Oct 21, 2020
1 mins
Tag:
modeling
This is wrong. Indeed it can be opposite.
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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...
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Sep 16, 2020
3 mins
Tag:
modeling
in general B-spline is sensitive to the boundary knots, while the unknown support of latent variable models amplifies such sensitivity.
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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)...
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May 06, 2020
15 mins
Tag:
tutorial
I took this seminar class on Large Deviation Principle (LDP) by Sumit. I summarize some following results that I personally think most relevant (to what I am doing now). Most results are from the book...
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May 03, 2020
1 mins
Tag:
modeling
M asked me a question which essentially looks like this: In a mediation model a and b are regression coefficient through the mediation path, and the final quantity of interest is therefore the product $ab$....
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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...
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Apr 17, 2020
6 mins
Tag:
zombie
On the brighter side, Ronald Reagan was 21 and looking for work in 1932, one of the worst years of the Great Depression, who later said "To be young in my generation was to feel that your future had been mortgaged out from under you, and that's a tragic mistake...
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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...
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Mar 29, 2020
3 mins
Tag:
decision theory
So I have stayed in my room for more than three weeks, and by stay in the room I mean strictly staying in the room without even touching the knob of the outdoor once –...
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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.
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Nov 29, 2019
2 mins
Tag:
modeling
A good Cauchy
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Nov 14, 2019
9 mins
Tag:
modeling
Probably not. "Just accept that it's really hard to know"--Jerome Powell.
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Nov 12, 2019
16 mins
Tag:
modeling
Is there anything we (statisticians) can still learn from Quantum Physics under a classic probability framework?
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Oct 30, 2019
1 mins
Tag:
zombie
As a Bayesian statistician, I almost love the use of the word “uncertainty” as if that manifests my expertise in inference–until recently someone talks to me that they will stop talking to me as there...
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