Distributed Solar: The Democratizaton of Energy
Category Archives: likelihood-free
Stream flow and P-splines: Using built-in estimates for smoothing
Mother Brook in Dedham Massachusetts was the first man-made canal in the United States. Dug in 1639, it connects the Charles River at Dedham, to the Neponset River in the Hyde Park section of Boston. It was originally an important … Continue reading
Posted in American Statistical Association, citizen data, citizen science, Clausius-Clapeyron equation, Commonwealth of Massachusetts, cross-validation, data science, dependent data, descriptive statistics, dynamic linear models, empirical likelihood, environment, flooding, floods, Grant Foster, hydrology, likelihood-free, meteorological models, model-free forecasting, non-mechanistic modeling, non-parametric, non-parametric model, non-parametric statistics, numerical algorithms, precipitation, quantitative ecology, statistical dependence, statistical series, stream flow, Tamino, the bootstrap, time series, water vapor
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Series, symmetrized Normalized Compressed Divergences and their logit transforms
(Major update on 11th January 2019. Minor update on 16th January 2019.) On comparing things The idea of a calculating a distance between series for various purposes has received scholarly attention for quite some time. The most common application is … Continue reading
Posted in Akaike Information Criterion, bridge to somewhere, computation, content-free inference, data science, descriptive statistics, divergence measures, engineering, George Sughihara, information theoretic statistics, likelihood-free, machine learning, mathematics, model comparison, model-free forecasting, multivariate statistics, non-mechanistic modeling, non-parametric statistics, numerical algorithms, statistics, theoretical physics, thermodynamics, time series
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Why smooth?
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
Posted in Akaike Information Criterion, American Statistical Association, Antarctica, carbon dioxide, climate change, denial, global warming, information theoretic statistics, likelihood-free, multivariate adaptive regression splines, non-parametric model, science denier, smoothing, splines, statistical dependence
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Cory Lesmeister’s treatment of Simson’s Paradox (at “Fear and Loathing in Data Science”)
(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
Posted in Akaike Information Criterion, approximate Bayesian computation, Bayes, Bayesian, evidence, Frequentist, games of chance, information theoretic statistics, Kalman filter, likelihood-free, mathematics, maths, maximum likelihood, Monte Carlo Statistical Methods, probabilistic programming, rationality, Rauch-Tung-Striebel, Simpson's Paradox, state-space models, statistical dependence, statistics, stochastics
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p-values and hypothesis tests: the Bayesian(s) rule
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
Posted in approximate Bayesian computation, arXiv, Bayes, Bayesian, Bayesian inversion, bollocks, Christian Robert, climate, complex systems, data science, Frequentist, information theoretic statistics, likelihood-free, Markov Chain Monte Carlo, MCMC, Monte Carlo Statistical Methods, population biology, rationality, reasonableness, science, scientific publishing, statistical dependence, statistics, stochastics, Student t distribution
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“Grid shading by simulated annealing” [Martyn Plummer]
Source: Grid shading by simulated annealing (or what I did on my holidays), aka “fun with GCHQ job adverts”, by Martyn Plummer, developer of JAGS. Excerpt: I wanted to solve the puzzle but did not want to sit down with … Continue reading
Posted in approximate Bayesian computation, Bayesian, Bayesian inversion, Boltzmann, BUGS, Christian Robert, Gibbs Sampling, JAGS, likelihood-free, Markov Chain Monte Carlo, Martyn Plummer, mathematics, maths, MCMC, Monte Carlo Statistical Methods, optimization, probabilistic programming, SPSA, stochastic algorithms, stochastic search
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reblog: “Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman”
It’s Rasmus Bååth, in a post and video of which I am very fond: http://www.sumsar.net/blog/2014/10/tiny-data-and-the-socks-of-karl-broman/.
