More on the Strange American Estimator: GMM, Simulation, and Misspecification

July 30, 2013
By

What's so interesting, then, about GMM? For me there are two key things: its implementation by simulation, and its properties under misspecification.First consider the implementation of GMM by simulation (so-called simulated method of moments, SMM).GMM...

Read more »

Stop Loss

July 30, 2013
By
Stop Loss

Today I want to share and present an example of the flexible Stop Loss functionality that I added to the Systematic Investor Toolbox. Let’s examine a simple Moving Average Crossover strategy: Buy is triggered once fast moving average crosses above the slow moving average Sell is triggered once fast moving average crosses below the slow […]

Read more »

How divided is the Senate?

July 30, 2013
By
How divided is the Senate?

I very seldom pay attention to politics directly, because politics have always seemed a bit circular and cyclical to me. Most of the political news that I take in ends up worming its way into the news sources that I do consume, like the excellent longform.org. Even given my limited intake of political news, one trend that I have noticed lately is the increasing number of references to the Senate…

Read more »

Programming instrumental music from scratch

July 29, 2013
By
Programming instrumental music from scratch

I recently posted about automatically making music. The algorithm that I made pulled out interesting sequences of music from existing songs and remixed them. While this worked reasonably well, it also didn’t have full control over the basics of the music; it wasn’t actually specifying which instruments to use, or what notes to play. Maybe I’m being a control freak, but it would be nice to have complete control over…

Read more »

Exploratory Data Analysis: Combining Histograms and Density Plots to Examine the Distribution of the Ozone Pollution Data from New York in R

Exploratory Data Analysis: Combining Histograms and Density Plots to Examine the Distribution of the Ozone Pollution Data from New York in R

Introduction This is a follow-up post to my recent introduction of histograms.  Previously, I presented the conceptual foundations of histograms and used a histogram to approximate the distribution of the “Ozone” data from the built-in data set “airquality” in R.  Today, I will examine this distribution in more detail by overlaying the histogram with parametric […]

Read more »

Programming instrumental music from scratch

July 29, 2013
By
Programming instrumental music from scratch

I recently posted about automatically making music. The algorithm that I made pulled out interesting sequences of music from existing songs and remixed them. While this worked reasonably well, it also didn't have full control over the basics of the music; it wasn't actually specifying which instruments to use, or what notes to play. Maybe I'm being a control freak, but it would be nice to have complete control over…

Read more »

Postdocs in probabilistic modeling! With David Blei! And Stan!

July 29, 2013
By

David Blei writes: I have two postdoc openings for basic research in probabilistic modeling. The thrusts are (a) scalable inference and (b) model checking. We will be developing new methods and implementing them in probabilistic programming systems. I am open to applicants interested in many kinds of applications and from any field. “Scalable inference” means […]The post Postdocs in probabilistic modeling! With David Blei! And Stan! appeared first on Statistical…

Read more »

Upcoming talk in Chicago

July 29, 2013
By

I'm busy preparing for my talk tomorrow in Chicago. The topic is Big Data and Marketing, a topic that is central to Numbersense. The event is free, and you can register here. It's hosted by BIGfrontier's Steve Lundin.

Read more »

Read data sets that are specified by an array of names

July 29, 2013
By
Read data sets that are specified by an array of names

One of my favorite features of SAS/IML 12.1 (released with 9.3m2) is that the USE and CLOSE statements support reading data set names that are specified in a SAS/IML matrix. The IMLPlus language in SAS/IML Studio has supported this syntax since the early 2000s, so I am pleased that this [...]

Read more »

The Most Iconic Visualizations

July 29, 2013
By

I was asked about the most iconic data graphics in the last ten years for an article on FastCoLabs last week (so were Andy Kirk and Matt Stiles). It’s an interesting question not only because of the actual choices, but also the criteria to use. Is something iconic because of its unique look and/or shape? Does it have to have impact? What is an iconic visualization? One of my choices was the Bikini…

Read more »

Let’s hear it for the Triangular Distribution!

July 29, 2013
By
Let’s hear it for the Triangular Distribution!

Telly monster is my favourite character on Sesame Street, and a few years ago I was lucky enough to actually meet him. This morning I was delighted to find out from my resident Sesame Street expert that Telly monster is … Continue reading →

Read more »

BCEA 2.0

July 28, 2013
By
BCEA 2.0

I know that updating a package too often is not quite good practice, so, given we've released BCEA 1.3-1 just about a month ago, this is way too soon to move forward. But between the last release and now, I've been doing some reading and have made some...

Read more »

More on that machine learning course

July 28, 2013
By

Following up on our discussion the other day, Andrew Ng writes: Looking at the “typical” ML syllabus, I think most classes do a great job teaching the core ideas, but that there’re two recent trends in ML that are usually not yet reflected. First, unlike 10 years ago, a lot of our students are now […]The post More on that machine learning course appeared first on Statistical Modeling, Causal Inference,…

Read more »

Google’s Leaps and Bounds in Local Search

July 28, 2013
By
Google’s Leaps and Bounds in Local Search

I recently wrote about the changes observed in Google's local search product on the web over the course of a year. This year, Google has rolled out some changes to their web based experience that indicate some healthy experimentation with...

Read more »

Modeling Match Results in La Liga Using a Hierarchical Bayesian Poisson Model: Part two.

July 28, 2013
By
Modeling Match Results in La Liga Using a Hierarchical Bayesian Poisson Model: Part two.

In the last blog post I showed my initial attempt at modeling football results in La Liga using a Bayesian Poission model, but there was one glaring problem with the model; it did not consider the advantage of being the home team. In this post I will...

Read more »

Sunday data/statistics link roundup (7/28/13)

July 28, 2013
By

An article in the Huffpo about a report claiming there is no gender bias in the hiring of physics faculty. I didn't read the paper carefully but  I definitely agree with the quote from  Prof. Dame Athene Donald that the comparison should … Continue reading →

Read more »

50 shades of gray: A research story

July 28, 2013
By

This is a killer story (from Brian Nosek, Jeffrey Spies, and Matt Motyl). Part 1: Two of the present authors, Motyl and Nosek, share interests in political ideology. We were inspired by the fast growing literature on embodiment that demonstrates surprising links between body and mind (Markman & Brendl, 2005; Proffitt, 2006) to investigate embodiment […]The post 50 shades of gray: A research story appeared first on Statistical Modeling, Causal…

Read more »

Using finite differences to estimate the maximum of a time series

July 28, 2013
By
Using finite differences to estimate the maximum of a time series

Finding the maximum value of a function is an important task in statistics. There are three approaches to finding a maxima: When the function is available as an analytic expression, you can use an optimization algorithm to find the maxima. For example, in the SAS/IML language, you can use any [...]

Read more »

A JAGS calculation on pattern of rain January 1906-1915 against 2003-2012

July 28, 2013
By

Two weeks ago I showed rain data from six stations in Netherlands years 1906 till now. Last week I showed that frequency of days with and without rain differed between December 1906-1915 and December 2003-2012. This week I am considering the ...

Read more »

The Steep Price of Sparsity

July 27, 2013
By
The Steep Price of Sparsity

The Steep Price of Sparsity We all love sparse estimators these days. I am referring to things like the lasso and related variable selection methods. But there is a dark side to sparsity. It’s what Hannes Leeb and Benedikt Potscher call the “return of the Hodges’ estimator.” Basically, any estimator that is capable of producing … … Continue reading →

Read more »

Teaching is hard

July 27, 2013
By

Aleks pointed me to some posts on Gary Rubenstein’s blog, where I found this disheartening description of the teaching at a local high school. None of this is a surprise, but Rubenstein writes it vividly, and it’s interesting to see how ba...

Read more »

New Version: On the Birnbaum argument for the SLP: Slides for my JSM talk

July 27, 2013
By
New Version: On the Birnbaum argument for the SLP: Slides for my JSM talk

In my latest formulation of the controversial Birnbaum argument for the strong likelihood principle (SLP), I introduce a new symbol  to represent a function from a given experiment-outcome pair, (E,z) to a generic inference implication.  This should clarify my argument (see my new paper). (E,z) InfrE(z) is to be read “the inference implication from outcome z in experiment E” […]

Read more »

Statistics takes center stage in the Independent

July 26, 2013
By

Check out this really good piece over at the Independent. It talks about the rise of statisticians as rockstars, naming Hans Rosling, Nate Silver, and Chris Volinsky among others. I think that those guys are great and deserve all the … Continue reading →

Read more »


Subscribe

Email:

  Subscribe