2022 Distinguished Achievement Award and Lectureship Winner
The 2022 Committee of Presidents of Statistical Societies (COPSS) Distinguished Achievement Award and Lectureship Committee selected Nancy Reid, University of Toronto to deliver the COPSS Lecture at the Joint Statistical Meetings in 2022. The citation for Dr. Wong's plaque reads:
"For pioneering contributions to statistical theory and in particular to likelihood inference, strong commitment to the promotion of statistical thinking across a range of applications, outstanding service to the statistical profession, and for being a role model, advocate and mentor to young statisticians."
Dr. Reid's talk is titled "Likelihood and Its Discontents."
While there was a time when inference based on the likelihood function was too difficult to implement, advances in computing soon overcame this, and the likelihood function has long provided a reliable foundation for Bayesian and non-Bayesian analyses in a wide range of applications. The formal justification is largely through asymptotic arguments, under “the usual regularity conditions”. With the increase in complexity of models and size of data, computational and theoretical problems arise anew, and many extensions to the likelihood function and asymptotic theory have been developed in response. This talk gives an overview of likelihood inference, including some recent developments that seem to me both interesting and challenging for statistical theory and practice.