From: StatsLifeWritten by Web News Editor on 31 October 2013. Posted in NewsThe government, in partnership with the recently formed Information Economy Council, has just published its Data Capability Strategy, which outlin...

It seems that LaTeX/MathJax is working fine with my blog, including with mobile devices, which is great (see, for example, my recent post On the Wastefulness of (Pseudo-) Out-of-Sample Predictive Model Comparisons). However, a problem exists for t...

On Monday we had an interesting seminar by Samory Kpotufe on nonparametric regression. Samory presented a method for choosing the smoothing parameter, locally, in nonparametric regression. The method is simple and intuitive: construct confidence intervals using many different values of the smoothing parameter. Choose the value at which the confidence intervals stop intersecting. He has […]

This, from 2 years ago, “fits” at least as well today…HAPPY HALLOWEEN! Memory Lane In an earlier post I alleged that frequentist hypotheses tests often serve as whipping boys, by which I meant “scapegoats”, for the well-known misuses, abuses, and flagrant misinterpretations of tests (both simple Fisherian significance tests and Neyman-Pearson tests, although in different ways). […]

From: http://www.slideshare.net/lod2project/lod2-webinar-series-3rd-relase-of-the-stack

I will give, with Qichun Xu, a joint webinar for the Reinsurance Council and the Futurism Council of the Society of Actuaries, on Perspectives of Predictive Modeling with Case Studies in a few days. The slides of my talk are now available (I do recommand to open the pdf version of the slides with Acrobat, since there are animated pictures in the slides that could not be visualized below for instance).…

Big congratulations to Terry Speed who won the 2013 Prime Minister’s Prize for Science award. When he joins ABC News Breakfast, he talks about the prize, the pride, and the role statistics played in the O.J. Simpson murder case in which he testified as an expert witness. Listen to him and you will also figure out […]

Peter Hansen and Allan Timmermann have a fantastic new paper, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics."The finite-sample wastefulness of (pseudo-) out-of-sample model comparisons seems obvious, as they effe...

On Friday, I'm attending and speaking at the Leaders in Software and Art Conference, organized by Isabel Draves. LISA is an amazing gathering of artists interested in technology and software. For example, there is a panel on 3D printing and hardware hacking, and one on "creative coding, art and advertising". Check out videos from past years, and click here to register. My talk is at around 3:30 in a tightly…

Just in time for Halloween, here’s a horror story for you . . . Howard Wainer writes: In my book “Uneducated Guesses” in the chapter on value-added models, I discuss how the treatment of missing data can have a profound effect on the estimates of teacher scores. I made up how a principal might send […]The post Value-added modeling in education: Gaming the system by sending kids on a field…

This year, for Halloween, a post on candies (I promise, next year I will write another post on zombies). But I don’t want to focus on the kids problems (last year, we tried to minimize their walking distance to collect as much candies as possible, with part 1 and part 2), I want to discuss my own problems. Because usually, the kids wear their costumes, and they go in the streets, they knock on the…

Introduction I saw an interesting problem that requires Bayes’ Theorem and some simple R programming while reading a bioinformatics textbook. I will discuss the math behind solving this problem in detail, and I will illustrate some very useful plotting functions to generate a plot from R that visualizes the solution effectively. The Problem The following question is […]

Following my non-life insurance class, this morning, I had an interesting question from a student, that I will try to illustrate, and reformulate as accurately as possible. Consider a simple regression model, with one variable of interest, and one possible explanatory variable. Assume that we have two possible models, with the following output (yes, I do hide interesting parts here, but it is to get quickly to my student’s point)…

From: http://www.youtube.com/watch?v=Y4UJjzuYjfM&feature=shareTwitter flow: https://twitter.com/search?q=%23futureofstats&src=typd

Statistics is full of old and difficult ideas. It’s time for something new and simple. Well, it’s not actually new, but it will seem that way to most. The story begins with the physicist Max Planck over a century ago. Planck’s 1912 summar...

The Unconference on the Future of Statistics will begin at 12pm EDT today. Watch the live stream here.

Sports researcher Dave Berri had a disagreement with a remark in our recent discussion of Malcolm Gladwell. Berri writes: This post [from Gelman] contains the following paragraph: Similarly, when Gladwell claimed that NFL quarterback performance is unrelated to the order they were drafted out of college, he appears to have been wrong. But if you […]The post Berri Gladwell Loken football update appeared first on Statistical Modeling, Causal Inference, and…