Category Archives: mathematics

On Smart Data

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

Posted in Akaike Information Criterion, Bayes, Bayesian, Bayesian inversion, big data, bigmemory package for R, changepoint detection, data science, data streams, dlm package, dynamic generalized linear models, dynamic linear models, dynamical systems, Generalize Additive Models, generalized linear models, information theoretic statistics, Kalman filter, linear algebra, logistic regression, machine learning, Markov Chain Monte Carlo, mathematics, mathematics education, maths, maximum likelihood, MCMC, Monte Carlo Statistical Methods, multivariate statistics, numerical analysis, numerical software, numerics, quantitative biology, quantitative ecology, rationality, reasonableness, sampling, smart data, state-space models, statistical dependence, statistics, the right to know, time series | Leave a comment

“Catching long tail distribution” (Ted Dunning)

One of the best presentations on what can happen if someone takes a naive approach to network data. It also highlights what is, to my mind, the greatly underappreciated t-distribution, which is typically only used in connection with frequentist Student … Continue reading

Posted in Cauchy distribution, complex systems, data science, Lévy flights, leptokurtic, mathematics, maths, networks, physics, population biology, population dynamics, regime shifts, sampling, statistics, Student t distribution, time series | Leave a comment

On Munshi mush

(Slightly updated on 2016-06-11.) Professor Emeritus Jamal Munshi of Sonoma State University has papers recently cited in science denier circles as evidence that the conventional associations between mean global surface temperature and cumulative carbon emissions are, well, bunk, due to … Continue reading

Posted in Bayes, Bayesian, Berkeley Earth Surface Temperature project, BEST, carbon dioxide, cat1, climate, climate change, climate data, climate education, climate models, convergent cross-mapping, dynamic linear models, ecology, ENSO, environment, Ethan Deyle, evidence, geophysics, George Sughihara, global warming, greenhouse gases, information theoretic statistics, Kalman filter, mathematics, maths, meteorology, model comparison, NOAA, oceanography, prediction, state-space models, statistics, Takens embedding theorem, Techno Utopias, the right to know, theoretical physics, time series, zero carbon | 1 Comment

Climate Denial Fails Pepsi Challenge

Posted in American Association for the Advancement of Science, American Statistical Association, card draws, card games, chance, climate, climate change, climate data, climate education, confirmation bias, data science, denial, disingenuity, education, false advertising, fear uncertainty and doubt, fossil fuels, games of chance, geophysics, global warming, ignorance, mathematics, mathematics education, maths, obfuscating data, rationality, reasonableness, risk, science, science education, sociology, the right to know | Leave a comment

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 | Leave a comment

“Lucky d20” (by Tamino, with my reblogging comments)

Careful consideration to really basic things like this is, for me, incredibly refreshing, and helps with the self-discipline needed to deal with real-world problems, those often being messy and having distracting entanglements. A couple of thoughts: I think the mechanism … Continue reading

Posted in Bayes, Bayesian, card decks, card draws, card games, chance, D&D, Dungeons and Dragons, games of chance, mathematics, maths, Monte Carlo Statistical Methods, probability, statistical dependence, statistics, stochastic algorithms, stochastics, Wizards of the Coast | Leave a comment

Of my favorite things …

(Clarifying language added 4 Apr 2016, 12:26 EDT.) I just watched an episode from the last season of Star Trek: The Next Generation entitled “Force of Nature.” As anyone who pays the least attention to this blog knows, opposing human … Continue reading

Posted in Anthropocene, bridge to somewhere, bucket list, Buckminster Fuller, Carl Sagan, climate, climate change, climate disruption, climate education, compassion, data science, Earle Wilson, ecology, Ecology Action, environment, evolution, geophysics, George Sughihara, global warming, Hyper Anthropocene, life purpose, mathematics, mathematics education, maths, numerical analysis, optimization, philosophy, physical materialism, physics, population biology, population dynamics, proud dad, quantitative biology, quantitative ecology, rationality, reasonableness, science, sociology, statistics, stochastic algorithms | 5 Comments

patents disincentivize progress

Very interesting.

Posted in business, data centers, destructive economic development, economics, high frequency trading, humanism, Hyper Anthropocene, mathematics, maths, rationality, reasonableness, risk, selfishness, stochastics | 1 Comment

“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 | Leave a comment

Ah, Hypergeometric!

(“Ah, Hypergeometric!” To be said with the same resignation and acceptance as in “I’ll burn my books–Ah, Mephistopheles!” from Faust.)😉 Dr John Cook, eminent all ’round statistician (with a specialty in biostatistics) and statistical consultant, took up a comment I … Continue reading

Posted in card decks, card draws, card games, games of chance, John Cook, mathematics, maths, probability, sampling, sampling without replacement, statistical dependence | Leave a comment

high dimension Metropolis-Hastings algorithms

If attempting to simulate from a multivariate standard normal distribution in a large dimension, when starting from the mode of the target, i.e., its mean γ, leaving the mode γis extremely unlikely, given the huge drop between the value of the density at the mode γ and at likely realisations Continue reading

Posted in Bayes, Bayesian, Bayesian inversion, boosting, chance, Christian Robert, computation, ensembles, Gibbs Sampling, James Spall, Jerome Friedman, Markov Chain Monte Carlo, mathematics, maths, MCMC, Monte Carlo Statistical Methods, multivariate statistics, numerical software, numerics, optimization, reasonableness, Robert Schapire, SPSA, state-space models, statistics, stochastic algorithms, stochastic search, stochastics, Yoav Freund | Leave a comment

Causal Diagrams

Like Sankey diagrams, causal diagrams are a useful tool to assess and communicate complicated systems and their intrarelationships: It’s possible to use these for analysis and prescription: Here is the (promised) presentation on reenforcing loops: So how can these techniques … Continue reading

Posted in adaptation, bridge to nowhere, Carbon Cycle, carbon dioxide, carbon dioxide sequestration, Carbon Tax, Carbon Worshipers, causal diagrams, clean disruption, climate, climate change, climate disruption, climate education, climate models, demand-side solutions, differential equations, dynamical systems, ecology, economics, energy utilities, environment, exponential growth, fossil fuel divestment, fossil fuels, global warming, greenhouse gases, greenwashing, Hyper Anthropocene, mathematics, mathematics education, maths, methane, mitigation, natural gas, planning, prediction, rationality, reasonableness, recycling, Sankey diagram, sustainability, the right to know, zero carbon | Leave a comment

“Causal feedbacks in climate change”

Today I was reviewing and re-reading the nonlinear time series technical literature I have, seeking ideas on how to go about using the statistical ensemble learning technique called “boosting” with them. (See the very nice book, R. E. Schapire, Y. … Continue reading

Posted in Anthropocene, boosting, Carbon Cycle, carbon dioxide, Carbon Worshipers, cat1, climate, climate change, climate data, climate disruption, complex systems, convergent cross-mapping, denial, differential equations, diffusion processes, dynamical systems, ecology, Egbert van Nes, empirical likelihood, ensembles, environment, Ethan Deyle, Floris Takens, forecasting, fossil fuels, geophysics, George Sughihara, global warming, greenhouse gases, Hao Ye, machine learning, Maren Scheffer, mathematics, maths, meteorology, physics, rationality, reasonableness, science, state-space models, Takens embedding theorem, time series, Timothy Lenton, Victor Brovkin | 2 Comments

All I do is complain, complain …

I was reviewing a presentation given as part of a short course in the machine learning genre today, and happened across the following two bullets, under the heading “Strictly Stationary Processes”: Predicting a time series is possible if and only … Continue reading

Posted in bifurcations, chaos, citizen science, convergent cross-mapping, dynamic linear models, dynamical systems, engineering, Floris Takens, generalized linear models, geophysics, George Sughihara, ignorance, Lenny Smith, Lorenz, mathematics, maths, meteorology, prediction, probability, rationality, reasonableness, statistics, stochastic algorithms, stochastic search, stochastics, Takens embedding theorem, the right to know, time series | 1 Comment

El Nino In A Can – Dan’s Wild Wild Science Journal – AGU Blogosphere

Click the image above to see a video from the GFDL CM2.6 climate model. This is NOT this year’s El Nino. When you start a climate model in which the ocean and the land and atmosphere can inte… Source: El … Continue reading

Posted in AMETSOC, astrophysics, climate, climate change, climate models, computation, Dan Satterfield, differential equations, diffusion, diffusion processes, dynamical systems, ENSO, environment, forecasting, geophysics, global warming, Hyper Anthropocene, Kerry Emanuel, mathematics, maths, mesh models, meteorology, model comparison, NASA, NCAR, NOAA, numerical analysis, oceanography, physics, Principles of Planetary Climate, rationality, Ray Pierrehumbert, reasonableness, science, Spaceship Earth, stochastics, supercomputers, the right to know, thermodynamics, time series | Leave a comment

“1D Wave with Delta Potential and Triangle Initial Position” (Jeff Galkowski, Stanford)

The latest calculations from Jeff Galkowski, of Stanford.

Posted in computation, engineering, Jeff Galkowski, mathematics, maths, McGill University, numerical analysis, numerical software, physics, proud dad, quantum, scattering, science, Stanford University, the right to know, University of California Berkeley, University of Rochester, wave equations, waves | Leave a comment

Southern Oscillation (SOI) correlated with Outgoing Longwave Radiation (OLR)

To the climate community this is nothing at all new, but I spotted these time series today and thought they would make a nice exhibit on how something people have direct control over, greenhouse gas emissions, affect a “teleconnection mechanism” … Continue reading

Posted in AMETSOC, bifurcations, carbon dioxide, climate, climate change, climate disruption, climate models, Dan Satterfield, differential equations, dynamic linear models, dynamical systems, ENSO, environment, forecasting, generalized linear models, geophysics, global warming, greenhouse gases, IPCC, Mathematica, mathematics, maths, meteorology, NCAR, NOAA, numerical software, oceanography, open data, physics, population biology, Principles of Planetary Climate, rationality, reasonableness, science, Spaceship Earth, state-space models, thermodynamics, time series | Leave a comment

Irrelevant power utilities

Irrelevant. Power utilities and fossil fuel companies are the walking dead, because they simply cannot compete in a free market with solar installations and locally installed and used wind, even without subsidies. And, they are trying to use regulations and … Continue reading

Posted in bridge to nowhere, chance, clean disruption, consumption, decentralized electric power generation, decentralized energy, demand-side solutions, destructive economic development, economics, efficiency, energy, energy reduction, energy utilities, ignorance, investment in wind and solar energy, mathematics, microgrids, optimization, physics, planning, public utility commissions, PUCs, rationality, reasonableness, risk, selfishness, solar power, SolarPV.tv, Spaceship Earth, sustainability, Tea Party, the right to know, the value of financial assets, Tony Seba, wind energy, wind power, zero carbon | 1 Comment

On differential localization of tumors using relative concentrations of ctDNA. Part 1.

Like most mammalian tissue, tumors often produce shards of DNA as a byproduct of cell death and fracture. This circulating tumor DNA is being studied as a means of detecting tumors or their resurgence after treatment. (See also a Q&A … Continue reading

Posted in approximate Bayesian computation, Bayesian, Bayesian inversion, cardiovascular system, diffusion, dynamic linear models, eigenanalysis, engineering, forecasting, mathematics, maths, medicine, networks, prediction, spatial statistics, statistics, stochastic algorithms, stochastic search, wave equations | 3 Comments

How nice it is that Nature and probability bend to developers whims!

As I have mentioned before, it’s so nice that Nature and probability bend to the whims of property developers and their Town Fathers, with the willing participation of the Federal Emergency Management Agency (FEMA). If you had property at risk … Continue reading

Posted in capricious gods, chance, citizenship, climate data, conservation, denial, ecology, engineering, environment, ethics, games of chance, ignorance, living shorelines, mathematics, meteorology, obfuscating data, planning, politics, precipitation, prediction, probability, rationality, reasonableness, risk, spatial statistics, University Station, Westwood | 1 Comment

“Too late to prevent climate change: Here’s how we adapt” (Alice Bows-Larkin)

Here’s how we adapt.

Posted in adaptation, Anthropocene, astrophysics, bridge to nowhere, capricious gods, carbon dioxide, chance, citizenship, civilization, climate, climate change, climate disruption, climate education, ecology, economics, environment, ethics, forecasting, fossil fuels, games of chance, geophysics, global warming, Hyper Anthropocene, ignorance, mathematics, maths, meteorology, mitigation, oceanography, physics, planning, prediction, probability, rationality, reasonableness, risk, science, statistics, sustainability, zero carbon | Leave a comment

Waves in transmission problems ( by Jeff Galkowski)

“Distribution of resonances in scattering by thin barriers“, by Jeff Galkowski, Department of Mathematics, Stanford University. The lecture: “A solution to the wave equation for the transparent obstacle with speed 0.5. Damping is placed near the boundary of what is … Continue reading

Posted in Berkeley, differential equations, Jeff Galkowski, mathematics, maths, McGill University, physics, proud dad, quantum, rationality, reasonableness, scattering, science, Stanford University, wave equations, waves | 1 Comment

The Art and Science of Stefan Rahmstorf

Updated, 21st September 2015 I particularly like the last scene from TDAT. James Hansen and Makiko Sato have an update titled “Predictions Implicit in ‘Ice Melt’ Paper and Global Implications”. WHOI has studied the Irminger Sea and continues the study … Continue reading

Posted in Anthropocene, art, bifurcations, carbon dioxide, Cauchy distribution, civilization, climate, climate change, climate disruption, climate education, destructive economic development, disingenuity, ecology, economics, education, environment, ethics, Exxon, games of chance, geophysics, global warming, humanism, Hyper Anthropocene, icesheets, IPCC, James Hansen, mathematics, maths, physical materialism, physics, rationality, reasonableness, science, sea level rise, statistics, sustainability, the right to know | Leave a comment

Solar array with cloud predicting technology launched in WA

Australia’s first grid-connected solar power project with cloud predicting technology launched at Karratha Airport, WA, in bid to smooth solar supply. Source: Solar array with cloud predicting technology launched in WA

Posted in adaptation, Anthropocene, carbon dioxide, citizenship, civilization, clean disruption, climate, climate change, climate disruption, conservation, consumption, decentralized electric power generation, decentralized energy, demand-side solutions, dynamic linear models, efficiency, energy, energy reduction, energy utilities, engineering, environment, ethics, forecasting, geophysics, global warming, Hyper Anthropocene, investment in wind and solar energy, Kalman filter, mathematics, maths, meteorology, microgrids, mitigation, NCAR, numerical software, optimization, physics, prediction, probabilistic programming, rationality, reasonableness, risk, science, solar power, stochastics, sustainability, time series | Leave a comment

Your future: Antarctica, in detail

Climate and geophysical accuracy demands fine modeling grids, and very large supercomputers. The best and biggest supercomputers have not been available for climate work, until recently. Watch how results differ if fine meshes and big supercomputers are used. Why haven’t … Continue reading

Posted in Antarctica, Anthropocene, bridge to nowhere, climate, climate change, climate disruption, climate zombies, disingenuity, ecology, ensembles, forecasting, geophysics, global warming, Hyper Anthropocene, ignorance, IPCC, Lawrence Berkeley National Laboratory, LBNL, living shorelines, mathematics, mathematics education, maths, mesh models, meteorology, multivariate statistics, numerical software, optimization, physics, rationality, reasonableness, risk, science, science education, sea level rise, spatial statistics, state-space models, statistics, stochastic algorithms, stochastics, supercomputers, temporal myopia, the right to know, thermodynamics, time series, University of California Berkeley, WAIS | Leave a comment

“The Bayesian Second Law of Thermodynamics” (Sean Carroll, and collaborators)

http://www.preposterousuniverse.com/blog/2015/08/11/the-bayesian-second-law-of-thermodynamics/ See also.

Posted in approximate Bayesian computation, Bayesian, bifurcations, Boltzmann, capricious gods, dynamical systems, ensembles, games of chance, Gibbs Sampling, information theoretic statistics, Josiah Willard Gibbs, mathematics, maths, physics, probability, rationality, reasonableness, science, statistics, stochastic algorithms, stochastics, thermodynamics, Wordpress | Leave a comment

Utilities for dummies: How they work and why that needs to change (from grist.org)

“Utilities are shielded by a force field of tedium.” “Solar panels could destroy U.S. utilities, according to U.S. utilities.” Utilities for dummies: How they work and why that needs to change“, a compact introduction, from grist.org. And there’s an additional … Continue reading

Posted in Anthropocene, bifurcations, bridge to nowhere, carbon dioxide, citizenship, civilization, clean disruption, climate, climate change, climate disruption, climate education, conservation, consumption, corruption, decentralized electric power generation, decentralized energy, demand-side solutions, destructive economic development, disingenuity, dynamic linear models, dynamical systems, ecology, economics, education, efficiency, energy, energy reduction, energy utilities, engineering, environment, ethics, exponential growth, finance, forecasting, fossil fuel divestment, fossil fuels, fracking, global warming, Hyper Anthropocene, ignorance, investing, investment in wind and solar energy, mathematics, maths, meteorology, methane, microgrids, natural gas, optimization, physics, pipelines, politics, prediction, public utility commissions, PUCs, rationality, reasonableness, risk, science, solar power, statistics, sustainability, taxes, temporal myopia, the right to know, time series, Tony Seba, wind power, zero carbon | 1 Comment

Solar installation progress, courtesy of MacSolarIndex.com

The MAC Solar Index tracks a set of solar manufacturing and installation companies. It is also the basis for the Guggenheim Investments “TAN” Exchange-Traded Fund (“ETF”, *). They recently published a progress report on global solar installations, which I wanted … Continue reading

Posted in adaptation, Anthropocene, carbon dioxide, citizen science, citizenship, civilization, clean disruption, climate, climate change, climate data, climate disruption, conservation, consumption, decentralized electric power generation, decentralized energy, demand-side solutions, destructive economic development, dynamic linear models, dynamical systems, ecology, economics, efficiency, energy, energy reduction, environment, exponential growth, forecasting, fossil fuel divestment, fossil fuels, geophysics, global warming, Hyper Anthropocene, investing, investment in wind and solar energy, mathematics, mathematics education, maths, meteorology, microgrids, open data, optimization, physics, politics, prediction, rationality, reasonableness, risk, science, science education, solar power, sustainability, the right to know, time series, Tony Seba, wind power, zero carbon | Leave a comment

“Where most of us live (with apologies to southern-hemisphere readers)” [reblog of Tamino]

Love the comparison with Berkeley Earth Surface Temperatures.

Posted in Anthropocene, carbon dioxide, citizen science, climate, climate change, climate data, climate disruption, denial, ecology, education, environment, forecasting, fossil fuels, geophysics, hiatus, Hyper Anthropocene, IPCC, mathematics, maths, meteorology, NOAA, open data, physics, prediction, rationality, reasonableness, risk, science, science education, statistics, Tamino, time series, Uncategorized, Wordpress | Leave a comment

Comprehensive and compact tutorial on Petris’ DLM package in R; with an update about Helske’s KFAS

A blogger named Lalas produced on Quantitative Thoughts a very comprehensive and compact tutorial on the R package dlm by Petris. I use dlm a lot. Unfortunately, Lalas does not give details on how the SVD is used. They do … Continue reading

Posted in Bayes, Bayesian, dynamic linear models, dynamical systems, forecasting, Kalman filter, mathematics, maths, multivariate statistics, numerical software, open source scientific software, prediction, R, Rauch-Tung-Striebel, state-space models, statistics, stochastic algorithms, SVD, time series | 1 Comment