BAYESIANS
IN VENEZUELA

by Bruno Sansó
www.cesma.usb.ve/~bruno



"Well, I have great respect for Bruno de Finetti and Harold Jeffreys, but you see Luis, here we are in the 10th floor of Evans Hall over viewing the Golden Gate. Bayesians have some work in the basement". Those were the words of J. Neyman to Luis Raúl Pericchi in 1978. Luis finished his Master and went to Imperial College in London to work on a PhD under the supervision of A.C. Atkinson, working on a thesis on Information Theory together with Bayesian and Likelihood statistics for data transformations and model selection. Once he finished it he went back to Caracas, Venezuela, to work at Universidad Simón Bolívar were he started a Bayesian group.

The whole idea was motivated by the presence at USB, while Luis was a undergraduate student in the early seventies, of Ignacio Rodríguez Iturbe, who took a PhD in M.I.T. and went back to his home country to work at USB and the Instituto Venezolano de Investigaciones Científicas; he was very interested in the possible applications of Bayesian statistics to hydrology, in particular, in how to enlarge limited information in some river basins, using regional information from other sites nearby. Ignacio motivated Luis Raúl and other students to work on Bayesian statistics and later made important contributions to its applications to hydrology. He nowadays holds a chair in Princeton, but he still is an influential figure in Venezuela.

The work in the basement started for Luis Raúl with a stats lab that was called TAE, "Taller de Estadística", within the Maths Department at USB. In the eighties TAE was a gathering place for statisticians and several students got interested in Bayesian statistics. I remember struggling with the 70Mb of disk space and the 8Mb of RAM memory of our brand new Sun 3/110 workstation to squeeze in the code of Bayes 4 that Allan Skene brought us from Nottingham and the revolutionary New S that William Nazaret gave us from AT&T. Few years later, in '92, several faculty members of the areas of Numerical Analysis and Mathematical Programming, approached TAE, with the idea of forming a more comprehensive centre. A four years grant of 800,000 dollars from the Venezuelan Government, sponsored by the Interamerican Bank of Development, led to the creation of CESMa (Centro de Estadistica y Software Matematico), under the directorship of Marianela Lentini. The same year we organised one of Zellner's meetings on Bayesian statistics and econometrics, which was well attended by many statisticians from the Americas and left some people pondering the good properties of the añejo distribution for a while. The latest development of our group occurred in 1996 when the USB decided to form a new Department called "Department of Scientific Computing and Statistics", enhancing the importance of statistics within the university.

@ Our group

The hard core of Bayesians at USB is made of the following people:

$ \bullet$ Víctor De Oliveira (vdo@cesma.usb.ve). Spent a year as a postdoc at the Institute of Statistical Sciences after taking a PhD at the University of Maryland College Park under the supervision of Benjamin Keden. He joined us in September '98 and works in spatial problems and geostatistics.

$ \bullet$ María Eglée Pérez (eglee@cesma.usb.ve). Finished her PhD at Universidad Central de Venezuela in 1994 under the supervision of Luis Raúl Pericchi. She works in problems related to inference for the Exponential Family, Bayesian analysis of discrete data and biostatistics. She has a wonderful voice, well known among the public of the cabaret at the last Valencia.

$ \bullet$ José Miguel Pérez (jperez@cesma.usb.ve). He arrived to USB in September '98, from Purdue University where he finished a PhD under the supervision of Jim Berger. He works in methods related to automatic priors in particular mixture models with applications to the clustering and characterisation of variables.

$ \bullet$ Luis Raúl Pericchi (pericchi@cesma.usb.ve). Took his PhD at Imperial College in 1981. He is the most senior member of our group and his work these days is very much focused on model comparison, with particular interest in non subjective priors, for which he and Jim Berger developed the Intrinsic Bayes Factor. His academic activities span a wide range of topics including applications to medical statistics, engineering, econometrics and official statistics. He is known as a player of Brazilian guitar.

$ \bullet$ Raquel Prado (raquel@cesma.usb.ve). She is back from North Carolina since September last year; there she took her PhD at the Institute of Statistics and Decision Sciences under the supervision of Mike West. She works in non stationary time series and applications of Bayesian methods to signal processing.

$ \bullet$ Bruno Sansó (bruno@cesma.usb.ve). I finished my PhD at Universidad Central de Venezuela in 1992 as a student of Pericchi working on Bayesian robustness and spent some time at the University of Liverpool under the supervision of Phil Brown. I now work on spatio-temporal models with particular interest in environmental variables.

Other colleagues, with different degrees of Bayesianism share our statistical activities, they are:

$ \bullet$Lelys Guenni, PhD Griffith University, 1992. Spatio-temporal models for environmental variables, stochastic hydrology. In her last talk she promised that it was her last non-Bayesian one!

$ \bullet$Raúl Jiménez, PhD Universidad Central de Venezuela, 1992. Asymptotic behaviour of stochastic processes, theory of statistical information.

$ \bullet$Isabel Llatas, PhD Wisconsin-Madison, 1987. Experimental design, multivariate statistics, statistical quality assessment. She is currently the director of CESMa.

$ \bullet$José Luis Palacios, PhD Berkeley 1982. Random walks on graphs, discrete stochastic processes, combinatorics.

$ \bullet$Adolfo Quiroz, PhD MIT 1986. Nonparametric methods, goodness of fit for multivariate data.

$ \bullet$Leonardo Saab, Master Wisconsin Madison, 1985. Statistical applications of quality management, growth curves for Venezuelan children.

@ Working environment

USB has a very pleasant campus in the outskirts of Caracas, the capital of Venezuela. The weather is fairly mild thanks to the 1,000 plus meters above the sea level and the low density of the urban development around the campus. Tropical gardens, that are part of the university's pride, surround the buildings and create a very pleasant compare our campus to a resort!

At CESMa we work mainly with Sun workstations, at last count they were around 16, the last arrival being a powerful 450 Enterprise with two processors. We have the tradition of naming them after characters of the Latin American literature and, as a result, we have a colourful network populated with thieves, whores, heroes, fantastic people created by the imagination of García Márquez, Vargas Llosa and the like.

We have around 20 students following courses in three programmes: Diploma Master and PhD. All three programmes are quite new: they have been in place for less than two years, nevertheless they already seem to be a success.

We have definitely climbed some steps up from the basement during the last years and in spite of the uncertainties that we live these days in our country, I think that the future is bright for Bayesian statistics in Venezuela. This article is available in html with links and pictures at www.cesma.usb.ve/novedades/isbae.html .
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