Institute of Mathematical Statistics Collections

Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown

Editor: James O. Berger
Editor: T. Tony Cai
Editor: Iain M. Johnstone

Collections, Volume 6
Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2010.
273 pp.

Abstract:

This volume consists of articles prepared in honor of Lawrence D. Brown by some of his many friends, colleagues and students on the occasion of his 70th birthday. It is associated with a conference “Borrowing Strength: Theory Powering Applications" at the Wharton School of the University of Pennsylvania, December 15 - 17, 2010, timed to coincide exactly with Larry’s birthday.

Larry is one of the leading statisticians of our time; his work has spanned the theory and application of statistics, from its mathematical and philosophical foundations in the decision theoretic assessment of widely used methods through to influential policy advice on critical national statistical instruments such as the decennial census. We shan’t attempt to describe here the astounding depth and scope of his work, not least because we look forward to much more from him the years to come! Instead, the volume includes a wide-ranging interview with Larry, conducted in 2001, and published in Statistical Science in 2005.

We also include a charming poem adaptation by Larry: “A Most Unusual Bird (Freely adapted from E. A. Poe)" presented at the 6th Purdue Symposium, in 1998, along with a list of Larry’s publications to date.

Larry is widely loved, by students, colleagues and friends alike, for his ready and powerful statistical insight, and his constant wisdom, generosity and geniality. He is truly a statistician’s statistician, always at the center of any statistical community graced with his presence. On behalf of several of those communities, we feel privileged to have had the chance to help assemble this volume and to join in wishing him the happiest of birthdays!

Permanent link to this monograph: http://projecteuclid.org/euclid.imsc/1288098997
ISBN:978-0-940600-79-9

Copyright © 2010, Institute of Mathematical Statistics.

Title and Copyright Pages

i-ii

Table of Contents

iii-iv

Preface

v

Contributor’s List

vi-vii

Photo

viii

Biography of Lawrence D. Brown

ix-x

Publications

xi-xvii

Students

xviii

A Poem

xix-xx

A conversation with Larry Brown

Anirban DasGupta; xxi-xxxv

Decision Theory

False vs. missed discoveries, Gaussian decision theory, and the Donsker-Varadhan principle

Anirban DasGupta; 1-21

Chi-square lower bounds

Mark G. Low; 22-31

Minimax estimation over hyperrectangles with implications in the Poisson case

Brenda MacGibbon; 32-42

Lower bounds for volatility estimation in microstructure noise models

Axel Munk, and Johannes Schmidt-Hieber; 43-55

High Dimensional Models

Hierarchical selection of variables in sparse high-dimensional regression

Peter J. Bickel, Ya’acov Ritov, and Alexandre B. Tsybakov; 56-69

High-dimensional variable selection for Cox’s proportional hazards model

Jianqing Fan, Yang Feng, and Yichao Wu; 70-86

High dimensional Bernstein-von Mises: simple examples

Iain M. Johnstone; 87-98

Modeling Data: Applications

Service times in call centers: Agent heterogeneity and learning with some operational consequences

Noah Gans, Nan Liu, Avishai Mandelbaum, Haipeng Shen, and Han Ye; 99-123

Modeling Data: Topology

Persistent homology for random fields and complexes

Robert J. Adler, Omer Bobrowski, Matthew S. Borman, Eliran Subag, and Shmuel Weinberger; 124-143

Model Selection and Testing

Multiple testing of pairwise comparisons

Arthur Cohen, Harold Sackrowitz, and Chuanwen Chen; 144-157

Dilution priors: Compensating for model space redundancy

Edward I. George; 158-165

Model selection error rates in nonparametric and parametric model comparisons

Yongsung Joo, Martin T. Wells, and George Casella; 166-183

Optimality results for mid p–values

Martin T. Wells; 184-198

Nonparametric Regression and Basis Function Models

Nonparametric regression in natural exponential families

T. Toni Cai, and Harrison H. Zhou; 199-215

Local polynomial regression and variable selection

Hugh Miller, and Peter Hall; 216-233

Variance reduction via basis expansion in Monte Carlo integration

Yazhen Wang; 234-248

Shrinkage Estimation

Robust generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with unknown scale

Dominique Fourdrinier, and William E. Strawderman; 249-262

Empirical Bayes in-season prediction of baseball batting averages

Wenhua Jiang, and Cun-Hui Zhang; 263-273

Institute of Mathematical Statistics Collections

Institute of Mathematical Statistics Collections