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From Fisher to “Big Data”: Continuities and Discontinuities
In two major papers in 1922 and 1925, Fisher introduced many of the ideas, parameters, sufficiency, efficiency, maximum likelihood, which when coupled with Wald’s decision theoretic point of view of 1950, have underlain the structure of statistics until the 1980’s. That period coincided, not accidentally, with the beginnings of the widespread introduction of computers and our ability to use them to gather “big data” and implement methods to analyze such data. In this lecture I will try to see how the Fisherian concepts have evolved in response to the new environment and to isolate and study new ideas that have been brought in and where they have come from. Thus, I will argue that “sufficiency” has evolved to “data compression”, ”efficiency” has had to include computational considerations, and issues of scale, “parameters” and procedures such as “maximum likelihood” have had to be considered in the context of larger semi and nonparametric models and in robustness. The steady rise in computational capability during the last 30-40 years has enabled the implementation of the older Bayesian point of view computer intensive methods, such as Efron’s “bootstrap”, as well as the introduction of the “machine learning” point of view and methods from computer science. I will try to support my argument from the literature, some of my own work and my experience with ENCODE, a “Big Data” project in biology.
BIOGRAPHY: Peter Bickel has been a leading figure in the field of statistics in the 43 years since he received his Ph.D. in Statistics at the age of 22. He has made wide-ranging and far-reaching contributions to the discipline of statistics. These include robust statistics, decision theory, semiparametric methods, the bootstrap, nonparametric modeling, machine learning, computational biology, as well as other areas (e.g. transportation and genomics) where statistics and quantitative approaches play an important role, including computational weather prediction computational biology, public health, and econometrics among others.
Bickel’s contributions to statistics have been recognized internationally by numerous awards and honors. These include being the first recipient of The COPSS Presidents Award in 1980, The Wald Lecturer in 1980, Rietz Lecturer in 2004 and Fisher Lecturer in 2013. These include his John D. and Catherine T. MacArthur Foundation Fellowship in 1984, Guggenheim, NATO, Miller Fellowships, and his election to the American Academy for Arts and Sciences in 1985, the National Academy of Sciences in 1985, Royal Netherlands Academy of Arts and Sciences in 1995. He was also honored by a (UC-Berkeley) Chancellor’s distinguished professorship (1996-1999). Other honors include a Ph.D.(hc) from the Hebrew University of Jerusalem and Commander of the Order of Orange-Nassau in 2005.
Professor Bickel has held a number of leadership positions from his administrative services to Berkeley as department chairman (76–79, 93–98), director of the Statistical Laboratory (87-92), to Dean of Physical Sciences. He has served as President of The Institute of Mathematical Statistics (1980–1982), President of The Bernoulli Society (1991–1993), and the Board of Trustees of National Institute of Statistics (1991 — ) to the national level such as various leading positions in the National Academy of Sciences, National Research Council, Council of Scientific Advisors and the American Association for the Advancement of Science.