Discussion of "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser

Discussion of "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser [arXiv:1112.5582].Comment: Published in at http://dx.doi.org/10.1214/11-STS352A the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Monte Carlo Methods in Statistics

Monte Carlo methods are now an essential part of the statistician's toolbox, to the point of being more familiar to graduate students than the measure theoretic notions upon which they are based! We recall in this note some of the advances made in the design of Monte Carlo techniques towards their use in Statistics, referring to Robert and Casella (2004,2010) for an in-depth coverage.Comment: Entry submitted to the International Handbook of Statistical Method

Simulation in Statistics

Simulation has become a standard tool in statistics because it may be the only tool available for analysing some classes of probabilistic models. We review in this paper simulation tools that have been specifically derived to address statistical challenges and, in particular, recent advances in the areas of adaptive Markov chain Monte Carlo (MCMC) algorithms, and approximate Bayesian calculation (ABC) algorithms.Comment: Draft of an advanced tutorial paper for the Proceedings of the 2011 Winter Simulation Conferenc

The Search for Certainty: a critical assessment

The Search for Certainty was published in 2009 by Krzysztof Burdzy. It examines the "philosophical duopoly" of von Mises and de Finetti at the foundation of probability and statistics and find this duopoly missing. This review exposes the weakness of the arguments presented in the book, it questions the relevance of introducing a new set of probability axioms from a methodological perspective, and it concludes at the lack of impact of this book on statistical foundations and practice.Comment: This is a revision of a book review of K. Burdzy's "The Search for Certainty", revision that is submitted to Bayesian Analysi