Electricity price forecasting competition

February 17, 2016
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Electricity price forecasting competition

The GEFCom competitions have been a great success in generating good research on forecasting methods for electricity demand, and in enabling a comprehensive comparative evaluation of various methods. But they have only considered price forecasting in a...

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Can’t Take the Fiducial Out of Fisher (if you want to understand the N-P performance philosophy) [i]

February 17, 2016
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Can’t Take the Fiducial Out of Fisher (if you want to understand the N-P performance philosophy) [i]

In recognition of R.A. Fisher’s birthday today, I’ve decided to share some thoughts on a topic that has so far has been absent from this blog: Fisher’s fiducial probability. Happy Birthday Fisher. [Neyman and Pearson] “began an influential collaboration initially designed primarily, it would seem to clarify Fisher’s writing. This led to their theory of […]

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Black Hole Stan

February 17, 2016
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Black Hole Stan

We told Will Farr, a professor at the University of Birmingham who is part of the recent headline-grabbing experiment that corroborated Einstein’s theory of general relativity, that we blurbed Stan’s involvement in that project, and Farr wrote: We used PyStan pretty extensively in the rates group—we have some simple analytic posteriors for the rates stuff, […] The post Black Hole Stan appeared first on Statistical Modeling, Causal Inference, and Social…

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Bayesian Mixer on Meetup

February 16, 2016
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Bayesian Mixer on Meetup

We had our first successful Bayesian Mixer Meetup last Friday night at the Artillery Arms!We expected about 15 - 20 people to turn up, when we booked the function room overlooking Bunhill Cemetery and Bayes' grave. Now, looking at the photos taken duri...

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When it comes to science – its the economy stupid.

February 16, 2016
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I read a lot of articles about what is going wrong with science: The reproducibility/replicability crisis Lack of jobs for PhDs The pressure on the families (or potential families) of scientists Hype around specific papers and a more general abundance of BS Consortia and their potential evils Peer review not working well Research parasites Not enough room for applications/public

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Knitt(r)ing

February 16, 2016
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Knitt(r)ing

One of the things that fills my Januaries and Februaries is the preparation of the in-course assessment (ICA) and final exam, for the course I teach at UCL.This year is the first time I'm teaching on the new module on Bayesian methods in heal...

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When it comes to science – its the economy stupid.

February 16, 2016
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I read a lot of articles about what is going wrong with science: The reproducibility/replicability crisis Lack of jobs for PhDs The pressure on the families (or potential families) of scientists Hype around specific papers and a more gener...

Read more »

When it comes to science – its the economy stupid.

February 16, 2016
By

I read a lot of articles about what is going wrong with science: The reproducibility/replicability crisis Lack of jobs for PhDs The pressure on the families (or potential families) of scientists Hype around specific papers and a more gener...

Read more »

“What is Bayesian data analysis? Some examples”: My lecture at the New School this Wed noon

February 16, 2016
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What is Bayesian data analysis? Some examples This is for their econ program, I think? I’ll demonstrate the three stages of Bayesian data analysis, going over examples such as the world cup analysis, the monster study, spell checking, the so-called global climate challenge, trends in death rates, . . . we’ll see how much time […] The post “What is Bayesian data analysis? Some examples”: My lecture at the New…

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School county data request

February 16, 2016
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Macartan Humphreys writes: We have a student here who is trying to look at the effect of school busing on racial attitudes. He knows where busing was inrtoduced and when at the county level but is having the hardest time finding a dataset (whether a recent one or historical one) that has information on (a) […] The post School county data request appeared first on Statistical Modeling, Causal Inference, and…

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"Optimal Large-Scale Internet Media Selection" (Also Next Week at the Statistics Seminar)

February 16, 2016
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Attention conservation notice: Only of interest if you (1) wish you could use the power of modern optimization to allocate an online advertising budget, and (2) will be in Pittsburgh on Tuesday. I can think of at least two ways an Internet Thought L...

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"Robust Causal Inference with Continuous Exposures" (This Week at the Statistics Seminar)

February 16, 2016
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Attention conservation notice: Only of interest if you (1) care about statistical methods for causal inference, and (2) will be in Pittsburgh on Thursday. There are whole books on causal inference which make it seem like the subject is exhausted by c...

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"Science, Counterfactuals and Free Will" (In Two Weeks, Not at the Statistics Seminar)

February 16, 2016
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Attention conservation notice: A distinguished but elderly scientist philosophizes in public. As a Judea Pearl fanboy, it is inevitable that I would help promote this: Judea Pearl, "Science, Counterfactuals and Free Will" (Dickson Prize Lecture) Ab...

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Гнеде́нко and Forsythe [and e]

February 16, 2016
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Гнеде́нко and Forsythe [and e]

In the wake of my earlier post on the Monte Carlo estimation of e and e⁻¹, after a discussion with my colleague Murray Pollock (Warwick) Gnedenko’s solution, he pointed out another (early) Monte Carlo approximation called Forsythe’s method. That is detailed quite neatly in Luc Devroye’s bible, Non-uniform random variate generation (a free bible!). The […]

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Data for teaching – real, fake, fictional

February 15, 2016
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Data for teaching – real, fake, fictional

There is a push for teachers and students to use real data in learning statistics. In this post I am going to address the benefits and drawbacks of different sources of real data, and make a case for the use … Continue reading →

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The recent black hole LIGO experiment used PyStan!

February 15, 2016
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The recent black hole LIGO experiment used PyStan!

Bob links to the recently celebrated physics paper. Check it out: And in the references: This is even better than being quoted in Private Eye! P.S. More here. The post The recent black hole LIGO experiment used PyStan! appeared first on Statistical ...

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Sharp-R, An Excel Statistical Add In

February 15, 2016
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Sharp Statistics now offers a flexible and dynamic Excel (Windows only) statistical Add In that allows R functions to be run on worksheet data. Coding bespoke data analysis solutions can be very time consuming as often there is a requirement to code s...

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Theta Rounds

February 15, 2016
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Theta Rounds

Later this week, I'll escape the cold British winter and flee to the even colder Canadian winter (-13 Celsius, I think!), to be in Toronto for a few days $-$ I suppose I'm going to need a lot more than a scarf...Anyway, I've been invited by Petros, so ...

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If Karl Popper edited the New York Times

February 15, 2016
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If Karl Popper edited the New York Times

The headline as it appeared in the Times: The headline as Popper would’ve written it: Gravitational Waves Detected, Not Falsifying Einstein’s Theory The post If Karl Popper edited the New York Times appeared first on Statistical Modeling, ...

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On deck this week

February 15, 2016
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Mon: If Karl Popper edited the New York Times Tues: “What is Bayesian data analysis? Some examples”: My lecture at the New School this Wed noon Wed: You’ll never guess what David Cox wrote about the garden of forking paths! Thurs: Miller and Sanjurjo share 5 tips on how to hit the zeitgeist jackpot Fri: […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Four essential sampling methods in SAS

February 15, 2016
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Four essential sampling methods in SAS

Many simulation and resampling tasks use one of four sampling methods. When you draw a random sample from a population, you can sample with or without replacement. At the same time, all individuals in the population might have equal probability of being selected, or some individuals might be more likely […] The post Four essential sampling methods in SAS appeared first on The DO Loop.

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Confidence intervals for Proportions

February 14, 2016
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Confidence intervals for Proportions

Since I read documents with Clopper-Pearson a number of times the last weeks, I thought it a good idea to play around with confidence intervals for proportions a bit; to examine how intervals differ between various approaches. From a frequentist side C...

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Confidence intervals for Proportions

February 14, 2016
By
Confidence intervals for Proportions

Since I read documents with Clopper-Pearson a number of times the last weeks, I thought it a good idea to play around with confidence intervals for proportions a bit; to examine how intervals differ between various approaches. From a frequentist side C...

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