Aris Spanos: The Enduring Legacy of R. A. Fisher

February 19, 2014
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Aris Spanos: The Enduring Legacy of R. A. Fisher

More Fisher insights from A. Spanos, this from 2 years ago: One of R. A. Fisher’s (17 February 1890 — 29 July 1962) most re­markable, but least recognized, achievement was to initiate the recast­ing of statistical induction. Fisher (1922) pioneered modern frequentist statistics as a model-based approach to statistical induction anchored on the notion of a […]

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Bivariate Densities with N(0,1) Margins

February 19, 2014
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This Monday, in the ACT8595 course, we came back on elliptical distributions and conditional independence (here is an old post on de Finetti’s theorem, and the extension to Hewitt-Savage’s). I have shown simulations, to illustrate those two...

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Slime-Based Maps Simulate Real-World Transportation Networks

February 18, 2014
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Slime-Based Maps Simulate Real-World Transportation Networks

Several research groups around the world in the area of mobility and transportion optimization are exploring the use of a particular slime mould, Physarum polycephalum (the "many-headed slime"), to establish the most efficient routes around congested ...

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3D Globe Visualizes the Flows of Food-Aid Funding among Countries

February 18, 2014
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3D Globe Visualizes the Flows of Food-Aid Funding among Countries

WFP: Country Donors and Recipients [wfp.org] by Santiago Ortiz shows all World Food Programme (WFP) funding from 2003 to present as flows among individual countries. Each country on the low-polygon count, interactive 3D globe can be selected, in orde...

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k-means clustering in a GIF

February 18, 2014
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k-means clustering in a GIF

k-means is a simple and intuitive clustering approach. Here is a movie showing how it works:

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Florida backlash

February 18, 2014
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Florida backlash

In a post entitled, “A holiday message from the creative class to Richard Florida — screw you,” Mark Palko argues that Florida’s famous theories about the rise of the creative class have not held up over time: Florida paints a bright picture of these people and their future, with rapidly increasing numbers, influence and wealth. […]The post Florida backlash appeared first on Statistical Modeling, Causal Inference, and Social Science.

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Adding labels within lattice panels by group

February 18, 2014
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Adding labels within lattice panels by group

The other day I had data that showed the development of many products over time. I grouped the products into categories and visualised the data as line graphs in lattice. But instead of adding an extensive legend to the plot I wanted to add labels to e...

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TV analysis

February 17, 2014
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TV attribution is one of the hardest problems to get right in all web analytics. To be clear, attribution is how marketers make sense out of their spend, so they know where to invest more or less in the future. Since attribution, for most companies, is...

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The Washington Post reprints university press releases without editing them

February 17, 2014
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Somebody points me to this horrifying exposé by Paul Raeburn on a new series by the Washington Post where they reprint press releases as if they are actual news. And the gimmick is, the reason why it’s appearing on this blog, is that these are university press releases on science stories. What could possibly go […]The post The Washington Post reprints university press releases without editing them appeared first on…

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Repost: Ronald Fisher is one of the few scientists with a legit claim to most influential scientist ever

February 17, 2014
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Repost: Ronald Fisher is one of the few scientists with a legit claim to most influential scientist ever

Editor's Note: Ronald  This is a repost of the post "R.A. Fisher is the most influential scientist ever" with a picture of my pilgrimage to his  gravesite in Adelaide, Australia.  You can now see profiles of famous scientists on Google Scholar citations. … Continue reading →

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Happy Birthday Sir Ronald Fisher

February 17, 2014
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Happy Birthday Sir Ronald Fisher

Ronald Aylmer Fisher.Born: 17 February, 1890, in East Finchley, London, England Knighted: 1952Other major Honours: Fellow of the Royal Society (1929), Royal Medal (1938), Guy Medal in Gold (1947), Copley Medal (1956), Darwin-Wallace Meda...

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Thoughts on "Factor-Augmented VAR’s"

February 17, 2014
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Let's use the standard term, principal-components regression (PCR). It's irrelevant whether it's a "regular" regression or an autoregression, univariate or multivariate. Econometricians have always liked PCR. (I am no exception.) In this "data-rich" ag...

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On deck this week

February 17, 2014
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Mon: The Washington Post reprints university press releases without editing them Tues: Florida backlash Wed: The replication and criticism movement is not about suppressing speculative research; rather, it’s all about enabling science’s fabled self-correcting nature Thurs: Do differences between biology and statistics explain some of our diverging attitudes regarding criticism and replication of scientific claims? […]The post On deck this week appeared first on Statistical Modeling, Causal Inference, and Social…

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SoFiE Facebook Group and More

February 17, 2014
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SoFiE Facebook Group and More

The next Society for Financial Econometrics (SoFiE) Facebbok Group member will be our 1000th!  If you're not a member of the Facebook group, simply go to https://www.facebook.com/groups/sofienyu/ to join. Related, may I please ask you to...

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The missing value trick for scoring a regression model

February 17, 2014
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The missing value trick for scoring a regression model

A fundamental operation in statistical data analysis is to fit a statistical regression model on one set of data and then evaluate the model on another set of data. The act of evaluating the model on the second set of data is called scoring. One of first "tricks" that I [...]

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R. A. Fisher: how an outsider revolutionized statistics

February 17, 2014
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R. A. Fisher: how an outsider revolutionized statistics

Today is R.A. Fisher’s birthday and I’m reblogging the post by Aris Spanos which, as it happens, received the highest number of views of 2013. by Aris Spanos Few statisticians will dispute that R. A. Fisher (February 17, 1890 – July 29, 1962) is the father of modern statistics; see Savage (1976), Rao (1992). Inspired by William […]

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Probabilistic Momentum

February 17, 2014
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Probabilistic Momentum

David Varadi has recently discussed an interesting strategy in the Are Simple Momentum Strategies Too Dumb? Introducing Probabilistic Momentum post. David also provided the Probabilistic Momentum Spreadsheet if you are interested in doing computations in Excel. Today I want to show how you can test such strategy using the Systematic Investor Toolbox: The Simple Momentum […]

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Sir Francis Galton

February 16, 2014
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Sir Francis Galton

Sir Francis Galton, who gave us the concepts of both correlation, and regression, was born on this day, 16 February, in 1822. Galton was one of the great "polymaths" - he had a finger in every pie he could find - as is described in his Wikipedia entry....

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There’s no need for you to read this one

February 16, 2014
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I had an email exchange with Patrick Steigler the other day that amused me, so I’ll share it with you. Steigler started with the subject line “Taleb and STDEV vs. MAD” and the message: I came across http://www.edge.org/response-detail/25401 and was wondering what your thoughts on the issue might be. My reply: How come they never […]The post There’s no need for you to read this one appeared first on Statistical…

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Bayesian analysis of sensory profiling data III

February 16, 2014
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Bayesian analysis of sensory profiling data III

Last week I extended my Bayesian model. So this week I wanted to test it with different data. There is one other data set with profiling data in R, french fries in the reshape package. 'This data was collected from a sensory experiment conducted at Iow...

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Fisher and Neyman after anger management?

February 16, 2014
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Fisher and Neyman after anger management?

Monday is Fisher’s birthday, and to set the stage for some items to appear, I’m posing the anger management question from a year ago post (please also see the comments from then). Here it is: Would you agree if your (senior) colleague urged you to use his/her book rather than your own –even if you thought doing […]

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More statins for everybody!

February 15, 2014
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More statins for everybody!

The National Institute for Health and Care Excellence (NICE) says in draft guidance which now goes out to consultation that the threshold for GPs to prescribe statins to their patients should halved from the current value of a ...

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The Kernel of Truth in Frequentism: How it’s Implemented Mathematically

February 15, 2014
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From the previous post we need to construct a (Baysian) probability distribution from which has a high probability manifold such that for most elements in . Although simple in conception it’s difficult to see how it’s carried out or how it ...

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