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...
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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)...
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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...
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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...
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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.
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Double Slit Experiment and Bayes

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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Uncertainty of a Brownian Bridge

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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