Enigmas of Chance

Probability theory, random processes, statistical inference and machine learning

See also: Advanced Data Analysis from an Elementary Point of View; Bayes, anti-Bayes; ~~Constant Conjunction~~ Necessary Connexion; Power Laws

Estimating by Minimizing
"Frequentist Accuracy of Bayesian Estimates" (This Week at the Statistics Seminar)
"Learning Spatio-Temporal Dynamics"
Books to Read While the Algae Grow in Your Fur, October 2012: Numerical Methods of Statistics
These are my preprints; also, publishers are to be destroyed
"Your Favorite ERGM Sucks"*, in Philadelphia
"Exponential-family Random Network Models for Social Networks" (Next Week at the Statistics Seminar)
"Community detection and link prediction in networks" (Next Week at the Statistics Seminar)
Notes on "Learning Bounds for Importance Weighting"
Books to Read While the Algae Grow in Your Fur, September 2012: Foundations of Machine Learning (Mohri, Rostamizadeh and Talwalkar)
"Balancing the Books By Benchmarking: What To Do When Small Area Estimates Just Don't Add Up" (Next Week at the Statistics Seminar)
Book-Chat
"Dependence Estimation in High-Dimensional Euclidean Spaces" (Next Week at the Statistics Seminar)
Books to Read While the Algae Grow in Your Fur, August 2012: Stochastic Population Models in Ecology and Epidemiology (Bartlett); Statistics and Scientific Method: An Introduction for Students and Researchers (Diggle and Chetwynd); Probability and Random Processes (Grimmett and Stirzaker); Introduction to Nonparametric Estimation (Tsybakov)
Robins and Wasserman Respond to a Nobel Prize Winner
Class Announcement: 36-350, Statistical Computing
Work for My Friends! (Dept. of Signal Amplification)
Books to Read While the Algae Grow in Your Fur, July 2012: Statistical Learning Theory and Stochastic Optimization (Catoni); The Nature of Statistical Learning Theory (Vapnik)
Undergraduate Capacity Control
No, Really, Some of My Best Friends Are Data Scientists
Books to Read While the Algae Grow in Your Fur, June 2012: Boosting: Foundations and Algorithms (Schapire and Freund)
Ockham Workshop, Day 3
Ockham Workshop, Day 2
Ockham Workshop, Day 1
Problems Worth Solving
Books to Read While the Algae Grow in Your Fur, May 2012: Introduction to Statistical Relational Learning (Getoor and Taskar, eds.)
Books to Read While the Algae Grow in Your Fur, April 2012: Smooth Tests of Goodness of Fit (Rayner and Best)
Just How Quickly Do We Forget?
"Generalization Error Bounds for Time Series"
On Refereeing a Manuscript for PNAS with Roughly a Hundred Hypothesis Tests
Books to Read While the Algae Grow in Your Fur, March 2012: Dependence with Complete Connections and Its Applications (Iosifescu and Grigorescu); Principles of Applied Statistics (Cox and Donnelly)
Pearl of Great Prize
Sparsity as Sorcery (Next Two Weeks at the Statistics Seminar)
Networks, Crowds, and More Networks (This Week at the Statistics and Machine Learning Seminars)
Signs I Will Not Recommend Your Manuscript Be Published As Is (No. 891)
Books to Read While the Algae Grow in Your Fur, February 2012: Nonlinear Time Series: Nonparametric and Parametric Methods (Fan and Yao)
"From Data to Knowledge: Machine-Learning with Real-time & Streaming Applications"
Talks Next Week (20--23 February 2012)
Of Variance Explained; or, Chronicles of Deaths Smoothed
Books to Read While the Algae Grow in Your Fur, January 2012: Model Selection and Model Averaging (Claeskens and Hjort)
You think you want big data? You can't handle big data! (Next Week at the Statistics Seminar)
"The Cut and Paste Process" (This Week at the Statistics Seminar
Changing How Changes Change (Next Week at the Statistics Seminar)
Books to Read While the Algae Grow in Your Fur, December 2011: The Art of R Programming: A Tour of Statistical Software Design (Matloff); Statistics for High-Dimensional Data: Methods, Theory and Applications (Bühlmann and van de Geer)
"Tidy Data" (Next Week at the Statistics Seminar)
Why Think, When You Can Do the Experiment?
Projection as a Defense Mechanism for Social Network Models
Books to Read While the Algae Grow in Your Fur, October 2011: A First Course in Statistical Programming with R (Braun and Murdoch); Laws of Chaos: A Probabilistic Approach to Political Economy (Farjoun and Machover); The Nature of Computation (Moore and Mertens); R Cookbook (Teetor); Software for Data Analysis: Programming with R (Chambers)
Bayesianism Not Banned in Britain
"Learning Richly Structured Representations from Weakly Annotated Data" (This Year at the DeGroot Lecture)
Is Bayesianism Legal in Britain?
New "data scientist" is but old "statistician" writ large
Next Week at the Statistics Seminar; Week After Next at the Machine Learning Seminar
"I was of three minds, / Like a tree / In which there are three blackbirds"
"Scalable Privacy-Preserving Record Linkage Using Similarity-based Indexing" (Next Week at the Statistics Seminar)
Books to Read While the Algae Grow in Your Fur, August 2011: Algorithmic Learning in a Random World (Vovk, Gammerman and Shafer)
Course Announcement: 36-350, Statistical Computing
Books to Read While the Algae Grow in Your Fur, July 2011: Spatial Statistics and Modeling (Gaetan and Guyon)
Of the Identification of Parameters
Books to Read While the Algae Grow in Your Fur, June 2011: Causal Inferences in Nonexperimental Research (Blalock)
Knights, Muddy Boots, and Contagion; or, Social Influence Gets Medieval
Lyric Poetry in Pluto's Republic
"Optimal Nonparametric Prediction and Automated Pattern Recognition in Dynamical Space-Time Systems" (or, Our New Filtering Techniques are Unstoppable!, Part II: The Rise of the Austrian Machines)
Irrelevant Along Many Dimensions (Next Week at the Statistics Seminar)
"Effect of Influential Observations on Penalized Linear Regression Estimators" (This Week at the Statistics Seminar)
Books to Read While the Algae Grow in Your Fur, March 2011: Grammatical Inference: Learning Automata and Grammars (de la Higuera)
Structured Sparsity: Learning and Inference
Your City's a Sucker, My City's a Creep
Durlauf on Social Interactions
ITA 2011: Favorite Talks
San Diego or Bust
Advanced Data Analysis from an Elementary Point of View
Books to Read While the Algae Grow in Your Fur, January 2011: Galileo in Pittsburgh (Glymour); Structural Macroeconometrics (DeJong and Dave)
"The Universal Glivenko-Cantelli Property" (Next Week at the Statistics Seminar)
Why I Am So Uncannily Prescient
~~This Week~~ Today! at the Complex Systems Colloquium
Model Complexity and Prediction Error in Macroeconomic Forecasting (or, Statistical Learning Theory to the Rescue!)
Books to Read While the Algae Grow in Your Fur, November 2010: Stochastic Processes for Physicists: Understanding Noisy Systems (Jacobs)
The Neutral Model of Inquiry (or, What Is the Scientific Literature, Chopped Liver?)
"Statistics for the Past Millennium" (Tomorrow at the Statistics Seminar)
36-402, Advanced Data Analysis, Spring 2011 (Course Announcement)
Books to Read While the Algae Grow in Your Fur, October 2010: Contiguity of Probability Measures: Some Applications in Statistics (Roussas)
"Personalized Content Recommendation on Yahoo!" (Next Week at the Statistics Seminar)
"From Statistical Learning to Game-Theoretic Learning" (Next Week at the Statistics Seminar)
Books to Read While the Algae Grow in Your Fur, August 2010: Extremal Families and Systems of Sufficient Statistics (Lauritzen)
"Uniform Approximation of VC Classes" (This Week at the Statistics Seminar)
Limit Orders and Indirect Inference
"Extracting Communities from Networks" (Next Week at the Statistics Seminar)
"Machine Learning for Computational Social Science" (This Week at the Machine Learning Seminar)
36-835, Paper of the Week
Links, Pleading to be Dumped
On an Example of Vienneau's
36-757, Advanced Data Analysis: Teaching Handouts (Fall 2010)
Overcoming the Binary (Next Week at the Statistics Seminar)
Fall 2010 Classes: 36-757 and 36-835
Books to Read While the Algae Grow in Your Fur, July 2010: Counterfactuals and Causal Inference: Methods and Principles for Social Research (Morgan and Winship)
"Generalization Error Bounds for State Space Models: With an Application to Economic Forecasting"
"Inferring Hierarchical Structure in Networks and Predicting Missing Links" (Next Week at the [Special Summer Bonus] Statistics Seminar)
The World's Simplest Ergodic Theorem
In which Dunning-Krueger meets Slutsky-Yule, and they make music together
Reminder: The Link Distribution of Weblogs Is Not a Power Law
Praxis and Ideology in Bayesian Data Analysis
Books to Read While the Algae Grow in Your Fur, May 2010: Resampling Methods for Dependent Data (Lahiri)
Special Demi-Issues on Network Data Analysis in Annals of Applied Statistics
Books to Read While the Algae Grow in Your Fur, April 2010: Statistical Learning from a Regression Perspective (Berk); A Total Science: Statistics in Liberal and Fascist Italy (Prevost)
Return of "Homophily, Contagion, Confounding: Pick Any Three", or, The Adventures of Irene and Joey Along the Back-Door Paths
"Inference for Unlabelled Graphs" (This Week at the Statistics Seminar)
The Bootstrap
"A Two-scale Framework for Variable Selection with Ultrahigh-dimensionality" (Next Week at the Statistics Seminar)
Books to Read While the Algae Grow in Your Fur, March 2010: Bootstrap Methods and Their Applications (Davison and Hinkley)
The Visual Display of Morally Obligatory Consequences
Learning Your Way to Maximum Power
How the Social Sciences Got Their *
The True Price of Models Pulling Themselves Up by Their Bootstraps
36-490, Undergraduate Research, Spring 2010
Books to Read While the Algae grow in your Fur, February 2010: Statistical Analysis of Network Data (Kolaczyk)
More Output
Upcoming Gigs: Bristol
Books to Read While the Algae Grow in Your Fur, January 2010: Concentration Inequalities and Model Selection (Massart); Epidemics and Rumors in Complex Networks (Draief and Masoulié); Principles of Data Mining (Hand, Mannila and Smyth)
Books to Read While the Algae Grow in Your Fur, December 2009: Causation, Prediction, and Search (Spirtes, Glymour and Scheines); The Direction of Time (Reichenbach); Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Godfrey)
Output Summary
Significance, Power, and the Will to Believe
Uniform Probability on Infinite Spaces Considered Harmful
Books to Read While the Algae Grow in Your Fur, November 2009: Combinatorial Methods of Density Estimation (Devroye and Lugosi)
"Homophily, Contagion, Confounding: Pick Any Three"
"Statistical Analysis of Stellar Evolution" (Next Week at the Statistics Seminar)
"Some Things Statisticians Do at Google" (Next Week at the Statistics Seminar
The Shadow Price of Power
Books to Read While the Algae Grow in Your Fur, October 2009: Bayesian Nonparametrics (Ghosh and Ramamoorthi); Nonparametric Smoothing and Lack-of-Fit Tests (Hart)
"Completely Random Measures for Bayesian Nonparametrics" (This Year at the DeGroot Lecture)
"High Dimensional Nonlinear Learning using Local Coordinate Coding" (Next Week at the Statistics Seminar)
In re John Holland
Books to Read While the Algae Grow in Your Fur, September 2009: Economic Modeling and Inference (Christenen and Kiefer); Estimation, Inference, and Specification Analysis (White)
"Analyzing Networks and Learning with Graphs"
Miniature Pearl
Selecting Demanding Models (This Week at the Statistics Seminar)
"Two Problems on Stirring Processes --- and their Solutions" (This Week at the Statistics Seminar)
Books to Read While the Algae Grow in Your Fur, August 2009: Introduction to Clustering Large and High-Dimensional Data (Kogan); Identification for Prediction and Decision (Manski)
36-350, Data Mining: Course Materials (Fall 2009)
"Econometric Shrinkage and Model Averaging" (Week-after-next at the Statistics Seminar)
Course Announcement: 36-350, Data Mining, Fall 2009
Books to Read While the Algae Grow in Your Fur, June 2009: Exploratory Analysis and Data Modeling in Functional Neuroimaging (Sommer and Wichert, eds.)
On the Certainty of the Bayesian Fortune-Teller
Books to Read While the Algae Grow in Your Fur, May 2009: Approximation of Population Processes (Kurtz); Evolutionary Games and Equilibrium Selection (Samuelson)
Books to Read While the Algae Grow in Your Fur, April 2009: Weak Dependence: With Examples and Applications (Dedecker, Doukhan, Lang, León R., Louhichi and Prieur); Finitary Measures for Subshifts of Finite Type and Sofic Systems (Kitchens and Tuncel)
That Word Does Not Exist In Any Language
Next Week at the Statistics Seminar: Bayes, Bayes, Baked Beans, Sausage and Bayes
Next Week at the Statistics Seminar: "Methods and Models for Time-Dependent Relational Data"
Some Bayesian Finger-Puzzle Exercises
Special Function Invocation
Books to Read While the Algae Grow in Your Fur, January 2009: Learning and Generalization: With Applications to Neural Networks (Vidyasagar)
Bayes < Darwin-Wallace
Chaos, Complexity and Inference: 2009 Syllabus
Chaos, Complexity and Inference: 2009 Course Announcement
Books to Read While the Algae Grow in Your Fur, December 2008: Hidden Markov Models and Dynamical Systems (Fraser); Networks: Optimisation and Evolution (Whittle)
36-350, Data-Mining: Self-Evaluation and Lessons Learned
Salins's SAT Sokaling
Books to Read While the Algae Grow in Your Fur, October 2008: Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently (Rebonato)
Return of the Cartogram
Books to Read While the Algae Grow in Your Fur, September 2008: Inference and Prediction in Large Dimensions (Bosq and Blanke)
Statistics 36-350: Data Mining (Fall 2008)
Books to Read While the Algae Grow in Your Fur, July 2008: Prediction, Learning, and Games (Cesa-Bianchi and Lugosi); Empirical Processes: Theory and Applications (Pollard)
Books to Read While the Algae Grow in Your Fur, June 2008: Structure and Influence: Statistical Models for the Dynamics of Actor Attributes, Network Structure and Their Interdependence (Leenders)
Chris Anderson: Aware of All Statistical Traditions (with bonus fall course announcement)
Books to Read While the Algae Grow in Your Fur, May 2008
Putting the CART before the Horse-Race
Solvitur ambulando
Behold the Masses (Next Week at the CMU Statistics Seminar)
First International Causal Prediction Contest: Your Ticket to Perdition
Books to Read While the Algae Grow in Your Fur, January 2008: Measuring the Mind: Conceptual Issues in Contemporary Psychometrics (Borsboom); Thinking Things Through: An Introduction to Philosophical Issues and Achievements (Glymour)
Glory and $500 (VIGRE-funded Undergraduate Research in Statistics at Carnegie Mellon, Spring 2008)
Chaos, Complexity, and Inference (36-462): Lecture Notes
MSS. in Preparation, and One-Way Hiatus
Chaos, Complexity, and Inference (36-462): Syllabus
Quantum Causal Inference
Books to Read While the Algae Grow in Your Fur, November 2007: Regression Analysis: A Constructive Critique (Berk)
This Climate Goes to Eleven
Chaos, Complexity, and Inference (36-462): Course Announcement
Upcoming Gigs: Newell-Simon Hall
g, a Statistical Myth
Yet More on the Heritability and Malleability of IQ
Upcoming Gigs: New York
Books to Read While the Algae Grow in Your Fur, August 2007: Relative Distribution Methods in the Social Sciences (Handcock and Morris); Fortune's Formula: The Untold Story of the Scientific Betting Systems That Beat the Casinos and Wall Street (Poundstone)
Too Much Information
Süleyman the Magnificent Scares the West into Rising (Part II of OH NOES! MUSLIMZ! DO NOT WANT!)
So You Think You Have a Power Law --- Well Isn't That Special?
Tao on Structure and Randomness
Glory and $1500 a Month (VIGRE-funded Summer Undergraduate Research in Statistics at Carnegie Mellon)
Eigenfactor (Why Oh Why Can't We Have a Better Academic Publishing System? Dept.)
"Statistical Methods for Modeling Dynamic Systems" Workshop
Armchair Conference-Blogging
Lecture Notes on Stochastic Processes (Advanced Probability II), Spring 2007
Absolutely Regular

Statistical Communication
Notes on "A Likelihood approach to Analysis of Network Data"
Again with the Statistics 754, Stochastic Processes
I Taught Him Everything He Knows
Data Mining (36-350) Lecture Notes, Weeks 4--7
"The Invisible Academy: Non-Linear Effects of Linear Learning"
Arrrrgh! Owwwwwww! Noooooooooo! (A Remark on Power Laws)
A Triumph of Socialist Realism
Data Mining (36-350) Lecture Notes, Weeks 1--3
Glory and $500 (VIGRE-funded Undergraduate Research in Statistics at Carnegie Mellon)
Frederick Mosteller Is Dead
The Awful Turkish Language
Statistical Arbitrage in the Sky
Problems in the Doctrine of Chances
Books to Read While the Algae Grow in Your Fur, May 2006: Entropy, Large Deviations, and Statistical Mechanic (Ellis); Large Deviations (den Hollander); An Introduction to Stochastic Processes, with Special Reference to Methods and Applications (Bartlett); Large Deviations Techniques and Applications (Dembo and Zeitouni)
The Absorbing Boundary
Friday Cat Blogging (Measure-Zero Exception to the Hiatus Issue of Non-Science-Geek Edition)
Statistical Network Analysis: Call for Papers
Graphs, Trees, Materialism, Fishing
Lecture Notes on Stochastic Processes (Advanced Probability II, 36-754)
"Experimental Reasoning, Reliability, Objectivity, Rationality": The Names Men Give to Their Mistakes
Statistics 754, Stochastic Processes (Advanced Probability II)
Gauss Is Not Mocked
Will There Be a Text in My Class?
A Thought I Have No Time to Pursue
Schooled by Selection
Our New Filtering Techniques Are Unstoppable!
Exponential Families and Hybridity (Why Oh Why Can't Physicists Learn Better Probability and Statistics, Part N)
The Little Grey Cells Get Their Act Together
This Is Your Brain on Statistical Complexity (This Week at the Complex Systems Colloquium)
Heard About Detroit, Heard About Pittsburgh PA
E Pluribus Unum (This Week at the Complex Systems Colloquium)
Why Oh Why Can't Physicists Learn Better Probability and Statistics?
Convex Risk Exegesis
Yet More Political Data Analysis (or: "There you go, bringing class into it again")
Boreal Sloth
Decided and Divided Americas
How to Change the World
Friday Cat Blogging (It Always Pays to Read the Annals of Improbable Research Carefully Issue of Science Geek Edition)
Paradox! Stone-Cold Paradox! Get It Before It's Warm!
Booze, Sex, and Death (This Week at the Complex Systems Colloquium: Dying, Lost in the Crowd Blues Edition)
William Dembski and the Discovery Institute, Renewing Science and Culture by Re-Inventing the Wheel
Speaking Truth to Power About Weblogs, or, How Not to Draw a Straight Line
Monday Exam Blogging
One Roll of the Dice Will Never Abolish Warblogging
"Now Barabbas was a publisher"
More Assorted Reading
Learning Your Way Around Gödel's Theorem
Political Factors
Intermittent Finds in Complex Systems and Stuff, No. 1
The Art of Noise
Free!!!
On a Talk by Persi Diaconis
Small Worlds and Morbid Amusements
What's Right with That Picture?
Try It, and Let's See What Happens, or, Great Minds

Posted by crshalizi at January 01, 1933 12:00 | permanent link

Three-Toed Sloth

January 01, 1933

Enigmas of Chance