Our first Daily Beast column is here. The post What’s So Fun About Fake Data? appeared first on Statistical Modeling, Causal Inference, and Social Science.

Our first Daily Beast column is here. The post What’s So Fun About Fake Data? appeared first on Statistical Modeling, Causal Inference, and Social Science.

Nathan Lemoine writes: I’m an ecologist, and I typically work with small sample sizes from field experiments, which have highly variable data. I analyze almost all of my data now using hierarchical models, but I’ve been wondering about my interpretation of the posterior distributions. I’ve read your blog, several of your papers (Gelman and Weakliem, […] The post Interpreting posterior probabilities in the context of weakly informative priors appeared first…

Eric Tassone writes: So, here’s a Bill James profile from late-ish 2014 that I’d missed until now. It’s baseball focused, which was nice — so many recent articles about him are non-baseball stuff. Here’s an extended excerpt of a part I found refreshing, though it’s probably just that my expectations have gotten pretty low of […] The post “Faith means belief in something concerning which doubt is theoretically possible.” —…

Win-Vector LLC is a consultancy founded in 2007 that specializes in research, algorithms, data-science, and training. (The name is an attempt at a mathematical pun.) Win-Vector LLC can complete your high value project quickly (some examples), and train...

Psychologists speak of “folk psychology” or “folk physics” as the intuitive notions we have about the world, which typically describe some aspects of reality but ultimately are gross oversimplifications. I encountered a good example of “folk genetics” the other day after following the clickbait link to “22 Things We Learned Hanging Out With Sam Smith”: […] The post Sam Smith sings like a dream but he’s as clueless as Nicholas…

Here are the download figures for my e-book with George as sent to me last week by my publisher Springer-Verlag. With an interesting surge in the past year. Maybe simply due to new selling strategies of the published rather to a wider interest in the book. (My royalties have certainly not increased!) Anyway thanks to […]

If it's somethin' weird an' it don't look good, who ya gonna call? Statbusters! That is the name of our weekly column for the Daily Beast, starting today. Andrew Gelman and I will alternate weeks. As I write this, nothing is up yet. Try going to the Daily Beast to find Andrew's first column.

Last tuesday, at the annual meeting of the French Economic Association, I was having lunch with Alfred, and while we were chatting about modeling issues (econometric models against machine learning prediction), he asked me what boosting was. Since I could not be very specific, we’ve been looking at wikipedia webpage. Boosting is a machine learning ensemble meta-algorithm for reducing bias primarily and also variance in supervised learning, and a family of machine learning algorithms…

Consider 2 random variables, and , from the normal distribution , where is unknown. Then the statistic has the distribution . The distribution of does not depend on , so is an ancillary statistic for . Note that, if is unknown, then is not ancillary for .Filed under: Mathematical Statistics, Statistics, Statistics Lesson of the […]

Kaiser Fung and I have a new weekly column for the Daily Beast. After much deliberation, we gave it the title Statbusters (the runner-up choice was Dirty Data; my personal preference was Statboyz in the Hood, but, hey, who ever listens to me on anything?). The column will appear every Saturday, and Kaiser and I […] The post Our new column in the Daily Beast appeared first on Statistical Modeling,…

Throughout history, engineers, medical doctors and other applied scientists have helped convert basic science discoveries into products, public goods and policy that have greatly improved our quality of life. With rare exceptions, it has taken years if not decades to establish these discoveries. And even the exceptions stand on the shoulders of incremental contributions. The researchers that

I was bothered by a recent post on the sister blog. The post was by political scientist David Fortunato and it was called, Would “concealed carry” have stopped Dylann Roof’s church shooting spree?. What bugged me in particular was this sentence: On its face, the claim that increasing the number of gun carriers would reduce […] The post When the counterintuitive becomes the norm, arguments get twisted out of shape…

In my article about finding an initial guess for root-finding algorithms, I stated that Newton's root-finding method "might not converge or might converge to a root that is far away from the root that you wanted to find." A reader wanted more information about that statement. I have previously shown […] The post The sensitivity of Newton's method to an initial guess appeared first on The DO Loop.

The set-up for today’s post mirrors my earlier Statistics Lessons of the Day on sufficient statistics and complete statistics. Suppose that you collected data in order to estimate a parameter . Let be the probability density function (PDF) or probability mass function (PMF) for . Let be a statistics based on . If the distribution of does NOT […]

Today at the International Symposium on Forecasting, I announced the awards for the best paper published in the International Journal of Forecasting in the period 2012–2013. We make an award every two years to the best paper(s) published in the journal. There is always about 18 months delay after the publication period to allow time for […]

Suddenly, I had to learn network analysis. Two weeks ago I started with a book by Christakis and Fowler, then a book by Kolaczyk and Csárdi, now here I am in a “how to” analyse network data using R moment. This is much like learning-by-doing knowledge, so may be useful for newcomers, although at this … Read More →

Can Candan writes: I have scraped horse racing data from a web site in Turkey and would like to try some models for predicting the finishing positions of future races, what models would you suggest for that? There is one recent paper on the subject that seems promising, which claims to change the SMO algorithm […] The post A question about race based stratification appeared first on Statistical Modeling, Causal…

In the few past days, there has been so many arXiv postings of interest—presumably the NIPS submission effect!—that I cannot hope to cover them in the coming weeks! Hopefully, some will still come out on the ‘Og in a near future: arXiv:1506.06629: Scalable Approximations of Marginal Posteriors in Variable Selection by Willem van den Boom, […]