May 07, 2021
5 mins
Tag:
zombie
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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Apr 17, 2021
4 mins
Tag:
modeling
causal
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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Apr 12, 2021
2 mins
Tag:
modeling
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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Apr 07, 2021
3 mins
Tag:
zombie
teaching
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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Mar 03, 2021
3 mins
Tag:
modeling
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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Mar 01, 2021
1 min
Tag:
modeling
computing
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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Mar 01, 2021
3 mins
Tag:
zombie
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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Feb 23, 2021
2 mins
Tag:
modeling
Depends who you ask.
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Feb 23, 2021
5 mins
Tag:
causal
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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Feb 20, 2021
1 mins
Tag:
computation
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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Feb 19, 2021
7 mins
Tag:
modeling
causal
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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Dec 16, 2020
9 mins
Tag:
modeling
The likelihood principle is often phrase as an axiom in Bayesian statistics. My interpretation of the likelihood principle reads:
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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.
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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...
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Oct 21, 2020
1 mins
Tag:
modeling
This is wrong. Indeed it can be opposite.
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