Modeling the Marginals and the Dependence separately

April 2, 2014
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When introducing copulas, it is commonly admitted that copulas are interesting because they allow to model the marginals and the dependence structure separately. The motivation is probably Sklar’s theorem, which says that given some marginal cumu...

"The Neglect of Fluctuations in the Thermodynamics of Computation" (Next Week at the Energy and Information Seminar)

April 1, 2014
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Lo these many years ago, I blogged about how a paper of John Norton's had led me to have doubts about Landauer's Principle. Prof. Norton has continued to work on this topic, and I am very happy to share the news about his upcoming talk at CMU's "Ener...

Stata Fully Mapped into R

April 1, 2014
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Hello all of you Stata loving statistical analysts out there!  I have great news.  I am finally nearly done with the package I have been working on which provides the mechanism for Stata users to seamlessly move from Stata to R though use of ...

Potpourri 2: more misc emails regarding doing Bayesian data analysis

April 1, 2014
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More miscellaneous communications with readers. (I have omitted all the salutations and pleasantries to save space here, but most correspondents do begin and end their messages with introductions and salutations that I truly appreciate.) Again, apologi...

Favorite Feller-ism: The Persistence of Bad Luck

April 1, 2014
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William Feller's book An Introduction to Probability Theory and Its Applications Volume I is more commonly and affectionately known as Feller Volume One. It is on many statistician's and mathematician's deserted (desert?) island book lists. The deser...

Favorite Feller-ism: The Persistence of Bad Luck

April 1, 2014
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William Feller's book An Introduction to Probability Theory and Its Applications Volume I is more commonly and affectionately known as Feller Volume One. It is on many statistician's and mathematician's deserted (desert?) island book lists. The deser...

April 1, 2014
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Here are some of the paper that I've been reading lately:Armstrong, J. S., K. C. Green, and A. Graefe, 2014. Golden rule of forecasting: Be conservative. MPRA Paper No. 53579Ashley, R. A. and K. P. Tsang, 2014. Credible Granger-causality inference with...

IV Estimates via GMM with Clustering in R

April 1, 2014
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In econometrics, generalized method of moments (GMM) is one estimation methodology that can be used to calculate instrumental variable (IV) estimates. Performing this calculation in R, for a linear IV model, is trivial. One simply uses the gmm() function in the excellent gmm package like an lm() or ivreg() function. The gmm() function will estimate […]

IV Estimates via GMM with Clustering in R

April 1, 2014
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In econometrics, generalized method of moments (GMM) is one estimation methodology that can be used to calculate instrumental variable (IV) estimates. Performing this calculation in R, for a linear IV model, is trivial. One simply uses the gmm() function in the excellent gmm package like an lm() or ivreg() function. The gmm() function will estimate […]

Numbersense Pros: An interview with David Spiegelhalter

April 1, 2014
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I am excited to chat with Professor David Spiegelhalter, who is no strangers to our UK audience, and our statistics colleagues. Perhaps his most well-known contribution is the DIC criterion for model selection, introduced by a paper by him and collaborators. He holds the impressive title of Winton Professor for the Public Understanding of Risk at the University of Cambridge (link). He also writes a blog called Understanding Uncertainty (link),…

This is how an important scientific debate is being used to stop EPA regulation

April 1, 2014
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Environmental regulation in the United States has protected human health for over 40 years. Since the Clean Air Act was enacted in 1970, levels of outdoor air pollution have dropped dramatically, changing the landscape of once heavily-polluted cities like Los … Continue reading →

Association for Psychological Science announces a new journal

April 1, 2014
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The Association for Psychological Science, the leading organization of research psychologists, announced a long-awaited new journal, Speculations on Psychological Science. From the official APS press release: Speculations on Psychological Science, the flagship journal of the Association for Psychological Science, will publish cutting-edge research articles, short reports, and research reports spanning the entire spectrum of the […] The post Association for Psychological Science announces a new journal appeared first on Statistical…

Skeptical and enthusiastic Bayesian priors for beliefs about insane asylum renovations at Dept of Homeland Security: I’m skeptical and unenthusiastic

April 1, 2014
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I had heard of medical designs that employ individuals who supply Bayesian subjective priors that are deemed either “enthusiastic” or “skeptical” as regards the probable value of medical treatments.[i] From what I gather, these priors are combined with data from trials in order to help decide whether to stop trials early or continue. But I’d never heard of […]

April 1, 2014
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My little series of posts about the new googleVis charts continues with calendar charts. Google's calendar charts are still in beta, but they provide already a nice heat map visualisation of calendar year data. The current development version of google...

Correlation with constraints on pairs

April 1, 2014
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An interesting question was posted on http://math.stackexchange.com/726205/…: if one knows the covariances  and , is it possible to infer ? I asked myself a question close to this one a few weeks ago (that I might also relate to a question I...

April 1, 2014
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In the Capturing Intraday data post, I outlined steps to setup your own process to capture Intraday data. But what do you do if you missed some data points due for example internet being down or due to power outage your server was re-started. To fill up the gaps in the Intraday data, you could […]

The most-cited statistics papers ever

March 31, 2014
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Robert Grant has a list. I’ll just give the ones with more than 10,000 Google Scholar cites: Cox (1972) Regression and life tables: 35,512 citations. Dempster, Laird, Rubin (1977) Maximum likelihood from incomplete data via the EM algorithm: 34,988 Bland & Altman (1986) Statistical methods for assessing agreement between two methods of clinical measurement: 27,181 […] The post The most-cited statistics papers ever appeared first on Statistical Modeling, Causal Inference,…

Moustache target distribution and Wes Anderson

March 31, 2014
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$Moustache target distribution and Wes Anderson$

Today I am going to introduce the moustache target distribution (moustarget distribution for brievety). Load some packages first. Let’s invoke the moustarget distribution. This defines a target distribution represented by a SVG file using RShapeTarget. The target probability density function is defined on and is proportional to on the segments described in the SVG files, […]

Data Analysis for Genomics edX Course

March 31, 2014
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Mike Love (@mikelove) and I have been working hard the past couple of months preparing a free online edX course on data analysis for genomics. Our target audience are the postdocs, graduate students and research scientists that are tasked with … Continue reading →

Slidify: Data driven presentations

March 31, 2014
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Publishers note: This blog was posted on August 1, 2013 on the Data Community DC blog, http://datacommunitydc.org/blog/2013/08/data-driven-presentations-using-slidify/ Presentations are the stock-in-trade for consultants, managers, teachers, public speakers, and, probably, you. We all have to present our work at some level, to someone we report to or to our peers, or to introduce newcomers to our […]

On deck this week

March 31, 2014
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Mon: The most-cited statistics papers ever Tues: American Psychological Society announces a new journal Wed: Am I too negative? Thurs: As the boldest experiment in journalism history, you admit you made a mistake Fri: The Notorious N.H.S.T. presen...

Student Advice I: Some Good Reading for Good Writing (and Good Graphics)

March 31, 2014
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Good writing is good thinking, so when you next hear some pretentious moron boast that ``I don't like to write, I like to think," rest assured, he's ...

Just gave a talk

March 31, 2014
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I just gave a talk in Milan. Actually I was sitting at my desk, it was a g+ hangout which was a bit more convenient for me. The audience was a bunch of astronomers so I figured they could handle a satellite link. . . . Anyway, the talk didn’t go so well. Two reasons: […]The post Just gave a talk appeared first on Statistical Modeling, Causal Inference, and Social…