Big data is all the rage, but sometimes you don’t have big data. Sometimes you don’t even have average size data. Sometimes you only have eleven unique socks: Karl Broman is here putting forward a very interesting problem. Interesting, not onl...

Statistics Blogs

The hts package for R allows for forecasting hierarchical and grouped time series data. The idea is to generate forecasts for all series at all levels of aggregation without imposing the aggregation constraints, and then to reconcile the forecasts so they satisfy the aggregation constraints. (An introduction to reconciling hierarchical and grouped time series is […]

The following is from Nathan Schachtman’s legal blog, with various comments and added emphases (by me). He will try to reply to comments/queries. “Courts Can and Must Acknowledge Multiple Comparisons in Statistical Analyses” Nathan Schachtman, Esq., PC * October 14th, 2014 In excluding the proffered testimony of Dr. Anick Bérard, a Canadian perinatal epidemiologist in the […]

La semaine passée, en cours, j’avais rappelé que quand décrivait le compte de variable multinomiales prenant modalités, la variable suit asymptotiquement une loi . Et plus généralement, on peut montrer que . Le soucis est que la matrice de variance covariance n’est pas la matrice identité. Pire que ça, elle n’est pas diagonale. Encore pire, elle n’est pas inversible. On ne peut alors pas utiliser le joli résultat qui nous…

Souhaib Ben Taieb has been awarded his doctorate at the Université libre de Bruxelles and so he is now officially Dr Ben Taieb! Although Souhaib lives in Brussels, and was a student at the Université libre de Bruxelles, I co-supervised his doctorate (along with Professor Gianluca Bontempi). Souhaib is the 19th PhD student of mine to […]

A lot of Big Data analyses default to analyzing count data, e.g. number of searches of certain keywords, number of page views, number of clicks, number of complaints, etc. Doing so throws away much useful information, and frequently leads to bad analyses. *** I was reminded of the limitation of count data when writing about the following chart, which I praised on my sister blog as a good example of…