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.
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!
Copyright © 2010, Institute of Mathematical Statistics.
False vs. missed discoveries, Gaussian decision theory, and the Donsker-Varadhan principle
Anirban DasGupta; 1-21
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
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
Robust generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with unknown scale
Dominique Fourdrinier, and William E. Strawderman; 249-262