AISTATS 2014 / MLSS tutorial

April 25, 2014
By
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 […]

Read more »

This Year’s Lindau Meeting

April 25, 2014
By
This Year’s Lindau Meeting

Last October I had a post about the 5th Lindau Meeting on Economic Sciences. It's to be held in August of this year:"The 5th Lindau Meeting on Economic Sciences will provide an open exchange of economic expertise and inspire cross-cultural and int...

Read more »

Statistics Lesson and Warning of the Day – Confusion Between the Median and the Average

Statistics Lesson and Warning of the Day – Confusion Between the Median and the Average

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 […]

Read more »

Example 2014.5: Simple mean imputation

April 25, 2014
By
Example 2014.5: Simple mean imputation

We're both users of multiple imputation for missing data. We believe it is the most practical principled method for incorporating the most information into data analysis. In fact, one of our more successful collaborations is a review of software for ...

Read more »

End-of-week light entertainment: return of maritime nation

April 25, 2014
By
End-of-week light entertainment: return of maritime nation

Reader James F. spotted this chart on Times of London a few weeks ago. A lot of effort went into this display. Maybe the point is to make a bunch of data tables less boring?

Read more »

Yield Curve Modeling Update

April 25, 2014
By

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....

Read more »

Bayes Pharma 2014 – final programme

April 25, 2014
By

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...

Read more »

Revised statistical standards for evidence (comments to Val Johnson’s comments on our comments on Val’s comments on p-values)

April 25, 2014
By

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…

Read more »

Books & roses (& chatty taxi-drivers)

April 25, 2014
By
Books & roses (& chatty taxi-drivers)

I knew that Wednesday was el dia de San Jordi but I hadn't realised the way in which Catalans celebrate it. My flight from Heathrow was slightly delayed, so by the time I arrived in Barcelona it was past 9pm. Still, on my way from the airport I ha...

Read more »

Shout out to "R Handles Big Data"

April 25, 2014
By
Shout out to "R Handles Big Data"

Searching for SignificanceI just wanted to give a shout out to check out this post by Bob Muenchen on his excellent blog r4stats.com for his exceptional post a little over a year ago entitle "R Handles Big Data".

Read more »

Bandit Formulations for A/B Tests: Some Intuition

April 24, 2014
By
Bandit Formulations for A/B Tests: Some Intuition

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…

Read more »

An open site for researchers to post and share papers

April 24, 2014
By

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…

Read more »

When to use the start-at-zero rule

April 24, 2014
By
When to use the start-at-zero rule

A response to a tweet forwarded to me. The person tweeting complained that FiveThirtyEight uses charts that don’t start the vertical axis at zero. The example given was this: In this post, I want to clear some confusion around the...

Read more »

Publishing an R package in the Journal of Statistical Software

April 24, 2014
By
Publishing an R package in the Journal of Statistical Software

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…

Read more »

Machine Learning Lesson of the Day – Estimating Coefficients in Linear Gaussian Basis Function Models

Machine Learning Lesson of the Day – Estimating Coefficients in Linear Gaussian Basis Function Models

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, […]

Read more »

Phil 6334 Visitor: S. Stanley Young, “Statistics and Scientific Integrity”

April 23, 2014
By
Phil 6334 Visitor: S. Stanley Young, “Statistics and Scientific Integrity”

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, […]

Read more »

Distribution of a range

April 23, 2014
By

-+*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 […]

Read more »

Thinking of doing a list experiment? Here’s a list of reasons why you should think again

April 23, 2014
By

Someone wrote in: We are about to conduct a voting list experiment. We came across your comment recommending that each item be removed from the list. Would greatly appreciate it if you take a few minutes to spell out your recommendation in a little more detail. In particular: (a) Why are you “uneasy” about list […] The post Thinking of doing a list experiment? Here’s a list of reasons why…

Read more »

A Weekend With Julia: An R User’s Reflections

April 23, 2014
By
A Weekend With Julia: An R User’s Reflections

The Famous Julia First off, I am not going to talk much about Julia's speed. Everybody has seen the tables and graphs showing how in this benchmark or another, Julia is tens times or a hundred times faster than R.  Most blog posts talking about Ju...

Read more »

A Weekend With Julia: An R User’s Reflections

April 23, 2014
By
A Weekend With Julia: An R User’s Reflections

The Famous Julia First off, I am not going to talk much about Julia's speed. Everybody has seen the tables and graphs showing how in this benchmark or another, Julia is tens times or a hundred times faster than R.  Most blog posts talking about Ju...

Read more »

The inverse of the Hilbert matrix

April 23, 2014
By
The inverse of the Hilbert matrix

Just one last short article about properties of the Hilbert matrix. I've already blogged about how to construct a Hilbert matrix in the SAS/IML language and how to compute a formula for the determinant. One reason that the Hilbert matrix is a famous (some would say infamous!) example in numerical […]

Read more »

A short questionnaire regarding the subjective assessment of evidence

April 23, 2014
By

E. J. Wagenmakers writes: Remember I briefly talked to you about the subjective assessment of evidence? Together with Richard Morey and myself, Annelies Bartlema created a short questionnaire that can be done online. There are five scenarios and it does not take more than 5 minutes to complete. So far we have collected responses from […] The post A short questionnaire regarding the subjective assessment of evidence appeared first on…

Read more »

Applied Statistics Lesson of the Day – Notation for Fractional Factorial Designs

Applied Statistics Lesson of the Day – Notation for Fractional Factorial Designs

Fractional factorial designs use the notation; unfortunately, this notation is not clearly explained in most textbooks or web sites about experimental design.  I hope that my explanation below is useful. is the number of levels in each factor; note that the notation assumes that all factors have the same number of levels. If a factor has […]

Read more »


Subscribe

Email:

  Subscribe