Category Archives: splines
(Comment on prediction intervals for random forests, and links to a paper.) (Edits to repair smudges, 2020-06-28, about 0945 EDT. Closing comment, 2020-06-30, 1450 EDT.) There are lots of ways of learning about mathematical constructs, even about actual machines. One … Continue reading
There are many ways of presenting analytical summaries of new series data for which the underlying mechanisms are incompletely understood. With respect to series describing the COVID-19 pandemic, Tamino has used piecewise linear models. I have mentioned how I prefered … Continue reading
Originally posted on Open Mind:
Over 2400 Americans died yesterday from Coronavirus. Here are the new deaths per day (“daily mortality”) in the USA since March 10, 2020 (note: this is an exponential plot) As bad as that news is,…
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
(Image courtesy of the Damien Garcia.) As a statistician and quant, I’ve thought hard about that oft-cited Boxism. I’m not sure I agree. It’s not that there is such a thing as a perfect model, or correct model, whatever in … 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.