Prussian blue [book review]

This is the one-before-last volume in Philip Kerr’s Bernie Gunther series (one-before-last since the author passed away last year). Which I picked in a local bookstore for taking place in Berchtesgaden, which stands a few kilometers west of Salzburg and which I passed on my way there (and back) last week. Very good title, full […]

Why Do We Plot Predictions on the x-axis?

When studying regression models, One of the first diagnostic plots most students learn is to plot residuals versus the model’s predictions (that is, with the predictions on the x-axis). Here’s a basic example. # build an “ideal” linear process. set.seed(34524) N = 100 x1 = runif(N) x2 = runif(N) noise = 0.25*rnorm(N) y = x1 … Continue reading Why Do We Plot Predictions on the x-axis?

Fat tails and the t test

Suppose you want to test whether something you’re doing is having any effect. You take a few measurements and you compute the average. The average is different than what it would be if what you’re doing had no effect, but is the difference significant? That is, how likely is it that you might see the […]

Econ corner: A rational reason (beyond the usual “risk aversion” or concave utility function) for wanting to minimize future uncertainty in a decision-making setting

Eric Rasmusen sends along a paper, Option Learning as a Reason for Firms to Be Averse to Idiosyncratic Risk, and writes: It tries to distinguish between two kinds of risk. The distinction is between uncertainty that the firm will learn about, and uncertainty that will be bumping the profit process around forever. It’s not the […]

How to Prepare Data

Real world data can present a number of challenges to data science workflows. Even properly structured data (each interesting measurement already landed in distinct columns), can present problems, such as missing values and high cardinality categorical variables. In this note we describe some great tools for working with such data. For an example: consider the … Continue reading How to Prepare Data

Glenn Shafer tells us about the origins of “statistical significance”.

Shafer writes: It turns out that Francis Edgeworth, who introduced “significant” in statistics, and Karl Pearson, who popularized it in statistics, used it differently than we do. For Edgeworth and Pearson, “being significant” meant “signifying”. An observed difference was significant if it signified a real difference, and you needed a very small p-value to be […]

Christian Robert is giving a talk in Jussieu tomorrow

My namesake Christian (Yann) Robert (CREST) is giving a seminar tomorrow in Jussieu (Université Pierre & Marie Curie, couloir 16-26, salle 209), between 2 and 3, on composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Here is the abstract: We consider the family of hierarchical Archimedean copulas obtained from multivariate […]

Hardwicke and Ioannidis, Gelman, and Mayo: P-values: Petitions, Practice, and Perils (and a question for readers)

The October 2019 issue of the European Journal of Clinical Investigations came out today. It includes the PERSPECTIVE article by Tom Hardwicke and John Ioannidis, an invited editorial by Gelman and one by me: Petitions in scientific argumentation: Dissecting the request to retire statistical significance, by Tom Hardwicke and John Ioannidis When we make recommendations […]

Hausdorff school on MCMC [28 March-02 April, 2020]

The Hausdorff Centre for Mathematics will hold a week on recent advances in MCMC in Bonn, Germany, March 30 – April 3, 2020. Preceded by two days of tutorials. (“These tutorials will introduce basic MCMC methods and mathematical tools for studying the convergence to the invariant measure.”) There is travel support available, but the application […]

Amendment to CCPA regarding personal information

California’s new privacy law takes effect January 1, 2020, less than 100 days from now. The bill was written in a hurry in order to prevent a similar measuring from appearing on a ballot initiative. The thought was that the state legislature would pass something quickly then clean it up later with amendments. Six amendments […]

Right to be forgotten in the news

The GDPR‘s right-to-be-forgotten has been in the news this week. This post will look at a couple news stories and how they relate. Forgetting about a stabbing On Monday the New York Times ran a story about an Italian news site that folded as a result of resisting requests to hide a story about a […]

Chow and Greenland: “Unconditional Interpretations of Statistics”

Zad Chow writes: I think your readers might find this paper [“To Aid Statistical Inference, Emphasize Unconditional Descriptions of Statistics,” by Greenland and Chow] interesting. It’s a relatively short paper that focuses on how conventional statistical modeling is based on assumptions that are often in the background and dubious, such as the presence of some […]

Bayesian webinar: Bayesian conjugate gradient

Bayesian Analysis is launching its webinar series on discussion papers! Meaning the first 90 registrants will be able to participate interactively via the Zoom Conference platform while additional registrants will be able to view the Webinar on a dedicated YouTube Channel. This fantastic initiative is starting with the Bayesian conjugate gradient method of Jon Cockayne […]

Preparing Data for Supervised Classification

Nina Zumel has been polishing up new vtreat for Python documentation and tutorials. They are coming out so good that I find to be fair to the R community I must start to back-port this new documentation to vtreat for R. vtreat is a package for systematically preparing data for supervised machine learning tasks such … Continue reading Preparing Data for Supervised Classification

poor statistics

I came over the weekend across this graph and the associated news that the county of Saint-Nazaire, on the southern border of Brittany, had a significantly higher rate of cancers than the Loire countries. The complete study written by Solenne Delacour, Anne Cowppli-Bony, amd Florence Molinié, is quite cautious about the reasons for this higher […]