Thomas Hoskyns Leonard Blog: TO JOHN AND ORESTIS, CO-AUTHORS EXTRAORDINAIRE (POEM)

TO JOHN AND ORESTIS, CO-AUTHORS EXTRAORDINAIRE

by Thomas Hoskyns Leonard

When I with mood stabilizers was frought,

In fear of coherent Bayesians

And other eagle-eyed Vespasians,

And producing between zilch and nought,

John Shih-Jian Hsu to my rescue came,

The bright-eyed Chinese lad leading the lame.

'Look!' he cried, and I could have died,

'Your conditional Laplacian approximation,

Which I calculated by successive maximization,

During the time it takes my brows to knit,

Down the tails of the exact posterior does most precisely fit;

Your piddling little 1982 comment in JASA

Will become as celebrated as Crazy Horse and Hiawatha.'

So John with me and Kam

Hit t'others with a wham,

And onwards to a Wisconsin Ph.D. headed

While with Bayesian marginal inference becoming wedded,

And our further generalisations

Put paid to the zany asymptotics

Of the myopics and the crustaceans,

Oh, happy, happy, me,

My career was no longer out to sea!

Then off to Santa Barbara John did go

With Serene and the whiz-kids in full flow;

But I in the Crazy Lady Hotel did stay

While we gathered the rosebuds while we may,

And we wrote a mighty epistle

About log covariance matrices shrinking like a thistle;

To the Annals of Statistics it headed

And Bayes and Fisher were forever wedded.

We would it to a generalised linear model extend,

Chiu and me, with plenty of facsimile, and Tsui,

Though the maths was enough to send you round the bend.

Henceforth economists were to ring the seminal model's praises

When it became one of the latest crazes;

Now LeSage, Pace and Asai can address their data's phases,

As the random effects' affinity for stochastic volatility ever amazes.

Then handsome Orestis from Salonika proudly came

The Papasouliotis of the Acropolis

In all but ancient Grecian name

With Rich and Laura he worked with me,

While feeling creative and carefree,

On designing the Wisconsin Substance Abuse questionnaire

After factor analysis for 853 items proved to be hot air.

Two simple questions did we discern,

While the interviewers shook random balls in an urn,

That could distinguish the alcoholics and drugoholics from the rest

And with sensitivity and specificity by no means second best.

Tens of thousands of substance abusers have since been screened

And from their alcohol and drugs successfully weaned.

Three papers in Family Medicine did the happy four co-author

Without any crass referee putting us to the slaughter,

And as for the Dragon Lady? We never bought her.

What's more the deal earned Orestis his keep,

And me my peaceful sleep

Since the NIH gave me my summer money,

And I could eat, and lick the honey

When Embro called, I back to Old Blighty went

To Finney's Auld Reekie Chair,

Which wasn't exactly heaven sent,

But much more than I could ever dare for.

Thank goodness that Orestis me from Madison followed

Or I in the shit would've certainly wallowed.

He in STATLAB worked with me

And we gave advice without a fee

To archaeologists, cell biologists, astronomers and the like,

As well as Deans and oddballs learning to ride a trike,

And when Ian Main from Geophysics came,

We all endeavoured to achieving everlasting fame,

As earthquakes and oilwells joined the game,

And Orestis on Tony Busuttil's sex offender data set

For his thesis worked, and found his needs well met

Putting neuropsychological tests through the mill

As they sought to distinguish the good guys from the swill.

Oh, happy happy days!

Everything was going our way!

As the twentieth century faded,

We were by no means jaded,

John Hsu and I with Cambridge University Press,

With 'Bayesian Methods' put generations of students under duress

While Orestis helped me a book on Categorical Data to write

And Chapman and Hall published it without undue fright.

In Anno Domini 2000, Orestis was with his doctorate acclaimed,

His Analysis of Covariance and oilwell algorithm quite well famed.

But then, out of the blue, my personal Armageddon struck

And I was raked upside down and through the muck,

Now with my Resurrection o'er three years past,

I strive to contribute until the last

But with John and Orestis I published ten fine papers each;

Those heights of attainment, I ne'er again will reach.

John of his department at UCSB is now head,

While Orestis to pharmaceuticals in Geneva is wed,

Like sons to me, they carry honest Statistics forward

In places, well away from this Sceptred Isle,

Where their voices will be heard,

And others will not be riled

Or give vent the bird.

Click here for title of Orestis' Ph.D. thesis

Click here for title of John's Ph.D. thesis

LOG-COVARIANCE MATRIX ESTIMATION by Xinwei Deng

MANABU ASAI (extended our work)