Brazil’s Host Advantage

June 13, 2014
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Brazil’s Host Advantage

If history can tell us anything about the World Cup, it’s that the host nation has an advantage of all other teams. Evidence of this was presented last night as the referee in the Brazil-Croatia match unjustly ruled in Brazil’s favour on several occasions. But what it is the statistical evidence of a host advantage? […]

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Geometry, sensitivity, and parameters of the lognormal distribution

June 13, 2014
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Geometry, sensitivity, and parameters of the lognormal distribution

Today is my 500th blog post for The DO Loop. I decided to celebrate by doing what I always do: discuss a statistical problem and show how to solve it by writing a program in SAS. Two ways to parameterize the lognormal distribution I recently blogged about the relationship between […]

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trying to speed up Metropolis… and failing!

June 12, 2014
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trying to speed up Metropolis… and failing!

A while ago (but still after Iceland since I used the thorn rune as a math symbol!), I wrote the following post draft as a memo. Now that Marco Banterle, Clara Grazian and myself have completed our delayed acceptance paper, it may be of interest to some readers to see how a first attempt proved […]

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Stan is Turing Complete. So what?

June 12, 2014
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This post is by Bob Carpenter. Stan is Turing complete! There seems to a persistent misconception that Stan isn’t Turing complete.1, 2 My guess is that it stems from Stan’s (not coincidental) superficial similarity to BUGS and JAGS, which provide directed graphical model specification languages. Stan’s Turing completeness follows from its support of array data […] The post Stan is Turing Complete. So what? appeared first on Statistical Modeling, Causal…

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The Syrian p-value that I didn’t bother to calculate

June 12, 2014
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I posted something on the sister blog about the fake vote totals from the Syrian election. We know the numbers are fake from the official report, which reads: Speaker of the People’s Assembly, Mohammad Jihad al-Laham announced Wednesday that Dr. Bashar Hafez al-Assad won the post of the Syrian Arab Republic’s President for a new […] The post The Syrian p-value that I didn’t bother to calculate appeared first on…

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Example 2014.6: Comparing medians and the Wilcoxon rank-sum test

June 12, 2014
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Example 2014.6: Comparing medians and the Wilcoxon rank-sum test

A colleague recently contacted us with the following question: "My outcome is skewed-- how can I compare medians across multiple categories?" What they were asking for was a generalization of the Wilcoxon rank-sum test (also known as the Mann-Whitney...

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The First Nuclear Bomb, Bayesian Statistics, and the Progress of Science

June 12, 2014
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The yield from the first atomic bomb was classified, and might have remained so if some knucklehead hadn’t published a series of photos complete with scales and time stamps in Life magazine. This was enough to allow the physicist G. I. Taylor to ...

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The Poisson Transform for Unnormalised Statistical Models

June 12, 2014
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The Poisson Transform for Unnormalised Statistical Models

Nicolas Chopin has just arxived our manuscript on inference for unnormalised statistical models. An unnormalised statistical model whose likelihood function can be written where is easy to compute but the normalisation constant is hard. A lot of common models fall into that category, for example Ising models or restricted Boltzmann machines. Not having the normalisation […]

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Mathematics and Applied Statistics Lesson of the Day – The Harmonic Mean

Mathematics and Applied Statistics Lesson of the Day – The Harmonic Mean

The harmonic mean, H, for positive real numbers is defined as . This type of mean is useful for measuring the average of rates.  For example, consider a car travelling for 240 kilometres at 2 different speeds: 60 km/hr for 120 km 40 km/hr for another 120 km Then its average speed for this trip […]

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The Most Comprehensive Review of Comic Books Teaching Statistics

June 12, 2014
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The Most Comprehensive Review of Comic Books Teaching Statistics

As I’m more or less an autodidact when it comes to statistics, I have a weak spot for books that try to introduce statistics in an accessible and pedagogical way. I have therefore collected what I believe are all books that introduces statistics us...

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If you have a 45% chance of winning, is it “yours to lose”?

June 11, 2014
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Nate Silver gives Brazil a 45% chance of winning the World Cup, with only Argentina and Germany having more than a 10% chance. My gut feeling is that that’s a bit high, but I’m no expert. What I find striking, though, is that the headline says it’s “Brazil’s to lose.” Huh? If we take Silver’s […] The post If you have a 45% chance of winning, is it “yours to…

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Superfast Metrop using data partitioning, from Marco Banterle, Clara Grazian, and Christian Robert

June 11, 2014
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Superfast not because of faster convergence but because they use a clever acceptance/rejection trick so that most of the time they don’t have to evaluate the entire target density. It’s written in terms of single-step Metropolis but I think it should be possible to do it in HMC or Nuts, in which case we could […] The post Superfast Metrop using data partitioning, from Marco Banterle, Clara Grazian, and Christian…

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Some Questions About ARDL Models

June 11, 2014
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Some Questions About ARDL Models

The majority of the blog-related comments and requests for help that I receive come from the one person - called "Anonymous". (S)he seems to have very broad interests.Here's a very recent request for help relating to ARDL models - something that I...

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Do You Use P-Values and Confidence Intervals?

June 11, 2014
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Do You Use P-Values and Confidence Intervals?

Unless your econometrics training has been true-blue Bayesian in nature, you'll have reported a lot of p-values, and constructed heaps of confidence intervals in your time.Both of these concepts have been the centre of widespread controversy in the sta...

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Another PR effort to scare you into clicking

June 11, 2014
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Another PR effort to scare you into clicking

From Andrew Gelman's blog, I learned about a paper that makes the claim that daylight savings time could kill you. (Andrew links to this abstract, which is from a poster presentation at a meeting of the American College of Cardiology, and later published as a supplement in the ACC Journal; one of his readers found the published paper.) There is also a press release sponsored by the Journal with the…

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Bayes in the research conversation

June 11, 2014
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Charlie Williams writes: As I get interested in Bayesian approaches to statistics, I have one question I wondered if you would find interesting to address at some point on the blog. What does Bayesian work look like in action across a field? From experience, I have some feeling for how ongoing debates evolve (or not) […] The post Bayes in the research conversation appeared first on Statistical Modeling, Causal Inference,…

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A. Spanos: “Recurring controversies about P values and confidence intervals revisited”

June 11, 2014
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A. Spanos: “Recurring controversies about P values and confidence intervals revisited”

Aris Spanos Wilson E. Schmidt Professor of Economics Department of Economics, Virginia Tech Recurring controversies about P values and confidence intervals revisited* Ecological Society of America (ESA) ECOLOGY Forum—P Values and Model Selection (pp. 609-654) Volume 95, Issue 3 (March 2014): pp. 645-651 INTRODUCTION The use, abuse, interpretations and reinterpretations of the notion of a P value […]

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“I can’t drive home now. Not just yet. First I need to go to Utrecht.”

June 11, 2014
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“I can’t drive home now. Not just yet. First I need to go to Utrecht.”

EJ points me to this new techno-thriller. Based on the sentence quoted above, I don’t see it selling lots of copies. It reads like a really boring Raymond Chandler. I still think these two movie ideas would be a better sell. The post “I ...

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Second Dataviz Workshop Soon to Start, and Feedback from First Workshop

June 11, 2014
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Second Dataviz Workshop Soon to Start, and Feedback from First Workshop

I'm excited to announce that there will be a summer session for my Dataviz Workshop at NYU (starting June 21). This is a chart-building workshop run like a creative writing workshop. You will work on a personal project throughout the...

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How to find an initial guess for an optimization

June 11, 2014
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How to find an initial guess for an optimization

Nonlinear optimization routines enable you to find the values of variables that optimize an objective function of those variables. When you use a numerical optimization routine, you need to provide an initial guess, often called a "starting point" for the algorithm. Optimization routines iteratively improve the initial guess in an […]

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Statistical modeling and computation [apologies]

June 11, 2014
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Statistical modeling and computation [apologies]

In my book review of the recent book by Dirk Kroese and Joshua Chan,  Statistical Modeling and Computation, I mistakenly and persistently typed the name of the second author as Joshua Chen. This typo alas made it to the printed and on-line versions of the subsequent CHANCE 27(2) column. I am thus very much sorry […]

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Creating a handout from beamer slides

June 11, 2014
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Creating a handout from beamer slides

I’m about to head off on a speaking tour to Europe (more on that in another post) and one of my hosts has asked for my powerpoint slides so they can print them. They have made two false assumptions: (1) that I use powerpoint; (2) that my slides are static so they can be printed. Instead, I produced a cut-down version of my beamer slides, leaving out some of the…

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checking for finite variance of importance samplers

June 10, 2014
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checking for finite variance of importance samplers

Over a welcomed curry yesterday night in Edinburgh I read this 2008 paper by Koopman, Shephard and Creal, testing the assumptions behind importance sampling, which purpose is to check on-line for (in)finite variance in an importance sampler, based on the empirical distribution of the importance weights. To this goal, the authors use the upper tail  […]

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