Category Archives: non-parametric model

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 | Leave a comment

The Johnson-Lindenstrauss Lemma, and the paradoxical power of random linear operators. Part 1.

Updated, 2018-12-04 I’ll be discussing the ramifications of: William B. Johnson and Joram Lindenstrauss, “Extensions of Lipschitz mappings into a Hilbert space, Contemporary Mathematics, 26:189–206, 1984. for several posts here. Some introduction and links to proofs and explications will be … Continue reading

Posted in clustering, data science, dimension reduction, information theoretic statistics, Johnson-Lindenstrauss Lemma, k-NN, Locality Sensitive Hashing, mathematics, maths, multivariate statistics, non-parametric model, numerical algorithms, numerical linear algebra, point pattern analysis, random projections, recommender systems, science, stochastic algorithms, stochastics, subspace projection methods | 1 Comment

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 | 1 Comment