On deck this week

March 2, 2015
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Mon: What hypothesis testing is all about. (Hint: It’s not what you think.) Rembrandt van Rijn (2) vs. Betrand Russell Tues: One simple trick to make Stan run faster George Carlin (2) vs. Barbara Kruger Wed: I actually think this infographic is ok Bernard-Henry Levy (3) vs. Jacques Derrida Thurs: Defaults, once set, are hard […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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Careers in Data Science and Business Analytics: a new course

March 2, 2015
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Syllabus for one-day seminar on Big Data jobs and careers by Kaiser Fung

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Course Announcement: Data Visualization Workshop

March 2, 2015
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The next installment of my data visualization workshop runs from April 7 to May 12 in New York City. My workshop is modeled after a creative writing workshop. The focus of the six weeks is on giving and receiving feedback...

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Avoid loops, avoid the APPLY function, vectorize!

March 2, 2015
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Avoid loops, avoid the APPLY function, vectorize!

Last week I received a message from SAS Technical Support saying that a customer's IML program was running slowly. Could I look at it to see whether it could be improved? What I discovered is a good reminder about the importance of vectorizing user-defined modules. The program in this blog […]

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Modeling Earthquake Dynamics

March 2, 2015
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Modeling Earthquake Dynamics

In 2012, with Marilou Durand, student at UQAM, we have been working on the seismic gap hypothesis, see e.g. McCann et al. (1978) or Kagan & Jackson (1991), or to be more specific, on the dynamics between earthquakes magnitude (or seismic moment) and inter-occurence durations. Our paper should appear soon in the Journal of Seismology, In this paper, we investigate questions arising in Parsons & Geist (2012). Pseudo causal models connecting magnitudes…

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Non-trivial wedges

March 1, 2015
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Non-trivial wedges

During February, I've been really bad at blogging $-$ I've only posted one entry advertising our workshop at the RSS, later this month. I have spent a lot of time working in collaboration with colleagues at UCL and the London School of Hygiene and Trop...

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“Probabilism as an Obstacle to Statistical Fraud-Busting”

March 1, 2015
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“Probabilism as an Obstacle to Statistical Fraud-Busting”

“Is the Philosophy of Probabilism an Obstacle to Statistical Fraud Busting?” was my presentation at the 2014 Boston Colloquium for the Philosophy of Science):“Revisiting the Foundations of Statistics in the Era of Big Data: Scaling Up to Meet the Challenge.”    As often happens, I never put these slides into a stand alone paper. But I have […]

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Buddha (3) vs. John Updike

March 1, 2015
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Buddha (3) vs. John Updike

Yesterday‘s winner is Friedrich Nietzsche. I don’t really have much to say here: there was lots of enthusiasm about the philosopher and none at all for the cozy comedian. Maybe Jonathan Miller would’ve been a better choice. Now for today’s battle. Buddha is seeded #3 among founders of religions. Updike is the unseeded author of […] The post Buddha (3) vs. John Updike appeared first on Statistical Modeling, Causal Inference,…

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“Precise Answers to the Wrong Questions”

March 1, 2015
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Our friend K? (not to be confused with X) seeks pre-feedback on this talk: Can we get a mathematical framework for applying statistics that better facilitates communication with non-statisticians as well as helps statisticians avoid getting “precise answers to the wrong questions*”? Applying statistics involves communicating with non-statisticians so that we grasp their applied problems […] The post “Precise Answers to the Wrong Questions” appeared first on Statistical Modeling, Causal…

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Should I use premium Diesel? Setup

March 1, 2015
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Should I use premium Diesel? Setup

Since I drive quite a lot, I have some interest in getting the most km out every Euro spent on fuel. One thing to change is the fuel. The oil companies have a premium fuel, which is supposed to be better for both engine and fuel consumption. On the oth...

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March Reading List

March 1, 2015
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March Reading List

Good grief! It's March already. You might enjoy:Bajari, P., D. Nekipelov, S. P. Ryan, and M. Yang, 2015. Demand estimation with machine learning and model combination. NBER Working Paper No, 20955.Baur, D. G. and D. T. Tran, 2014. The long-run relation...

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Data2Life

February 28, 2015
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Data2Life

‘Better Data. Better Lives’ is a very well made video about the role of statistics. Everybody agrees that data are …Continue reading →

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Playing around with #rstats twitter data

February 28, 2015
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Playing around with #rstats twitter data

As a bit of weekend fun, I decided to briefly look into the #rstats twitter data that Stephen Turner collected and made available (thanks!). Essentially, this data set contains some basic information about over 100,000 tweets that contain the hashtag… Continue reading →

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Population Countdown

February 28, 2015
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Population Countdown

I was downloading data from the Statistics New Zealand website the other evening, and was alerted to the fact that an interesting event was about to occur. Here's my screen-capture of the N.Z. "Population Clock" about an hour later:© 2015, David ...

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Friedrich Nietzsche (4) vs. Alan Bennett

February 28, 2015
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William Shakespeare had the most support yesterday; for example, from David: “I vote for Shakespeare just to see who actually shows up.” The best argument of the serious variety came from Babar, who wrote, “I would vote for WS. Very little is known about the man. I care very little about Marx’s mannerisms but I’d […] The post Friedrich Nietzsche (4) vs. Alan Bennett appeared first on Statistical Modeling, Causal…

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Bertrand Russell goes to the IRB

February 28, 2015
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Jonathan Falk points me to this genius idea from Eric Crampton: Here’s a fun one for those of you still based at a university. All of you put together a Human Ethics Review proposal for a field experiment on Human Ethics Review proposals. Here is the proposal within my proposal. Each of you would propose […] The post Bertrand Russell goes to the IRB appeared first on Statistical Modeling, Causal…

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Career NBA: The Road Least Traveled

February 27, 2015
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Career NBA: The Road Least Traveled

The bell rings - time to go to practice. Jarnell Stokes heads over to the gym, changes, and starts warming up with his teammates. It's his Junior year in high school. The Memphis, Tennessee native has a lot on his mind; soon he'll have to mak...

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William Shakespeare (1) vs. Karl Marx

February 27, 2015
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For yesterday‘s winner, I’ll follow the reasoning of Manuel in comments: Popper. We would learn more from falsifying the hypothesis that Popper’s talk is boring than what we would learn from falsifying the hypothesis that Richard Pryor’s talk is uninteresting. And today we have the consensus choice for greatest writer vs. the notorious political philosopher. […] The post William Shakespeare (1) vs. Karl Marx appeared first on Statistical Modeling, Causal…

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Does Balancing Classes Improve Classifier Performance?

February 27, 2015
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Does Balancing Classes Improve Classifier Performance?

It’s a folk theorem I sometimes hear from colleagues and clients: that you must balance the class prevalence before training a classifier. Certainly, I believe that classification tends to be easier when the classes are nearly balanced, especially when the class you are actually interested in is the rarer one. But I have always been … Continue reading Does Balancing Classes Improve Classifier Performance? → Related posts: Don’t use correlation…

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Big Data Is The New Phrenology?

February 27, 2015
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Big Data Is The New Phrenology?

Originally posted on mathbabe:Have you ever heard of phrenology? It was, once upon a time, the “science” of measuring someone’s skull to understand their intellectual capabilities. This sounds totally idiotic but was a huge fucking deal in the mid-1800’s, and really didn’t stop getting some credit until much later. I know that because I…

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“The harm done by tests of significance” (article from 1994 in the journal, “Accident Analysis and Prevention”)

February 27, 2015
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Ezra Hauer writes: In your January 2013 Commentary (Epidemiology) you say that “…misunderstanding persists even in high-stakes settings.” Attached is an older paper illustrating some such. “It is like trying to sink a battleship by...

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Plotting multiple time series in SAS/IML (Wide to Long, Part 2)

February 27, 2015
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Plotting multiple time series in SAS/IML (Wide to Long, Part 2)

I recently wrote about how to overlay multiple curves on a single graph by reshaping wide data (with many variables) into long data (with a grouping variable). The implementation used PROC TRANSPOSE, which is a procedure in Base SAS. When you program in the SAS/IML language, you might encounter data […]

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Using and Abusing Data Visualization: Anscombe’s Quartet and Cheating Bonferroni

February 26, 2015
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Using and Abusing Data Visualization: Anscombe’s Quartet and Cheating Bonferroni

Anscombe’s quartet comprises four datasets that have nearly identical simple statistical properties, yet appear very different when graphed. Each dataset consists of eleven (x,y) points. They were constructed in 1973 by the statistician Francis Ansco...

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