Some challenges for statistics |
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| Authors: | A C Davison |
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| Institution: | (1) Institute of Mathematics, School of Basic Sciences, Ecole Polytechnique Fédérale de Lausanne, STAT-IMA-FSB-EPFL, Station 8, 1015 Lausanne, Switzerland |
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| Abstract: | The paper gives a highly personal sketch of some current trends in statistical inference. After an account of the challenges that new forms of data bring, there is a brief overview of some topics in stochastic modelling. The paper then turns to sparsity, illustrated using Bayesian wavelet analysis based on a mixture model and metabolite profiling. Modern likelihood methods including higher order approximation and composite likelihood inference are then discussed, followed by some thoughts on statistical education. |
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| Keywords: | Bayesian inference Composite likelihood Likelihood asymptotics Metabolite profiling Mixture model Sparsity Statistical education Stochastic model Wavelet regression |
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