Support Dr Nic and Statistics Learning Centre videos

May 1, 2014
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Support Dr Nic and Statistics Learning Centre videos

This is a short post, sometimes called e-begging! I had been toying with the idea of a Kickstarter project, as a way for supporters of my work to help us keep going. Kickstarter is a form of crowd-sourcing, which lets … Continue reading →

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Multi-Armed Bandits and Testing Online Marketing Campaigns

April 30, 2014
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What is the connection between testing marketing campaigns and Las Vegas?The Multi-Armed Bandit problem is a statistical problem that seeks to optimize a gambler playing multiple slot machines.  Each slot machine has an unknown probability of...

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HDDA Workshop, 2015

April 30, 2014
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HDDA Workshop, 2015

The Fourth International Workshop on the Perspectives on High-Dimensional Data Analysis  is going to be held here at the University of Victoria next summer. The workshop will bring together researchers involved in statistics for high-dimensional d...

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Confession: I sometimes enjoy reading the fake journal/conference spam

April 30, 2014
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I've spent a considerable amount of time setting up filters to avoid getting spam from fake journals and conferences. Unfortunately, they are exceptionally good at thwarting my defenses. This does not annoy me as much as I pretend because, secretly, … Continue reading →

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Seth Roberts

April 30, 2014
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Seth Roberts

I met Seth back in the early 1990s when we were both professors at the University of California. He sometimes came to the statistics department seminar and we got to talking about various things; in particular we shared an interest in statistical graphics. Much of my work in this direction eventually went toward the use […] The post Seth Roberts appeared first on Statistical Modeling, Causal Inference, and Social Science.

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Student Advice II: How to Give a Seminar

April 30, 2014
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Check out Jesse Shapiro's view. He calls it "How to Give an Applied Micro Talk," but it's basically relevant everywhere. Of course reasonable people might quibble with a few things said, or regret the absence of a few things unsaid, but overall it...

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Three Ways to Format R Code for Blogger

April 30, 2014
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Three Ways to Format R Code for Blogger

Unformatted CodeIf you are like me originally then you might not think it is worth it to spend the extra energy to format your code.  After all people can just copy what you have and paste it into their preferred editor which will do its own forma...

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Simulating from the inverse gamma distribution in SAS

April 30, 2014
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Simulating from the inverse gamma distribution in SAS

While at a conference recently, I was asked whether it was possible to use SAS to simulate data from an inverse gamma distribution. The SAS customer had looked at the documentation for the RAND function and did not see "inverse gamma" listed among the possible choices. The answer is "yes." […]

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“[” with the apply() functions, revisited

April 30, 2014
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“[” with the apply() functions, revisited

I’d mentioned in the fall that one could use "[" in the apply-type functions, like this: I just realized that you can use this with matrices, too. If you have a list of matrices, you can pull out rows and columns with this technique. As you can see, my data isn't “tidy.”

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Ken Rice presents a unifying approach to statistical inference and hypothesis testing

April 29, 2014
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Ken Rice writes: In the recent discussion on stopping rules I saw a comment that I wanted to chip in on, but thought it might get a bit lost, in the already long thread. Apologies in advance if I misinterpreted what you wrote, or am trying to tell you things you already know. The comment […] The post Ken Rice presents a unifying approach to statistical inference and hypothesis testing…

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The Numbers Guy went on vacation

April 29, 2014
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The Numbers Guy went on vacation

Carl Bialik used to be the Numbers Guy at Wall Street Journal - he's now with FiveThirtyEight. Apparently, he left a huge void. John Eppley sent me to this set of charts via Twitter. This chart about Citibike is very...

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Dave Giles on "MCMC for Econometrics Students"

April 29, 2014
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Dave Giles on "MCMC for Econometrics Students"

In an excellent four part series of posts in March, Dave Giles introduces Markov Chain Monte Carlo (MCMC) and Gibbs samplers.  In these posts he gives a cogent explanation for the reasoning and mechanics involved in this branch of econometrics/sta...

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Bayesian Uncertainty Quantification for Differential Equations!

April 29, 2014
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Bayesian Uncertainty Quantification for Differential Equations!

Mark Girolami points us to this paper and software (with Oksana Chkrebtii, David Campbell, and Ben Calderhead). They write: We develop a general methodology for the probabilistic integration of differential equations via model based updating of a joint prior measure on the space of functions and their temporal and spatial derivatives. This results in a […] The post Bayesian Uncertainty Quantification for Differential Equations! appeared first on Statistical Modeling, Causal…

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Bayes’s theorem and logistic regression

April 28, 2014
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Bayes’s theorem and logistic regression

This week's post has more math than most, so I wrote in it LaTeX and translated it to HTML using HeVeA. Some of the formulas are not as pretty as they could be. If you prefer, you can read this article in PDF. Abstract: My two favorite topics in probability and statistics are Bayes’s theorem and logistic regression. Because there are similarities between them, I have always assumed that there…

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Crowdstorming a dataset

April 28, 2014
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Raphael Silberzahn writes: Brian Nosek, Eric Luis Uhlmann, Dan Martin, and I just launched a project through the Open Science Center we think you’ll find interesting. The basic idea is to “Crowdstorm a Dataset”. Multiple independent analysts are recruited to test the same hypothesis on the same data set in whatever manner they see as […] The post Crowdstorming a dataset appeared first on Statistical Modeling, Causal Inference, and Social…

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On deck this week

April 28, 2014
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Mon: Crowdstorming a dataset Tues: Ken Rice presents a unifying approach to statistical inference and hypothesis testing Wed: The health policy innovation center: how best to move from pilot studies to large-scale practice? Thurs: Heller, Heller, and Gorfine on univariate and multivariate information measures Fri: Discovering general multidimensional associations Sat: “The graph clearly shows that […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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An expanded version of chart 3

April 28, 2014
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An expanded version of chart 3

This is an expanded version of Chart 3 that appeared in my FiveThirtyEight article: These were the five routes in which following Kayak's recommendations would get me to a lower price than the 14-day-out price for each flight. The purple dot was when Kayak first suggested buying. The gray dotted line was the price on my first day of search. A few key observations here: The high variability of prices…

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Book review: The Functional Art

April 28, 2014
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Book review: The Functional Art

Reading Alberto Cairo’s fabulous book, The Functional Art, feels like reading my own work. It’s staggering how closely aligned our sensibilities are, notwithstanding our disparate backgrounds, he a data journlist by training, and I a statistician. We probably can finish...

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Tall Stata, low math, extra pixels

April 28, 2014
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Tall Stata, low math, extra pixels

With a clever titled blog and in well written in-depth initial post, Alex Gamma at the University of Zurich, Switzerland enters the Stata blogging scene. Check out his post on "The nicest place to live in Switzerland" at Tallstata.wordpress.com. Tall S...

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Past, present, and future of statistical science

April 28, 2014
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Past, present, and future of statistical science

This is the title of a wonderful new book that has just been released, courtesy of the Committee of Presidents of Statistical Societies. It can be freely downloaded from the COPSS website or a hard copy can be purchased on Amazon (for only a little over 10c per page which is not bad compared to other statistics books). The book consists of 52 chapters spanning 622 pages. The full table of contents below…

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More on Kaggle Forecasting Competitions: Performance Assessment and Forecast Combination

April 28, 2014
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Here are a few more thoughts on Kaggle competitions, continuing my earlier Kaggle post.It's a shame that Kaggle doesn't make available (post-competition) the test-sample data and the set of test-sample forecasts submitted. If they did, then lots of int...

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How much RAM do I need to store that matrix?

April 28, 2014
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How much RAM do I need to store that matrix?

Dear Rick, I am trying to create a numerical matrix with 100,000 rows and columns in PROC IML. I get the following error: (execution) Unable to allocate sufficient memory. Can IML allocate a matrix of this size? What is wrong? Several times a month I see a variation of this […]

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Calendar Strategy: Month End

April 28, 2014
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Calendar Strategy: Month End

Calendar Strategy is a very simple strategy that buys an sells at the predetermined days, known in advance. Today I want to show how we can easily investigate performance at and around Month End days. First let’s load historical prices for SPY from Yahoo Fiance and compute SPY perfromance at the month-ends. I.e. strategy will […]

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