Stan is Turing complete

July 17, 2015
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Stan is Turing complete. The post Stan is Turing complete appeared first on Statistical Modeling, Causal Inference, and Social Science.

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Questions About the Size and Power of a Test

July 16, 2015
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Questions About the Size and Power of a Test

Osman, a reader of this blog, sent a comment in relation to my recent post on the effects of temporal aggregation on t-tests, and the like. Rather than just bury it, with a short response, in the "Comments" section of that post, I thought I'd give it p...

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New papers on LOO/WAIC and Stan

July 16, 2015
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New papers on LOO/WAIC and Stan

Aki, Jonah, and I have released the much-discussed paper on LOO and WAIC in Stan: Efficient implementation of leave-one-out cross-validation and WAIC for evaluating fitted Bayesian models. We (that is, Aki) now recommend LOO rather than WAIC, especially now that we have an R function to quickly compute LOO using Pareto smoothed importance sampling. In […] The post New papers on LOO/WAIC and Stan appeared first on Statistical Modeling, Causal…

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Our short course

July 16, 2015
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We've opened officially registration for our short course on Bayesian methods in health economics (this is a link to last year's edition, with a little more information than the official webpage for this year's course). When we decided to do this, we a...

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Murphy diagrams in R

July 16, 2015
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Murphy diagrams in R

At the recent International Symposium on Forecasting, held in Riverside, California, Tillman Gneiting gave a great talk on “Evaluating forecasts: why proper scoring rules and consistent scoring functions matter”. It will be the subject of an IJF invited paper in due course. One of the things he talked about was the “Murphy diagram” for comparing forecasts, […]

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Hello world!

July 16, 2015
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Welcome to WordPress. This is your first post. Edit or delete it, then start blogging!

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Psych dept: “We are especially interested in candidates whose research program contributes to the development of new quantitative methods”

July 16, 2015
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This is cool. The #1 psychology department in the world is looking for a quantitative researcher: The Department of Psychology at the University of Michigan, Ann Arbor, invites applications for a tenure-track faculty position. The expected start date is September 1, 2016. The primary criterion for appointment is excellence in research and teaching. We are […] The post Psych dept: “We are especially interested in candidates whose research program contributes…

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Working with Sessionized Data 2: Variable Selection

July 15, 2015
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Working with Sessionized Data 2:  Variable Selection

In our previous post in this series, we introduced sessionization, or converting log data into a form that’s suitable for analysis. We looked at basic considerations, like dealing with time, choosing an appropriate dataset for training models, and choosing appropriate (and achievable) business goals. In that previous example, we sessionized the data by considering all … Continue reading Working with Sessionized Data 2: Variable Selection →

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Seeing Data as the Product of Underlying Structural Forms

July 15, 2015
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Seeing Data as the Product of Underlying Structural Forms

Matrix factorization follows from the realization that nothing forces us to accept the data as given. We start with objects placed in rows and record observations on those objects arrayed along the top in columns. Neither the objects nor the measuremen...

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Prior information, not prior belief

July 15, 2015
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The prior distribution p(theta) in a Bayesian analysis is often presented as a researcher’s beliefs about theta. I prefer to think of p(theta) as an expression of information about theta. Consider this sort of question that a classically-trained statistician asked me the other day: If two Bayesians are given the same data, they will come […] The post Prior information, not prior belief appeared first on Statistical Modeling, Causal Inference,…

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The good, the bad and the ugly

July 15, 2015
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The good, the bad and the ugly

This is me kind of whining $-$ although I do have some positive (and I think I'm right in whining).First off: chapeau to the iHEA local organisers at Bocconi University in Milan! I think they've done an incredible job $-$ I think iHEA staff do help and...

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Maps and legends

July 15, 2015
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Maps and legends

This chart, which I found flipping through Stern magazine in Germany, accomplishes one important goal. It makes me stop flipping, and look. The chart presents a point of view that is refreshing. The Airbus A320 is a true collaborative effort....

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How to Winsorize data in SAS

July 15, 2015
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How to Winsorize data in SAS

Recently a SAS customer asked how to Winsorize data in SAS. Winsorization is best known as a way to construct robust univariate statistics. The Winsorized mean is a robust estimate of location. The Winsorized mean is similar to the trimmed mean, and both are described in the documentation for PROC […] The post How to Winsorize data in SAS appeared first on The DO Loop.

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Talk: How to Visualize Data

July 15, 2015
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Talk: How to Visualize Data

Last week, I gave one of the visualization primer talks at BioVis in Dublin. My goal was to show people some examples, but also criticize the rather poor visualization culture in bioinformatics and challenge people to do better. Here is a write-up of that talk. Seán O’Donoghue introduced me by calling me “infamous” for speaking … Continue reading Talk: How to Visualize Data

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Spot the power howler: α = ß?

July 15, 2015
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Spot the power howler: α = ß?

Spot the fallacy! The power of a test is the probability of correctly rejecting the null hypothesis. Write it as 1 – β. So, the probability of incorrectly rejecting the null hypothesis is β. But the probability of incorrectly rejecting the null is α (the type 1 error probability). So α = β. I’ve actually […]

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Leave the Pima Indians alone!

July 14, 2015
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Leave the Pima Indians alone!

“…our findings shall lead to us be critical of certain current practices. Specifically, most papers seem content with comparing some new algorithm with Gibbs sampling, on a few small datasets, such as the well-known Pima Indians diabetes dataset (8 covariates). But we shall see that, for such datasets, approaches that are even more basic than […]

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Easy Bayesian Bootstrap in R

July 14, 2015
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Easy Bayesian Bootstrap in R

A while back I wrote about how the classical non-parametric bootstrap can be seen as a special case of the Bayesian bootstrap. Well, one difference between the two methods is that, while it is straightforward to roll a classical bootstrap in R, there...

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Awesomest media request of the year

July 14, 2015
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(Sent to all the American Politics faculty at Columbia, including me) RE: Donald Trump presidential candidacy Hi, Firstly, apologies for the group email but I wasn’t sure who would be best prized to answer this query as we’ve not had much luck so far. I am a Dubai-based reporter for **. Donald Trump recently announced […] The post Awesomest media request of the year appeared first on Statistical Modeling, Causal…

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The 2015 Big Data Summit, 9-10 August 2015, collocated with ACM KDD 2015, Sydney

July 14, 2015
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The 2015 Big Data Summit, 9-10 August 2015, collocated with ACM KDD 2015, Sydney

The 2015 Big Data Summit 9-10 August 2015 collocated with ACM KDD 2015, Sydney URL: http://2015.bigdatasummit.co/ We take this privilege opportunity to invite you to participate in the 2015 Big Data Summit: • Co-located with ACM KDD2015 • Plenary sessions … Continue reading →

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Survey weighting and regression modeling

July 14, 2015
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Yphtach Lelkes points us to a recent article on survey weighting by three economists, Gary Solon, Steven Haider, and Jeffrey Wooldridge, who write: We start by distinguishing two purposes of estimation: to estimate population descriptive statistics and to estimate causal effects. In the former type of research, weighting is called for when it is needed […] The post Survey weighting and regression modeling appeared first on Statistical Modeling, Causal Inference,…

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ChainLadder 0.2.1 released

July 14, 2015
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ChainLadder 0.2.1 released

Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN. New FeaturesNew function PaidIncurredChain by Fabio Concina, based on the 2010 Merz & Wüthrich paper Paid-incurred chain claims reserving methodFun...

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Flawed thinking about causes

July 13, 2015
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One of the most misguided and dangerous ideas floated around by a group of Big Data enthusiasts is the notion that it is not important to understand why something happens, just because "we have a boatload of data". This is one of the central arguments in the bestseller Big Data, and it reached the mainstream much earlier when Chris Anderson, then chief editor of Wired, published his flamboyantly-titled op-ed proclaiming…

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Will Millennials Ever Get Married?

July 13, 2015
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Will Millennials Ever Get Married?

At SciPy last week I gave a talk called "Will Millennials Ever Get Married?  Survival Analysis and Marriage Data".  I presented results from my analysis of data from the National Survey of Family Growth (NSFG).  The slides I presented ar...

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