Category Archives: information theoretic statistics
I’ve encountered a number of blog posts this week which seem not to understand the Bias-Variance Tradeoff in regard to Mean-Squared-Error. These arose in connection with smoothing splines, which I was studying in connection with multivariate adaptive regression splines, that … Continue reading
On 17th October 2016 AT 7:30 p.m., Nate Silver of FiveThirtyEight.com wrote about how, as former Secretary of State Hillary Clinton’s polling numbers got better, it was more difficult for FiveThirtyEight‘s models to justify increasing her probability of winning, although … Continue reading
One of the things I find surprising, if not astonishing, is that in the rush to embrace Big Data, a lot of learning and statistical technique has been left apparently discarded along the way. I’m hardly the first to point … Continue reading
The previous post included an attempt to explain land surface temperatures as estimated by the BEST project using a dynamic linear model including regressions on both quarterly CO2 concentrations and ocean heat content. The idea was to check the explanatory … Continue reading
(Updated 2016-05-08, to provide reference for plateaus of ML functions in vicinity of MLE.) Simpson’s Paradox is one of those phenomena of data which really give Statistics a substance and a role, beyond the roles it inherits from, say, theoretical … Continue reading
See the very interesting discussion at his blog, From the bottom of the heap. It would be nice to see some information theoretic measures on these results, though.
Happy Vernal Equinox! This post has been updated today with some of the equations which correspond to the models. An assessment of whether or not there was a meaningful slowdown or “hiatus” in global warming, was recently discussed by Tamino … Continue reading
The American Statistical Association of which I am a longtime member issued an important statement today which will hopefully move statistical practice in engineering and especially in the sciences away from the misleading practice of using p-values and hypothesis tests. … Continue reading
I spent much of the data working up a function for level+trend dynamic linear modeling based upon the dlm package by Petris, Petrone, and Campagnoli, while trying some calculations and code for regime shift detection. One of the test cases … Continue reading
I attending the 2015 edition of the Southern New England Meteorology Conference in Milton, MA, near the Blue Hill, and its Blue Hill Climatological Observatory, of which I am a member as we as of the American Meteorological Society. I … Continue reading
Cauchy Distribution: Evil or Angel?. From Professor Christian Robert.
Professor Peter Congdon reports on two Bayesian models for global temperature shifts in his textbook, Applied Bayesian Modelling, as “Example 6.12: Global temperatures, 1850-2010”, on pages 252-253. A direct link is available online. The first is apparently original with Congdon, … Continue reading
Stable distributions or Lévy -stable models is a class of probability distributions which contains the Gaussian, the Cauchy (or Lorentz), and the Lévy distribution. They are parameterized by an which is . Values of of 1 or less give distributions … Continue reading