Hidden dangers of a sloppy understanding of probabilities

November 25, 2013
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Andrew Gelman’s new favorite example of the hidden dangers of noninformative priors is the following. If we observe data y ~ N(theta,1) and get y=1, then this is consistent with being pure noise, but the posterior probability for theta>0 is .84. ...

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How to get your paper rejected quickly

November 25, 2013
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How to get your paper rejected quickly

I sent this rejection letter this morning about a paper submitted to the International Journal of Forecasting. Dear XXXXX. I am writing to you regarding manuscript ????? entitled “xxxxxxxxxxxx” which you submitted to the International Journal of Forecasting. It so happens that I am aware that this paper was previously reviewed for the YYYYYYY journal. It seems that you have not bothered to make any of the changes recommended by…

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Buffon needled R exams

November 24, 2013
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Buffon needled R exams

Here are two exercises I wrote for my R mid-term exam in Paris-Dauphine around Buffon’s needle problem. In the end, the problems sounded too long and too hard for my 3rd year students so I opted for softer questions. So recycle those if you wish (but do not ask for solutions!) Filed under: Books, Kids, […]

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Dutch Rainwater Composition 1992-2011

November 24, 2013
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Dutch Rainwater Composition 1992-2011

Last week I examined rainwater composition 1992 to 2005. There is additional data, but National Institute for Public Health has changed equipment in 2005. This week I will add those data.DataData is in a number of spreadsheets. The scrip...

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R: Mapping Super Typhoon Yolanda (Haiyan) Track

November 24, 2013
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R: Mapping Super Typhoon Yolanda (Haiyan) Track

After reading Enrico Tonini post, I decided to map the super typhoon Haiyan track using OpenStreetMap, maptools, and ggplot2. If mapping with googleVis was possible with 13 lines only, that can also be achieved with the packages I used; but because I p...

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Simulation speed: GNU R vs Julia

November 23, 2013
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Simulation speed: GNU R vs Julia

Recently there is a lot of noise about Julia. I have decided to test its speed in simulation tasks on my toy Cont model. I thought I had vectorized my GNU R code pretty well, but Julia is much faster.The model was described in my earlier posts so let u...

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Simudidactic

November 23, 2013
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Simudidactic

auto·di·dact n. A self-taught person. From Greek autodidaktos, self-taught : auto-, auto- + didaktos, taught; + sim·u·late v. To create a representation or model of (a physical system or particular situation, for example). From Latin simulre, simult-, from similis, like; = (If you can get past the mixing of Latin and Greek roots) sim·u·di·dactic adj. To learn by creating a representation or model of a physical system or […]

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Tables > figures yet again

November 23, 2013
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I received the following email from someone who would like to remain anonymous: A journal editor made me change all my figures into tables. I complied, but I sent along one of your papers on the topic of figures versus tables. I got the following email in response which I thought you’d find funny: Yes, […]The post Tables > figures yet again appeared first on Statistical Modeling, Causal Inference, and…

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Le Monde puzzle [#840]

November 22, 2013
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Le Monde puzzle [#840]

Another number theory Le Monde mathematical puzzles: Find 2≤n≤50 such that the sequence {1,…,n} can be permuted into a sequence such that the sum of two consecutive terms is a prime number.  Now this is a problem with an R code solution: which returns the solution as and so it seems there is no solution beyond N=12… […]

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Compiling R from source and why you shouldn’t do it

November 22, 2013
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Compiling R from source and why you shouldn’t do it

I’ve always thought that it’s silly, in most cases, source compiling software that’s already available in binary form. To the end of making more binary packages available to Mac users, I just started contributing to a project that is creating a repository of 64 bit builds of pkgsrc’s (NetBSD's portable package manager) over 12,000 packages. »more

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Simply Statistics interview with @daphnekoller, Co-Founder of @coursera

November 22, 2013
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Jeff and I had an opportunity to sit down with Daphne Koller, Co-Founder of Coursera and Rajeev Motwani Professor of Computer Science at Stanford University. Jeff and I both teach massive open online courses using the Coursera platform and it was … Continue reading →

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Results of an Informal Survey of R users

November 22, 2013
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Results of an Informal Survey of R users

# This post does some basic correlation analysis between responses# to the survey I recently released through R Shiny at:http://www.econometricsbysimulation.com/2013/11/Shiny-Survey-Tool.html # I have saved the data from the survey after completin...

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A Bayesian model for an increasing function, in Stan!

November 22, 2013
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Following up on yesterday’s post, here’s David Chudzicki’s story (with graphs and Stan/R code!) of how he fit a model for an increasing function (“isotonic regression”). Chudzicki writes: This post will describe a way I came up with of fitting a function that’s constrained to be increasing, using Stan. If you want practical help, standard […]The post A Bayesian model for an increasing function, in Stan! appeared first on Statistical…

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You must be at least 20 years old for this job

November 22, 2013
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The New York Times is recruiting a chief data scientist.

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Easy Laplace Approximation of Bayesian Models in R

November 22, 2013
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Easy Laplace Approximation of Bayesian Models in R

Thank you for tuning in! In this post, a continuation of Three Ways to Run Bayesian Models in R, I will: Handwave an explanation of the Laplace Approximation, a fast and (hopefully not too) dirty method to approximate the posterior of a Bayesian mo...

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Convenient and innocuous priors

November 21, 2013
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Andrew Gelman has some interesting comments on non-informative priors this morning. Rather than thinking of the prior as a static thing, think of it as a way to prime the pump. … a non-informative prior is a placeholder: you can use the non-informative prior to get the analysis started, then if your posterior distribution is […]

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Future of Statistics take home messages. #futureofstats

November 21, 2013
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Future of Statistics take home messages. #futureofstats

A couple weeks ago we had the Future of Statistics Unconference. You can still watch it online here. Rafa also attended the Future of Statistical Sciences Workshop and wrote a great summary which you can read here. I decided to write … Continue reading →

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Hidden dangers of noninformative priors

November 21, 2013
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Following up on Christian’s post [link fixed] on the topic, I’d like to offer a few thoughts of my own. In BDA, we express the idea that a noninformative prior is a placeholder: you can use the noninformative prior to get the analysis started, then if your posterior distribution is less informative than you would […]The post Hidden dangers of noninformative priors appeared first on Statistical Modeling, Causal Inference, and…

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Using Database Joins to Compare Results Sets

November 20, 2013
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Using Database Joins to Compare Results Sets

One of the most powerful tools you can learn to use in genomics research is a relational database system, such as MySQL.  These systems are fairly easy to setup and use, and provide users the ability to organize and manipulate data and statistical...

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Erich Lehmann: Statistician and Poet

November 20, 2013
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Erich Lehmann: Statistician and Poet

Today is Erich Lehmann’s birthday. The last time I saw him was at the Second Lehmann conference in 2004, at which I organized a session on philosophical foundations of statistics (including David Freedman and D.R. Cox). I got to know Lehmann, Neyman’s first student, in 1997.  One day, I received a bulging, six-page, handwritten letter […]

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That’s crazy talk!

November 20, 2013
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Tenure track faculty opening at the Center for the Promotion of Research Involving Innovative Statistical Methodology, with Jennifer Hill, Marc Scott, and other world-class researchers. It looks like a great opportunity. The post That’s crazy ta...

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Light entertainment: Behold the 10 percent change!

November 20, 2013
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Light entertainment: Behold the 10 percent change!

Reader Orjan L. sent in this Swedish delight: It's on the last page of this report, and I'm told it's about the number of weapons seized by Swedish customs each year. *** On p. 8, I found a hockey-stick chart:...

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Write a reusable SAS/IML module that passes values to R

November 20, 2013
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Write a reusable SAS/IML module that passes values to R

When I call R from within the SAS/IML language, I often pass parameters from SAS into R. This feature enables me to write general-purpose, reusable, modules that can analyze data from many different data sets. I've previously blogged about how to pass values to SAS procedures from PROC IML by [...]

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