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Bayes 2015

May 21, 2015
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Bayes 2015

This week I'm in Basel for Bayes 2015. As usual lots of interesting talks and a very healthy mix of perspectives $-$ if perhaps a bit less so than usual in terms of topics. I like this conference as it's always very helpful to get interesting ideas $-$...

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Bond Yields, Macro Fundamentals, and Policy

May 20, 2015
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Greetings my friends from Eurovision in Vienna. Yes, OK, that's not exactly the real reason I'm here, but still...As I said in an earlier post that stressed DNS/AFNS yield-curve modeling with the zero lower bound imposed, "although ...

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A Pleasant Surprise

May 20, 2015
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A Pleasant Surprise

I could scarcely believe my good fortune when I opened the following email earlier today:Dear Dr Giles,Congratulations, your paper “Being ‘in’ assessment: The ontological layer(ing) of assessment practice” published in Journal of Applied R...

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Clusters Powerful Enough to Generate Their Own Subspaces

May 20, 2015
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Clusters Powerful Enough to Generate Their Own Subspaces

Cluster are groupings that have no external label. We start with entities described by a set of measurements but no rule for sorting them by type. Mixture modeling makes this point explicit with its equation showing how each measurement is an independe...

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Sequential Bayesian inference for time series

May 19, 2015
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Sequential Bayesian inference for time series

Hello hello, I have just arXived a review article, written for ESAIM: Proceedings and Surveys, called Sequential Bayesian inference for implicit hidden Markov models and current limitations. The topic is sequential Bayesian estimation: you want to perform inference (say, parameter inference, or prediction of future observations), taking into account parameter and model uncertainties, using hidden Markov […]

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I’ve Been Replaced by an Analytics Robot

May 18, 2015
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I’ve Been Replaced by an Analytics Robot

It was only a few years ago when the N.Y. Times declared my job “sexy”.  My old job title of statistician had sounded dull and stodgy, but then it became filled with exciting jargon: I’m a data scientist doing predictive analytics with … Continue reading →

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That time of the year…

May 18, 2015
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That time of the year…

Slightly later than last year, but, like every year, that time is coming. Yes: Eurovision again. From our point of view, it's of course being a lot quieter than last year, although the paper is still going strong. But we've had two nice surprises:...

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Five Not-to-be-Missed Ideas about Big Data

May 18, 2015
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If I believed in upvoting, I would be clicking my fingers bent on this op-ed article that appeared in the New York Times at the beginning of May. It's written by "data scientists" at Facebook and Google. (Thanks Dean Eckles for drawing my attention to it!) Here are a list of important ideas not to be missed: The things we can measure are never exactly what we care about When…

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Books to Read While the Algae Grow in Your Fur, February 2015

May 18, 2015
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Attention conservation notice: I have no taste. Paul J. McAuley, Something Coming Through Mind candy science fiction: in which the aliens showed up some years in the narrative past, and offered us access to the same dozen habitable planets orbiting ...

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Books to Read While the Algae Grow in Your Fur, February 2015

May 17, 2015
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Attention conservation notice: I have no taste. Paul J. McAuley, Something Coming Through Mind candy science fiction: in which the aliens showed up some years in the narrative past, and offered us access to the same dozen habitable planets orbiting ...

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