Statistics

Statistics Blogs

My JSM 2016 itinerary

July 27, 2016
By
My JSM 2016 itinerary

The Joint Statistical Meetings are in Chicago next week. I thought I’d write down the set of sessions that I plan to attend. Please let me know if you have further suggestions. First things first: snacks. Search the program for “spotlight” or “while supplies last” for the free snacks being offered. Or go to the […]

Read more »

Apple Watch users overwhelmingly satisfied, says a survey of satisfied users

July 27, 2016
By
Apple Watch users overwhelmingly satisfied, says a survey of satisfied users

As word of plummeting sales of Apple Watch spread around last week, an entrepreneur went on Medium to sing a different tune: his survey apparently uncovered a "paradox" - Apple Watch users are "overwhelmingly satisfied, yet not recommending" the product. The "overwhelming" bit comes from this chart: This data portray a hugely successful product in which almost nobody expressed any negative feelings. This next chart is even more impressive. Apparently,…

Read more »

The Forecasting Performance of Models for Cointegrated Data

July 27, 2016
By
The Forecasting Performance of Models for Cointegrated Data

Here's an interesting practical question that arises when you're considering different forms of econometric models for forecasting time-series data:"Which type of model will perform best when the data are non-stationary, and perhaps cointegrated?"To an...

Read more »

An important Example of Simultaneously Wide and Dense Data

July 26, 2016
By

By the way, related to my last post on wide and dense data, an important example of analysis of data that are both wide and dense is the high-frequency high-dimensional factor modeling of Pelger and Ait-Sahalia and Xiu.  Effectively they trea...

Read more »

The Action is in Wide and/or Tall Data

July 25, 2016
By

I recently blogged on varieties of Big Data: (1) tall, (2) wide, and (3) dense.Presumably tall data are the least interesting insofar as the only way to get a long calendar span is to sit around and wait, in contrast to wide and tall data, which now ap...

Read more »

Mathematics teaching Rockstar – Jo Boaler

July 25, 2016
By
Mathematics teaching Rockstar – Jo Boaler

Moving around the education sector My life in education has included being a High School maths teacher, then teaching at university for 20 years. I then made resources and gave professional development workshops for secondary school teachers. It was exciting … Continue reading →

Read more »

On accuracy

July 22, 2016
By
On accuracy

In our last article on the algebra of classifier measures we encouraged readers to work through Nina Zumel’s original “Statistics to English Translation” series. This series has become slightly harder to find as we have use the original category designation “statistics to English translation” for additional work. To make things easier here are links to … Continue reading On accuracy

Read more »

A budget of classifier evaluation measures

July 22, 2016
By
A budget of classifier evaluation measures

Beginning analysts and data scientists often ask: “how does one remember and master the seemingly endless number of classifier metrics?” My concrete advice is: Read Nina Zumel’s excellent series on scoring classifiers. Keep notes. Settle on one or two metrics as you move project to project. We prefer “AUC” early in a project (when you … Continue reading A budget of classifier evaluation measures

Read more »

A scalable particle filter in Scala

July 22, 2016
By
A scalable particle filter in Scala

Introduction Many modern algorithms in computational Bayesian statistics have at their heart a particle filter or some other sequential Monte Carlo (SMC) procedure. In this blog I’ve discussed particle MCMC algorithms which use a particle filter in the inner-loop in order to compute a (noisy, unbiased) estimate of the marginal likelihood of the data. These … Continue reading A scalable particle filter in Scala

Read more »

Bayesian Bootstrap: The Movie + Some Highlights from UseR! 2016

July 20, 2016
By

Not surprisingly, this year’s UseR! conference was a great event with heaps of talented researchers and R-developers showing off the latest and greatest R packages. (A surprise visit from Donald Knuth didn’t hurt either.) What was extra great thi...

Read more »


Subscribe

Email:

  Subscribe