## Feeling optimistic after the Future of the Statistical Sciences Workshop

November 18, 2013
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Last I week I participated in the Future of the Statistical Sciences Workshop. I arrived feeling somewhat pessimistic about the future of our discipline. My pessimism stemmed from the emergence of the term Data Science and the small role academic … Continue reading →

## Graduate Course on Copulas and Extreme Values

November 18, 2013
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This Winter, I will be giving a (graduate) course on extreme values, and copulas (more generally multivariate models and dependence), MAT8595. It is an ISM course, and even if it will probably be given in French, I will upload information here, in English. I will upload the (detailed) syllabus of the course during the Christmas holidays. But to give an overview, for those willing to register, the first part of the course will…

## What’s my Kasparov number?

November 18, 2013
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A colleague writes: Personally my Kasparov number is two: I beat ** in a regular tournament game, and ** beat Kasparov! That’s pretty impressive, especially given that I didn’t know this guy played chess at all! Anyway, this got me thinking, what’s my Kasparov number? OK, that’s easy. I beat Magnus Carlsen the other day […]The post What’s my Kasparov number? appeared first on Statistical Modeling, Causal Inference, and Social…

## The e-Writing Jungle Part 2: The MathML Impasse and the MathJax Solution

November 18, 2013
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Back to LaTeX and MathJax and MathML and Python and Sphinx and IPython and R and Knitter and Firefox and Chrome and ...In Part 1, I praised e-books done as LaTeX to pdf to the web, perhaps surprisingly. Now let's go the other way, to an e-boo...

## Historical Value at Risk versus historical Expected Shortfall

November 18, 2013
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Comparing the behavior of the two on the S&P 500. Previously There have been a few posts about Value at Risk (VaR) and Expected Shortfall (ES) including an introduction to Value at Risk and Expected Shortfall. Data and model The underlying data are daily returns for the S&P 500 from 1950 to the present. The VaR and … Continue reading →

## Vectorizing the construction of a structured matrix

November 18, 2013
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In using a vector-matrix language such as SAS/IML, MATLAB, or R, one of the challenges for programmers is learning how to vectorize computations. Often it is not intuitive how to program a computation so that you avoid looping over the rows and columns of a matrix. However, there are a [...]

## Some Options for Testing Tables

November 18, 2013
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Contingency tables are a very good way to summarize discrete data.  They are quite easy to construct and reasonably easy to understand. However, there are many nuances with tables and care should be taken when making conclusions related to the data. Here are just a few thoughts on the topic. Dealing with sparse data On […]

## Alpha testing shinyapps.io – first impressions

November 18, 2013
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ShinyApps.io is a new server which is currently in alpha testing to host Shiny applications.  It is being designed by the RStudio team and provides some distinct features different from that of the ShinyApps.io is intended for larger applications ...

## Analysis of “Deal or No Deal” results

November 18, 2013
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Deal or No Deal My son, Jonathan, loves game-shows, and his current favourite is Deal or No Deal, the Australian version. It has been airing now for over ten years, and there is at least one episode available every weeknight … Continue reading →

## Hello North Carolina

November 17, 2013
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This Wednesday, I'm giving the Big Data Seminar at NC State. Here is the announcement. *** In his new book Numbersense: How to Use Big Data to Your Advantage, Kaiser Fung (NYU & Vimeo statistician) calls attention to one aspect of the Big Data phenomenon that has not received media attention: the consumers of Big Data analyses, i.e. everyone, will face more confusion and less clarity as the volume of…

## Probabilité et géométrie

November 17, 2013
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$\mathbb{P}(Y=y)=\sum_x \mathbb{P}(Y=y,X=x)$

Une des formules les plus importantes en probabilité (je trouve) est la “formule des probabilités totales” qui dit tout simplement que que l’ont peut aussi écrire, à l’aide de la formule de Bayes Une des conséquences de ce résultat est la “law of total expectation“, souvent appelé théorème de double projection, que l’on écrit souvent sous la forme raccourcie  (dans la formule de droite, le premier symbole est un espérance, c’est…

## Big bad education bureaucracy does big bad things

November 17, 2013
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In response to some big new push for testing schoolchildren, Mark Palko writes: The announcement of a new curriculum is invariably followed by a round of hearty round of self congratulations and talk of “keeping standards high” as if adding a slide to a PowerPoint automatically made students better informed. It doesn’t work that way. […]The post Big bad education bureaucracy does big bad things appeared first on Statistical Modeling,…

## Dutch Rainwater Composition 1992-2005.

November 17, 2013
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After reading Blog About Stats' Open Data Index Blog Post I decided to browse a bit in the Open Data Index. Choosing Netherlands and following Emission of Pollutants I ended on a page from National Institute for Public Health. The page&n...

## What should statistics do about massive open online courses?

November 17, 2013
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Marie Davidian, the President of the American Statistical Association, writes about the JHU Biostatistics effort to deliver massive open online courses. She interviewed Jeff, Brian Caffo, and me and summarized our thoughts. All acknowledge that the future is unknown. How … Continue reading →

## Stein’s Method

November 16, 2013
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$Stein’s Method$

I have mentioned Stein’s method in passing, a few times on this blog. Today I want to talk about Stein’s method in a bit of detail. 1. What Is Stein’s Method? Stein’s method, due to Charles Stein, is actually quite old, going back to 1972. But there has been a great deal of interest in […]

## Stein’s Method

November 16, 2013
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$Stein’s Method$

I have mentioned Stein’s method in passing, a few times on this blog. Today I want to talk about Stein’s method in a bit of detail. 1. What Is Stein’s Method? Stein’s method, due to Charles Stein, is actually quite old, going back to 1972. But there has been a great deal of interest in […]

## S. Stanley Young: More Trouble with ‘Trouble in the Lab’ (Guest post)

November 16, 2013
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Stanley Young’s guest post arose in connection with Kepler’s Nov. 13, and my November 9 post,and associated comments. S. Stanley Young, PhD Assistant Director for Bioinformatics National Institute of Statistical Sciences Research Triangle Park, NC Much is made by some of the experimental biologists that their art is oh so sophisticated that mere mortals do not have […]

## Objects of the class “Objects of the class”

November 16, 2013
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Objects of the class “Foghorn Leghorn”: parodies that are more famous than the original. (“It would be as if everybody were familiar with Duchamp’s Mona-Lisa-with-a-moustache while never having heard of Leonardo’s version.”) Objects of the class “Whoopi Goldberg”: actors who are undeniably talented but are almost always in bad movies, or at least movies that […]The post Objects of the class “Objects of the class” appeared first on Statistical Modeling,…

## BCEs0 version 1.1 on CRAN

November 16, 2013
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As I was responding to the points raised by two referees and the editor on my paper on cost-effectiveness with structural zeros (the preliminary version was here, while I have presenting it in a few talks and discussed it here, here, here and here...

## A Shiny App for Experimenting with Dynamic Programming

November 16, 2013
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This post demonstrates the dynamics involved in a susceptible, infected, and recovering (SIR) model previous post for the model.  The shiny ui and server code can be found on GitHub.of dynamic programming. As a dynamic infection model, I find it p...

## Le Monde puzzle [#839]

November 15, 2013
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A number theory Le Monde mathematical puzzle whose R coding is not really worth it (and which rings a bell of a similar puzzle in the past, puzzle I cannot trace…): The set Ξ is made of pairs of integers (x,y) such that (i) both x and y are written as a sum of two squared integers (i.e., are […]

## Laplace didn’t have a time machine

November 15, 2013
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Dr. Mayo responded to criticism of the Severity Principle here. The main points are (A) if SEV differs from Bayes it doesn’t mean SEV’s bad (B) you shouldn’t compare SEV and Bayes because they do different things (C) A prior can alway...

## What’s the future of inference?

November 15, 2013
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Rob Gould reports on what appears to have been interesting panel discussion on the future of statistics hosted by the UCLA Statistics Department. The panelists were Songchun Zhu (UCLA Statistics), Susan Paddock (RAND Corp.), and Jan de Leeuw (UCLA Statistics). He … Continue reading →