The new development agenda of UN To know people’s priorities and views for a better life is the aim of the …Continue reading →

Après les exposés des dernières séances, l’examen du cours MAT8595, Copules et Valeurs Extrêmes avait lieu hier matin. L’énoncé est en ligne, et j’ai aussi écrit quelques éléments de correction, là. En cas de désaccord, m...

Some asshole who has a bug up his ass about compressed sensing is spamming our comments with a bunch of sock puppets. All from the same IP address: “George Stoneriver,” Scott Wolfe,” and just plain “Paul,” all saying pretty much the same thing in the same sort of broken English (except for Paul, whose post […] The post Sleazy sock puppet can’t stop spamming our discussion of compressed sensing and…

Here are the slides of the tutorial on ABC methods I gave yesterday at both AISTAST 2014 and MLSS. (I actually gave a tutorial at another MLSS a few years ago, on the pretty island of Berder in Brittany, next to Vannes.) They are definitely similar to previous talks and tutorials I delivered on this […]

Yesterday, I attended an interesting seminar called “Transforming Healthcare through Big Data” at the Providence Health Care Research Institute‘s 2014 Research Day. The seminar was delivered by Martin Kohn from Jointly Health, and I enjoyed it overall. However, I noticed a glaring error about basic statistics that needs correction. Martin wanted to highlight the overconfidence that many doctors have […]

An earlier post, DNS/AFNS Yield Curve Modeling FAQs, ended with:"What next? Job 1 is flexible incorporation of stochastic volatility, moving from \(A_0(N)\) to \(A_x(N)\) for \(x>0\), as bond yields are most definitely conditionally heteroskedastic....

Here's the finalised programme for Bayes Pharma. (Of course I may be biased), but I think it is quite interesting and we have a wide variety of topics, so there should be plenty to get your teeth into! We still have some places available (and as a...

As regular readers of this blog are aware, a few months ago Val Johnson published an article, “Revised standards for statistical evidence,” making a Bayesian argument that researchers and journals should use a p=0.005 publication threshold rather than the usual p=0.05. Christian Robert and I were unconvinced by Val’s reasoning and wrote a response, “Revised […] The post Revised statistical standards for evidence (comments to Val Johnson’s comments on our…

Controlled experiments embody the best scientific design for establishing a causal relationship between changes and their influence on user-observable behavior. – Kohavi, Henne, Sommerfeld, “Practical Guide to Controlled Experiments on the Web” (2007) A/B tests are one of the simplest ways of running controlled experiments to evaluate the efficacy of a proposed improvement (a new […] Related posts: Unit tests as penance How to test XCOM “dice rolls” for fairness…

Alexander Grossman writes: We have launched a beta version of ScienceOpen in December at the occasion of the MRS Fall meeting in Boston. The participants of that conference, most of them were active researchers in physics, chemistry, and materials science, provided us with a very positive feedback. In particular they emphazised that it appears to […] The post An open site for researchers to post and share papers appeared first…

I’ve been an editor of JSS for the last few years, and as a result I tend to get email from people asking me about publishing papers describing R packages in JSS. So for all those wondering, here are some general comments. JSS prefers to publish papers about packages where the package is on CRAN and has been there long enough to have matured (i.e., obvious bugs ironed out and…

Recently, I introduced linear Gaussian basis function models as a suitable modelling technique for supervised learning problems that involve non-linear relationships between the target and the predictors. Recall that linear basis function models are generalizations of linear regression that regress the target on functions of the predictors, rather than the predictors themselves. In linear regression, […]

We are pleased to announce our guest speaker at Thursday’s seminar (April 24, 2014): “Statistics and Scientific Integrity”: S. Stanley Young, PhD Assistant Director for Bioinformatics National Institute of Statistical Sciences Research Triangle Park, NC Author of Resampling-Based Multiple Testing, Westfall and Young (1993) Wiley. The main readings for the discussion are: Young, S. & Karr, […]

-+*Suppose you’re drawing random samples uniformly from some interval. How likely are you to see a new value outside the range of values you’ve already seen? The problem is more interesting when the interval is unknown. You may be trying to estimate the end points of the interval by taking the max and min of […]