Blog Archives

THE END

December 17, 2013
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THE END

In addition to being the best comedy TV show ever, Seinfeld was a great source of wisdom. In one episode, Jerry counsels George: “When you hit that high note, you say goodnight and walk off.” Later, George has a good line at a meeting at Kruger Industrial Smoothing. Then he says: “Alright! That’s it for … … Continue reading →

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Stein’s Method

November 16, 2013
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Stein’s Method

I have mentioned Stein’s method in passing, a few times on this blog. Today I want to talk about Stein’s method in a bit of detail. 1. What Is Stein’s Method? Stein’s method, due to Charles Stein, is actually quite old, going back to 1972. But there has been a great deal of interest in … … Continue reading →

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Nonparametric Regression, ABC and CNN

October 31, 2013
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Nonparametric Regression, ABC and CNN

On Monday we had an interesting seminar by Samory Kpotufe on nonparametric regression. Samory presented a method for choosing the smoothing parameter, locally, in nonparametric regression. The method is simple and intuitive: construct confidence intervals using many different values of the smoothing parameter. Choose the value at which the confidence intervals stop intersecting. He has … … Continue reading →

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PubMed Commons

October 23, 2013
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PubMed Commons

Don’t you wish there was a way to comment on papers? Now there is. Thanks to the efforts of Rob Tibshirani, Pat Brown, Mike Eisen, David Lipman and others there is now a system called PubMed Commons. PubMed is the central repository for biomedical research. PubMed Commons allows people to have active discussions of papers. … … Continue reading →

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The Terminator, Statistics, Fair Use and Hedge Funds

October 15, 2013
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The Terminator, Statistics, Fair Use and Hedge Funds

I am visiting the Department of Statistics at the University of Washington today and am enjoying their warm hospitality (thanks Emily!). I have a little breathing room now so I thought I would write a quick blog post. Earlier this year, I posted my contribution to the collection celebrating the 50th anniversary of The Committee … … Continue reading →

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Assumption-Free High-Dimensional Inference

October 4, 2013
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Assumption-Free High-Dimensional Inference

Richard Lockhart, Jonathan Taylor, Ryan Tibshirani and Rob Tibshirani have an interesting paper about significance tests for the lasso. The paper will appear in The Annals of Statistics. I was asked to write a discussion about the paper. Here is my discussion. (I suggest your read their paper before reading my discussion.) Assumption-Free High-Dimensional Inference: … … Continue reading →

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Estimating Undirected Graphs Under Weak Assumptions

September 30, 2013
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Estimating Undirected Graphs Under Weak Assumptions

Mladen Kolar, Alessandro Rinaldo and I have uploaded a paper to arXiv entitled “Estimating Undirected Graphs Under Weak Assumptions.” As the name implies, the goal is to estimate an undirected graph from random vectors . Here, each is a vector with coordinates, or features. The graph has nodes, one for each feature. We put an … … Continue reading →

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Two Announcements

September 17, 2013
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Two Announcements

A couple of announcements: First: A message from Jeff Leek: “We are hosting an “unconference” on Google Hangouts. We got some really amazing speakers to talk about the future of statistics. I wonder if you could help advertise the unconference on your blogs. Here is our post: http://simplystatistics.org/2013/09/17/announcing-the-simply-statistics-unconference-on-the-future-of-statistics-futureofstats/ and the sign up page: https://plus.google.com/events/cd94ktf46i1hbi4mbqbbvvga358 We … … Continue reading →

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Consistency, Sparsistency and Presistency

September 11, 2013
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Consistency, Sparsistency and Presistency

There are many ways to discuss the quality of estimators in statistics. Today I want to review three common notions: presistency, consistency and sparsistency. I will discuss them in the context of linear regression. (Yes, that’s presistency, not persistency.) Suppose the data are where , and . Let be an estimator of . Probably the … … Continue reading →

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Is Bayesian Inference a Religion?

September 1, 2013
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Is Bayesian Inference a Religion?

Time for a provocative post. There is a nice YouTube video with Tony O’Hagan interviewing Dennis Lindley. Of course, Dennis is a legend and his impact on the field of statistics is huge. At one point, Tony points out that some people liken Bayesian inference to a religion. Dennis claims this is false. Bayesian inference, … … Continue reading →

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