Free Stanford online course on Statistical Learning (with R) starting on 19 Jan 2015

November 21, 2014
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This is an introductory-level course in supervised learning, with a focus on regression and classification methods. The syllabus includes: linear and polynomial regression, logistic regression and linear discriminant analysis; cross-validation and the bootstrap, model selection and regularization methods (ridge and … Continue reading →

Resampling and permutation tests in SAS

November 21, 2014
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My colleagues at the SAS & R blog recently posted an example of how to program a permutation test in SAS and R. Their SAS implementation used Base SAS and was "relatively cumbersome" (their words) when compared with the R code. In today's post I implement the permutation test in […]

Visualization of probabilistic forecasts

November 21, 2014
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This week my research group discussed Adrian Raftery’s recent paper on “Use and Communication of Probabilistic Forecasts” which provides a fascinating but brief survey of some of his work on modelling and communicating uncertain futures. Coincidentally, today I was also sent a copy of David Spiegelhalter’s paper on “Visualizing Uncertainty About the Future”. Both are […]

A short taxonomy of Bayes factors

November 21, 2014
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[Update Oct 2014: Due to some changes to the Bayes factor calculator webpage, and as I understand BFs much better now, this post has been updated …] I started to familiarize myself with Bayesian statistics. In this post I’ll show some insig...

Erich Lehmann: Statistician and Poet

November 21, 2014
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Memory Lane 1 Year (with update): Today is Erich Lehmann’s birthday. The last time I saw him was at the Second Lehmann conference in 2004, at which I organized a session on philosophical foundations of statistics (including David Freedman and D.R. Cox). I got to know Lehmann, Neyman’s first student, in 1997.  One day, I […]

RNA-seq Data Analysis Course Materials

November 20, 2014
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Last week I ran a one-day workshop on RNA-seq data analysis in the UVA Health Sciences Library. I set up an AWS public EC2 image with all the necessary software installed. Participants logged into AWS, launched the image, and we kicked off the morning ...

Soil Scientists Seeking Super Model

November 20, 2014
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I (Bob) spent last weekend at Biosphere 2, collaborating with soil carbon biogeochemists on a “super model.” Model combination and expansion The biogeochemists (three sciences in one!) have developed hundreds of competing models and the goal of the workshop was to kick off some projects on putting some of them together intos wholes that are […] The post Soil Scientists…

Retrospective clinical trials?

November 20, 2014
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Kelvin Leshabari writes: I am a young medical doctor in Africa who wondered if it is possible to have a retrospective designed randomised clinical trial and yet be sound valid in statistical sense. This is because to the best of my knowledge, the assumptions underlying RCT methodology include that data is obtained in a prospective […] The post Retrospective clinical…

EM algorithm revisited

November 20, 2014
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$EM algorithm revisited$

On this Tuesday, Professor Xuming He presented their recent work on subgroup analysis, which is very interesting and useful in reality. Think about the following very much practical problem (since the drug is expensive or has certain amount of side effect): If you are given the drug response, some baseline covariates which have nothing to […]

Christian Robert Shows that the Sample Median Cannot Be a Sufficient Statistic

I am grateful to Christian Robert (Xi’an) for commenting on my recent Mathematical Statistics Lessons of the Day on sufficient statistics and minimally sufficient statistics. In one of my earlier posts, he wisely commented that the sample median cannot be a sufficient statistic.  He has supplemented this by writing on his own blog to show that […]

The Rise of Bayesian Econometrics

November 19, 2014
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A recent discussion paper by Basturk et al. (2014) provides us with (at least) two interesting pieces of material. First, they give a very nice overview of the origins of Bayesian inference in econometrics. This is a topic dear to my heart, given that ...

Replication controversies

November 19, 2014
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I don’t know what ATR is but I’m glad somebody is on the job of prohibiting replication catastrophe: Seriously, though, I’m on a list regarding a reproducibility project, and someone forwarded along this blog by psychology researcher Simone Schnall, whose attitudes we discussed several months ago in the context of some controversies about attempted replications […] The post Replication controversies…

4-year-old post on Arnold Zellner is oddly topical

November 19, 2014
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I’m re-running this Arnold Zellner obituary because it is relevant to two recent blog discussions: 1. Differences between econometrics and statistics 2. Old-fashioned sexism (of the quaint, not the horrible, variety) The post 4-year-old post on...

What is the coefficient of variation?

November 19, 2014
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I sometimes wonder whether some functions and options in SAS software ever get used. Last week I was reviewing new features that were added to SAS/IML 13.1. One of the new functions is the CV function, which computes the sample coefficient of variation for data. Maybe it is just me, […]

Mathematical Statistics Lesson of the Day – Minimally Sufficient Statistics

$Mathematical Statistics Lesson of the Day – Minimally Sufficient Statistics$

In using a statistic to estimate a parameter in a probability distribution, it is important to remember that there can be multiple sufficient statistics for the same parameter.  Indeed, the entire data set, , can be a sufficient statistic – it certainly contains all of the information that is needed to estimate the parameter.  However, […]

Stan hits bigtime

November 19, 2014
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First Wikipedia, then the Times (featuring Yair Ghitza), now Slashdot (featuring Allen “PyStan” Riddell). Just get us on Gawker and we’ll have achieved total media saturation. Next step, backlash. Has Stan jumped the shark? Etc. (We’d love to have a “jump the shark” MCMC algorithm but I don’t know if or when we’ll get there. […] The post Stan hits…

Reinterpreting Lee-Carter Mortality Model

November 18, 2014
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Last week, while I was giving my crash course on R for insurance, we’ve been discussing possible extensions of Lee & Carter (1992) model. If we look at the seminal paper, the model is defined as follows Hence, it means that This would be a (non)linear model on the logarithm of the mortality rate. A non-equivalent, but alternative expression might…

Secretary

November 18, 2014
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Second time lucky, I've just been elected Secretary of the International Society for Bayesian Analysis (ISBA) Section on Biostatistics and Pharmaceutical Statistics. The aim of this specialised section of ISBA is to help network and federate under...

Another job

November 18, 2014
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We have another job available in the Department of Statistical Science at UCL. This will be a joint post between the department and University College Hospital (we have strong links with the Joint Research Office and do collaborate with many clini...

Nominal, Ordinal, Interval, Schmordinal

November 18, 2014
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Everyone wants to learn about ordinal data! I have a video channel with about 40 videos about statistics, and I love watching to see which videos are getting the most viewing each day. As the Fall term has recently started … Continue reading →

Empirical Likelihood meets Bayesian Analysis

November 18, 2014
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$Empirical Likelihood meets Bayesian Analysis$

The core idea of Empirical Likelihood (EL) is to use a maximum entropy discrete distribution supported on the data points and constrained by estimating equations related with the parameters of interest. As such, it is a non-parametric approach in the sense that the distribution of the data does not need to be specified, only some of […]

rmarkdown: Alter Action Depending on Document

November 18, 2014
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Can I see a show of hands for those who love rmarkdown? Yeah me too. One nifty feature is the ability to specify various document prettifications in the YAML of a .Rmd document and then use: The Problem Have you … Continue reading →

The World Cup Problem: Germany v. Brazil

November 18, 2014
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Earlier this semester I posed this problem to my Bayesian statistics class at Olin College:In the 2014 FIFA World Cup, Germany played Brazil in a semifinal match. Germany scored after 11 minutes and again at the 23 minute mark. At that point in th...

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