Samuel Wiqvist and co-authors from Scandinavia have recently arXived a paper on a new version of delayed acceptance MCMC. The ADA in the novel algorithm stands for approximate and accelerated, where the approximation in the first stage is to use a Gaussian process to replace the likelihood. In our approach, we used subsets for partial […]
Returning to Tides
Fred Viole shared a great “data only” R solution to the forecasting tides problem. The methodology comes from a finance perspective, and has some great associated notes and articles. This gives me a chance to comment on the odd relation between prediction and profit in finance. If there really was a trade-able item with low … Continue reading Returning to Tides
Ease of learning vs relearning
Much more is written about how easy or hard some technology is to learn than about how hard it is to relearn. Maybe this is because people are more eager to write about something while the excitement or frustration of their first encounter is fresh. The ease of relearning a technology is under-rated. As you’re […]
For each parameter (or other qoi), compare the posterior sd to the prior sd. If the posterior sd for any parameter (or qoi) is more than 0.1 times the prior sd, then print out a note: “The prior distribution for this parameter is informative.”
Statistical models are placeholders. We lay down a model, fit it to data, use the fitted model to make inferences about quantities of interest (qois), check to see if the model’s implications are consistent with data and substantive information, and then go back to the model and alter, fix, update, augment, etc. Given that models […]
Blackwing, book review, Books, crow, Ed McDonald, grimdark, heroic fantasy, Joe Abercrombie, pictures, raven, Statistics, suspension of disbelief, tattoo
blackwing [book review]
Another fantasy series of the gritty type, maybe not up to the level of the first ground-breaking Abercrombie’s but definitely great! With some reminiscence of Lawrence’s first series but with a better defined and more complex universe and a not so repulsive central character. Maybe even not repulsive at all when considered past and current […]
Uniform approximation paradox
What I’m going to present here is not exactly a paradox, but I couldn’t think of a better way to describe it in the space of a title. I’ll discuss two theorems about uniform convergence that seem to contradict each other, then show by an example why there’s no contradiction. Weierstrass approximation theorem One of […]
Conditional probability and police shootings
A political scientist writes: You might have already seen this, but in case not: PNAS published a paper [Officer characteristics and racial disparities in fatal officer-involved shootings, by David Johnson, Trevor Tress, Nicole Burkel, Carley Taylor, and Joseph Cesario] recently finding no evidence of racial bias in police shootings: Jonathan Mummolo and Dean Knox noted […]
Multilevel Bayesian analyses of the growth mindset experiment
Jared Murray, one of the coauthors of the Growth Mindset study we discussed yesterday, writes: Here are some pointers to details about the multilevel Bayesian modeling we did in the Nature paper, and some notes about ongoing & future work. We did a Bayesian analysis not dissimilar to the one you wished for! In section […]
Florence Nightingale, Data Scientist
Florence Nightingale, Data Scientist.
In 1858 Florence Nightingale published her now famous “rose diagram” breaking down causes of mortality.
By w:Florence Nightingale (1820–1910). – http://www.royal.gov.uk/output/Page3943.asp [dea…
okonomiyaki [jatp]
“Study finds ‘Growth Mindset’ intervention taking less than an hour raises grades for ninth graders”
I received this press release in the mail: Study finds ‘Growth Mindset’ intervention taking less than an hour raises grades for ninth graders Intervention is first to show national applicability, breaks new methodological ground – Study finds low-cost, online growth mindset program taking less than an hour can improve ninth graders’ academic achievement – The […]
ABC, Approximate Bayesian computation, Books, Colorado, cross validated, dawn, Denver, high rise, introductory opening lecture, jatp, JSM 2019, law of the hammer, multinomial distribution, pictures, predictive, Statistics, Travel
a problem that did not need ABC in the end
While in Denver, at JSM, I came across [across validated!] this primarily challenging problem of finding the posterior of the 10³ long probability vector of a Multinomial M(10⁶,p) when only observing the range of a realisation of M(10⁶,p). This sounded challenging because the distribution of the pair (min,max) is not available in closed form. (Although […]
Hey, look! The R graph gallery is back.
We’ve recommended the R graph gallery before, but then it got taken down. But now it’s back! I wouldn’t use it on its own as a teaching tool, in that it has a lot of graphs that I would not recommend (see here), but it’s a great resource, so thanks so much to Yan Holtz […]
data science, Expository Writing, forecasting, iPython, Opinion, Pragmatic Data Science, Pragmatic Machine Learning, Python, Statistics, tides, time series, Tutorials
Lord Kelvin, Data Scientist
In 1876 A. Légé & Co., 20 Cross Street, Hatton Gardens, London completed the first “tide calculating machine” for William Thomson (later Lord Kelvin) (ref). Thomson’s (Lord Kelvin) First Tide Predicting Machine, 1876 The results were plotted on the paper cylinders, and one literally “turned the crank” to perform the calculations. The tide calculating machine … Continue reading Lord Kelvin, Data Scientist
Brexit, detective story, Edinburgh, Glasgow, Ian Rankin, PM, Rebus, retirement, Scotland, Statistics
in a house of lies [book review]
While I found the latest Rankin’s Rebus novels a wee bit disappointing, this latest installment in the stories of the Edinburghian ex-detective is a true pleasure! Maybe because it takes the pretext of a “cold case” suddenly resurfacing to bring back to life characters met in earlier novels of the series. And the borderline practice […]
You are invited to join Replication Markets
Anna Dreber writes: Replication Markets (RM) invites you to help us predict outcomes of 3,000 social and behavioral science experiments over the next year. We actively seek scholars with different voices and perspectives to create a wise and diverse crowd, and hope you will join us. We invite you – your students, and any other […]
Are supercentenarians mostly superfrauds?
Ethan Steinberg points to a new article by Saul Justin Newman with the wonderfully descriptive title, “Supercentenarians and the oldest-old are concentrated into regions with no birth certificates and short lifespans,” which begins: The observation of individuals attaining remarkable ages, and their concentration into geographic sub-regions or ‘blue zones’, has generated considerable scientific interest. Proposed […]
Nearly parallel is nearly transitive
Let X, Y, and Z be three unit vectors. If X is nearly parallel to Y, and Y is nearly parallel to Z, then X is nearly parallel to Z. Here’s a proof. Think of X, Y, and Z as points on a unit sphere. Then saying that X and Y are nearly parallel means […]
Alexandre Grothendieck, book review, Books, comics, François Schuiten, Gödel Escher and Bach, graphic novel, Jacques Tardi, José Muñoz, Kids, Kingman's coalescent, logicomix, NCIS, Nicolas Bourbaki, Persi Diaconis, Princeton University Press, Statistics, University life
prime suspects [book review]
I was contacted by Princeton University Press to comment on the comic book/graphic novel Prime Suspects (The Anatomy of Integers and Permutations), by Andrew Granville (mathematician) & Jennifer Granville (writer), and Robert Lewis (illustrator), and they sent me the book. I am not a big fan of graphic book entries to mathematical even less than […]
Holes in Bayesian Philosophy: My talk for the philosophy of statistics conference this Wed.
4pm Wed 7 Aug 2019 at Virginia Tech (via videolink): Holes in Bayesian Philosophy Andrew Gelman, Department of Statistics and Department of Political Science, Columbia University Every philosophy has holes, and it is the responsibility of proponents of a philosophy to point out these problems. Here are a few holes in Bayesian data analysis: (1) […]