1 cool trick for defining conditional probability

December 12, 2015
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Hi, this one comes up from time to time so I thought I’d devote a whole post to it. The question is: what is conditional probability? And here’s what I wrote: Everyone agrees that P(A,B) = P(A|B)*P(B). The question is, what comes first? In traditional probability textbooks, P(A,B) is defined first, then P(A|B) is defined […] The post 1 cool trick for defining conditional probability appeared first on Statistical Modeling,…

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ERCIM/CMStat 2015

December 12, 2015
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ERCIM/CMStat 2015

Tomorrow I'll be at the 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015), which has again come to London. I have only been once to this conference, two years ago $-$ that time too it w...

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The Master plan

December 12, 2015
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Together with Jolene (who's really been the driving force behind this) and Marcos, I've been working in the past few months to try and set up a new MSc in Health Economic Evaluation and Decision Science at UCL.The process has been relatively long ...

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Practical Data Science with R examples

December 11, 2015
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One of the big points of Practical Data Science with R is to supply a large number of fully worked examples. Our intent has always been for readers to read the book, and if they wanted to follow up on a data set or technique to find the matching worked examples in the project directory … Continue reading Practical Data Science with R examples

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Finding meaning in Big Blue California

December 11, 2015
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Finding meaning in Big Blue California

Via Twitter, Pat complained that this Bloomberg graphic is confusing: The accompanying article is here. The gist of the report is that electric cars are much more popular on the West coast because the fuel efficiency of such cars goes...

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Instead of research on reproducibility, just do reproducible research

December 11, 2015
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Right now reproducibility, replicability, false positive rates, biases in methods, and other problems with science are the hot topic. As I mentioned in a previous post pointing out a flaw with a scientific study is way easier to do correctly than generating a new scientific study. Some folks have noticed that right now there is

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My talks at Nips

December 11, 2015
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Today (Fri 11 Dec 2005), 4:30pm, room 514a, The Statistical Crisis in Science, in Workshop on Adaptive Data Analysis Today, 4:55pm, room 513ab, on a panel in Workshop on Advances in Approximate Bayesian Inference Tomorrow (Sat), 9am, room 513ab, Advent...

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“Baby Boomer” as an inaccurate, all-purpose insult

December 11, 2015
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From a recent book review by Christopher Tayler: In age and sensibility, they’re caught in the crossfire of the intergenerational squabble that caused David Foster Wallace, speaking for ‘the children of all the impassioned infidelities and divorces Updike wrote about so beautifully’, to characterise the typical Updikean baby boomer as ‘an asshole’. John Updike was […] The post “Baby Boomer” as an inaccurate, all-purpose insult appeared first on Statistical Modeling,…

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Speeding up the Cluster Bootstrap in R

December 11, 2015
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Speeding up the Cluster Bootstrap in R

Back in January 2013 I wrote a blog post showing how to implement a basic cluster/block bootstrap in R. One drawback of the cluster bootstap is the length of time it takes to sample with replacement and create the data samples. Thankfully some of the comments on my previous post illustrated simple ways to get […]

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Sequential Analysis

December 11, 2015
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Sequential Analysis

We here at Win-Vector LLC been working through an ad-hoc series about A/B testing combining elements of both operations research and statistical points of view. A dynamic programming solution to A/B test design Why does designing a simple A/B test seem so complicated? A clear picture of power and significance in A/B tests Bandit Formulations … Continue reading Sequential Analysis

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RStudio just keeps getting better

December 11, 2015
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RStudio just keeps getting better

RStudio has been a life-changer for the way I work, and for how I teach data analysis. I still have a couple of minor frustrations with it, but they are slowly disappearing as RStudio adds features. I use dual monitors and I like to code on one monitor and have the console and plots on […]

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Long Memory Stochastic Volatility

December 11, 2015
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Check out Mark Jensen's new paper.  Long memory is a key feature of realized high-frequency asset-return volatility, yet it remains poorly understood. Jensen's approach may help change that. Of particular interest are: (1) its ability to...

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Le Monde puzzle [#939]

December 10, 2015
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Le Monde puzzle [#939]

A Le Monde mathematical puzzle about special integers: Find all integers with less than 11 digits that are perfect squares and can be written as a(a+6), a being an integer. Eleven digits being too much for a brute force exploration of the form `for (t in 1:1e11)`…, some preliminary  analysis is needed, but I could […]

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Cause of Death: Melanin | Evaluating Death-by-Police Data

December 10, 2015
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Cause of Death: Melanin | Evaluating Death-by-Police Data

Widespread attention towards the death of black men by police has sparked protests and public outrage in many a city. Recently, the Federal Government has launched an investigation into the conduct of the entire Chicago police department. However, by p...

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New Elsevier: Good or Bad?

December 10, 2015
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New Elsevier: Good or Bad?

This just in from Elsevier.  Hardly my favorite firm, but still.  Does it resonate with you, for your own future publications? I am intrigued, insofar as it may actually have scientific value in disseminating research and helpi...

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Attitudes Modeled as Networks

December 10, 2015
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Attitudes Modeled as Networks

In case you missed it, Jonas Dalege and his colleagues at the PsychoSystems research group have recently published an article in Psychological Review detailing how attitudes can be represented as network graphs. It is all done using R and a dataset tha...

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More on prior distributions for climate sensitivity

December 10, 2015
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In response to this post the other day on prior distributions for climate sensitivity, Nicholas Lewis wrote in: Your post refers to comments I made at ATTP’s blog about the use of Jeffreys’ prior in estimating climate sensitivity. I would like to explain why, in some but not all cases, the Jeffreys’ prior for estimating […] The post More on prior distributions for climate sensitivity appeared first on Statistical Modeling,…

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Who’s downloading the forecast package?

December 9, 2015
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Who’s downloading the forecast package?

The github page for the forecast package currently shows the following information Note the downloads figure: 264K/month. I know the package is popular, but that seems crazy. Also, the downloads figure on github only counts the downloads from the RStudio mirror, and ignores downloads from the other 125 mirrors around the world. Here are the […]

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Seasonal Unit Root Testing in EViews

December 9, 2015
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Seasonal Unit Root Testing in EViews

When we're dealing with seasonal data - e.g., quarterly data - we need to distinguish between "deterministic seasonality" and "stochastic seasonality". The first type of seasonality is what we try to remove when we "seasonally adjust" the series. It's ...

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By opposing tracking well-meaning educators are hurting disadvantaged kids

December 9, 2015
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By opposing  tracking well-meaning educators are hurting disadvantaged kids

An unfortunate fact about the US K-12 system is that the education gap between poor and rich is growing. One manifestation of this trend is that we rarely see US kids from disadvantaged backgrounds become tenure track faculty, especially in the STEM fields. In my experience, the ones that do make it, when asked how they overcame the

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Why I decided not to enter the $100,000 global warming time-series challenge

December 9, 2015
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Why I decided not to enter the $100,000 global warming time-series challenge

tl;dr: Negative expected return. Long version: I received the following email the other day from Tom Daula: Interesting applied project for your students, or as a warning for decisions under uncertainty / statistical significance. Real money on the line so the length of time and number of entries required to get a winner may be […] The post Why I decided not to enter the $100,000 global warming time-series challenge…

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Overlay categories on a histogram

December 9, 2015
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Overlay categories on a histogram

Recently Sanjay Matange blogged about how to color the bars of a histogram according to a gradient color ramp. Using the fact that bar charts and histograms look similar, he showed how to use PROC SGPLOT in SAS to plot a bar chart in which each bar is colored according […] The post Overlay categories on a histogram appeared first on The DO Loop.

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Fun media requests

December 8, 2015
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Lots of time I get asked who I think will win the election. This time we have something different: On Dec 8, 2015, at 2:59 AM, ** wrote: Hello Mr Gelman, I am writing you on behalf of ** Online Media **. We are a special service that finds the best experts to answer the […] The post Fun media requests appeared first on Statistical Modeling, Causal Inference, and Social…

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