Michael Bach, who is a professor and vision scientist at the University of Freiburg, maintains a fascinating site about visual illusions. One visual illusion really surprised me: the sigma motion. The sigma motion displays a flickering figure of black...
Today I want to continue with Adaptive Asset Allocation theme and examine how the strategy results are sensitive to look-back parameters used for momentum and volatility computations. I will follow the sample steps that were outlined by David Varadi on the robustness of parameters of the Adaptive Asset Allocation algorithm post. Please see my prior [...]
Recommended updates from Google Scholar: Now this is something I can use. We analyze your articles (as identified in your Scholar profile), scan the entire web looking for new articles relevant to your research, and then show you the most relevant art...
Posting will slow the next two weeks. I'm away and not finding a good Internet connection.
Professor O’Hagan sent around (to the ISBA list ) his summary of the comments he received in response to his request for information about the use of p-values in in relation to the Higgs boson data. My original July 11 post including O’Hagan’s initial letter is here. His “digest” begins: Before going further, I should say [...]
In the last post, The Relative Importance of Predictors, I showed how difficult it can be to assess the independent contribution that each predictor makes to the overall R-squared when the predictors are highly correlated. We spent some time...
A post-WTC time capsule.
The questions raised in this Scientific American article ought to concern all of us, and I want to take some of these questions further. But let me first explain the problem. Clinical trials and observational studies of drugs, biologics, and medical de...
Reached mid-semester point, with quite a few new lectures to prepare. Nothing extremely complicated but, as always, the tricky part is finding a way to make it meaningful and memorable. Sometimes, and this is one of those times, I sound … Continue reading →
The SAS/IML language supports user-defined functions (also called modules). Many SAS/IML programmers know that you can use the RETURN function to return a value from a user-defined function. For example, the following function returns the sum of each column of matrix: proc iml; start ColSum(M); return( M[+, ] ); /* [...]
I have a problem with lecturers (and professors, teachers and instructors too, for that matter) who expect students to turn up to all lectures or give credit to students for just turning up to tutorials. Why should we dictate the … Continue reading →
About once a week someone will tell me there is a bug in my forecast package for R because it gives forecasts that are the same for all future horizons. To save answering the same question repeatedly, here is my response. A point forecast is (usually) the mean of the distribution of a future observation in the time series, conditional on the past observations of the time series. It is…
Not sure everybody has seen this already, but I guess the Australian Census Bureau has clearly shown that it can’t …Continue reading »
I just wanted to add the above comment to Bob’s notes on language. Spoken (and, to some extent, handwritten) language can be much more expressive than the typed version. I’m not just talking about slang or words such as baaaaad; I’m also talking about pauses that give logical structure to a sentence. For example, sentences [...]
Well I bought a new computer a month back (i7 8GB memory). Finally more than one core and a chance to try parallelization. I saw this blog post a while back and was intrigued and was further intriqued when I … Continue reading →
Continuing with the discussion of E.S. Pearson: Egon Pearson’s Neglected Contributions to Statistics by Aris Spanos Egon Pearson (11 August 1895 – 12 June 1980), is widely known today for his contribution in recasting of Fisher’s significance testing into the Neyman-Pearson (1933) theory of hypothesis testing. Occasionally, he is also credited with contributions in promoting [...]
Andy Flies, Ph.D. candidate in zoology, writes: After reading your paper about scaling regression inputs by two standard deviations I found your blog post stating that you wished you had scaled by 1 sd and coded the binary inputs as -1 and 1. Here is my question: If you code the binary input as -1 [...]
Recently I have discussed with my friend from WLOG Solutions an implementation of banking cash management engine in GNU R. The code made a nice use of S4 classes so I thought it would be worth showing as an example.The problemEvery commercial bank need...
Attention conservation notice: Self-promoting a dry academic comment on a bad book about bias in the US media. It seems that the Perspective on Politics review symposium on Groseclose's Left Turn, organized by Henry Farrell, is finally out. This inc...
Football is at the corners again and all kinds of experts are active in making predictions of NFL games recently. So how good are these experts in prediction and how predictable are NFL games? Well, we do not know how well they will do this year, but we can check their records last year. Let’s [...]
Following up on our recent discussion of visually-weighted displays of uncertainty in regression curves, Lucas Leeman sent in the following two graphs: First, the basic spaghetti-style plot showing inferential uncertainty in the E(y|x) curve: Then, a version using even lighter intensities for the lines that go further from the center, to further de-emphasize the edges: [...]
C. Titus Brown C. Titus Brown is an assistant professor in the Department of Computer Science and Engineering at Michigan State University. He develops computational software for next generation sequencing and the author of the blog, “Livin...
A while ago I wrote this post with some R code to visualize the updating of a beta distribution as the outcome of Bernoulli trials are observed. The code provided a single plot of this process, with all the curves overlayed on top of one another. Then John Myles White (co-author of Machine Learning for
