Posts Tagged ‘ statistics ’

Feller’s shoes and Rasmus’ socks [well, Karl's actually...]

October 23, 2014
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Feller’s shoes and Rasmus’ socks [well, Karl's actually...]

Yesterday, Rasmus Bååth [of puppies' fame!] posted a very nice blog using ABC to derive the posterior distribution of the total number of socks in the laundry when only pulling out orphan socks and no pair at all in the first eleven draws. Maybe not the most pressing issue for Bayesian inference in the era […]

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Singular Spectrum Analysis in Excel

October 23, 2014
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Singular Spectrum Analysis (SSA) is a technique for analysing time series. The method is relatively simple to implement and relies on applying some linear algebra. There is no requirement to do any pre-processing before applying SSA so practical implem...

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The class pondering Big Data

October 23, 2014
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Note: I'm traveling a lot lately and it is affecting my ability to post on a regular basis. It's three weeks into my chart-building workshop (link) at NYU and we are starting to discuss individual projects. One of the major...

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Why is my OS X Yosemite install taking so long?: an analysis

October 23, 2014
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Why is my OS X Yosemite install taking so long?: an analysis

Why? Since the latest Mac OS X update, 10.10 "Yosemite", was released last Thursday, there have been complaints springing up online of the progress bar woefully underestimating the actual time to complete installation. More specifically, it appeared as if, for a certain group of people (myself included), the installer would stall out at "two minutes »more

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September 2014: Blog Contents

October 23, 2014
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September 2014: Blog Contents

September 2014: Error Statistics Philosophy Blog Table of Contents  Compiled by Jean A. Miller (9/30) Letter from George (Barnard) (9/27) Should a “Fictionfactory” peepshow be barred from a festival on “Truth and Reality”? Diederik Stapel says no (rejected post) (9/23) G.A. Barnard: The Bayesian “catch-all” factor: probability vs likelihood (9/21) Statistical Theater of the Absurd: “Stat on a […]

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Prediction intervals too narrow

October 22, 2014
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Prediction intervals too narrow

Almost all prediction intervals from time series models are too narrow. This is a well-known phenomenon and arises because they do not account for all sources of uncertainty. In my 2002 IJF paper, we measured the size of the problem by computing the actual coverage percentage of the prediction intervals on hold-out samples. We found […]

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Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman

October 20, 2014
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Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman

Big data is all the rage, but sometimes you don’t have big data. Sometimes you don’t even have average size data. Sometimes you only have eleven unique socks: Karl Broman is here putting forward a very interesting problem. Interesting, not onl...

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hts with regressors

October 20, 2014
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hts with regressors

The hts package for R allows for forecasting hierarchical and grouped time series data. The idea is to generate forecasts for all series at all levels of aggregation without imposing the aggregation constraints, and then to reconcile the forecasts so they satisfy the aggregation constraints. (An introduction to reconciling hierarchical and grouped time series is […]

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PhilStat/Law: Nathan Schachtman: Acknowledging Multiple Comparisons in Statistical Analysis: Courts Can and Must

October 19, 2014
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PhilStat/Law: Nathan Schachtman: Acknowledging Multiple Comparisons in Statistical Analysis: Courts Can and Must

The following is from Nathan Schachtman’s legal blog, with various comments and added emphases (by me, in this color). He will try to reply to comments/queries. “Courts Can and Must Acknowledge Multiple Comparisons in Statistical Analyses” Nathan Schachtman, Esq., PC * October 14th, 2014 In excluding the proffered testimony of Dr. Anick Bérard, a Canadian perinatal […]

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a bootstrap likelihood approach to Bayesian computation

October 15, 2014
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a bootstrap likelihood approach to Bayesian computation

This paper by Weixuan Zhu, Juan Miguel Marín [from Carlos III in Madrid, not to be confused with Jean-Michel Marin, from Montpellier!], and Fabrizio Leisen proposes an alternative to our 2013 PNAS paper with Kerrie Mengersen and Pierre Pudlo on empirical likelihood ABC, or BCel. The alternative is based on Davison, Hinkley and Worton’s (1992) […]

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