efficiency and the Fréchet-Darmois-Cramèr-Rao bound

  Following some entries on X validated, and after grading a mathematical statistics exam involving Cramèr-Rao, I came to wonder at the relevance of the concept of efficiency outside [and even inside] the restricted case of unbiased estimators. The general (frequentist) version is that the variance of an estimator δ of [any transform of] θ […]

Function Objects and Pipelines in R

Composing functions and sequencing operations are core programming concepts. Some notable realizations of sequencing or pipelining operations include: Unix’s |-pipe CMS Pipelines. F#‘s forward pipe operator |>. Haskel’s Data.Function & operator. The R magrittr forward pipe. Scikit-learn‘s sklearn.pipeline.Pipeline. The idea is: many important calculations can be considered as a sequence of transforms applied to a … Continue reading Function Objects and Pipelines in R

If you want to measure differences between groups, measure differences between groups.

Les Carter writes points to the article, Coming apart? Cultural distances in the United States over time, Marianne Bertrand and Emir Kamenica, which states: There is a perception that cultural distances are growing, with a particular emphasis on increasing political polarization. . . . Carter writes: I am troubled by the inferences in the paper. […]

L’enfant de poussière [book review]

I read this book in French, as this was the language in which it was written and also because I was given a free copy for writing a review! This is a rather unusual book, the first volume of a series called the cycle of Syffe (where Syffe is both the main character and the […]

Of multiple comparisons and multilevel models

Kleber Neves writes: I’ve been a long-time reader of your blog, eventually becoming more involved with the “replication crisis” and such (currently, I work with the Brazilian Reproducibility Initiative). Anyway, as I’m now going deeper into statistics, I feel like I still lack some foundational intuitions (I was trained as a half computer scientist/half experimental […]

the last argument of drivers

When vaguely listening to the national public radio France Inter last night, while cooking dinner, I heard Patrick Septiers, president of le conseil départemental de Seine et Marne, express his (electorate catering) opposition to the new 80km/h speed limit on national and departmental roads on the most rational (!) argument that delivery trucks drove at […]

Stan This Month

So much is going on with Stan that it can be hard to keep track, so we (the Stan project) are starting a monthly update and newsletter.  If you want to be included in the monthly mailing list, just type in your email here. Charles Margossian is the editor of Stan This Month and indeed […]

Little Bit of Logic (5 mini problems for the reader)

Little bit of logic (5 little problems for you)[i] Deductively valid arguments can readily have false conclusions! Yes, deductively valid arguments allow drawing their conclusions with 100% reliability but only if all their premises are true. For an argument to be deductively valid means simply that if the premises of the argument are all true, […]

Computational Bayesian Statistics [book review]

This Cambridge University Press book by M. Antónia Amaral Turkman, Carlos Daniel Paulino, and Peter Müller is an enlarged translation of a set of lecture notes in Portuguese. (Warning: I have known Peter Müller from his PhD years in Purdue University and cannot pretend to perfect objectivity. For one thing, Peter once brought me frozen-solid […]

Principal Stratification on a Latent Variable (fitting a multilevel model using Stan)

Adam Sales points to this article with John Pane on principal stratification on a latent variable, and writes: Besides the fact that the paper uses Stan, and it’s about principal stratification, which you just blogged about, I thought you might like it because of its central methodological contribution. We had been trying to use computer […]

O’Bayes 2019: poster deadline extension

For potential participants to the ISBA O’Bayes 2019 conference in Warwick next June 28 – July 02, that is, almost everyone except the participants who have already submitted!, this post is to announce that the deadline for poster submission has just been extended till March 15, to account for BNP 12 potential participants having not […]

missing digit in a 114 digit number [a Riddler’s riddle]

A puzzling riddle from The Riddler (as Le Monde had a painful geometry riddle this week): this number with 114 digits 530,131,801,762,787,739,802,889,792,754,109,70?,139,358,547,710,066,257,652,050,346,294,484,433,323,974,747,960,297,803,292,989,236,183,040,000,000,000 is missing one digit and is a product of some of the integers between 2 and 99. By comparison, 76! and 77! have 112 and 114 digits, respectively. While 99! has 156 digits. […]