general remarks on the potential of imprecise probabilities to cope with the multidimensional nature of uncertainty.
{"title":"Comment: On Focusing, Soft and Strong Revision of Choquet Capacities and Their Role in Statistics","authors":"Thomas Augustin, G. Schollmeyer","doi":"10.1214/21-STS765D","DOIUrl":"https://doi.org/10.1214/21-STS765D","url":null,"abstract":"We congratulate Ruobin Gong and Xiao-Li Meng on their thought-provoking paper demonstrating the power of imprecise probabilities in statistics. In particular, Gong and Meng clarify important statistical paradoxes by discussing them in the framework of generalized uncertainty quantification and different conditioning rules used for updating. In this note, we characterize all three conditioning rules as envelopes of certain sets of conditional probabilities. This view also suggests some generalizations that can be seen as compromise rules. Similar to Gong and Meng, our derivations mainly focus on Choquet capacities of order 2, and so we also briefly discuss in general their role as statistical models. We conclude with some general remarks on the potential of imprecise probabilities to cope with the multidimensional nature of uncertainty.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41573357","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Preparing a rejoinder is a typically rewarding, sometimes depressing, and occasionally frustrating experience. The rewarding part is self-evident, and the depression sets in when a discussant has much deeper and crisper insights about the authors’ thesis than authors themselves. Frustrations arise when the authors thought they made some points crystal clear, but the reflections from the discussants show a very different picture. We are deeply grateful to the editors of Statistical Science and the discussants for providing us an opportunity to maximize the first, sample the second, and minimize the third.
{"title":"Rejoinder: Let’s Be Imprecise in Order to Be Precise (About What We Don’t Know)","authors":"Ruobin Gong, X. Meng","doi":"10.1214/21-STS765REJ","DOIUrl":"https://doi.org/10.1214/21-STS765REJ","url":null,"abstract":"Preparing a rejoinder is a typically rewarding, sometimes depressing, and occasionally frustrating experience. The rewarding part is self-evident, and the depression sets in when a discussant has much deeper and crisper insights about the authors’ thesis than authors themselves. Frustrations arise when the authors thought they made some points crystal clear, but the reflections from the discussants show a very different picture. We are deeply grateful to the editors of Statistical Science and the discussants for providing us an opportunity to maximize the first, sample the second, and minimize the third.","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":" ","pages":""},"PeriodicalIF":5.7,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49551625","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
E. Bura, Bing Li, Lexin Li, C. Nachtsheim, D. Peña, C. Setodji, R. Weiss
Dennis Cook is a Full Professor, School of Statistics, at the University of Minnesota. He received his BS degree in Mathematics from Northern Montana College, and MS and PhD degrees in Statistics from Kansas State University. He has served as Chair of the Department of Applied Statistics, Director of the Statistical Center and Director of the School of Statistics, all at the University of Minnesota. His research areas include dimension reduction, linear and nonlinear regression, experimental design, statistical diagnostics, statistical graphics and population genetics. He has authored over 200 research articles and is author or co-author of two textbooks— An Introduction to Regression Graphics and Applied Regression Including Computing and Graphics—and three research monographs, Influence and Residuals in Regression, Regression Graphics: Ideas for Studying Regressions through Graphics and An Introduction to Envelopes: Dimension Reduction for Efficient Estimation in Multivariate Statistics. He has served as Associate Editor of the Journal of the American Statistical Association, The Journal of Quality Technology, Biometrika, Journal of the Royal Statistical Society and Statistica Sinica. He is a four-time recipient of the Jack Youden Prize for Best Expository Paper in Technometrics as well as the Frank Wilcoxon Award for Best Technical Paper. He received the 2005 COPSS Fisher Lecture and Award, and he is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. The following conversation took place on March 22, 2019, following the banquet at the conference, “Cook’s Distance and Beyond: A Conference Celebrating the Contributions of R. Dennis Cook.” The interviewers were, Efstathia Bura (Effie), Bing Li, Lexin Li, Christopher Nachtsheim (Chris), Daniel Pena, Claude Messan Setodji and Robert Weiss (Rob).
{"title":"A Conversation with Dennis Cook","authors":"E. Bura, Bing Li, Lexin Li, C. Nachtsheim, D. Peña, C. Setodji, R. Weiss","doi":"10.1214/20-STS801","DOIUrl":"https://doi.org/10.1214/20-STS801","url":null,"abstract":"Dennis Cook is a Full Professor, School of Statistics, at the University of Minnesota. He received his BS degree in Mathematics from Northern Montana College, and MS and PhD degrees in Statistics from Kansas State University. He has served as Chair of the Department of Applied Statistics, Director of the Statistical Center and Director of the School of Statistics, all at the University of Minnesota.\u0000His research areas include dimension reduction, linear and nonlinear regression, experimental design, statistical diagnostics, statistical graphics and population genetics. He has authored over 200 research articles and is author or co-author of two textbooks— An Introduction to Regression Graphics and Applied Regression Including Computing and Graphics—and three research monographs, Influence and Residuals in Regression, Regression Graphics: Ideas for Studying Regressions through Graphics and An Introduction to Envelopes: Dimension Reduction for Efficient Estimation in Multivariate Statistics.\u0000He has served as Associate Editor of the Journal of the American Statistical Association, The Journal of Quality Technology, Biometrika, Journal of the Royal Statistical Society and Statistica Sinica. He is a four-time recipient of the Jack Youden Prize for Best Expository Paper in Technometrics as well as the Frank Wilcoxon Award for Best Technical Paper. He received the 2005 COPSS Fisher Lecture and Award, and he is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics. The following conversation took place on March 22, 2019, following the banquet at the conference, “Cook’s Distance and Beyond: A Conference Celebrating the Contributions of R. Dennis Cook.” The interviewers were, Efstathia Bura (Effie), Bing Li, Lexin Li, Christopher Nachtsheim (Chris), Daniel Pena, Claude Messan Setodji and Robert Weiss (Rob).","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":"36 1","pages":"328-337"},"PeriodicalIF":5.7,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46070211","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Y X Rachel Wang, Lexin Li, Jingyi Jessica Li, Haiyan Huang
The rise of network data in many different domains has offered researchers new insight into the problem of modeling complex systems and propelled the development of numerous innovative statistical methodologies and computational tools. In this paper, we primarily focus on two types of biological networks, gene networks and brain networks, where statistical network modeling has found both fruitful and challenging applications. Unlike other network examples such as social networks where network edges can be directly observed, both gene and brain networks require careful estimation of edges using covariates as a first step. We provide a discussion on existing statistical and computational methods for edge esitimation and subsequent statistical inference problems in these two types of biological networks.
{"title":"Network Modeling in Biology: Statistical Methods for Gene and Brain Networks.","authors":"Y X Rachel Wang, Lexin Li, Jingyi Jessica Li, Haiyan Huang","doi":"10.1214/20-sts792","DOIUrl":"10.1214/20-sts792","url":null,"abstract":"<p><p>The rise of network data in many different domains has offered researchers new insight into the problem of modeling complex systems and propelled the development of numerous innovative statistical methodologies and computational tools. In this paper, we primarily focus on two types of biological networks, gene networks and brain networks, where statistical network modeling has found both fruitful and challenging applications. Unlike other network examples such as social networks where network edges can be directly observed, both gene and brain networks require careful estimation of edges using covariates as a first step. We provide a discussion on existing statistical and computational methods for edge esitimation and subsequent statistical inference problems in these two types of biological networks.</p>","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":"36 1","pages":"89-108"},"PeriodicalIF":3.9,"publicationDate":"2021-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8296984/pdf/nihms-1636819.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39219268","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-02-01Epub Date: 2020-12-21DOI: 10.1214/19-sts749
Corwin M Zigler, Georgia Papadogeorgou
Statistical methods to evaluate the effectiveness of interventions are increasingly challenged by the inherent interconnectedness of units. Specifically, a recent flurry of methods research has addressed the problem of interference between observations, which arises when one observational unit's outcome depends not only on its treatment but also the treatment assigned to other units. We introduce the setting of bipartite causal inference with interference, which arises when 1) treatments are defined on observational units that are distinct from those at which outcomes are measured and 2) there is interference between units in the sense that outcomes for some units depend on the treatments assigned to many other units. The focus of this work is to formulate definitions and several possible causal estimands for this setting, highlighting similarities and differences with more commonly considered settings of causal inference with interference. Towards an empirical illustration, an inverse probability of treatment weighted estimator is adapted from existing literature to estimate a subset of simplified, but interesting, estimands. The estimators are deployed to evaluate how interventions to reduce air pollution from 473 power plants in the U.S. causally affect cardiovascular hospitalization among Medicare beneficiaries residing at 18,807 zip code locations.
{"title":"Bipartite Causal Inference with Interference.","authors":"Corwin M Zigler, Georgia Papadogeorgou","doi":"10.1214/19-sts749","DOIUrl":"https://doi.org/10.1214/19-sts749","url":null,"abstract":"<p><p>Statistical methods to evaluate the effectiveness of interventions are increasingly challenged by the inherent interconnectedness of units. Specifically, a recent flurry of methods research has addressed the problem of <i>interference</i> between observations, which arises when one observational unit's outcome depends not only on its treatment but also the treatment assigned to other units. We introduce the setting of <i>bipartite causal inference with interference,</i> which arises when 1) treatments are defined on observational units that are distinct from those at which outcomes are measured and 2) there is <i>interference</i> between units in the sense that outcomes for some units depend on the treatments assigned to many other units. The focus of this work is to formulate definitions and several possible causal estimands for this setting, highlighting similarities and differences with more commonly considered settings of causal inference with interference. Towards an empirical illustration, an inverse probability of treatment weighted estimator is adapted from existing literature to estimate a subset of simplified, but interesting, estimands. The estimators are deployed to evaluate how interventions to reduce air pollution from 473 power plants in the U.S. causally affect cardiovascular hospitalization among Medicare beneficiaries residing at 18,807 zip code locations.</p>","PeriodicalId":51172,"journal":{"name":"Statistical Science","volume":"36 1","pages":"109-123"},"PeriodicalIF":5.7,"publicationDate":"2021-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8048152/pdf/nihms-1056137.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"38804958","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}