## Using MCMC output to efficiently estimate Bayes factors

May 18, 2016
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$Using MCMC output to efficiently estimate Bayes factors$

As I was checking for software to answer a query on X validated about generic Bayes factor derivation, I came across an R software called BayesFactor, which only applies in regression settings and relies on the Savage-Dickey representation of the Bayes factor when the null hypothesis writes as θ=θ⁰ (and possibly additional nuisance parameters with […]

## Learning to Love Bayesian Statistics

May 18, 2016
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I did a webcast earlier today about Bayesian statistics.  Some time in the next week, the video should be available from O'Reilly.  In the meantime, you can see my slides here: And here's a transcript of what I said:Thanks everyone for joinin...

## Law versus ethics: how the new overtime pay rule will play out

May 18, 2016
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In any discussion of ethics , someone is bound to bring up the law: it is okay to do something if something is not against the law. The logical conclusion of this belief is that ethics is irrelevant in the presence of the law. The recent stories relating to minimum wage and the overtime pay rule changes (for example, link) argue strongly against such a point of view. The law…

## Cepstrum, quefrency, and pitch

May 18, 2016
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John Tukey coined many terms that have passed into common use, such as bit (a shortening of binary digit) and software. Other terms he coined are well known within their niche: boxplot, ANOVA, rootogram, etc. Some of his terms, such as jackknife and vacuum cleaner, were not new words per se but common words he […]

## OpenVis 2016 Talk Videos and Pointers

May 18, 2016
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The OpenVis Conference had another great selection of talks this year. Here is a list of my favorites, with talk videos and pointers to some additional materials. The conference venue was the IMAX theater of the Boston Aquarium, which was great. Not only was the huge screen and theater seating a definite plus, but the ticket also included … Continue reading OpenVis 2016 Talk Videos and Pointers

## Birthday analysis—Friday the 13th update, and some model checking

May 18, 2016
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Carl Bialik and Andrew Flowers at fivethirtyeight.com (Nate Silver’s site) ran a story following up on our birthdays example—that time series decomposition of births by day, which is on the cover of the third edition of Bayesian Data Analysis using data from 1968-1988, and which then Aki redid using a new dataset from 2000-2014. Friday […] The post Birthday analysis—Friday the 13th update, and some model checking appeared first on…

## All I really need to know about Newton’s method I learned in primary school

May 18, 2016
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I was eleven years old when I first saw Newton's method. No, I didn't go to a school for geniuses. I didn't even know it was Newton's method until decades later. However, in sixth grade I learned an iterative algorithm that taught me (almost) everything I need to know about […] The post All I really need to know about Newton's method I learned in primary school appeared first on…

## What is software engineering for data science?

May 18, 2016
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Editor’s note: This post is a chapter from the book Executive Data Science: A Guide to Training and Managing the Best Data Scientists, written by myself, Brian Caffo, and Jeff Leek. Software is the generalization of a specific aspect of a data analy...

## Does Trivers-Willard apply to people?

May 17, 2016
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Today I am working on another "one-day paper", although this one is a bit of a cheat, since I'm a few hours past the deadline.  Nevertheless, the question of the day is whether the Trivers-Willard effect applies to people.According to Wikipedia, t...

## Is fraac Scott Adams?

May 17, 2016
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tl;dr: If you value your time, don’t read this post. In favor of the fraac=Adams hypothesis: 1. Fraac came to our attention with a burst of comments on my 2011 post on Scott Adams and Charlie Sheen. Here’s fraac, defending Adams in a very Adams-like way: Besides the fact that fraac is one of the […] The post Is fraac Scott Adams? appeared first on Statistical Modeling, Causal Inference, and…

## Statistical Machine Learning Circa 1989

May 17, 2016
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I've always been a massive fan of statisticians whose work is rigorous yet practical, with emphasis on modeling. People like Box, Cox, Hastie, and Tibshirani obviously come to mind.  So too, of course, do Leo Brieman and Jerry Friedman.  I ha...

## Graduate Econometrics Exam

May 17, 2016
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Occasionally readers ask about the exams that I set in my graduate econometrics courses.The elective graduate econometrics course that I taught this past semester was one titled "Themes in Econometrics". The topics that are covered vary from year to ye...

## Principal Components Regression, Pt.1: The Standard Method

May 17, 2016
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In this note, we discuss principal components regression and some of the issues with it: The need for scaling. The need for pruning. The lack of “y-awareness” of the standard dimensionality reduction step. The purpose of this article is to set the stage for presenting dimensionality reduction techniques appropriate for predictive modeling, such as y-aware … Continue reading Principal Components Regression, Pt.1: The Standard Method

## Sharp-R May Update

May 16, 2016
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Another update has been made to Sharp-R bringing it to version 1.2. The main changes are, Multiple function files. Built in standard functions. Changes to the XML function files. Bug fixes. We have increased the number of function files that can loaded...

## Beautiful Graphs for Baseball Strike-Count Performance

May 16, 2016
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This post is by Bob. I have no idea what Andrew will make of these graphs; I’ve been hoping to gather enough comments from him to code up a ggplot theme. Shravan, you can move along, there’s nothing here but baseball. Jim Albert created some great graphs for strike-count performance in a series of two […] The post Beautiful Graphs for Baseball Strike-Count Performance appeared first on Statistical Modeling, Causal…

## On deck this week

May 16, 2016
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Birthdays, baseball, zombies, luxury . . . and fraac! The post On deck this week appeared first on Statistical Modeling, Causal Inference, and Social Science.

## The many-faced area chart is not usually your best choice

May 16, 2016
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I found this chart about the exploding U.S. debt levels in ZeroHedge (link), sourced from Citibank. The top line story is pretty easy to see: total debt levels have almost reached the peak of the 1930s. (Ignore that dreadful labeling...

## The Babylonian method for finding square roots by hand

May 16, 2016
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When I was in the sixth grade, I learned an iterative procedure for computing square roots by hand. Yes, I said by hand. Scientific calculators with a square root key were not yet widely available, so I and previous generations of children suffered through learning to calculate square roots by […] The post The Babylonian method for finding square roots by hand appeared first on The DO Loop.

## New Edition of Designing the User Interface

May 16, 2016
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The 6th edition of Designing the User Interface just came out. This is one of the central books in HCI. This edition is also notable because it adds a lot of fresh blood to the list of authors. Ben Shneiderman published the first edition of the book in 1986. Since the third edition, Catherine Plaisant has been … Continue reading New Edition of Designing the User Interface

## reversible chain[saw] massacre

May 15, 2016
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A paper in Nature this week that uses reversible-jump MCMC, phylogenetic trees, and Bayes factors. And that looks at institutionalised or ritual murders in Austronesian cultures. How better can it get?! “by applying Bayesian phylogenetic methods (…) we find strong support for models in which human sacrifice stabilizes social stratification once stratification has arisen, and […]

## Bayesian inference in the (abnormal) mind

May 15, 2016
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The (abnormal) mind can be modeled as a Bayesian inference engine, as summarized in the post, Bayesian reasoning implicated in some mental disorders. Excerpt:“The brain is a guessing machine [i.e., Bayesian inference engine - JKK], trying at each mom...

## Peer review abuse flashback

May 15, 2016
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Our recent discussion of the problems with peer review reminded me of this amusing/horrifying story from a few years ago, when some researchers noticed a data coding error in a published paper Once it was noticed, the error was obvious: But the authors of the original paper had that never-back-down attitude. So instead of thanking […] The post Peer review abuse flashback appeared first on Statistical Modeling, Causal Inference, and…

## Point summary of posterior simulations?

May 14, 2016
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Luke Miratrix writes: ​In the applied stats class ​I’m teaching ​on​ hierarchical models I’m giving the students (a mix of graduate students, many from the education school, and undergrads) a taste of Stan. I have to give them some “standard” way to turn Stan output into a point estimate (though of course I’ll also explain […] The post Point summary of posterior simulations? appeared first on Statistical Modeling, Causal Inference,…