On deck this week

April 28, 2014
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Mon: Crowdstorming a dataset Tues: Ken Rice presents a unifying approach to statistical inference and hypothesis testing Wed: The health policy innovation center: how best to move from pilot studies to large-scale practice? Thurs: Heller, Heller, and Gorfine on univariate and multivariate information measures Fri: Discovering general multidimensional associations Sat: “The graph clearly shows that […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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An expanded version of chart 3

April 28, 2014
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An expanded version of chart 3

This is an expanded version of Chart 3 that appeared in my FiveThirtyEight article: These were the five routes in which following Kayak's recommendations would get me to a lower price than the 14-day-out price for each flight. The purple dot was when Kayak first suggested buying. The gray dotted line was the price on my first day of search. A few key observations here: The high variability of prices…

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Book review: The Functional Art

April 28, 2014
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Book review: The Functional Art

Reading Alberto Cairo’s fabulous book, The Functional Art, feels like reading my own work. It’s staggering how closely aligned our sensibilities are, notwithstanding our disparate backgrounds, he a data journlist by training, and I a statistician. We probably can finish...

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Tall Stata, low math, extra pixels

April 28, 2014
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Tall Stata, low math, extra pixels

With a clever titled blog and in well written in-depth initial post, Alex Gamma at the University of Zurich, Switzerland enters the Stata blogging scene. Check out his post on "The nicest place to live in Switzerland" at Tallstata.wordpress.com. Tall S...

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Past, present, and future of statistical science

April 28, 2014
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Past, present, and future of statistical science

This is the title of a wonderful new book that has just been released, courtesy of the Committee of Presidents of Statistical Societies. It can be freely downloaded from the COPSS website or a hard copy can be purchased on Amazon (for only a little over 10c per page which is not bad compared to other statistics books). The book consists of 52 chapters spanning 622 pages. The full table of contents below…

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More on Kaggle Forecasting Competitions: Performance Assessment and Forecast Combination

April 28, 2014
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Here are a few more thoughts on Kaggle competitions, continuing my earlier Kaggle post.It's a shame that Kaggle doesn't make available (post-competition) the test-sample data and the set of test-sample forecasts submitted. If they did, then lots of int...

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How much RAM do I need to store that matrix?

April 28, 2014
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How much RAM do I need to store that matrix?

Dear Rick, I am trying to create a numerical matrix with 100,000 rows and columns in PROC IML. I get the following error: (execution) Unable to allocate sufficient memory. Can IML allocate a matrix of this size? What is wrong? Several times a month I see a variation of this […]

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Calendar Strategy: Month End

April 28, 2014
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Calendar Strategy: Month End

Calendar Strategy is a very simple strategy that buys an sells at the predetermined days, known in advance. Today I want to show how we can easily investigate performance at and around Month End days. First let’s load historical prices for SPY from Yahoo Fiance and compute SPY perfromance at the month-ends. I.e. strategy will […]

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Mathematical Finance Days

April 28, 2014
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I will be at HEC Montréal Monday morning and Tuesday, for the Mathematical Finance Days. I will give a talk on Quantiles Estimation from Heavy Tailed Distribution, based on some joint work with Emmanuel Flachaire. I will upload the slides soon&#823...

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Ground-breaking!?

April 27, 2014
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Ground-breaking!?

My friend Natalia has posted a link to this blog on her Facebook profile. Basically, this is the story of a paper published in 1994 in the medical journal Diabetes Care. As it turns out, this paper "discovered" a method to: 1) determine total...

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Big Data…Big Deal? Maybe, if Used with Caution.

April 27, 2014
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This post is by David K. Park As we have witnessed, the term “big data” has been thrusted onto the zeitgeist in the past several years, however, when one pushes beyond the hype, there seems to be little substance there. We’ve always had “data” so what so unique about it this time? Yes, we recognize it’s […] The post Big Data…Big Deal? Maybe, if Used with Caution. appeared first on Statistical…

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Introducing Statwing

April 27, 2014
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Introducing Statwing

Recently, Greg Laughlin, the founder of a new statistical software called Statwing, let me try his product for free. I happen to like free things very much (the college student is strong within me) so I gave it a try. I mostly like how easy it is to use: For instance, to relate two attributes […]

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White stripes and dead armadillos

April 27, 2014
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Paul Alper writes: For years I [Alper] have been obsessed by the color of the line which divides oncoming (i.e., opposing) traffic because I was firmly convinced that the color of the center line changed during my lifetime. Yet, I never could find anyone who had the same remembrance (or interest in the topic). The […] The post White stripes and dead armadillos appeared first on Statistical Modeling, Causal Inference,…

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Project Tycho, Correlation between states

April 27, 2014
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Project Tycho, Correlation between states

In this fourth post on Measles data I want to have a look at correlation between states. As described before, the data is from Project Tycho, which contains data from all weekly notifiable disease reports for the United States dating back to 1888...

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Reliability and Reproducibility: Fraudulent p-values through multiple testing (and other biases): S. Stanley Young (Phil 6334: Day#13)

April 27, 2014
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Reliability and Reproducibility: Fraudulent p-values through multiple testing (and other biases):  S. Stanley Young (Phil 6334: Day#13)

S. Stanley Young, PhD Assistant Director for Bioinformatics National Institute of Statistical Sciences Research Triangle Park, NC Here are Dr. Stanley Young’s slides from our April 25 seminar. They contain several tips for unearthing deception by fraudulent p-value reports. Since it’s Saturday night, you might wish to perform an experiment with three 10-sided dice*,recording the results of 100 rolls (3 at a time) […]

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Le Monde puzzle [#869]

April 26, 2014
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Le Monde puzzle [#869]

A Le Monde mathematical puzzle once again in a Sudoku mode: In an nxn table, all integers between 1 and n appear n times. If max denotes the maximum over the numbers of different integers on all rows and columns,  what is the minimum value of max when n=7? when n=11? I tried to solve […]

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My World: The new development agenda

April 26, 2014
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My World: The new development agenda

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

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My World: The new development agenda

April 26, 2014
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My World: The new development agenda

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

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Great Resource for Teaching Statistics with R

April 26, 2014
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Great Resource for Teaching Statistics with R

If you're having trouble teaching statistics using R, then you'll just love the statsTeachR collaboration.It's being launched officially at the 2014 New England Statistics Symposium today.Here's what it's about:"statsTeachR is an open-access, onli...

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Examen, Copules et Valeurs Extrêmes

April 26, 2014
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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...

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Sleazy sock puppet can’t stop spamming our discussion of compressed sensing and promoting the work of Xiteng Liu

April 26, 2014
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Sleazy sock puppet can’t stop spamming our discussion of compressed sensing and promoting the work of Xiteng Liu

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…

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Why are R users so damn Stingy?!

April 26, 2014
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Why are R users so damn Stingy?!

YES R!Looking at rapporter's recent blog post on "R activity Around the World", I am shocked by how few users actually monetarily support the R Foundation.  Looking at the US for instance there are only 27 donars representing a little more than 0....

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AISTATS 2014 / MLSS tutorial

April 25, 2014
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AISTATS 2014 / MLSS tutorial

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 […]

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