Parallel R (and air travel)

November 13, 2013
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Parallel R (and air travel)

My heart sinks a little when I check on my laptop in the morning and the computation I started the night before still hasn’t finished. Even when the data I’m playing with isn’t particularly.... large... (I’m not going to say it), I have a knack for choosing expensive algorithms late at night. Because of my »more

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What makes us happy? Lets look at data to find out.

November 13, 2013
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What makes us happy? Lets look at data to find out.

I've had a lot of different jobs over the past 4 years, and I've had some incredible experiences along the way. Lately, I've been struggling with what to do next. Or perhaps more accurately, I've been struggling with how to decide what to do next. Decisions that seem obvious in hindsight are tough to come to grips with beforehand, and it's led me to think about what metric I am…

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“What are some situations in which the classical approach (or a naive implementation of it, based on cookbook recipes) gives worse results than a Bayesian approach, results that actually impeded the science?”

November 13, 2013
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Phil Nelson writes in the context of a biostatistics textbook he is writing, “Physical models of living systems”: There are a number of classic statistical problems that arise every day in the lab, and which are discussed in any book: 1. In a control group, M untreated rats out of 20 got a form of […]The post “What are some situations in which the classical approach (or a naive implementation…

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A good paper on measuring digital marketing

November 13, 2013
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In response to my post about the challenges of measuring digital marketing, Dean Eckles (Facebook) sent me a paper by him and his colleagues. The paper is titled "Social Influence in Social Advertising: Evidence from Field Experiments" by Bakshy, Eckles, et. al. (ACM 2012) and it's an impressive piece of work. In this post, I summarize the research for those who don't want to read an academic paper; and then…

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Original source code for Apple II DOS

November 13, 2013
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Someone needs to put this on GitHub right now. Thanks Paul Laughton for your donation of this superb collection of early to mid-1978 documents including the letters, agreements, specifications (including hand-written code and schematics), and two original source code listing for the … Continue reading →

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How to compute the incomplete beta function in SAS

November 13, 2013
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How to compute the incomplete beta function in SAS

While sorting through an old pile of papers, I discovered notes from a 2012 SAS conference that I had attended. Next to the abstract for one presentation, I had scrawled a note to myself that read "BLOG about the incomplete beta function!" Okay, Rick, whatever you say! In statistics, the [...]

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Survival analysis for hard drives

November 12, 2013
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How long do hard drives last? Backblaze has kept up to 25,000 hard drives constantly online for the last four years. Every time a drive fails, they note it down, then slot in a replacement. After four years, Backblaze now … Continue reading →

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Classical Statistics really is screwed.

November 12, 2013
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It’s believed the crises in science will abate if we only educate everyone on the correct interpretation of p-values and confidence intervals. I explained before in this long post why this isn’t true. Below is a summary. Two technical point...

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Future of Statistical Sciences Workshop is happening right now #FSSW2013

November 12, 2013
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ASA Executive Director Ron Wasserstein is tweeting like mad man. If you're not in London, catch up on what's happening at the hashtag #FSSW2013.

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Plaig!

November 12, 2013
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Plaig!

This one is no big deal in the grand scheme of things, but . . . wow! Pretty blatant. Maybe someone could endow the Raymond Keene Chair of Cut-and-Paste in the statistics department at George Mason University. Anyway, say what you want about this dude, at least he’s classy. He steals not from Wikipedia but […]The post Plaig! appeared first on Statistical Modeling, Causal Inference, and Social Science.

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Two videos of my recent talks

November 12, 2013
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Two videos of my recent talks

I'm hoping to speak at a location near you in the near future but in the meantime, here are two prior occasions you may have missed. The first is the LISA conference. LISA is Leaders in Software and Art. You'd get a flavor of this fascinating group by viewing this 7-minute video (link). I gave a 5-minute lightning talk, which starts at 4:18 on the video. All the lightning talks…

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Infographics posters have become the butt of jokes

November 12, 2013
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Infographics posters have become the butt of jokes

Reader Chris P. sends us to this infographics poster parody: (link to SMBC Comics here) See my other posts on infographics.

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Elusive statistics

November 12, 2013
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From Controversies in the Foundations of Statistics by Bradley Efron: Statistics seems to be a difficult subject for mathematicians, perhaps because its elusive and wide-ranging character mitigates against the traditional theorem-proof method of presentation. It may come as some comfort then that statistics is also a difficult subject for statisticians. Related posts: Ambiguous statistical notation […]

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googleVis 0.4.7 with RStudio integration on CRAN

November 12, 2013
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googleVis 0.4.7 with RStudio integration on CRAN

In my previous post, I presented a preview version of googleVis that provided an integration with RStudio's Viewer pane (introduced with version 0.98.441).Over 80% in my little survey favoured the new default output mechanism of googleVis within RStudi...

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A Shiny App for Playing with OLS

November 12, 2013
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A Shiny App for Playing with OLS

Ordinary least squares continues to be the staple estimator for causal inference for good reason.  In order to help new and veteran OLS users get a better sense of how it is working I have created a shiny app that allows for instant interactivity ...

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Running Back-tests in parallel

November 11, 2013
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Running Back-tests in parallel

Once you start experimenting with many different asset allocation algorithms, the computation time of running the back-tests can be substantial. One simple way to solve the computation time problem is to run the back-tests in parallel. I.e. if the asset allocation algorithm does not use the prior period holdings to make decision about current allocation, […]

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Imperialstan

November 11, 2013
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Imperialstan

Despite the map here, I'm not going to talk about yet another fraction of the former Soviet Empire which is taken the form of a people's republic, possibly with witty British Ambassadors.In fact, I'm going to talk about the Stan workshop that I have be...

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Jedi master of data: Hans Rosling

November 11, 2013
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Jedi master of data: Hans Rosling

It has been inspiring to watch how Hans Rosling gave impressive talks about numbers and statistics. If you haven’t seen any of his great presentations, here is one example: Chances are that you probably haven’t seen him showing his wild side before. I just saw this article, “Hans Rosling: the man who makes statistics sing“, […]

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Apple’s Touch ID and a worldwide lesson in sensitivity and specificity

November 11, 2013
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I've been playing with my new iPhone 5s for the last few weeks, and first let me just say that it's an awesome phone. Don't listen to whatever Jeff says. It's probably worth it just for the camera, but I've … Continue reading →

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A New Center to Watch for Predictive Macroeconomic and Financial Modeling

November 11, 2013
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Check out USC's fine new Center for Applied Financial Economics, led by the indefatigable Hashem Pesaran. The first event is a fascinating conference, "Recent Developments on Forecasting Techniques for Macro and Finance."  Lots of information here...

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Data Compression and the Nobel in Economics

November 11, 2013
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Consider the following data compression problem. Suppose we have a large data set we wish to transmit. They’re too many to send directly but luckily the precise values aren’t important. Slightly different values would work as long as the da...

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Predictive Modeling

November 11, 2013
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Predictive Modeling

Tomorrow, around noon, I will be giving a talk on predictive modeling for actuaries. In the introduction, I will get back shortly on the idea that a prediction is usually a best estimate, in the sense of getting an expected value. And because it is natural to use least square ideas. In order to illustrate all those concepts, we will use a simple dataset, with the sex, the height and…

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Out with Big Data, in with Hyperdata

November 11, 2013
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Big data is so last year. Collecting data from all sorts of odd places and analyzing it much faster than was possible even a couple of years ago has become one of the hottest areas of the technology industry. The … Continue reading →

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