Mystery Multivariate Data (Advanced Data Analysis from an Elementary Point of...
The second exam; In which we attempt to discover structure in ten-dimensional data of unknown origin. Assignment; sample data set. Solutions, R for solutions. Advanced Data Analysis from an Elementary...
View ArticleGraphical Causal Models (Advanced Data Analysis from an Elementary Point of...
Statistical dependence, counterfactuals, causation. Probabilistic prediction (selecting a sub-ensemble) vs. causal prediction (generating a new ensemble). Graphical causal models, structural equation...
View ArticleEstimating Causal Effects (Advanced Data Analysis from an Elementary Point of...
Reprise of causal effects vs. probabilistic conditioning. "Why think, when you can do the experiment?" Experimentation by controlling everything (Galileo) and by randomizing (Fisher). Confounding and...
View ArticleDiscovering Causal Structure (Advanced Data Analysis from an Elementary Point...
How do we get our causal graph? Comparing rival DAGs by testing selected conditional independence relations (or dependencies). The crucial difference between common causes and common effects....
View Article"Optimal Nonparametric Prediction and Automated Pattern Recognition in...
My student Georg M. Goerg, who I co-advise with Larry Wasserman, has just defended his thesis proposal: "Optimal Nonparametric Prediction and Automated Pattern Recognition in Dynamical Space-Time...
View ArticleEvery Living Thing, Pushed into the Ring
DeLong asks for the best response to "My City Was Gone", itself a response to "Mountains beyond Mountains". Since the content of the game has clearly moved from "sprawl" to "one-upmanship", I claim...
View ArticleFriday Educational Nightmares Blogging
Like many people, when I was a student, I used to have nightmares where I found I had to take a final exam in a class I did not remember being in. (One particularly vivid one also involved discovering...
View ArticleBooks to Read While the Algae Grow in Your Fur, April 2011
Attention conservation notice: I have no taste. Agha Shahid Ali, A Nostalgist's Map of America Via Jon Wilkins. Tamim Ansary, Destiny Disrupted: A History of the World through Islamic Eyes An accurate,...
View ArticleClik here to view.
Lyric Poetry in Pluto's Republic
Attention conservation notice: 3200 words on a silly academic paper about popular music and narcissism. Contains complaints about bad data analysis, firm statements about writing poetry from someone...
View ArticleSilence = Content (Again, Hopefully)
Why I am so unresponsive lately: Deadline for the NIPS 2011 conference 7:59 pm Pittsburgh time, Thursday 2 June. Number of papers I am trying to submit with students and other collaborators Somewhere...
View ArticleA Scientific Prediction, Uninfluenced by Sentiment or Wishful Thinking
Within a year, Kanazawa will have a fellowship at the American Enterprise Institute (where he'll fit right in); he will not have learned anything about factor models, or data analysis, or indeed...
View ArticleCorrection: How to Make More Returns on REITs
I want to thank Geoffrey Ching for spotting an error in my post How to Make More Returns on REITs. He even came up with what I did wrong; my signal was off by one month, producing returns way too...
View ArticleClik here to view.
Topple the King
In Chess, it is good etiquette to topple your king when the position is hopeless. Why prolong the agony?read more...
View ArticleRT @QFINANCEnews: A week in the world of business and finance (June 13 - 17...
moneyscience: RT @QFINANCEnews: A week in the world of business and finance (June 13 - 17 2011) http://bit.ly/l79A7w
View ArticleMoneyScience Daily is out! http://bit.ly/hWX9Ak ⸠Top stories...
moneyscience: MoneyScience Daily is out! http://bit.ly/hWX9Ak ⸠Top stories today via @johnallenpaulos @zimmro
View ArticleRT @AbnormalReturns: Saturday links: mere familiarity http://bit.ly/mt3jPr
moneyscience: RT @AbnormalReturns: Saturday links: mere familiarity http://bit.ly/mt3jPr
View ArticleMoneyScience Daily is out! http://bit.ly/hWX9Ak ⸠Top stories...
moneyscience: MoneyScience Daily is out! http://bit.ly/hWX9Ak ⸠Top stories today via @jaltucher @freakonometrics @ritholtz
View ArticleRT @AbnormalReturns: Sunday links: mitigated risks http://bit.ly/mmIdNF
moneyscience: RT @AbnormalReturns: Sunday links: mitigated risks http://bit.ly/mmIdNF
View ArticleMoneyScience Daily is out! http://bit.ly/ehGclE ⸠Top stories...
moneyscience: MoneyScience Daily is out! http://bit.ly/ehGclE ⸠Top stories today via @britishbankers @smbcapital @chaosnet3
View Article