`M2 TSi 2011/2012 - Reading Seminar in Statistical Classics - C.P. Robert`

This course is a reading seminar in that all participating students present and discuss one "classic", i.e. one of the important papers that contributed to the advance of Statistics as a science. The evaluation of the participating students is based on the understanding and presentation of the assigned paper, as well as on the contribution to the other discussions.

Contacts: Christian Robert, Bureau B638,
tel. 01 4405 4335
email xian@ceremade.dauphine.fr

Papers

The estimation of location and scale parameters of a continuous population of any given form J. Pitman Biometrika (1939)
The comparative advantages of systemic and randomized arrangements in the design of agricultural and biological experiments F.Yates Biometrika (1939)
Periodogram analysis and continous spectra, M.S.Bartlett Biometrika (1950)
Testing for serial correlation in least square regression J. Durbin & G.S. Watson Biometrika (1950)
Monte Carlo sampling methods using Markov chains and their applications, W.K.Hastings Biometrika (1970)
The multiple recapture census for closed populations and incomplete 2^k contingency tables S.E. Fienberg Biometrika (1972)
On the mathematical foundations of theoretical statistics R.A. Fisher Philosophical Trans. Royal Statistical Society London (1922)
On the problem of the most efficient test of statistical hypotheses J. Neyman & E.S. Pearson Philosophical Trans. Royal Statistical Society London (1933)
Algorithm AS 136: A K-Means Clustering Algorithm. J. Hartigan & M. Wong Applied Statistics (1979)
Regression models and life-table D.R. Cox J. Royal Statistical Society (1972)
Bayes Estimates for the Linear Model D.V. Lindley & A.F.M. Smith J. Royal Statistical Society (1972)
Marginalisation paradoxes in Bayesian and structural inference A.P. Dawid, M. Stone & J. Zidek J. Royal Statistical Society (1973)
Maximum likelihood from incomplete data via the EM algorithm A.P. Dempster, N.M. Laird and D.B. Rubin J. Royal Statistical Society (1977)
Regression shrinkage and selection via the lasso R. Tibshirani J. Royal Statistical Society (1996)
The future of data analysis. J.W.Tukey Annals of Mathematical Statistics (1962)
On Rereading R.A. Fisher L. Savage Annals of Statistics (1976)
Bootstrap methods: another look at the jacknife B. Efron Annals of Statistics (1979)
Estimation of the mean of a multivariate normal distribution C. Stein Annals of Statistics (1981)
Estimation of a bounded mean G. Casella & W. Strawderman Annals of Statistics (1981)
Projection pursuit P.J. Huber Annals of Statistics (1985)
On the Foundations of Statistical Inference A. Birnbaum J. American Statistical Assoc. (1962)
Testing a point null hypothesis: the irreconciability of p-values and evidence J.O. Berger & T. Sellke J. American Statistical Assoc. (1987)
Sampling-based approaches to calculating marginal densities A. Gelfand & A.F.M. Smith J. American Statistical Assoc. (1990)
Adapting to unknown smoothness via wavelet shrinkage. D. Donoho & I. Johnstone J. American Statistical Assoc. (1995)

Classes

The class takes place every week at noon on Tuesdays. In contrast with the other courses in TSi, attendance to all classes is compulsory and absences will impact on the final grade. The selection of the papers will take place during the first class and students are responsible for recovering their allocated paper.

Reference

Titterington, D.M. and Cox, D.R. (2001) Biometrika: One Hundred Years. Oxford University Press