Unit Root Tests

February 12, 2014
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Unit Root Tests

This week, in the MAT8181 Time Series course, we’ve discussed unit root tests. According to Wold’s theorem, if is  (weakly) stationnary then where is the innovation process, and where  is some deterministic series (just to get a result as general as possible). Observe that as discussed in a previous post. To go one step further, there is also the Beveridge-Nelson decomposition : an integrated of order one process, defined as…

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February 12, 2014
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Every year the magazine Science and the National Science Foundation choose the best visualizations from Science and Engineering. The winners of …Continue reading →

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February 12, 2014
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Every year the magazine Science and the National Science Foundation choose the best visualizations from Science and Engineering. The winners of …Continue reading →

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How to think about “identifiability” in Bayesian inference?

February 12, 2014
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We had some questions on the Stan list regarding identification. The topic arose because people were fitting models with improper posterior distributions, the kind of model where there’s a ridge in the likelihood and the parameters are not otherwise constrained. I tried to help by writing something on Bayesian identifiability for the Stan list. Then […]The post How to think about “identifiability” in Bayesian inference? appeared first on Statistical Modeling,…

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Fundamental theorems of mathematics and statistics

February 12, 2014
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Fundamental theorems of mathematics and statistics

Although I currently work as a statistician, my original training was in mathematics. In many mathematical fields there is a result that is so profound that it earns the name "The Fundamental Theorem of [Topic Area]." A fundamental theorem is a deep (often surprising) result that connects two or more [...]

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Fathom Design Creates Infographic PDF Posters from Nike+ FuelBand Data

February 12, 2014
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Fathom Design Creates Infographic PDF Posters from Nike+ FuelBand Data

Fathom Design, lead by visualization design pioneer Ben Fry, just released Year in Nike Fuel [yearinnikefuel.com]. Based on Nike's public developer APIs, the posters allow various kinds of patterns to be recognized, as the working dad, the mountaineer...

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Hierarchical forecasting with hts v4.0

February 12, 2014
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Hierarchical forecasting with hts v4.0

A new version of my hts package for R is now on CRAN. It was completely re-written from scratch. Not a single line of code survived. There are some minor syntax changes, but the biggest change is speed and scope. This version is many times faster than the previous version and can handle hundreds of thousands of time series without complaining. The speed-up is due to some new research I…

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Some Questions from an Undergraduate for a Biostatistics Graduate Admissions Chair

February 12, 2014
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These are questions I answered recently for an undergrad who had questions about how best to prepare herself for graduate school. I thought the answers might be more widely of interest, and with a lot of editing, am including the questions and answers ...

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Circular Binning Map Highlights Enjoyable U.S. Weather Conditions

February 11, 2014
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Circular Binning Map Highlights Enjoyable U.S. Weather Conditions

Binning is a clever method to avoid overlapping data points by aggregating multiple points in a grid of polygons, and using color to denote the relative density (see some interesting explanations here and here). The map The Pleasant Places to Live [k...

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A million ways to connect R and Excel

February 11, 2014
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In quantitative finance both R and Excel are the basis tools for any type of analysis. Whenever one has to use Excel in conjunction with R, there are many ways to approach the problem and many solutions. It depends on what you really want to do and the size of the dataset you’re dealing with. I […]

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There is no Such Thing as Biomedical "Big Data"

February 11, 2014
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There is no Such Thing as Biomedical "Big Data"

At the moment, the world is obsessed with “Big Data” yet it sometimes seems that people who use this phrase don’t have a good grasp of its meaning.  Like most good buzz-words, “Big Data” sparks the idea of something grand and complicated...

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An Interview With Bradley Efron

February 11, 2014
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An Interview With Bradley Efron

You've all heard about the bootstrap, and you all know that it was Bradley Efron (Statistics, Stanford) who came up with the idea. (If I'm wrong, you can check this earlier post.)On Twitter yesterday, Joe Blitzstein (Statistics, Harvard; @stat110)...

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My talks in Bristol this Wed and London this Thurs

February 11, 2014
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1. Causality and statistical learning (Wed 12 Feb 2014, 16:00, at University of Bristol): Causal inference is central to the social and biomedical sciences. There are unresolved debates about the meaning of causality and the methods that should be used to measure it. As a statistician, I am trained to say that randomized experiments are […]The post My talks in Bristol this Wed and London this Thurs appeared first on…

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A deeper look at the Bloomberg report

February 11, 2014
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A deeper look at the Bloomberg report

In the prior post, I linked to Eric P.'s (link) vetting of the Bloomberg chart on the drop in median male income in the U.S. in the last few decades. Just as a reminder, here is the key chart: In...

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Control an LED with the Raspberry Pi and via the web

February 11, 2014
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Control an LED with the Raspberry Pi and via the web

What a great little device the Raspberry Pi is! After my initial setup it is time to play around with the input and output pins. The first example has to be to switch on an LED. This can also be done remotely via a web interface and better, I cannot on...

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Le Vote par Procuration en France

February 11, 2014
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Le Vote par Procuration en France

La Vie des Idées a mis en ligne, ce matin, un court texte, écrit par Baptiste Coulmont (a.k.a. @coulmont) et Joël Gombin (a.k.a. @joelgombin), auquel j’ai très modestement contribué, intitulé ”Un homme, deux voix. Le vote par procuration“. Alors que sur son blog, Baptiste a rajouté pas mal d’information sur le vote par procuration en France (et le contexte général, en particulier pourquoi autant de partis courtisent certaines personnes en les incitant…

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How dplyr replaced my most common R idioms

February 10, 2014
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How dplyr replaced my most common R idioms

Having written a lot of R code over the last few years, I've developed a set of constructs for my most common tasks. Like an idiom in a natural language (e.g. "break a leg"), I automatically grasp their meaning without having to think about it. Because they allow me to become more and more productive »more

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Unprincipled Component Analysis

February 10, 2014
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Unprincipled Component Analysis

As a data scientist I have seen variations of principal component analysis and factor analysis so often blindly misapplied and abused that I have come to think of the technique as unprincipled component analysis. PCA is a good technique often used to reduce sensitivity to overfitting. But this stated design intent leads many to (falsely) […] Related posts: Bad Bayes: an example of why you need hold-out testing Don’t use…

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Scraping Pro-Football Data and Interactive Charts using rCharts, ggplot2, and shiny

February 10, 2014
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UPDATE: THE BLOG/SITE HAS MOVED TO GITHUB. THE NEW LINK FOR THE BLOG/SITE IS patilv.github.io and THE LINK TO THIS POST IS: http://bit.ly/1k0mKWI. PLEASE UPDATE ANY BOOKMARKS YOU MAY HAVE.This post uses pro-football (American) boxscore data from 1966 t...

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Reporter: Nicholas Felton Releases Self-Logging iPhone App

February 10, 2014
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Reporter: Nicholas Felton Releases Self-Logging iPhone App

Nicholas Felton, the person behind the infographic-style setting Feltron annual reports (see 2012, 2011, 2010, 2009, 2008, 2007, 2006, 2005) has released a self-logging app for the iPhone, called Reporter [reporter-app.com]. The app presents the use...

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More on US health care overkill

February 10, 2014
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More on US health care overkill

Paul Alper writes: You recently posted my moving and widening the goalposts contention. In it, I mentioned “how diagnoses increase markedly while deaths are flatlined” indicating that we are being overdiagnosed and overtreated. Above are 5 frightening graphs which illustrate the phenomenon. Defenders of the system might (ludicrously) contend that it is precisely the aggressive […]The post More on US health care overkill appeared first on Statistical Modeling, Causal Inference,…

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Is it true that all epistemic principles can only be defended circularly? A Popperian puzzle

February 10, 2014
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Is it true that all epistemic principles can only be defended circularly? A Popperian puzzle

Current day Popperians, the “critical rationalists”, espouse the following epistemic principle CR:[i] (CR) it is reasonable to adopt or believe a claim or theory P which best survives serious criticism. What justifies CR?  To merely declare it is a reasonable epistemic principle without giving evidence that following it advances any epistemic goals is entirely unsatisfactory, […]

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An offer for New York Times Business reporters

February 10, 2014
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An offer for New York Times Business reporters

Reading the New York Times's coverage of the unemployment report irritates me so much that I'm putting an offer on the table: if they contact me, I'll send them a copy of Numbersense (link) for free so that they can educate themselves about employment statistics (Chapter 6). *** In the meantime, let me run through all the irritating errors they keep reporting month after month (link to article). By the…

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