Consistency of objective Bayes factors as the model dimension grows

In the class of normal regression models with a finite number of regressors, and for a wide class of prior distributions, a Bayesian model selection procedure based on the Bayes factor is consistent [Casella and Moreno J. Amer. Statist. Assoc. 104 (2009) 1261--1271]. However, in models where the number of parameters increases as the sample size increases, properties of the Bayes factor are not totally understood. Here we study consistency of the Bayes factors for nested normal linear models when the number of regressors increases with the sample size. We pay attention to two successful tools for model selection [Schwarz Ann. Statist. 6 (1978) 461--464] approximation to the Bayes factor, and the Bayes factor for intrinsic priors [Berger and Pericchi J. Amer. Statist. Assoc. 91 (1996) 109--122, Moreno, Bertolino and Racugno J. Amer. Statist. Assoc. 93 (1998) 1451--1460]. We find that the the Schwarz approximation and the Bayes factor for intrinsic priors are consistent when the rate of growth of the dimension of the bigger model is $O(n^b)$ for $b<1$. When $b=1$ the Schwarz approximation is always inconsistent under the alternative while the Bayes factor for intrinsic priors is consistent except for a small set of alternative models which is characterized.Comment: Published in at http://dx.doi.org/10.1214/09-AOS754 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

La condición "postcolonial": Identidades dinámicas entre la diferencia y el sincretismo

Reseña de: Mezzadra, Sandro (coord.; VV.AA.) (2008), Estudios postcoloniales. Ensayos fundamentales, Editorial Traficantes de Sueños, colección Mapas, Madri

Consistency of Bayesian procedures for variable selection

It has long been known that for the comparison of pairwise nested models, a decision based on the Bayes factor produces a consistent model selector (in the frequentist sense). Here we go beyond the usual consistency for nested pairwise models, and show that for a wide class of prior distributions, including intrinsic priors, the corresponding Bayesian procedure for variable selection in normal regression is consistent in the entire class of normal linear models. We find that the asymptotics of the Bayes factors for intrinsic priors are equivalent to those of the Schwarz (BIC) criterion. Also, recall that the Jeffreys--Lindley paradox refers to the well-known fact that a point null hypothesis on the normal mean parameter is always accepted when the variance of the conjugate prior goes to infinity. This implies that some limiting forms of proper prior distributions are not necessarily suitable for testing problems. Intrinsic priors are limits of proper prior distributions, and for finite sample sizes they have been proved to behave extremely well for variable selection in regression; a consequence of our results is that for intrinsic priors Lindley's paradox does not arise.Comment: Published in at http://dx.doi.org/10.1214/08-AOS606 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

On the frequentist and Bayesian approaches to hypothesis testing

Hypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selection may reconcile both approaches. However, the Bayesian robustness viewpoint has shown that, in general, this is not so and hence a profound disagreement between both approaches exists. In this paper we briefly revise the basic aspects of hypothesis testing for both the frequentist and Bayesian procedures and discuss the variable selection problem in normal linear regression for which the discrepancies are more apparent. Illustrations on simulated and real data are given

La influencia del dibujo de Choisy en España: notas para su estudio

El objetivo de esta comunicación es ofrecer una primera aproximación, inevitablemente parcial aún y no exhaustiva sobre su influencia en España ciñéndonos a la cuestión de su influencia sobre la representación gráfica. Para ello analizaremos los dibujos realizados por una selección de arquitectos e historiadores españoles en diversas publicaciones aparecidas entre el final del XIX y los primeros años del XX y los relacionaremos con los dibujos de Auguste Choisy y otros autores franceses directamente influidos por el

Method for the Economic Profitability of Energy Rehabilitation Operations: Application to Residential Dwellings in Seville

This work proposes a method based on a computer model to assess the economic profitability of energy rehabilitation operations in the envelope of a block of residential dwellings (Virgen del Carmen) in Seville (Southern Spain). The work evaluates the influence that certain hypotheses of interventions in the opaque part of the envelope exert on the annual energy demand: better insulation of the façade, interior partitions, roof and ground floors, in addition to its semi-transparent part: improvements in the airtightness of the building openings, the glass windows, and the thermal conductivity of its frame. These interventions arise from strict compliance with the Spanish regulatory framework. This model has been designed for the context of a Mediterranean climate, (mild winters and hot summers). The simulation tool Design Builder 3.4.0.041, which uses the calculation engine Energy Plus 8.1, has been selected to generate the computing model and establish its energy demand. The amortization of the economic costs of rehabilitation is quantified by the net present value (NPV) index, in accordance with the savings in the bills of energy consumption due to the reductions in demand for heating and cooling in the building, thereby obtaining an amortization period which exceeds 22 year

Method for the Economic Profitability of Energy Rehabilitation Operations: Application to Residential Dwellings in Seville

This work proposes a method based on a computer model to assess the economic profitability of energy rehabilitation operations in the envelope of a block of residential dwellings (Virgen del Carmen) in Seville (Southern Spain). The work evaluates the influence that certain hypotheses of interventions in the opaque part of the envelope exert on the annual energy demand: better insulation of the façade, interior partitions, roof and ground floors, in addition to its semi-transparent part: improvements in the airtightness of the building openings, the glass windows, and the thermal conductivity of its frame. These interventions arise from strict compliance with the Spanish regulatory framework. This model has been designed for the context of a Mediterranean climate, (mild winters and hot summers). The simulation tool Design Builder 3.4.0.041, which uses the calculation engine Energy Plus 8.1, has been selected to generate the computing model and establish its energy demand. The amortization of the economic costs of rehabilitation is quantified by the net present value (NPV) index, in accordance with the savings in the bills of energy consumption due to the reductions in demand for heating and cooling in the building, thereby obtaining an amortization period which exceeds 22 year

Los dibujos de arquitectura gótica española de George E. Street

Between 1861 and 1863 the British architect George E. Street made several trips in order to study the Spanish gothic architecture, not so well known until then. He published afterwards, in 1865, a book entitled Some Account of Gothic Architecture in Spain which became the standard reference on the issue for generations of British and Spanish scholars. His work was supported by an incredible amount of reliable drawings he managed to create on the spot, that were enthusiastically greeted by critics and historians of the architecture. In this paper we will trace the path of his journeys and present the catalogue of his Spanish sketchbooks, analyzing his technique -in the context of his forerunners- and its reception in the academic world, both in Spain and England