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Posts

April 21, 2014

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11:00 AM | Elementary vs Foundational
Euclid’s proof that there are infinitely many primes is simple and ancient. This proof is given early in any course on number theory, and even then most students would have seen it before taking such a course. There are also…Read more ›
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10:17 AM | Guest rant about rude kids
Today’s guest post was written by Amie, who describes herself as a mom of a 9 and a 14-year-old, mathematician, and bigmouth. Time for a rant. I’ll preface this by saying that while my kids are creative, beautiful souls, so are many (perhaps all) children I’ve met, and it would be the height of arrogance to […]
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3:45 AM | Cross-validation in finance, psychology, and political science
A large chunk of machine learning (although not all of it) is concerned with predictive modeling, usually in the form of designing an algorithm that takes in some data set and returns an algorithm (or sometimes, a description of an algorithm) for making predictions based on future data. In terminology more friendly to the philosophy […]

Bailey, D., Borwein, J., de Prado, M.L. & Zhu, Q. (2014). Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance, Notices of the American Mathematical Society, 61 (5) 458. DOI:

Citation

April 20, 2014

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11:16 PM | OKCathy
This week’s Aunt Pythia column features Cathy O’Neil’s take on what questions online daters ought to have to answer in their profiles: How sexual are you? (super important question) How much fun are you? (people are surprisingly honest when asked this) How awesome do you smell? (might need to invent technology for this one) What bothers […]
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10:14 PM | a day for comments
As I was flying over Skye (with [maybe] a first if hazy perspective on the Cuillin ridge!) to Iceland, three long sets of replies to some of my posts appeared on the ‘Og: Dan Simpson replied to my comments of last Tuesday about his PC  construction; Arnaud Doucet precised some issues about his adaptive subsampling […]
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6:30 PM | Easter and Eggs
First of all I think ‘Happy Easter!!’ will be ok for now. Since I was little I remember doing a lot of drawings with eggs in this period of the year. The problem was that I never did a perfect … Continue reading →
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6:20 PM | Turley zinfandel
Filed under: Wines Tagged: California, Napa Valley, Turley, zinfandel
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4:58 PM | Finite Products Theories
I need a slight generalization of a classic result on algebraic theories. You may know who proved it!
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1:33 PM | Fooled by randomness
From 2006: Naseem Taleb‘s publisher sent me a copy of “Fooled by randomness: the hidden role of chance in life and the markets” to review. It’s an important topic, and the book is written in a charming style—I’ll try to respond in kind, with some miscellaneous comments. On the cover of the book is a […]The post Fooled by randomness appeared first on Statistical Modeling, Causal Inference, and Social Science.
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4:38 AM | Quantum Field Theory in A Cavity
Quantum Field Theory in A Cavity So I’m still mired in final exams–this time a final project for my quantum field theory course.  The downside is that it will be yet another week before my next “real” post. The upside is that I still have a … Continue reading → The post Quantum Field Theory in A Cavity appeared first on The Physics Mill.

April 19, 2014

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10:14 PM | Den of thieves [book review]
Last month, I ordered several books on amazon,  taking advantage of my amazon associate gains, and some of them were suggested by amazon algorithms based on my recent history. As I had recently read books involving thieves (like Giant Thief, or Broken Blade and the subsequent books), a lot of titles involved thieves or thievery […]
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9:07 PM | Structures in solution spaces
As I promised earlier, here is the video for my talk on "structures in solution spaces" at the Conference on Meaningfulness and Learning Spaces last February.It was a wide-ranging talk, about learning spaces, distributive lattices and Birkhoff's representation theorem for them, rectangular cartograms, antimatroids, the 1/3-2/3 conjecture for partial orders and antimatroids, partial cubes, and flip distance in binary trees and point sets. It was also about an hour long, so don't watch unless you […]
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8:25 PM | Monotonicity of EM Algorithm Proof
Here the monotonicity of the EM algorithm is established. $$ f_{o}(Y_{o}|\theta)=f_{o,m}(Y_{o},Y_{m}|\theta)/f_{m|o}(Y_{m}|Y_{o},\theta)$$ $$ \log L_{o}(\theta)=\log L_{o,m}(\theta)-\log f_{m|o}(Y_{m}|Y_{o},\theta) \label{eq:loglikelihood} $$ where \( L_{o}(\theta)\) is the likelihood under the observed data and \(L_{o,m}(\theta)\) is the likelihood under the complete data. Taking the expectation of the second line with respect to the conditional distribution of \(Y_{m}\) given \(Y_{o}\) and […]

Ruslan R Salakhutdinov, Sam T Roweis & Zoubin Ghahramani (2012). On the Convergence of Bound Optimization Algorithms, arXiv, arXiv:

Wu C.F.J. (1983). On the Convergence Properties of the EM Algorithm, The Annals of Statistics, 11 (1) 95-103. DOI:

McLachlan G. & Peel D. DOI:

Citation
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7:48 PM | Simulate the transit of extrasolar planets
by @ulaulaman about #exoplanets #planetary_transit #kepler_mission #nasa #astronomy The search for extrasolar planets (or exoplanets) had its first success in 1991 with the discovery of some planets orbiting around the pulsar PSR1257+12(1, 2, 3), measuring the variations of the radio pulses coming from the star. The second important milestone in exoplanet research takes place in 1995, with the discovery around the star 51 Pegasi (a star like our Sun) of a Jupiter-like planet, found at a […]
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1:27 PM | Index or indicator variables
Someone who doesn’t want his name shared (for the perhaps reasonable reason that he’ll “one day not be confused, and would rather my confusion not live on online forever”) writes: I’m exploring HLMs and stan, using your book with Jennifer Hill as my field guide to this new territory. I think I have a generally […]The post Index or indicator variables appeared first on Statistical Modeling, Causal Inference, and Social Science.
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11:54 AM | beer factory
Filed under: pictures, Travel, Wines Tagged: Belgian beer, Belgium, brewery, Leuven, MCQMC2014, Stella Artois
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11:43 AM | Aunt Pythia’s advice
Great to be here, and glad you came. Please hop on the nerd advice column bus for another week of ridiculous if not damaging guidance from yours truly, Aunt Pythia. And please, after enjoying today’s counsel to other poor, unsuspecting fools: think of something to ask Aunt Pythia at the bottom of the page! By the way, […]
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3:02 AM | 1,000,000
By the way, sometime yesterday this blog received its millionth visit.
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2:57 AM | Meeting myself at 17
For something I’m writing I looked up a newspaper article I was interviewed in in, from June 7, 1989.  Here’s what I had to say: Ellenberg on mathematics: “I always think of it — this is kind of crazy — as a zoo. There are a million different mathematical objects. They are like animals. Some […]
Editor's Pick

April 18, 2014

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10:14 PM | 走ることについて語るときに僕の語ること [book review]
The English title of this 2007 book of Murakami is “What I talk about when I talk about running”. Which is a parody of Raymond Carver’s collection of [superb] short stories, “What we talk about when we talk about love”. (Murakami translated the complete œuvres of Raymond Carver in Japanese.) It is a sort of diary […]
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8:34 PM | Elementary Observations on 2-Categorical Limits
Describes Kelly's "Elementary observations on 2-categorical limits" and the general theory of weighted limits and colimits, which are described here in a special case.
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8:06 PM | Guilt pangs
Not even going to link to this article but this is so magnificently dumb I had to share it with someone. As everyone knows by now, GM’s entry into the electric car market–the Chevy Volt–costs $41,000 before tax breaks. After the tax breaks, you can happily drive one off the lot for $33,000 … if you […]
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1:55 PM | One-tailed or two-tailed?
Someone writes: Suppose I have two groups of people, A and B, which differ on some characteristic of interest to me; and for each person I measure a single real-valued quantity X. I have a theory that group A has a higher mean value of X than group B. I test this theory by using […]The post One-tailed or two-tailed? appeared first on Statistical Modeling, Causal Inference, and Social Science.
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1:46 PM | time management tips for assistant professors (and everyone)
I recently saw a short list of advice for new assistant professors by Chris Blattman [Link]. Chris is an Assistant Professor of Political Science & International and Public Affairs at Columbia University (soon to be tenured). His list is summarized below. Go to his blog post for the full discussion: Learn to say no to new […]
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12:12 PM | AI and Statistics 2014
Today, I am leaving Paris for a 8 day stay in Iceland! This is quite exciting, for many reasons: first, I missed the AISTATS 2013 last year as I was still in the hospital;  second, I am giving a short short tutorial on ABC methods which will be more like a long (two hours)  talk; […]
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11:23 AM | The Lede Program has awesome faculty
A few weeks ago I mentioned that I’m the Program Director for the new Lede Program at the Columbia Graduate School of Journalism. I’m super excited to announce that I’ve found amazing faculty for the summer part of the program, including: Jonathan Soma, who will be the primary instructor for Basic Computing and for Algorithms Dennis […]
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4:18 AM | Booklist and Kirkus on How Not To Be Wrong
Some good pre-publication reviews are coming in!  From Kirkus: Witty and expansive, Ellenberg’s math will leave readers informed, intrigued and armed with plenty of impressive conversation starters. And Booklist (not available online, unfortunately:) Relying on remarkably few technical formulas, Ellenberg writes with humor and verve as he repeatedly demonstrates that mathematics simply extends common sense. He manages to […]
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1:30 AM | Rudyard Kipling and applied math
This evening something reminded me of the following line from Rudyard Kipling’s famous poem If: … If all men count with you, but none too much … It would be good career advice for a mathematician to say “Let all…Read more ›
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12:06 AM | Is math the language of the universe? A bilingual TED-Ed Club explores
Originally posted on TED Blog:Student Pierre Hirschler gives a TED-Ed Club presentation, exploring math as a universal language. In New York City, it’s common to hear ten different languages just on your walk to work in the morning. For the students…

April 17, 2014

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10:14 PM | Dan Simpson’s seminar at CREST
Daniel Simpson gave a seminar at CREST yesterday on his recently arXived paper, “Penalising model component complexity: A principled, practical  approach to constructing priors” written with Thiago Martins, Andrea Riebler, Håvard Rue, and Sigrunn Sørbye. Paper that he should also have given in Banff last month had he not lost his passport in København airport…  […]
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