Bayesian Classics list

1. Bayesian Statistics
Julyan Arbel
julyan.arbel@carloalberto.org
Collegio Carlo Alberto, Moncalieri, Italy
March 17, 2015
Students are to choose one paper in the following list, or possibly outside
of the list upon my agreement. The papers are available online. Most of them
are collected in this zip file. The presentation can focus on a particular section
/ result / example of the paper. Evaluation of the students is based on the
understanding and presentation of the chosen paper.
Remark: The Annals of Statistics and The Annals of Probability are theoret-
ical journals, while The American Statistician, American Scientist and Statisti-
cal Science are rather general audience journals. You can find a brief description
of the journals by following the links below:
The Annals of Probability, The Annals of Statistics, Bayesian Analysis,
Biometrika, Journal of the American Statistical Association, Journal of the
Royal Statistical Society Series B (Statistical Methodology), The American
Statistician, American Scientist, Statistical Science.
References
[1] T. Bayes. An essay towards solving a problem in the doctrine of chances.
Philosophical Transactions (1683-1775), pages 370–418, 1763.
[2] W Keith Hastings. Monte Carlo sampling methods using Markov chains
and their applications. Biometrika, 57(1):97–109, 1970.
[3] Dennis V Lindley and Adrian FM Smith. Bayes estimates for the lin-
ear model. Journal of the Royal Statistical Society: Series B (Statistical
Methodology), pages 1–41, 1972.
[4] Thomas S Ferguson. A Bayesian analysis of some nonparametric problems.
The Annals of Statistics, pages 209–230, 1973.
[5] Jose M Bernardo. Reference posterior distributions for Bayesian inference.
Journal of the Royal Statistical Society: Series B (Statistical Methodology),
pages 113–147, 1979.
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2. [6] Persi Diaconis and Donald Ylvisaker. Conjugate priors for exponential
families. The Annals of Statistics, 7(2):269–281, 1979.
[7] Irving J Good. AM Turing’s statistical work in World War II. Biometrika,
pages 393–396, 1979.
[8] Persi Diaconis and David Freedman. Finite exchangeable sequences. The
Annals of Probability, pages 745–764, 1980.
[9] Charles M Stein. Estimation of the mean of a multivariate normal distri-
bution. The Annals of Statistics, pages 1135–1151, 1981.
[10] Donald B Rubin. Bayesianly justifiable and relevant frequency calculations
for the applies statistician. The Annals of Statistics, 12(4):1151–1172, 1984.
[11] Persi Diaconis and Donald Ylvisaker. Quantifying prior opinion. Bayesian
Statistics, 2:133–156, 1985.
[12] Persi Diaconis and David Freedman. On the consistency of Bayes estimates.
The Annals of Statistics, pages 1–26, 1986.
[13] Persi Diaconis. Recent progress on de Finetti’s notions of exchangeability.
Bayesian statistics, 3:111–125, 1988.
[14] Robert Tibshirani. Noninformative priors for one parameter of many.
Biometrika, 76(3):604–608, 1989.
[15] Sandy Zabell. RA Fisher on the history of inverse probability. Statistical
Science, pages 247–256, 1989.
[16] Alan E Gelfand and Adrian FM Smith. Sampling-based approaches to cal-
culating marginal densities. Journal of the American statistical Association,
85(410):398–409, 1990.
[17] Eric L Lehmann. Model specification: the views of Fisher and Neyman,
and later developments. Statistical Science, 5(2):160–168, 1990.
[18] Dennis V Lindley. The present position in Bayesian statistics. Statistical
Science, pages 44–65, 1990.
[19] CJ Geyer. Practical Monte Carlo Markov chain (with discussion). Statis-
tical Science, 7(1):473–511, 1992.
[20] William H Jefferys and James O Berger. Ockham’s razor and Bayesian
analysis. American Scientist, pages 64–72, 1992.
[21] Eugene Seneta. Lewis Carroll’s “pillow problems”: on the 1993 centenary.
Statistical science, pages 180–186, 1993.
[22] David Madigan, Jeremy York, and Denis Allard. Bayesian graphical models
for discrete data. International Statistical Review/Revue Internationale de
Statistique, pages 215–232, 1995.
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3. [23] Robert E Kass and Larry Wasserman. The selection of prior distribu-
tions by formal rules. Journal of the American Statistical Association,
91(435):1343–1370, 1996.
[24] Felix Abramovich, Theofanis Sapatinas, and Bernard W Silverman.
Wavelet thresholding via a Bayesian approach. Journal of the Royal Sta-
tistical Society: Series B (Statistical Methodology), 60(4):725–749, 1998.
[25] James O Berger. Bayesian analysis: A look at today and thoughts of
tomorrow. Journal of the American Statistical Association, 95(452):1269–
1276, 2000.
[26] L Zhao. Bayesian aspects of some nonparametric problems. The Annals of
Statistics, 28(2):532–552, Jan 2000.
[27] Stephen G Walker and Nils Lid Hjort. On Bayesian consistency. Journal of
the Royal Statistical Society: Series B (Statistical Methodology), 63(4):811–
821, 2001.
[28] Bradley Efron. Bayesians, frequentists, and scientists. Journal of the Amer-
ican Statistical Association, 100(469):1–5, 2005.
[29] Roderick J Little. Calibrated Bayes: a Bayes/frequentist roadmap. The
American Statistician, 60(3):213–223, 2006.
[30] G´erard Letac and H´el`ene Massam. Wishart distributions for decomposable
graphs. The Annals of Statistics, 35(3):1278–1323, 2007.
[31] Stephen G Walker, Antonio Lijoi, and Igor Pr¨unster. On rates of conver-
gence for posterior distributions in infinite-dimensional models. The Annals
of Statistics, 35(2):738–746, 2007.
[32] Christian Robert and George Casella. A short history of Markov Chain
Monte Carlo: subjective recollections from incomplete data. Statistical
Science, 26(1):102–115, 2011.
[33] Peter M¨uller and Riten Mitra. Bayesian nonparametric inference–why and
how. Bayesian Analysis, 8(2), 2013.
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