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The pre-X’mas puzzle in Le Monde weekend edition is about “magical numbers” having as digits all digits between 0 and n (at least once) and being multiple of all digits between 1 and (n+1). Easy, isn’t it?! I thought so while driving down to the Alps on Saturday and (on ... [Read more...]

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The talk of Wednesday afternoon Ordinary Meeting of the Royal Statistical Society went on quite well, I think. I would have expected a few people (in general) and some specific people (in particular) but this being the last week of term the schedule was not the best of times. Paul ... [Read more...]

I’ve just answered my hundred billionth question on Stack Overflow that goes something like I want to calculate some statistic for lots of different groups. Although these questions provide a steady stream of easy points, its such a common and basic data analysis concept that I thought it would ... [Read more...]

This paper by Brad Efron came to my knowledge when I was looking for references on Bayesian bootstrap to answer a Cross Validated question. After reading it more thoroughly, “Bayesian inference and the parametric bootstrap” puzzles me, which most certainly means I have missed the main point. Indeed, the paper ... [Read more...]

After a loooong break, here is one Le Monde mathematical puzzle I had time to look at, prior to going to Dauphine for a Saturday morning class (in replacement of my R class this week)! The question is as follows: A set of numbers {1,…,N} is such that multiples of 4 ... [Read more...]

The important criterion for a graph is not simply how fast we can see a result; rather it is whether through the use of the graph we can see something that would have been harder to see otherwise or that could not have been seen at all. – William Cleveland, The ... [Read more...]

Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. ... [Read more...]

Having (rather foolishly) involved myself into providing an answer for Cross Validated: “Can the standard deviation of non-negative data exceed the mean?“, I ended up having to derive the mean of the absolute value of a Student’s variate X.  (Well, not really, but then I did.) I think the ... [Read more...]

Books written to teach a general purpose programming language are usually organized according to the features of the language and examples often show how a particular language feature is interpreted by a compiler. Books about domain specific languages are usually organized in a way that makes sense in the corresponding ... [Read more...]

A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) ... [Read more...]

Matthew Hoffman and Andrew Gelman have posted a paper on arXiv entitled “The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo” and developing an improvement on the Hamiltonian Monte Carlo algorithm called NUTS (!). Here is the abstract: Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) ... [Read more...]

Responding to the birth rates analysis in the post earlier this week on big-data analysis with Revolution R Enterprise, Luis Apiolaza asks at the Quantum Forests blog, do we really need to deal with big data in R? My basic question is why would I want to deal with all ... [Read more...]

This popular article references a report by financial consulting firms that makes a fairly convincing argument (even though they mostly neglect inferential statistics, and some parts of their argument are misleading, or otherwise not convincing) that 401(k) participants who accept "help" from financial experts take less risk and have better ... [Read more...]

The below is taken from a work in progress: The Polya urn is a heuristic associated with Dirichlet process mixtures. We present the scheme in a modified format, using balloons instead of balls, where the probability of drawing a balloon from the urn is proportional to its volume. Balloons are ... [Read more...]

The setup Dan Meyer, a (former?) math teacher with some extraordinary ideas, has a nifty concept for teaching expected values: “So one month before our formal discussion of expected value, I’d print out this image, tack a spinner to it, … Continue reading → [Read more...]

I don't know, of course, because the evidence at hand is based on my experience. But, I'll leave the reader to consider whether these observations generalize. Proponents of Bayesian statistical inference argue that Bayesian credible intervals are more intuitive than the frequentist confidence intervals, because the Bayesian inference is a ... [Read more...]

Yesterday I ran into an equation that was a sum of an exponential and a linear term: It doesn’t take long to figure out that there is no analytical solution, and so I set out to write some crappy numerical code. After wasting some time with a fixed point ... [Read more...]

We're proud to announce the latest update to the enhanced, commercial-grade distribution of R, Revolution R Enterprise 5.0. With each new release, Revolution R Enterprise adds more capabilities to open-source R, to make R users more productive, to improve performance of R programs, to support Big Data analytics, and to provide ... [Read more...]