## Mathematical Statistics Lesson of the Day – Ancillary Statistics

$Mathematical Statistics Lesson of the Day – Ancillary Statistics$

The set-up for today’s post mirrors my earlier Statistics Lessons of the Day on sufficient statistics and complete statistics. Suppose that you collected data in order to estimate a parameter .  Let be the probability density function (PDF) or probability mass function (PMF) for . Let be a statistics based on . If the distribution of does NOT […]

## IJF best paper awards

June 23, 2015
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Today at the International Symposium on Forecasting, I announced the awards for the best paper published in the International Journal of Forecasting in the period 2012–2013. We make an award every two years to the best paper(s) published in the journal. There is always about 18 months delay after the publication period to allow time for […]

## Network analysis with igraph

June 23, 2015
By

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a “how to” analyse network data using R moment. This is much like learning-by-doing knowledge, so may be useful for newcomers, although at this […]

## Stan

June 23, 2015
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Logo design by Michael Betancourt and Stephanie Mannheim. P.S. Some commenters suggested the top of the S above is too large, but I wonder if that’s just because I’ve posted the logo in a large format. On the screen it would typically be...

## A question about race based stratification

June 23, 2015
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Can Candan writes: I have scraped horse racing data from a web site in Turkey and would like to try some models for predicting the finishing positions of future races, what models would you suggest for that? There is one recent paper on the subject that seems promising, which claims to change the SMO algorithm […] The post A question about race based stratification appeared first on Statistical Modeling, Causal…

## arXiv frenzy

June 23, 2015
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In the few past days, there has been so many arXiv postings of interest—presumably the NIPS submission effect!—that I cannot hope to cover them in the coming weeks! Hopefully, some will still come out on the ‘Og in a near future: arXiv:1506.06629: Scalable Approximations of Marginal Posteriors in Variable Selection by Willem van den Boom, […]

## Next Kölner R User Meeting: Friday, 26 June 2015

June 23, 2015
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The next Cologne R user group meeting is scheduled for this Friday, 6 June 2015 and we have an exciting agenda with two talks followed by networking drinks. Data Science at the Commandline (Kirill Pomogajko)An Introduction to RStan and the Stan Modelli...

## Network analysis with igraph

June 23, 2015
By

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a “how to” analyze network data using R moment. This is much like learning-by-doing knowl...

## Network analysis with igraph

June 23, 2015
By

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a "how to" analyze network data using R moment. This is much like learning-by-doing...

## Network analysis with igraph

June 23, 2015
By

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a “how to” analyze network data using R moment. This is much like learning-by-doing knowl...

## Network analysis with igraph

June 23, 2015
By

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a “how to” analyze network data using R moment. This is much like learning-by-doing knowl...

## Network analysis with igraph

June 23, 2015
By

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a “how to” analyze network data using R moment. This is much like learning-by-doing knowl...

## Network analysis with igraph

June 23, 2015
By

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a “how to” analyze network data using R moment. This is much like learning-by-doing knowl...

## Randomized Hobbit

June 22, 2015
By

@wrathematics pointed me to his ngram R package for constructing and simulating from n-grams from text. I’d recently grabbed the text of the hobbit, and so I applied it to that text, with amusing results. Here’s the code I used to grab the text. Then calculate the ngrams with n=2. Simulate some number of words […]

## Randomized Hobbit

June 22, 2015
By

@wrathematics pointed me to his ngram R package for constructing and simulating from n-grams from text. I’d recently grabbed the text of the hobbit, and so I applied it to that text, with amusing results. Here’s the code I used to grab the text. Then calculate the ngrams with n=2. Simulate some number of words […]

## Looking for Preference in All the Wrong Places: Neuroscience Suggests Choice Model Misspecification

June 22, 2015
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At its core, choice modeling is a utility estimating machine. Everything has a value reflected in the price that we are willing to pay in order to obtain it. Here are a collection of Smart Watches from a search of Google Shopping. You are free to click...

June 22, 2015
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I've added a new page to this blog - it's titled "Readers' Forum". You'll see the tab for it in the bar just above the top post on the page you're reading now.Some explanation is in order.What?The Readers' Forum is intended to be a "clearing house" for...

## Why does designing a simple A/B test seem so complicated?

June 22, 2015
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Why does planning something as simple as an A/B test always end up feeling so complicated? An A/B test is a very simple controlled experiment where one group is subject to a new treatment (often group “B”) and the other group (often group “A”) is considered a control group. The classic example is attempting to … Continue reading Why does designing a simple A/B test seem so complicated? →

June 22, 2015
By

This is an interesting post just advertised at Imperial College London by Marta.Department of Epidemiology and BiostatisticsSchool of Public HealthResearch Associate in BiostatisticsSalary: £33,410 to £42,380 per annumDuration: 3 years fixe...

## Hey, what’s up with that x-axis??

June 22, 2015
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CDC should know better. P.S. In comments, Zachary David supplies this correctly-scaled version: It would be better to label the lines directly than to use a legend, and the y-axis is off by a factor of 100, but I can hardly complain given that he just whipped this graph up for us. The real point […] The post Hey, what’s up with that x-axis?? appeared first on Statistical Modeling, Causal…

## On deck this week

June 22, 2015
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Mon: Hey, what’s up with that x-axis?? Tues: A question about race based stratification Wed: Our new column in the Daily Beast Thurs: Irwin Shaw: “I might mistrust intellectuals, but I’d mistrust nonintellectuals even more.” Fri: An amusing window into folk genetics Sat: “Faith means belief in something concerning which doubt is theoretically possible.” — […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

## Back log

June 22, 2015
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Last week I went to Madrid to examine a PhD (I've mentioned this in another post). The thesis was focussed on a mixture of computer science and health economics \$-\$ in particular, much of the work was about developing suitable algorithms for running ef...

## Highlights from Milan Expo 2015

June 22, 2015
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You may notice how quiet it is on the blog. That's because I was in Milan last week and spent some memorable time at the EXPO. Here are some highlights as well as tips for those who will be attending....