Why engineers and poets need to know about statistics

June 16, 2013
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Why engineers and poets need to know about statistics

I’m kidding about poets. But lots of people need to understand the three basic areas of statistics, Chance, Data and Evidence. Recently Tony Greenfield, an esteemed applied statistician, (with his roots in Operations Research) posted the following request on a … Continue reading →

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Marginal Likelihood and Model Evidence in Bayesian Regression

Marginal Likelihood and Model Evidence in Bayesian Regression

The marginal likelihood or the model evidence is the probability of observing the data given a specific model. This is used in Bayesian model selection and comparison when computing Bayes factor between models, which is simply the ratio of the two respective marginal likelihoods. This can be used to select which covariates to include in […] The post Marginal Likelihood and Model Evidence in Bayesian Regression appeared first on Lindons…

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The scaling of Expected Shortfall

June 16, 2013
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The scaling of Expected Shortfall

Getting Expected Shortfall given the standard deviation or Value at Risk. Previously There have been a few posts about Value at Risk and Expected Shortfall. Properties of the stable distribution were discussed. Scaling One way of thinking of Expected Shortfall is that it is just some number times the standard deviation, or some other number … Continue reading →

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Sunday data/statistics link roundup (6/16/13 – Father’s day edition!)

June 16, 2013
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Datapalooza! I'm wondering where my invite is? I do health data stuff, pick me, pick me! Actually it does sound like a pretty good idea - in general giving a bunch of smart people access to interesting data and real … Continue reading →

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Evilicious: Why We Evolved a Taste for Being Bad

June 16, 2013
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Evilicious: Why We Evolved a Taste for Being Bad

The other day, a friend told me that when he saw me blogging on Noam Chomsky, he was surprised not to see any mention of disgraced primatologist Marc Hauser. I was like, whaaaaaa? I had no idea these two had any connection. In fact, though, they wrote papers together. This made me wonder what Chomsky [...]The post Evilicious: Why We Evolved a Taste for Being Bad appeared first on Statistical…

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Distribution of car weights

June 16, 2013
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Distribution of car weights

Two weeks ago I described car data, among which weight distribution of cars in Netherlands. At that time it was purely plots. In the mean time I decided I wanted to model trends. As a first step of that, I decided to fit distributions for these da...

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Open Data Census

June 15, 2013
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Open Data Census

Open Data Census The Open Knowledge Foundation OKFN publishes first results of its Open Data Census, just before the G8 …Continue reading »

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Exploratory multilevel analysis when group-level variables are of importance

June 15, 2013
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Steve Miller writes: Much of what I do is cross-national analyses of survey data (largely World Values Survey). . . . My big question pertains to (what I would call) exploratory analysis of multilevel data, especially when the group-level predictors are of theoretical importance. A lot of what I do involves analyzing cross-national survey items [...]The post Exploratory multilevel analysis when group-level variables are of importance appeared first on Statistical…

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EPSA 2013 Programme

June 15, 2013
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If you are planning to attend the European Political Science Association (EPSA) meeting in Barcelona next week you might find a searchable online programme helpful (scraped out of the original pdf).

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Simulating Map-Reduce in R for Big Data Analysis Using Flights Data

June 14, 2013
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We are constantly crunching through large amounts of data and designing unique and innovative ways to process large datasets on a single node and use distributed computing only when single node computing becomes time consuming and less effici...

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P-values can’t be trusted except when used to argue that P-values can’t be trusted!

June 14, 2013
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P-values can’t be trusted except when used to argue that P-values can’t be trusted!

Have you noticed that some of the harshest criticisms of frequentist error-statistical methods these days rest on methods and grounds that the critics themselves purport to reject? Is there a whiff of inconsistency in proclaiming an “anti-hypothesis-testing stance” while in the same breath extolling the uses of statistical significance tests and p-values in mounting criticisms […]

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Progress! (on the understanding of the role of randomization in Bayesian inference)

June 14, 2013
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Progress!  (on the understanding of the role of randomization in Bayesian inference)

Leading theoretical statistician Larry Wassserman in 2008: Some of the greatest contributions of statistics to science involve adding additional randomness and leveraging that randomness. Examples are randomized experiments, permutation tests, cross-validation and data-splitting. These are unabashedly frequentist ideas and, while one can strain to fit them into a Bayesian framework, they don’t really have a [...]The post Progress! (on the understanding of the role of randomization in Bayesian inference) appeared…

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The vast majority of statistical analysis is not performed by statisticians

June 14, 2013
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Whether you know it or not, everything you do produces data - from the websites you read to the rate at which your heart beats. Until pretty recently, most of the data you produced wasn’t collected, it floated off unmeasured. … Continue reading →

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Turing chess tournament!

June 14, 2013
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Turing chess tournament!

Daniel Murrell is organizing a run-around-the-house chess tournament in Cambridge, England, on 23 Jun 2013. Maybe Niall Ferguson will show up, given his interest in the history of mid-twentieth-century gay English heroes. The post Turing chess tournam...

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Latent Class Modeling Election Data

June 14, 2013
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Latent Class Modeling Election Data

Latent class analysis is a useful tool that is used to identify groups within multivariate categorical data.  An example of this is the likert scale. In categorical language these groups are known as latent classes. As a simple comparison this can be compared to the k-means multivariate cluster analysis. There are several key differences between the […]

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R: Interval Estimation of the Population Mean

June 14, 2013
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Interval estimation of the population mean can be computed from the functions of the following R packages:stats - contains the t.testTeachingDemos - contains the z.testBSDA - contains the zsum.test and tsum.testThe t.test of the stats package is a stud...

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Stephen Ziliak Rejects Significance Testing

June 14, 2013
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Stephen Ziliak Rejects Significance Testing

In an opinion piece in the Financial Post, Stephen Ziliak goes into the land of hyperbole, declaring that all significance testing is junk science. It starts like this: I want to believe as much as the next person that particle physicists have discovered a Higgs boson, the so-called “God particle,” one with a mass of … … Continue reading →

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Big in Japan

June 13, 2013
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Big in Japan

Inspired by this post on R-bloggers, I decided to check how BCEA was doing. Unfortunately, it does not feature in the top 100 most downloaded R packages. However, I think it's doing well $-$ considering the book (which is the main medium of advertising...

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Chicago, Baseball and Paul Erdös

June 13, 2013
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Chicago, Baseball and Paul Erdös

Thursday afternoon, before the 2013 CAE Faculty Conference, Stuart Klugman should invit us to go and watch the Cubs playing, in Chicago. That should be fun. First baseball game, ever. I will be back in Montréal (and on the blog) next week ! That will be an opportunity to discuss with mathematicians and baseball fans. Actually, a colleague told me that there was a nice anecdote about baseball and mathematics.…

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Ages 10-12 Toy Exoplanet Detection

Ages 10-12 Toy Exoplanet Detection

A major objection with the previous simulated light curves is that the baseline is rarely constnat. Instead, from what I have learned, it is a horrible mess of discontinuities and curves due to the telescope rotating and instruments heating up. I spoke to someone who said that there is some periodicity in the curve. It […] The post Ages 10-12 Toy Exoplanet Detection appeared first on Lindons Log.

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Against the myth of the heroic visualization

June 13, 2013
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Against the myth of the heroic visualization

Alberto Cairo tells a fascinating story about John Snow, H. W. Acland, and the Mythmaking Problem: Every human community—nations, ethnic and cultural groups, professional guilds—inevitably raises a few of its members to the status of heroes and weaves myths around them. . . . The visual display of information is no stranger to heroes and [...]The post Against the myth of the heroic visualization appeared first on Statistical Modeling, Causal…

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False discovery rate regression (cc NSA’s PRISM)

June 13, 2013
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False discovery rate regression (cc NSA’s PRISM)

There is an idea I have been thinking about for a while now. It re-emerged at the top of my list after seeing this really awesome post on using metadata to identify "conspirators" in the American revolution. My first thought was: … Continue reading →

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When’s that next gamma-ray blast gonna come, already?

June 13, 2013
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Phil Plait writes: Earth May Have Been Hit by a Cosmic Blast 1200 Years Ago . . . this is nothing to panic about. If it happened at all, it was a long time ago, and unlikely to happen again for hundreds of thousands of years. This left me confused. If it really did happen [...]The post When’s that next gamma-ray blast gonna come, already? appeared first on Statistical Modeling,…

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