Uncommon Ground

Alan Gelfand on the history of MCMC and the future of statistics (in a world of data science)

I am fortunate to have known Alan Gelfand for a couple of decades. I first met him in the late 1990s when I walked over to the Math/Science building to talk with him about some problems I was having in my early exploration of Bayesian inference for F-statistics. I was using BUGS (this was pre-WinBUGS), but it was the modeling I needed some advice on. I didn’t realize until a couple of years later that Alan was the Gelfand of Gelfand and Smith, “Sampling-Based Approaches to Calculating Marginal Densities” (Journal of the American Statistical Association 85:398-409; 1990 – doi: 10.1080/01621459.1990.10476213)¬† and Gelfand et al. “Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling” (Journal of the American Statistical Association 85:972-985; 1990 – doi: 10.1080/01621459.1990.10474968). Fortunately, Alan is too nice to have pointed out how naive I was. He simply gave me a lot of help. I haven’t seen him as often since he moved to Duke, but our paths still cross every year or two, because he and John Silander continue to collaborate on various problems in community ecology.

Alan was a keynote speaker at the Statistics in Ecology and Environmental Monitoring Conference in Queenstown, NZ last December, and David Warton posted a YouTube interview on the Methods Blog of the British Ecological Society. Alan describes the early history of MCMC, mentions his concern about the emergence of “data science”, and talks about what excites him most now – applying statistics to difficult problems in ecology and environmental science.

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