Last week, Anna was at the "Autumn Meeting on Latent Gaussian Models" in Trondheim (Norway), where she presented our work on using INLA to estimate the Expected Value of Partial Perfect Information (EVPPI) in health economic evaluation (here'...

[I]t seems to be useful for statisticians generally to engage in retrospection at this time, because there seems now to exist an opportunity for a convergence of view on the central core of our subject. Unless such an opportunity is taken there is a danger that the powerful central stream of development of our subject […]

Recently I was referred to a nice article talking about the relationship between Statistics and data science. Here is my feedback to share with you: First of all, Statistics is a science dealing with data, including three main components, data preparation (storage, reading, organization, cleaning), exploratory data analysis (numerical summarization, visualization), and statistical inference (frequentist […]

Recently I was referred to a nice article talking about the relationship between Statistics and data science. Here is my feedback to share with you: First of all, Statistics is a science dealing with data, including five main components, data collection (design of experiment, sampling), data preparation (storage, reading, organization, cleaning), exploratory data analysis (numerical summarization, […]

Sebastian Ueckert and France Mentré are swinging by to visit the Stan team at Columbia and Sebastian’s presenting the following talk, to which everyone is invited. Improved confidence intervals and p-values by sampling from the normalized likelihood Sebastian Ueckert (1,2), Marie-Karelle Riviere (1), France Mentré (1) (1) IAME, UMR 1137, INSERM and University Paris Diderot, […] The post PK/PD Talk with Stan — Thu 8 Oct, 10:30 AM at Columbia:…

Authors: John Mount (more articles) and Nina Zumel (more articles). Our four part article series collected into one piece. Part 1: The problem Part 2: In-training set measures Part 3: Out of sample procedures Part 4: Cross-validation techniques “Essentially, all models are wrong, but some are useful.” George Box Here’s a caricature of a data … Continue reading How do you know if your model is going to work?

When trying to parse a large amount of datetime characters into POSXIct objects, it struck me that strftime and as.POSIXct where actually quite slow. When using the parsing functions from lubridate, these where a lot faster. The following benchmark shows… See more ›

Florian Wickelmaier writes: I’m writing to tell you about my experiences with another instance of “the difference between significant and not significant.” In a lab course, I came across a paper by Costa et al. [Cognition 130 (2) (2014) 236-254 (http://dx.doi.org/10.1016/j.cognition.2013.11.010). In several experiments, they compare the effects in two two-by-two tables by comparing the […] The post “I do not agree with the view that being convinced an effect…

I finally got around to updating the event listings. In the coming months, I will be giving a number of talks on data visualization. Next week, I will be speaking to the Data Visualization New York meetup, ably organized by...

Really enjoying Propublica pieces lately. There are several articles about topics of great interest to me, and those who read my books will be familiar with these themes. My favorite is an article that speaks a truth about data projects -- much as we sweat about data collection, data integrity and statistical models, the true challenge is in persuading the rest of the world to adopt our endproducts. The title…

I’m back in California for the next couple of weeks, and will give the following talk at Stanford and UC-Davis. Optimal forecast reconciliation for big time series data Time series can often be naturally disaggregated in a hierarchical or grouped structure. For example, a manufacturing company can disaggregate total demand for their products by country of […]

Authors: John Mount (more articles) and Nina Zumel (more articles). In this article we conclude our four part series on basic model testing. When fitting and selecting models in a data science project, how do you know that your final model is good? And how sure are you that it’s better than the models that … Continue reading How do you know if your model is going to work? Part…

Vlad Malik writes: I just re-read your article “Of Beauty, Sex and Power”. In my line of work (online analytics), low power is a recurring, existential problem. Do we act on this data or not? If not, why are we even in this business? That’s our daily struggle. Low power seems to create a sort […] The post Have weak data. But need to make decision. What to do? appeared…

For this week's Statbusters (link), we opine on that astounding report from a few weeks ago about how Google could manipulate the next elections by biasing search results. We walk you through our vetting process, starting with face validity ("the magnitude of the reported effect is too large to be believed!"). The crux of the article is about the experimental design. You start with a group of people who have…

Reader/friend Tom B. knows about my interest in grade "deflation" policies, and proceeds to ruin my breakfast by sending me a link to this ludicrous "letter to the editor" by a high-school counsellor (link). It starts with a made-up assertion: As the new academic term starts, I’m rooting for this to be the year when students start getting the grades they rightfully earn without high schools and colleges manipulating numbers…

Mon: Have weak data. But need to make decision. What to do? Tues: “I do not agree with the view that being convinced an effect is real relieves a researcher from statistically testing it.” Wed: Optimistic or pessimistic priors Thurs: Draw your own graph! Fri: Low-power pose Sat: Annals of Spam Sun: The Final Bug, […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

June 19-22, 2016 Santander, Spain – Palace of La Magdalena The International Symposium on Forecasting (ISF) is the premier forecasting conference, attracting the world’s leading forecasting researchers, practitioners, and students. Through a combination of keynote speaker presentations, academic sessions, workshops, and social programs, the ISF provides many excellent opportunities for networking, learning, and fun. Speakers: […]