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Category Archives: sampling
Sampling: Rejection, Reservoir, and Slice
An article by Suilou Huang for catatrophe modeler AIR-WorldWide of Boston about rejection sampling in CAT modeling got me thinking about pulling together some notes about sampling algorithms of various kinds. There are, of course, books written about this subject, … Continue reading
Posted in accept-reject methods, American Statistical Association, Bayesian computational methods, catastrophe modeling, data science, diffusion processes, empirical likelihood, Gibbs Sampling, insurance, Markov Chain Monte Carlo, mathematics, Mathematics and Climate Research Network, maths, Monte Carlo Statistical Methods, multivariate statistics, numerical algorithms, numerical analysis, numerical software, numerics, percolation theory, Python 3 programming language, R statistical programming language, Radford Neal, sampling, slice sampling, spatial statistics, statistics, stochastic algorithms, stochastic search
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Senn’s `… never having to say you are certain’ guest post from Mayo’s blog
via S. Senn: Being a statistician means never having to say you are certain (Guest Post) See also: E. Cai’s blog post “Applied Statistics Lesson of the Day – The Matched Pairs Experimental Design”, from February 2014 A. Deaton, N. … Continue reading
Posted in abstraction, American Association for the Advancement of Science, American Statistical Association, cancer research, data science, ecology, experimental design, generalized linear mixed models, generalized linear models, Mathematics and Climate Research Network, medicine, sampling, statistics, the right to know
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Eli on “Tom [Karl]’s trick and experimental design“
A very fine post at Eli’s blog for students of statistics, meteorology, and climate (like myself) titled: Tom’s trick and experimental design Excerpt: This and the graph from Menne at the top shows that Karl’s trick is working. Although we … Continue reading
“Bigger Isn’t Always Better When It Comes to Data”: Barry Nussbaum
The President’s Corner in the May 2017 issue of Amstat News, the monthly newsletter of the American Statistical Association (“ASA”), features the interesting exposition by environmental statistician and President of the ASA, Barry Nussbaum, called “Bigger isn’t always better when … Continue reading
David Spiegelhalter on `how to spot a dodgy statistic’
In this political season, it’s useful to brush up on rhetorical skills, particularly ones involving numbers and statistics, or what John Allen Paulos called numeracy. Professor David Spiegelhalter has written a guide to some of these tricks. Read the whole … Continue reading
Posted in abstraction, anemic data, Bayes, Bayesian, chance, citizenship, civilization, corruption, Daniel Kahneman, disingenuity, Donald Trump, education, games of chance, ignorance, maths, moral leadership, obfuscating data, open data, perceptions, politics, rationality, reason, reasonableness, rhetoric, risk, sampling, science, sociology, statistics, the right to know
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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
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“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
Going down to the Southern Ocean, by Earle Wilson (on the Scripps R/V Roger Revelle)
(Click on picture to see a larger image, and use your browser Back button to return to reading.) Getting steady data from the Earth’s oceans demands commitment and not a little courage. I could never do what these oceanographers do, … Continue reading
Posted in Alison M Macdonald, anemic data, Antarctica, climate data, complex systems, Earle Wilson, Emily Shuckburgh, engineering, environment, fluid dynamics, geophysics, marine biology, NOAA, oceanic eddies, oceanography, open data, Principles of Planetary Climate, sampling, science, Scripps Institution of Oceanography, thermohaline circulation, waves, WHOI, Woods Hole Oceanographic Institution
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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
