## “Faith means belief in something concerning which doubt is theoretically possible.” — William James (again)

June 27, 2015
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Eric Tassone writes: So, here’s a Bill James profile from late-ish 2014 that I’d missed until now. It’s baseball focused, which was nice — so many recent articles about him are non-baseball stuff. Here’s an extended excerpt of a part I found refreshing, though it’s probably just that my expectations have gotten pretty low of […] The post “Faith means belief in something concerning which doubt is theoretically possible.” —…

## Keeping up to date with my research papers

June 27, 2015
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Many people ask me to let them know when I write a new research paper. I can’t do that as there are too many people involved, and it is not scalable. The solution is simple. Take your pick from the following options. Each is automatic and will let you know whenever I produce a new […]

## A bit about Win-Vector LLC

June 26, 2015
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Win-Vector LLC is a consultancy founded in 2007 that specializes in research, algorithms, data-science, and training. (The name is an attempt at a mathematical pun.) Win-Vector LLC can complete your high value project quickly (some examples), and train...

## Sam Smith sings like a dream but he’s as clueless as Nicholas Wade when it comes to genetics

June 26, 2015
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Psychologists speak of “folk psychology” or “folk physics” as the intuitive notions we have about the world, which typically describe some aspects of reality but ultimately are gross oversimplifications. I encountered a good example of “folk genetics” the other day after following the clickbait link to “22 Things We Learned Hanging Out With Sam Smith”: […] The post Sam Smith sings like a dream but he’s as clueless as Nicholas…

## Introduction to Monte Carlo methods with R and Bayesian Essentials with R

June 26, 2015
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Here are the  download figures for my e-book with George as sent to me last week by my publisher Springer-Verlag.  With an interesting surge in the past year. Maybe simply due to new selling strategies of the published rather to a wider interest in the book. (My royalties have certainly not increased!) Anyway thanks to […]

## Gelman and I on the Daily Beast

June 26, 2015
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If it's somethin' weird an' it don't look good, who ya gonna call? Statbusters! That is the name of our weekly column for the Daily Beast, starting today. Andrew Gelman and I will alternate weeks. As I write this, nothing is up yet. Try going to the Daily Beast to find Andrew's first column.

## An Attempt to Understand Boosting Algorithm(s)

June 26, 2015
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$\mathbb{E}[Y\vert\boldsymbol{X}=\boldsymbol{x}]=H(\boldsymbol{x})$

Last tuesday, at the annual meeting of the French Economic Association, I was having lunch with Alfred, and while we were chatting about modeling issues (econometric models against machine learning prediction), he asked me what boosting was. Since I could not be very specific, we’ve been looking at wikipedia webpage. Boosting is a machine learning ensemble meta-algorithm for reducing bias primarily and also variance in supervised learning, and a family of machine learning algorithms…

## Mathematical Statistics Lesson of the Day – An Example of An Ancillary Statistic

$Mathematical Statistics Lesson of the Day – An Example of An Ancillary Statistic$

Consider 2 random variables, and , from the normal distribution , where is unknown.  Then the statistic has the distribution . The distribution of does not depend on , so is an ancillary statistic for . Note that, if is unknown, then is not ancillary for .Filed under: Mathematical Statistics, Statistics, Statistics Lesson of the […]

## Mathematical Statistics Lesson of the Day – An Example of An Ancillary Statistic

$Mathematical Statistics Lesson of the Day – An Example of An Ancillary Statistic$

Consider 2 random variables, and , from the normal distribution , where is unknown.  Then the statistic has the distribution . The distribution of does not depend on , so is an ancillary statistic for . Note that, if is unknown, then is not ancillary for .Filed under: Mathematical Statistics, Statistics, Statistics Lesson of the […]

## Bayesian Billiards

June 25, 2015
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I recently watched a video of Jake VanderPlas explaining Bayesian statistics at SciPy 2014.  It's an excellent talk that includes some nice examples.  In fact, it looks like he had even more examples he didn't have time to present.Althou...

## Our new column in the Daily Beast

June 25, 2015
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Kaiser Fung and I have a new weekly column for the Daily Beast. After much deliberation, we gave it the title Statbusters (the runner-up choice was Dirty Data; my personal preference was Statboyz in the Hood, but, hey, who ever listens to me on anything?). The column will appear every Saturday, and Kaiser and I […] The post Our new column in the Daily Beast appeared first on Statistical Modeling,…

## Taking care of a German pie chart while enjoying German kuchen

June 25, 2015
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I was enjoying this yummy piece of German cake the other day. I started flipping through the recent issue of Stern magazine, and came across this German pie chart that probably presents results from a poll. In particular, it draws...

## Measuring and Monitoring Connectedness

June 25, 2015
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I'm at the IMF soon for a couple days of lecturing on Diebold-Yilmaz's Connectedness. It was published earlier this year, and preparing for the IMF jogged my memory: I brilliantly forgot to announce it in a No Hesitations post. Anyway, it's available a...

## How public relations and the media are distorting science

June 24, 2015
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Throughout history, engineers, medical doctors and other applied scientists have helped convert  basic science discoveries into products, public goods and policy that have greatly improved our quality of life. With rare exceptions, it has taken years if not decades to establish these discoveries. And even the exceptions stand on the shoulders of incremental contributions. The researchers that

## When the counterintuitive becomes the norm, arguments get twisted out of shape

June 24, 2015
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I was bothered by a recent post on the sister blog. The post was by political scientist David Fortunato and it was called, Would “concealed carry” have stopped Dylann Roof’s church shooting spree?. What bugged me in particular was this sentence: On its face, the claim that increasing the number of gun carriers would reduce […] The post When the counterintuitive becomes the norm, arguments get twisted out of shape…

## The sensitivity of Newton’s method to an initial guess

June 24, 2015
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In my article about finding an initial guess for root-finding algorithms, I stated that Newton's root-finding method "might not converge or might converge to a root that is far away from the root that you wanted to find." A reader wanted more information about that statement. I have previously shown […] The post The sensitivity of Newton's method to an initial guess appeared first on The DO Loop.

## 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 […]

## 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
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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, […]