Statistics

Statistics Blogs

The Geometry of Classifiers

December 19, 2014
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The Geometry of Classifiers

As John mentioned in his last post, we have been quite interested in the recent study by Fernandez-Delgado, et.al., “Do we Need Hundreds of Classifiers to Solve Real World Classification Problems?” (the “DWN study” for short), which evaluated 179 popular implementations of common classification algorithms over 120 or so data sets, mostly from the UCI … Continue reading The Geometry of Classifiers → Related posts: A comment on preparing data…

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Statistical modelling and analysis of big data

December 18, 2014
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Statistical modelling and analysis of big data

There is a one day workshop on this topic on 23 February 2015 at QUT in Brisbane. I will be speaking on “Visualizing and forecasting big time series data”. OVERVIEW Big data is now endemic in business, industry, government, environmental management, medical science, social research and so on. One of the commensurate challenges is how to […]

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End-of-Semester Econometrics Examination

December 17, 2014
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End-of-Semester Econometrics Examination

My introductory graduate econometrics class has just finished up. The students sat the final examination yesterday. They did really well!If you'd like to try your hand, you can find the exam. here.© 2014, David E. Giles

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Statistics tutorials at PyCon 2015

December 17, 2014
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Statistics tutorials at PyCon 2015

I am happy to announce that I will offer two statistics tutorials at PyCon 2015 on April 9 in Montreal.  In the morning session I am teaching Bayesian Statistics Made Simple, which I have taught several times before, including the last three PyCon...

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New R package for electricity forecasting

December 17, 2014
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New R package for electricity forecasting

Shu Fan and I have developed a model for electricity demand forecasting that is now widely used in Australia for long-term forecasting of peak electricity demand. It has become known as the “Monash Electricity Forecasting Model”. We have decided to release an R package that implements our model so that other people can easily use it. […]

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Lazy(?)

December 16, 2014
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Lazy(?)

It's nearly the Christmas break and as I was writing the previous post (on our Workshop on cost-effectiveness thresholds), I just noticed the post-counter in the blog archive. While the decrease in the number of posts from 2012 to 2013 was minimal (98 ...

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NICE and the cost-effectiveness thresholds: Can good intentions compensate for bad practice?

December 16, 2014
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That's the title of the workshop we've held at UCL yesterday (I'd mentioned it in a previous post). I think it went remarkably well (OK $-$ as I'm the organiser, I may be over-enthusiastic, but I really think it was a very good day!). Despite the fact ...

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Learning R: Live Webinar, Interactive Self-Paced, or Site Visit?

December 15, 2014
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Learning R: Live Webinar, Interactive Self-Paced, or Site Visit?

My recent blog post, Why R is Hard to Learn, must have hit a nerve as it was read by over 6,000 people in its first two days online.  If you’re using R to augment your work in SAS, SPSS … Continue reading →

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Another example of misleading time-based correlation

December 15, 2014
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Another example of misleading time-based correlation

On my sister blog last week, I wrote about how to screw up a column chart. The chart designer apparently wanted to explore whether Rotten Tomato Scores are correlated with box office success, and whether the running time of a movie is correlated with box office success. In either case, the set of movies is a small one, those directed by Chris Nolan. Here is a better view of the…

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Causal Modeling Update

December 15, 2014
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In an earlier post on predictive modeling and causal inference, I mentioned my summer "reading list" for causal modeling:Re-read Pearl, and read the Heckman-Pinto critique.Re-read White et al. on settable systems and testing conditional indep...

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