## Hit and run. Think Bayes!

July 29, 2014
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At the R in Insurance conference Arthur Charpentier gave a great keynote talk on Bayesian modelling in R. Bayes' theorem on conditional probabilities is strikingly simple, yet incredibly thought provoking. Here is an example from Daniel Kahneman to tes...

## Comment on Sustainability and innovation in staple crop production in the US Midwest

July 28, 2014
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After writing a blog post about the paper “Sustainability and innovation in staple crop production in the US Midwest” I decided to submit a formal comment to the International Journal of Agricultural Sustainability in July 2013, which was published today. As far as I know, Heinemann et al. provided a rebuttal to my comments, which […]

## jpmml and R (Free Webinar)

July 28, 2014
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This free, global webinar will provide an introduction to jpmml, the world’s leading open-source PMML scoring engine currently being utilized by companies such as Airbnb to rapidly deploy predictive models into production. Webinar Format: - What is PMML? - Building … Continue reading →

## SciLua 2 includes NUTS

July 28, 2014
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The most recent release of SciLua includes an implementation of Matt’s sampler, NUTS (link is to the final JMLR paper, which is a revision of the earlier arXiv version). According to the author of SciLua, Stefano Peluchetti: Should be quite similar to your [Stan's] implementation with some differences in the adaptation strategy. If you have […] The post SciLua 2 includes NUTS appeared first on Statistical Modeling, Causal Inference, and…

## Yummy Mr. P!

July 28, 2014
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Chris Skovron writes: A colleague sent the attached image from Indonesia. For whatever reason, it seems appropriate that Mr. P is a delicious salty snack with the tagline “good times.” Indeed. MRP has made the New York Times and Indonesian s...

## The Pay-for-Performance Myth

July 28, 2014
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Last week, Eric Chemi and Ariana Giorgi published an interesting article on “The Pay-for-Performance Myth” With all the public chatter about exorbitant executive compensation and income inequality, it’s useful to look at the relationship between chief executive officer pay and corporate performance. Typically, when the subject of their big pay packages arises, CEOs—usually through their spokespeople—say they are paid for performance. Does data back that up? An analysis of compensation data…

## Go to my other blog now

July 28, 2014
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In case you don't see my other blog, the most recent post should have been posted here: The unkind fate of data graphics in the media.

## EARL and other upcoming events

July 28, 2014
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Highlighted EARL As in “Effective Applications of the R Language”. 2014 September 15-17, London. Somehow they gave higher billing to Ben Goldacre than to Pat Burns.  If Obama were coming, they’d probably bill him above me too — and what does he know about R?  In spite of that little glitch, I’m sure it will … Continue reading →

## A linguist has a question about sampling when the goal is causal inference from observational data

July 28, 2014
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Nate Delaney-Busch writes: I’m a PhD student of cognitive neuroscience at Tufts, and a question came recently with my colleagues about the difficulty of random sampling in cases of highly controlled stimulus sets, and I thought I would drop a line to see if you had any reading suggestions for us. Let’s say I wanted […] The post A linguist has a question about sampling when the goal is causal…

## Stan NYC Meetup – Thurs, July 31

July 28, 2014
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The next Stan NYC meetup is happening on Thursday, July 31, at 7 pm. If you’re interested, registration is required and closes on Wednesday night: http://www.meetup.com/Stan-Users-NYC/events/193685802/   The third session will focus on using the Stan language. If you’re bringing a laptop, please come with RStan, PyStan, or CmdStan already installed.   We’re going to […] The post Stan NYC Meetup – Thurs, July 31 appeared first on Statistical Modeling,…

## On deck this week

July 28, 2014
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Mon: A linguist has a question about sampling when the goal is causal inference from observational data Tues: The Ben Geen case: Did a naive interpretation of a cluster of cases send an innocent nurse to prison until 2035? Wed: Statistics and data science, again Thurs: The health policy innovation center: how best to move […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

## The unkind fate of data graphics in the media

July 28, 2014
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Journalism suffers from an archiving challenge in the digital age, which I wrote about here. Even worse is the fate of data graphics. This has always been an issue, as digital archives of newspapers do not save any of the graphics. (Try going to the New York Times archive to see for yourself). The new wave of graphing technology is making this problem worse! The new technology embeds charting instructions…

## A Second NBER Econometrics Group?

July 28, 2014
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The NBER is a massive consumer of econometrics, so it needs at least a group or two devoted to producing econometrics. Hence I'm thrilled that the "Forecasting and Empirical Methods in Macroeconomics and Finance" group, now led by A...

## Lexicographic combinations in SAS

July 28, 2014
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In a previous blog post, I described how to generate combinations in SAS by using the ALLCOMB function in SAS/IML software. The ALLCOMB function in Base SAS is the equivalent function for DATA step programmers. Recall that a combination is a unique arrangement of k elements chosen from a set […]

## Cigarette and life expectancy

July 28, 2014
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Yesterday evening, I uploaded a graph, with the labor productivity as a function of coffee consumption. Of course, it was for fun ! With this kind of regression, base on aggregated data, we can say almost anything, since most of them are correlated because of some (hidden) common factor, such as the wealth of the country. For instance, with a similar approach, we can see that there is an increasing…

## Coffee and Productivity

July 27, 2014
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On Twitter, I was asked if there were serious research papers published on coffee consumption and labour productivity. There are some papers on coffee breaks and productivity, e.g. Productivity Through Coffee Breaks, but I could not find anything on coffee consumptions. Since I could not find any dataset with personal consumption (maybe I should start keeping tracks of my own consumption to run a study) I tried to find data for national…

## Stan 2.4, New and Improved

July 27, 2014
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We’re happy to announce that all three interfaces (CmdStan, PyStan, and RStan) are up and ready to go for Stan 2.4. As usual, you can find full instructions for installation on the Stan Home Page. Here are the release notes with a list of what’s new and improved: New Features ------------ * L-BFGS optimization (now […] The post Stan 2.4, New and Improved appeared first on Statistical Modeling, Causal Inference,…

## Stan found using directed search

July 27, 2014
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X and I did some “Sampling Through Adaptive Neighborhoods” ourselves the other day and checked out the nearby grave of Stanislaw Ulam, who is buried with his wife, Françoise Aron, and others of her family. The above image of Stanislaw and Françoise Ulam comes from this charming mini-biography from Roland Brasseur, which I found here. […] The post Stan found using directed search appeared first on Statistical Modeling, Causal Inference,…

## NYC workshop 22 Aug on open source machine learning systems

July 26, 2014
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The workshop is organized by John Langford (Microsoft Research NYC), along with Alekh Agarwal and Alina Beygelzimer, and it features Liblinear, Vowpal Wabbit, Torch, Theano, and . . . you guessed it . . . Stan! Here’s the current program: 8:55am: Introduction 9:00am: Liblinear by CJ Lin. 9:30am: Vowpal Wabbit and Learning to Search (John […] The post NYC workshop 22 Aug on open source machine learning systems appeared first…

## Statistics, and the Goldilocks Principle

July 26, 2014
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$\hat{f}_h(x) = \frac{1}{n}\sum_{i=1}^n K_h (x - x_i) \quad = \frac{1}{nh} \sum_{i=1}^n K\Big(\frac{x-x_i}{h}\Big)$

By the end of May, in Toronto, we had that great talk at the SSC by Jeff Rosenthal, on monte carlo techniques, and Jeff mention the name of “the Goldilocks principle” (it was in the contect of MCMC, and I did mention it in my talk in London on MCMC, when I discussed the value of the rejection rate of the Hastings Metropolis algorithm, which should be not to large,…

## S. Senn: “Responder despondency: myths of personalized medicine” (Guest Post)

July 26, 2014
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Stephen Senn Head, Methodology and Statistics Group Competence Center for Methodology and Statistics (CCMS) Luxembourg Responder despondency: myths of personalized medicine The road to drug development destruction is paved with good intentions. The 2013 FDA report, Paving the Way for Personalized Medicine  has an encouraging and enthusiastic foreword from Commissioner Hamburg and plenty of extremely […]

## LOD Cloud Growing

July 26, 2014
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Linked Open Data Cloud is growing. The new diagram as of April 2014 shows this development, compared to 2011 (diagram below). …Continue reading →

## Guns are Cool – States

July 26, 2014
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Last week I looked at time effects of the shootingtracker database. This week I will look at the states. Some (smaller) states never made it on the database. Other states, far too frequently. The worst of these California. After correcting for populati...