Another release day: ggRandomForests V1.1.3

January 8, 2015
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Another release day: ggRandomForests V1.1.3

Continuing progress with the vignettes mean bug fixes in the code. Plus I’m presenting the regression random forest vignette to the stats group here tomorrow. http://cran.r-project.org/web/packages/ggRandomForests/index.html I’ve got another blog post percolating that will detail the biggest change in this… Continue reading →

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DDH Now in Chinese

January 8, 2015
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DDH Now in Chinese

For my Chinese readers:A Chinese version of the Diebold-Doherty-Herring risk management book just appeared. Interesting surprise. I knew nothing about it until it arrived in the snail mail, just as with the earlier Chinese version of the Dieb...

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On the Brittleness of Bayesian Inference–An Update: Owhadi and Scovel (guest post)

January 8, 2015
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On the Brittleness of Bayesian Inference–An Update: Owhadi and Scovel (guest post)

Houman Owhadi Professor of Applied and Computational Mathematics and Control and Dynamical Systems, Computing + Mathematical Sciences California Institute of Technology, USA   Clint Scovel Senior Scientist, Computing + Mathematical Sciences California Institute of Technology, USA    “On the Brittleness of Bayesian Inference: An Update” Dear Readers, This is an update on the results discussed […]

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Probable Points and Credible Intervals, Part 2: Decision Theory

January 7, 2015
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Probable Points and Credible Intervals, Part 2: Decision Theory

“Behind every great point estimate stands a minimized loss function.” – Me, just now This is a continuation of Probable Points and Credible Intervals, a series of posts on Bayesian point and interval estimates. In Part 1 we looked at these...

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What to do in 2015: Your statistics diary

January 7, 2015
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What to do in 2015:  Your statistics diary

For the last two weeks of our class on statistical communication, I gave my students the following assignment: Every day, you will write an entry in your statistics diary. Just set up a text or Word file and add to it each day. The diary entries can be anything. They can be short slice-of-life observations […] The post What to do in 2015: Your statistics diary appeared first on Statistical…

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“When Bayesian Inference Shatters” Owhadi, Scovel, and Sullivan (reblog)

January 7, 2015
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“When Bayesian Inference Shatters” Owhadi, Scovel, and Sullivan (reblog)

I’m about to post an update of this, most viewed, blogpost, so I reblog it here as a refresher. If interested, you might check the original discussion. ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ I am grateful to Drs. Owhadi, Scovel and Sullivan for replying to my request for “a plain Jane” explication of their interesting paper, “When Bayesian Inference Shatters”, and […]

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Stone cold sober as a matter of fact

January 7, 2015
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The blog is back. We had some problems, I have no idea why. But it looks ok now. We’ll reschedule some posts that appeared briefly during the rebuilding process. The post Stone cold sober as a matter of fact appeared first on Statistical Modeli...

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Beast mode parenting as shown by my Fitbit data

January 7, 2015
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Beast mode parenting as shown by my Fitbit data

This weekend was one of those hardcore parenting weekends that any parent of little kids will understand. We were up and actively taking care of kids for a huge fraction of the weekend. (Un)fortunately I was wearing my Fitbit, so I can quantify exactly how little we were sleeping over the weekend. Here is Saturday:

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Link: Businessweek Vintage Graphics

January 7, 2015
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The BizWeekGraphics tumblr (well worth following in general) has a series of postings with a beautiful collection of graphics from the very early days of Businessweek, and also some more recent ones: 1929–1935: Depression 1936–1939: Prewar 1941

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Compute the kth smallest data value in SAS

January 7, 2015
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Compute the kth smallest data value in SAS

A SAS programmer recently posted a question to the SAS/IML Support Community about how to compute the kth smallest value in a vector of numbers. In the DATA step, you can use the SMALLEST function to find the smallest value in an array, but there is no equivalent built-in function […]

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Blog problems

January 7, 2015
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Hi, the blog got screwed up. We’re busy fixing it. But, in the meantime, please don’t comment, as I can’t be sure the new comments will be saved. The post Blog problems appeared first on Statistical Modeling, Causal Inference, and S...

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Sequence generation in R, Python and Julia

January 6, 2015
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Recently I was comparing implementation of sequence generation functions in R, Python (numpy) and Julia. Interestingly even such basic functions have slight differences in implementation. In my opinion Julia provides the best solution and Python the wo...

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Kalman filter example visualised with R

January 6, 2015
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Kalman filter example visualised with R

At the last Cologne R user meeting Holger Zien gave a great introduction to dynamic linear models (dlm). One special case of a dlm is the Kalman filter, which I will discuss in this post in more detail. I kind of used it earlier when I measured the tem...

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Example 2015.1: Time to refinance?

January 5, 2015
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Example 2015.1: Time to refinance?

In the US, it's typical to borrow a fairly substantial portion of the cost of a new house from a bank. The cost of these loans, the mortgage rate, varies over time depending on what the financial wizards see in their crystal balls. What this means ov...

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Random Test/Train Split is not Always Enough

January 5, 2015
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Random Test/Train Split is not Always Enough

Most data science projects are well served by a random test/train split. In our book Practical Data Science with R we strongly advise preparing data and including enough variables so that data is exchangeable, and scoring classifiers using a random test/train split. With enough data and a big enough arsenal of methods, it’s relatively easy … Continue reading Random Test/Train Split is not Always Enough → Related posts: Does Balancing…

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Sabbath-ical

January 5, 2015
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Sabbath-ical

Today is the first day of my sabbatical term, which I have asked (and obtained) so I could work on writing the books $-$ the BCEA book had been commissioned for a while and it's not far from a nearly finalised version, while the 2nd edition of Bayesian...

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Losing sleep over schedules

January 5, 2015
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Losing sleep over schedules

Fan of the blog, John H., made a JunkCharts-style post about a chart that has been picked as a "Best of" for 2014 by Fast Company (link). I agree with him. It seems more fit to be on the "Worst...

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On deck this week

January 5, 2015
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Mon: There’s something about humans Tues: Artist needed! Wed: Bayesian models, causal inference, and time-varying exposures Thurs: When a study fails to replicate: let’s be fair and open-minded Fri: “In general I think these literatures have too much focus on data analysis and not enough on data collection.” Sat: A completely reasonable-sounding statement with which […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Seminars in Taiwan

January 5, 2015
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Seminars in Taiwan

I’m currently visiting Taiwan and I’m giving two seminars while I’m here — one at the National Tsing Hua University in Hsinchu, and the other at Academia Sinica in Taipei. Details are below for those who might be nearby. Automatic Time Series Forecasting College of Technology Management, Institute of Service Science, National Tsing Hua University, […]

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R: Canonical Correlation Analysis on Imaging

January 5, 2015
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R: Canonical Correlation Analysis on Imaging

In imaging, we deal with multivariate data, like in array form with several spectral bands. And trying to come up with interpretation across correlations of its dimensions is very challenging, if not impossible. For example let's recall the number of s...

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R Code for Election Posterior Distribution From a Random Sample

January 5, 2015
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R Code for Election Posterior Distribution From a Random Sample

I wrote a summary article a couple of years ago discussing some probability aspects of the 2012 Presidential general election with a particular focus on exit polling. I’ve had a few people email me asking for the code I used in some if the examples. I have used this code since before the 2008 elections so […]

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The Island of Knowledge and the Shoreline of Wonder

January 5, 2015
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The Island of Knowledge and the Shoreline of Wonder

In his keynote at IEEE VIS in Paris two months ago, Alberto Cairo talked about journalism, visual explanations, and what makes a good news visualization. But mostly, he talked about curiosity. When I wrote my IEEE VIS report for Tuesday of that week, I knew that I could either do a shoddy job of describing … Continue reading The Island of Knowledge and the Shoreline of Wonder

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Significance Levels are Made a Whipping Boy on Climate Change Evidence: Is .05 Too Strict? (Schachtman on Oreskes)

January 4, 2015
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Significance Levels are Made a Whipping Boy on Climate Change Evidence: Is .05 Too Strict? (Schachtman on Oreskes)

Given the daily thrashing significance tests receive because of how preposterously easy it is claimed to satisfy the .05 significance level requirement, it’s surprising[i] to hear Naomi Oreskes blaming the .05 standard as demanding too high a burden of proof for accepting climate change. “Playing Dumb on Climate Change,” N.Y. Times Sunday Rev. at 2 (Jan. 4, 2015). Is there anything […]

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