Some heuristics about spline smoothing

October 9, 2013
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Some heuristics about spline smoothing

Let us continue our discussion on smoothing techniques in regression. Assume that . where is some unkown function, but assumed to be sufficently smooth. For instance, assume that  is continuous, that exists, and is continuous, that  exists and is also continuous, etc. If  is smooth enough, Taylor’s expansion can be used. Hence, for which can also be writen as for some ‘s. The first part is simply a polynomial. The second…

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Some heuristics about local regression and kernel smoothing

October 9, 2013
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Some heuristics about local regression and kernel smoothing

In a standard linear model, we assume that . Alternatives can be considered, when the linear assumption is too strong. Polynomial regression A natural extension might be to assume some polynomial function, Again, in the standard linear model approach (with a conditional normal distribution using the GLM terminology), parameters can be obtained using least squares, where a regression of  on  is considered. Even if this polynomial model is not the…

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Happy birthday

October 8, 2013
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Happy birthday

Sylvia Richardson (who's now the head of the MRC Biostatistics Unit in Cambridge, and part of our RDD project) asks me to advertise the MRC Biostatistic Unit's Centenary Conference, which will be held in Queens' College Cambridge on March 26t...

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Video killed the radio stars

October 8, 2013
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Francisco tells me that they have uploaded my talk (which I gave last week in ULPGC). I haven't seen it all, but the bit I did see is not too bad, I thought... Check it out! 

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What the data doesn’t tell you

October 8, 2013
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Andrew Gelman recently commented on the difficulties of measuring or interpreting just about anything, and gave an example about sexual harassment in the Marine Corps. I wanted to relay a story. There is no general conclusion to be drawn that I can see...

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The Care and Feeding of the Biostatistician

October 8, 2013
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Editor’s Note: This guest post was written by Elizabeth C. Matsui, an Associate Professor in the Division of Pediatric Allergy and Immunology at the Johns Hopkins School of Medicine. I’ve been collaborating with Roger for several years now and we … Continue reading →

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A Bayesian approach for peer-review panels? and a speculation about Bruno Frey

October 8, 2013
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Daniel Sgroi and Andrew Oswald write: Many governments wish to assess the quality of their universities. A prominent example is the UK’s new Research Excellence Framework (REF) 2014. In the REF, peer-review panels will be provided with information on publications and citations. This paper suggests a way in which panels could choose the weights to […]The post A Bayesian approach for peer-review panels? and a speculation about Bruno Frey appeared…

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Revisiting the Syria chart

October 8, 2013
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Revisiting the Syria chart

New York/Tri-State residents: Meet me at NYU Bookstore tonight, 6-7:30 pm. (link) *** When I wrote about the graphic showing the vote distribution around Syria in the Congress a few posts ago (link), readers offered opinions about what's a better...

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Why models need a certain culture to flourish

October 8, 2013
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Why models need a certain culture to flourish

About half a year ago Ian Branagan, Chief Risk Officer of Renaissance Re - a Bermudian reinsurance company with a focus on property catastrophe insurance, gave a talk about the usage of models in risk management and how they evolved over the last twent...

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On the treachery of point-and-click "black-box" data analysis

October 8, 2013
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On the treachery of point-and-click "black-box" data analysis

*in this post, by "black-box" I'm referring to software whose methods are undisclosed and un-audible rather than black-box math models There’s a certain expectation that the analyses that inform not only business and stock trading, but public health and social welfare decisions, are carefully thought out and performed with painstaking attention to detail. However, the »more

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The Leek group policy for developing sustainable R packages

October 7, 2013
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As my group has grown over the past few years and I have more people writing software, I have started to progressively freak out more and more about how to make sure that the software is sustainable as students graduate … Continue reading →

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Argentan half-marathon [split times]

October 7, 2013
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Argentan half-marathon [split times]

Filed under: R, Running Tagged: Argentan, background, half-marathon, Normandy, race, road races, running, splits

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Why You Should Join Twitter

October 7, 2013
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Why You Should Join Twitter

Sounds silly, but it's not. I got talked into joining a few weeks ago, and I'm glad I did. I rarely tweet (except to announce new No Hesitations posts), but I follow others. Several times in the last few weeks alone, various pieces of valuable informat...

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Bing is preferred to Google by people who aren’t like me

October 7, 2013
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This one is fun because I have a double conflict of interest: I’ve been paid (at different times) both by Google and by Microsoft. Here’s the story: Microsoft, September 2012: An independent research company, Answers Research based in San Diego, CA, conducted a study using a representative online sample of nearly 1000 people, ages 18 […]The post Bing is preferred to Google by people who aren’t like me appeared first…

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Numbersense Pros: Interview with Len Testa

October 7, 2013
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Numbersense Pros: Interview with Len Testa

In the first chapter of my first book, Numbers Rule Your World (link), I explored the concept of variability using a pair of examples, one of which was Disney's FastPass virtual reservation system. Truly grasping the ins and outs of variability is one of the most important objectives for a budding statistician (or data scientist). In the discussion, I highlighted the work of Len Testa, whose website, TouringPlans.com, provides custom,…

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The look of verifying data

October 7, 2013
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The look of verifying data

Get data that fit before you fit data. Why verify? Garbage in, garbage out. How to verify The example data used here is daily (adjusted) prices of stocks.  By some magic that I’m yet to fathom, market data can be wondrously wrong even without the benefit of the possibility of transcription errors.  It doesn’t seem … Continue reading →

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How to create a library of functions in PROC IML

October 7, 2013
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How to create a library of functions in PROC IML

What is the best way to share SAS/IML functions with your colleagues? Give them the source code? Create a function library that they can use? This article describes three techniques that make your SAS/IML functions accessible to others. As background, remember that you can define new functions and subroutines in [...]

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Parallel Tempering in R with Rmpi

October 7, 2013
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Parallel Tempering in R with Rmpi

My office computer recently got a really nice upgrade and now I have 8 cores on my desktop to play with. I also at the same time received some code for a Gibbs sampler written in R from my adviser. I wanted to try a metropolis-coupled markov chain monte carlo, , algorithm on it to […] The post Parallel Tempering in R with Rmpi appeared first on Lindons Log.

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Story Points

October 7, 2013
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Story Points

I consider presentation and storytelling the next step in visualization, after most of the focus has been on exploration and analysis so far. An upcoming version of Tableau will include a feature called Story Points, which supports presentation directly in the visualization tool. A Story A Tableau Story is a new type of sheet, like […]

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Absolute and Relative Risk

October 7, 2013
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Absolute and Relative Risk

It is important that citizens can make sense out of the often outrageous claims of advertisers and pro-screening advocates.  It isn’t what they say, but how they say it. What looks like a very large and scary increase in risk, … Continue reading →

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Sunday data/statistics link roundup (10/6/2013)

October 6, 2013
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A fascinating read about applying decision theory to mathematical proofs. They talk about Type I and Type II errors and everything.  Statistical concepts explained through dance. Even for a pretty culture-deficient dude like me this is cool. Lots of good … Continue reading →

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Nice & weird people in the Canary island (oh: I went there for work too!)

October 6, 2013
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Nice & weird people in the Canary island (oh: I went there for work too!)

The past one has been a very interesting week, which I've spent visiting the University of Las Palmas, in the Canary Island. Since it was the last week on maternity leave for Marta, we all went. I knew the weather would be good, but we didn't expect it...

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Ideas that spread fast and slow

October 6, 2013
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Ideas that spread fast and slow

Atul Gawande (the thinking man’s Malcolm Gladwell) asks: Why do some innovations spread so swiftly and others so slowly? Consider the very different trajectories of surgical anesthesia and antiseptics, both of which were discovered in the nineteenth century. The first public demonstration of anesthesia was in 1846. The Boston surgeon Henry Jacob Bigelow was approached […]The post Ideas that spread fast and slow appeared first on Statistical Modeling, Causal Inference,…

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