Putting a final touch on Bloomberg’s terrific chart of social movements

May 7, 2015
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Putting a final touch on Bloomberg’s terrific chart of social movements

My friend Rhonda D. wins a prize for submitting a good chart. This is Bloomberg's take on the current Supreme Court case on gay marriage (link). Their designer places this movement in the context of prior social movements such as...

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Nominations for IJF Best Paper 2012-2013

May 7, 2015
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Nominations for IJF Best Paper 2012-2013

The following papers have been nominated for the best paper published in the International Journal of Forecasting in 2012–2013. I have included an excerpt from the nomination in each case. The papers in bold have been short-listed for the award, and the editorial board are currently voting on them. Bellotti, T., & Crook, J. (2012). […]

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How to Understand Computers in Film

May 6, 2015
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How to Understand Computers in Film

When we see an act of programming, screeds of code or other interactions with computers in movies, software engineers are likely to roll their eyes. When Chappie's coder has to write 'terabytes of code' When Ford's computer guy has to...

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In criticism of criticism of criticism

May 6, 2015
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In criticism of criticism of criticism

I do a lot of criticism. I’m sure you can think of lots of things that I like to criticize, but to keep things simple, let’s focus on graphics criticism, for example this post where I criticized a graph for false parallelism. At this point some people would say that graphics criticism is mean, and […] The post In criticism of criticism of criticism appeared first on Statistical Modeling, Causal…

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Story time, known unknowns and the endowment effect in an HBR article on customer data

May 6, 2015
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Story time, known unknowns and the endowment effect in an HBR article on customer data

Harvard Business Review devotes a long article to customer data privacy in the May issue (link). The article raises important issues, such as the low degree of knowledge about what data are being collected and traded, the value people place on their data privacy, and so on. In a separate post, I will discuss why I don't think the recommendations issued by the authors will resolve the issues they raised.…

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Matrix computations at SAS Global Forum 2015

May 6, 2015
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Matrix computations at SAS Global Forum 2015

Last week I attended SAS Global Forum 2015 in Dallas. It was packed with almost 5,000 attendees. I learned many interesting things at the conference, including the fact that you need to arrive EARLY to the statistical presentations if you want to find an empty seat! It was gratifying to […] The post Matrix computations at SAS Global Forum 2015 appeared first on The DO Loop.

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Random Linkage, May 2015

May 6, 2015
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Attention conservation notice: If you'd care about these links, you've probably seen them already. I have been very much distracted from blogging by teaching undergraduates (last semester; this semester), by supervising graduate students, and by Li...

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corrected MCMC samplers for multivariate probit models

May 5, 2015
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corrected MCMC samplers for multivariate probit models

“Moreover, IvD point out an error in Nobile’s derivation which can alter its stationary distribution. Ironically, as we shall see, the algorithms of IvD also contain an error.”  Xiyun Jiao and David A. van Dyk arXived a paper correcting an MCMC sampler and R package MNP for the multivariate probit model, proposed by Imai and […]

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He’s looking for probability puzzles

May 5, 2015
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Adrian Torchiana writes: I recently created a little probability puzzle app for android, and I was wondering whether you have any suggestions for puzzles that are engaging, approachable to someone who hasn’t taken a probability course, and don’t involve coins or dice. I think my easy puzzles are easy enough, but I’m having trouble thinking […] The post He’s looking for probability puzzles appeared first on Statistical Modeling, Causal Inference,…

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Painting the full picture of the employment situation

May 5, 2015
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Painting the full picture of the employment situation

It's very frustrating to read the mainstream articles about the recent unemployment report. For example, the New York Times said "U.S. Jobless Claims Hit 15-year Low." (link) At this point, everyone should be aware of how employment statistics, in particular,...

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Predicting events, when they haven’t happened yet

May 5, 2015
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Predicting events, when they haven’t happened yet

Suppose you have to predict the probabilities of events which haven't happened yet. How do you do this?Here is an example from the 1950s when Longley-Cook, an actuary at an insurance company, was asked to price the risk for a mid-air collision of two p...

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Clusters May Be Categorical but Cluster Membership Is Not All-or-None

May 5, 2015
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Clusters May Be Categorical but Cluster Membership Is Not All-or-None

Very early in the study of statistics and R, we learn that random variables can be either categorical or continuous. Regrettably, we are forced to relearn this distinction over and over again as we debug error messages produced by our code (e.g., ...

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Spurious Correlations: Death by getting tangled in bedsheets and the consumption of cheese! (Aris Spanos)

May 5, 2015
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Spurious Correlations: Death by getting tangled in bedsheets and the consumption of cheese! (Aris Spanos)

These days, there are so many dubious assertions about alleged correlations between two variables that an entire website: Spurious Correlation (Tyler Vigen) is devoted to exposing (and creating*) them! A classic problem is that the means of variables X and Y may both be trending in the order data are observed, invalidating the assumption that […]

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take those hats off [from R]!

May 4, 2015
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take those hats off [from R]!

This is presumably obvious to most if not all R programmers, but I became aware today of a hugely (?) delaying tactic in my R codes. I was working with Jean-Michel and Natesh [who are visiting at the moment] and when coding an MCMC run I was telling them that I usually preferred to code […]

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How the Tech Media Keeps Artificial Intelligence at a Distance

May 4, 2015
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How the Tech Media Keeps Artificial Intelligence at a Distance

In sympathy with yesterday's post about AI as presented in films, consider this recent article from the Wall Street Journal: Artificial Intelligence Experts are in High Demand. A list of mostly machine learning experts is produced as evidence for the...

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A causal-inference version of a statistics problem: If you fit a regression model with interactions, and the underlying process has an interaction, your coefficients won’t be directly interpretable

May 4, 2015
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A causal-inference version of a statistics problem:  If you fit a regression model with interactions, and the underlying process has an interaction, your coefficients won’t be directly interpretable

A colleague pointed me to a recent paper, “Does Regression Produce Representative Estimates of Causal Effects?” by Peter Aronow and Cyrus Samii, which begins: With an unrepresentative sample, the estimate of a causal effect may fail to characterize how effects operate in the population of interest. What is less well understood is that conventional estimation […] The post A causal-inference version of a statistics problem: If you fit a regression…

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On deck this week

May 4, 2015
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Mon: A causal-inference version of a statistics problem: If you fit a regression model with interactions, and the underlying process has an interaction, your coefficients won’t be directly interpretable. Tues: He’s looking for probability puzzles Wed: In criticism of criticism of criticism Thurs: A question about physics-types models for flows in economics Fri: What I […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Measuring Predictability

May 4, 2015
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A friend writes the following.  (I have edited very slightly for clarity.)Based on forecasts you've seen, what would you say is a "reasonable" ratio of the standard deviation of the forecast error to the standard deviation of a covariance-stationa...

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On deck this month

May 4, 2015
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A causal-inference version of a statistics problem: If you fit a regression model with interactions, and the underlying process has an interaction, your coefficients won’t be directly interpretable. He’s looking for probability puzzles In criticism of criticism of criticism A question about physics-types models for flows in economics What I got wrong (and right) about […] The post On deck this month appeared first on Statistical Modeling, Causal Inference, and…

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An easy way to clear your SAS titles

May 4, 2015
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An easy way to clear your SAS titles

Did you know that if you have set multiple titles in SAS, that there is an easy way to remove them? For example, suppose that you've written the following statements, which call the TITLE statement to set three titles: title "A Great Big Papa Title"; title2 "A Medium-sized Mama Title"; […] The post An easy way to clear your SAS titles appeared first on The DO Loop.

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How Hollywood Keeps Artificial Intelligence at a Distance

May 4, 2015
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How Hollywood Keeps Artificial Intelligence at a Distance

When something doesn't exist (like artificial intelligence) it's easy to think that there is some missing piece of magic required to bring it in to existence. There has been a growing interest in movie depictions of AI of late, and...

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Inventor of Arxiv speaks at Columbia this Tues 4pm

May 4, 2015
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Paul Ginsparg, professor of physics at Cornell University and inventor of Arxiv, is speaking Tuesday 5 May, 4pm in CEPSR 750. Here’s the abstract: I [Ginsparg] will give a very brief sociological overview of the current metastable state of scholarly research communication, and then a technical discussion of the practical implications of literature and usage […] The post Inventor of Arxiv speaks at Columbia this Tues 4pm appeared first on…

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Forget about pdf: this looks much better, it makes all my own papers look like kids’ crayon drawings by comparison.

May 3, 2015
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Mark Palko points me to this webpage which presents a recent research paper by Joanna Shepherd and Michael Kang. I have no comment on the research—I haven’t had a chance to read the paper—but I wanted to express how impressed I was about the presentation. It starts with a dedicated url just for this paper […] The post Forget about pdf: this looks much better, it makes all my own…

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