I passed my defense today
May 07, 2021
I passed my thesis defense today. The capability of passing the defense per se appeared less exciting than I had imagined, in part because everyone passes the dissertation defense anyway. It is like the p-value...
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Bipartisan vaccination?
Apr 17, 2021
I read a NYT graph article entitled Least Vaccinated U.S. Counties Have Something in Common: Trump Voters. Apart from beautiful visualizations, their graph comparison seems persuading to draw two conclusions:
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Note on "model diversity"
Apr 12, 2021
In my previous blog post on hierarchical stacking, reader “Chaos” pointed to me Gavin Brown’s Ph.D. thesis on Negative Correlation (NC) Learning which had a good characterization of the importance of diversity to stacking or...
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I failed an interview for being Bayesian
Apr 07, 2021
I get an interview feedback from a company. I initially thought my interviews went well but it turned out that the company had a different opinion. Generally, it would be silly for me to post...
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Two approaches for online updates in the election forecast
Mar 03, 2021
The term online update here is referred to updating a statistical model after certain modeled outcome is observed. A concrete example is in election forecast: the state election result comes in sequence, and that is...
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Four open questions on ensemble methods
Mar 01, 2021
In a recent paper I wrote, I discussed a few open questions on ensemble methods: Both BMA and stacking are restricted to a linear mixture form, would it be beneficial to consider other aggregation forms...
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Career development
Mar 01, 2021
Recently I have gone through a few industry job applications. Here is a few examples that manifest how amusing this procedure can become
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What is the optimal design of regression covariates?
Feb 23, 2021
Depends who you ask.
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A Bayesian reflection of "Invariance, Causality and Robustness"
Feb 23, 2021
I was reading Peter Bühlmann’s statistical science article “Invariance, Causality and Robustness”. To be fair, he gave a short course in 2020 here in Columbia, but after reading this paper I guess I did not...
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Best point mass approximation
Feb 20, 2021
It comes a lot that we often summarize a continuous distribution (often, posterior distribution of parameter estimation or of predictions) by a point mass (or a sharpe spike) for (1) computation or memory cost, (2)...
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Measuring extrapolation
Feb 19, 2021
Cramér–Rao lower bound I will not call myself a theoretic statistician but sometimes I still find mathematical statistics amusing especially when they have practical implications. To start this blog post, I will go from Cramér–Rao...
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The likelihood principle in model check and model evaluation
Dec 16, 2020
The likelihood principle is often phrase as an axiom in Bayesian statistics. My interpretation of the likelihood principle reads:
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Monte Carlo estimate of quantile
Nov 24, 2020
This comes a lot in Monte Carlo computation: we are only given finite draws but we want to compute extreme quantiles.
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Book review "Discrete Distribution"
Nov 21, 2020
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...
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