Monte Carlo estimate of quantile

Nov 24, 2020       4 mins     Tag: computation
This comes a lot in Monte Carlo computation: we are only given finite draws but we want to compute extreme quantiles.
Read More

Book review "Discrete Distribution"

Nov 21, 2020       2 mins     Tag: book
Today I was reading the book “Discrete Distribution” by Johnson and Kotz. I did not realize it has a newer version until I started this blog post—-the edition I read was published in 1969 by...
Read More

Why Bayesian models could have better predictions.

Sep 28, 2020       2 mins     Tag: modeling
In a predictive paradigm, no one really cares about how I obtain the estimation or the prediction. It can come from some MLE, MAP of risk minimization, or some Bayes procedure. Also, when we talk...
Read More

Gaussian process regressions having opinions or speculation.

May 19, 2020       3 mins     Tag: zombie modeling
I occasionally read Howard Marks’s memo, and in my recent infrequent visit, I have constantly encountered him citing Marc Lipsitch, Professor of Epidemiology at Harvard, that (in Lipsitch’s covid research and in Marks’s money making)...
Read More

Back to January 18 when there were 60 cases globally

May 03, 2020       3 mins     Tag: decision-theory
On January 18 2020, the pre-pandemic era, when the stock market in both US and China was still busy celebrating their phase-one trade deal, I saw this news in the China section of BBC which...
Read More

Do men cite themselves more than women?

Apr 12, 2020       1 mins     Tag: modeling zombie
Today I was looking into my citation profile. And when I checked self-citation, I noticed a Nature article that baldly claimed “Men cite themselves more than women do…The apparent trend has been on the rise...
Read More

If we only see the pledged delegates, who wins Iowa?

Feb 14, 2020       3 mins     Tag: politics
Let’s recall the eight-school example– the posterior distribution of the school effect is essentially indistinguishable from 0, which by and large says there is little school-specific effect.
Read More