An X validated question as to why the MLE is not necessarily (well) covered by a posterior distribution. Even for a flat prior… Which in restrospect highlights the fact that the MLE (and the MAP) are invasive species in a Bayesian ecosystem. Since they do not account for the dominating measure. And hence do not […]

## Quantum leaps

A literal quantum leap is a discrete change, typically extremely small [1]. A metaphorical quantum leap is a sudden, large change. I can’t think of a good metaphor for a small but discrete change. I was reaching for such a metaphor recently and my first thought was “quantum leap,” though that would imply something much […]

## “Appendix: Why we are publishing this here instead of as a letter to the editor in the journal”

David Allison points us to this letter he wrote with Cynthia Kroeger and Andrew Brown: Unsubstantiated conclusions in randomized controlled trial of binge eating program due to Differences in Nominal Significance (DINS) Error Cachelin et al. tested the effects of a culturally adapted, Cognitive Behavioral Therapy-based, guided self-help (CBTgsh) intervention on binge eating reduction . […]

## Why “statistical significance” doesn’t work: An example.

Reading some of the back-and-forth in this thread, it struck me that some of the discussion was about data, some was about models, some was about underlying reality, but none of the discussion was driven by statements that this or that pattern in data was “statistically significant.” Here’s the problem with “statistical significance” as I […]

## a resolution of the Jeffreys-Lindley paradox

“…it is possible to have the best of both worlds. If one allows the significance level to decrease as the sample size gets larger (…) there will be a finite number of errors made with probability one. By allowing the critical values to diverge slowly, one may catch almost all the errors.” (p.1527) When commenting […]

## Professional, amateur, and something else

I opened a blog posts a while back by saying One of the differences between amateur and professional software development is whether you’re writing software for yourself or for someone else. It’s like the difference between keeping a journal and being a journalist. This morning I saw where someone pulled that quote and I thought […]

## R-squared for multilevel models

Brandon Sherman writes: I just was just having a discussion with someone about multilevel models, and the following topic came up. Imagine we’re building a multilevel model to predict SAT scores using many students. First we fit a model on students only, then students in classrooms, then students in classrooms within district, the previous case […]

## tenure track position in Clermont, Auvergne

My friend Arnaud Guillin pointed out this opening of a tenure-track professor position at his University of Clermont Auvergne, in Central France. With specialty in statistics and machine-learning, especially deep learning. The deadline for applications is 12 May 2019. (Tenure-track positions are quite rare in French universities and this offer includes a limited teaching load […]

## If you like Neyman’s confidence intervals then you like N-P tests

Neyman, confronted with unfortunate news would always say “too bad!” At the end of Jerzy Neyman’s birthday week, I cannot help imagining him saying “too bad!” as regards some twists and turns in the statistics wars. First, too bad Neyman-Pearson (N-P) tests aren’t in the ASA Statement (2016) on P-values: “To keep the statement reasonably […]

## If you like Neyman’s confidence intervals then you like N-P tests

Neyman, confronted with unfortunate news would always say “too bad!” At the end of Jerzy Neyman’s birthday week, I cannot help imagining him saying “too bad!” as regards some twists and turns in the statistics wars. First, too bad Neyman-Pearson (N-P) tests aren’t in the ASA Statement (2016) on P-values: “To keep the statement reasonably […]

## Translations of “Forecasting: principles and practice”

There are now translations of my forecasting textbook (coauthored with George Athanasopoulos) into Chinese and Korean.

The Chinese translation was produced by a team led by Professor Yanfei Kang (Beihang University) and Professor Feng Li (Central Unive…

## Comparing Point-and-Click Front Ends for R

Now that I’ve completed seven detailed reviews of Graphical User Interfaces (GUIs) for R, let’s try to compare them. It’s easy enough to count their features and plot them, so let’s start there. Continue reading →

## Le Monde puzzle [#1094]

A rather blah number Le Monde mathematical puzzle: Find all integer multiples of 11111 with exactly one occurrence of each decimal digit.. Which I solved by brute force, by looking at the possible range of multiples (and borrowing stringr:str_count from Robin!) > combien=0 > for (i in 90001:900008){ j=i*11111 combien=combien+(min(stringr::str_count(j,paste(0:9)))==1)} > combien [1] 3456 And […]

## impressions, Barbizon [jatp]

## Practical Data Science with R Book Update (April 2019)

I thought I would give a personal update on our book: Practical Data Science with R 2nd edition; Zumel, Mount; Manning 2019. The second edition should be fully available this fall! Nina and I have finished up through chapter 10 (of 12), and Manning has released previews of up through chapter 7 (with more to … Continue reading Practical Data Science with R Book Update (April 2019)

## Wanted: Statistical success stories

Bill Harris writes: Sometime when you get a free moment, it might be great to publish a post that links to good, current exemplars of analyses. There’s a current discussion about RCTs on a program evaluation mailing list I monitor. I posted links to your power=0.06 post and your Type S and Type M post, […]

## Easter and exponential sums

For the last couple years, the exponential sum of the day for Easter Sunday has been a cross. This was not planned, since the image each day is determined by the numbers that make up the date, as explained here. This was the exponential sum for last Easter last year, April 1, 2018: and this […]

## Groups in categories

The first time I saw a reference to a “group in a category” I misread it as something in the category of groups. But that’s not what it means. Due to an unfortunately choice of terminology, “in” is more subtle than just membership in a class. This is related to another potentially misleading term, algebraic […]

## survivalists [a Riddler’s riddle]

A neat question from The Riddler on a multi-probability survival rate: Nine processes are running in a loop with fixed survivals rates .99,….,.91. What is the probability that the first process is the last one to die? Same question with probabilities .91,…,.99 and the probability that the last process is the last one to die. […]

## What is an isogeny?

The previous post said that isogenies between elliptic curves are the basis for a quantum-resistant encryption method, but we didn’t say what an isogeny is. It’s difficult to look up what an isogeny is. You’ll find several definitions, and they seem incomplete or incompatible. If you go to Wikipedia, you’ll read “an isogeny is a […]