Posts

September 09, 2014

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12:18 PM | ABC@NIPS: call for papers
In connection with the previous announcement of ABC in Montréal, a call for papers that came out today: NIPS 2014 Workshop: ABC in Montreal December 12, 2014 Montréal, Québec, Canada Approximate Bayesian computation (ABC) or likelihood-free (LF) methods have developed mostly beyond the radar of the machine learning community, but are important tools for a […]
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12:10 PM | Wife beating education for sports fan and everyone else
Do you know what I am doing this morning? I’m glued to ESPN talk radio, which is 98.7FM in the NYC area, although it is a national station and can be streamed online as well. Here’s a statement you might be surprised to hear from me. In the past decade, sports talk radio has become […]

September 08, 2014

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10:14 PM | single variable transformation approach to MCMC
I read the newly arXived paper “On Single Variable Transformation Approach to Markov Chain Monte Carlo” by Dey and Bhattacharya on the pleasant train ride between Bristol and Coventry last weekend. The paper actually follows several earlier papers by the authors that I have not read in detail. The notion of single variable transform is […]
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9:56 PM | My talk at the Simons Foundation this Wed 5pm
Anti-Abortion Democrats, Jimmy Carter Republicans, and the Missing Leap Day Babies: Living with Uncertainty but Still Learning To learn about the human world, we should accept uncertainty and embrace variation. We illustrate this concept with various examples from our recent research (the above examples are with Yair Ghitza and Aki Vehtari) and discuss more generally […] The post My talk at the Simons Foundation this Wed 5pm appeared first on Statistical Modeling, Causal Inference, and […]
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9:49 PM | Le leggende del castello nero e altre storie
Igino Ugo Tarchetti è stato uno dei rappresentanti della scapigliatura milanese, dedicandosi, lo scrittore, alla letteratura del fantastico e del gotico da una parte, e alla scrittura umoristica dall'altra.Come sta esplorando molto bene Splatter in una serie di articoli sul cinema horror, l'Italia ha sempre mostrato nel genere del mistero e della paura una certa interessante propensione. Non dimentichiamo, infatti, che uno dei romanzi gotici per eccellenza, Il castello di Otranto, […]
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8:46 PM | Holiday part 2
Thank you very much for your support on the first Holiday post (check it here) and as I promised this the continuation. Not that many photos for this part, but hopefully you will like it, too. 1. We had a day … Continue reading →
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2:37 PM | My talk with David Schiminovich this Wed noon: “The Birth of the Universe and the Fate of the Earth: One Trillion UV Photons Meet Stan”
This talk will have two parts. (1) Astronomy professor David Schiminovich will discuss the ways in which recent large-scale sky surveys that include billions of data points can address questions such as, What will happen to the Earth and other planets when the Sun becomes a white dwarf? (2) Statistics professor Andrew Gelman will discuss […] The post My talk with David Schiminovich this Wed noon: “The Birth of the Universe and the Fate of the Earth: One Trillion UV Photons Meet […]
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1:00 PM | On deck this week
Mon: My talk with David Schiminovich this Wed noon: “The Birth of the Universe and the Fate of the Earth: One Trillion UV Photons Meet Stan” Tues: Suspiciously vague graph purporting to show “percentage of slaves or serfs in the world” Wed: “It’s as if you went into a bathroom in a bar and saw […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and Social Science.
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10:59 AM | Reverse-engineering the college admissions process
I just finished reading a fascinating article from Bloomberg BusinessWeek about a man who claims to have  reverse-engineered the admission processes at Ivy League colleges (hat tip Jan Zilinsky). His name is Steven Ma, and as befits an ex-hedge funder, he has built an algorithm of sorts to work well with both the admission algorithms at […]

September 07, 2014

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10:14 PM | independent component analysis and p-values
Last morning at the neuroscience workshop Jean-François Cardoso presented independent component analysis though a highly pedagogical and enjoyable tutorial that stressed the geometric meaning of the approach, summarised by the notion that the (ICA) decomposition of the data X seeks both independence between the columns of S and non-Gaussianity. That is, getting as away from […]
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4:02 PM | Likelihood from quantiles?
Michael McLaughlin writes: Many observers, esp. engineers, have a tendency to record their observations as {quantile, CDF} pairs, e.g., x CDF(x) 3.2 0.26 4.7 0.39 etc. I suspect that their intent is to do some kind of “least-squares” analysis by computing theoretical CDFs from a model, e.g. Gamma(a, b), then regressing the observed CDFs against […] The post Likelihood from quantiles? appeared first on Statistical Modeling, Causal Inference, and Social Science.
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3:02 PM | Esperimenti con l'inerzia
da Science Comics #2 - clicca sull'immagine per ingrandire
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9:14 AM | ICM2014 — Bhargava, Gentry, Sanders
On my last day at the ICM I ended up going to fewer talks. As on the previous two days the first plenary lecture was not to be missed — it was Maryam Mirzakhani — so despite my mounting tiredness I set my alarm appropriately. I was a little surprised when I got there by […]
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4:21 AM | Non-Digital Computers
Non-Digital Computers Non-Digital Computers This is the last installment of my many-part series on computers. Last time we used the notion of a Turing machine to define what a computer is. We discovered something surprising: that not all computers need to be … Continue reading → The post Non-Digital Computers appeared first on The Physics Mill.
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3:07 AM | Some time in the past 200 years the neighborhood has changed
“In that pleasant district of Merry England which is watered by the river Don, there extended in ancient times a large forest, covering the greater part of the beautiful hills and valleys which lie between Sheffield and the pleasant town of Doncaster.  The remains of this extensive wood are still to be seen at the […] The post Some time in the past 200 years the neighborhood has changed appeared first on Statistical Modeling, Causal Inference, and Social Science.

September 06, 2014

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11:56 PM | Holiday part 1
I was on holiday last weeks and some of you wanted to see some photos, so I posted some on Facebook in the new and special photo album: Holiday. So, I thought that it would be nice to share some photos … Continue reading →
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10:14 PM | stop culling the Alps bouquetins!
I just learned today that about 300 bouquetins had been killed in the French Alps the past few days as an hasty and ungrounded measure against bovine brucellosis. I find it amazing that the local authorities can act with so little scientific justification and against European regulations that make bouquetins a protected species. In comparison, […]
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6:11 PM | L'armata di Hot Dog
Necessaria premessa a L'armata di Hot Dog, Ivan lo scemo, pubblicato sul secondo volume dell'edizione Panini, inizia con un riferimento esplicito alla vicenda del Titanic: la mega astronave di viaggi spaziali turistici Titan parte nello spazio profondo e viene colpita da un asteroide vagante, non rilevato a causa di un'avaria negli strumenti, probabilmente causata da un ladro di diamanti che non aveva trovato nascondiglio migliore se non utilizzare uno dei contatori!L'ultima scialuppa del […]
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4:09 PM | Witches Kitchen 1971
http://t.co/sHn7nJ4uFj a #funny image about #mathematics by Alexander Grothendieck Riemann-Roch Theorem: The final cry: The diagram is commutative! To give an approximate sense to the statement about f: X → Y, I had to abuse the listeners' patience for almost two hours. Black on white (in Springer lecture notes) it probably takes about 400, 500 pages. A gripping example of how our thirst for knowledge and discovery indulges itself more and more in a logical delirium far removed from life, […]
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2:56 PM | The Oxford Lynch Mob
It is a rare experience for victims of long-term stalking, violent assault and harassment to be harassed by a gang of aggressive Oxbridge thugs. As I put it in March 2014 on Prof. Leiter's blog:[....] behind the scenes a group of graduate students, including some of the signatories of the Open Letter of 5 March 2014, had been campaigning the University to have my contact with students suspended and me fired. My supervisions were reassigned, my seminars were postponed and then reassigned to my […]
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2:31 PM | So… yeah
Lately CJ has a habit of ending every story he tells by saying “So… yeah.” I first noticed it this summer, so I think he picked it up from his camp counselors. What does it mean? I tend to read it as something like “I have told my story — what conclusions can we draw […]
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1:58 PM | How does inference for next year’s data differ from inference for unobserved data from the current year?
Juliet Price writes: I recently came across your blog post from 2009 about how statistical analysis differs when analyzing an entire population rather than a sample. I understand the part about conceptualizing the problem as involving a stochastic data generating process, however, I have a query about the paragraph on ‘making predictions about future cases, […] The post How does inference for next year’s data differ from inference for unobserved data from the current year? […]
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1:34 PM | Aunt Pythia gives it up for Polly
Dearest readers. Dearest, dearest readers. Aunt Pythia was just about to crack open her dog-eared google doc of questions when she happened across this Ask Polly column which blew her away (hat tip Julie Steele). It’s entitled Ask Polly: Why Don’t the Men I Date Ever Truly Love Me? and it’s just about the best advice Aunt […]
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10:47 AM | Ronnie Brown in Paris
Ronnie Brown's recent talk
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6:47 AM | Efficiency of Rado graph representations
The Rado graph has interesting symmetry properties and plays an important role in the logic of graphs. But it's an infinite graph, so how can we say anything about the complexity of algorithms on it?There are algorithmic problems that involve this graph and are independent of any representation of it, such as checking whether a first-order logic sentence is true of it (PSPACE-complete). But I'm interested here in problems involving the Rado graph where different ways of constructing and […]

September 05, 2014

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10:14 PM | Half a king and less of a story…
As ‘Og’s readers may have noticed, I have very much appreciated Joe Abercombie’s novels and style so far, having read and reviewed all of his books. Hence, I was expecting something altogether different out of Half a King, his latest novel… Compared with the books written so far, this one feels too light, too easy-going, […]
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9:05 PM | Last Day in Stuttgart
I am really sorry that I did not finish this series of posts before… In case you really don’t know what this is about here are the other posts: Visiting Stuttgart; First Day about mathematics and problem solving; Second Day dedicated to Industrial Math; 3rd Day … Continue reading →
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7:30 PM | Weapons of math destruction and the ethics of Big Data
I don’t know about you, dear reader, but during my formal education I was never taught ethics or social consciousness. I even remember sitting around with my engineering friends that had to take a class in ethics and laughing at the irrelevance and futility of it. To this day, I have a strained relationship with […]
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6:50 PM | Orlando
Conoscevo il personaggio di Orlando solo grazie ad Alan Moore e al suo uso, come eroe vittoriano, all'interno della Lega degli Straordinari Gentleman. Nell'interpretazione dello sceneggiatore di Northampton, Orlando è un androgino particolare: periodicamente ogni qualche decina di anni (a volte anche un secolo) cambia sesso, passando da maschio a femmina e viceversa. Ogni sua incarnazione mantiene come caratteristica fondamentale il libertinaggio, mentre nel corso dei secoli acquisisce […]
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4:56 PM | EM Algorithm for Bayesian Lasso R Cpp Code
Bayesian Lasso $$\begin{align*} p(Y_{o}|\beta,\phi)&=N(Y_{o}|1\alpha+X_{o}\beta,\phi^{-1} I_{n{o}})\\ \pi(\beta_{i}|\phi,\tau_{i}^{2})&=N(\beta_{i}|0, \phi^{-1}\tau_{i}^{2})\\ \pi(\tau_{i}^{2})&=Exp \left( \frac{\lambda}{2} \right)\\ \pi(\phi)&\propto \phi^{-1}\\ \pi(\alpha)&\propto 1\\ \end{align*}$$ Marginalizing over \(\alpha\) equates to centering the observations and losing a degree of freedom and working with the centered \( Y_{o} \). Mixing over \(\tau_{i}^{2}\) leads […]
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