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# Posts

### March 11, 2014

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Path Thresholding: Asymptotically Tuning-Free High-Dimensional Sparse Regression by Divyanshu Vats, Richard BaraniukIn this paper, we address the challenging problem of selecting tuning parameters for high-dimensional sparse regression. We propose a simple and computationally efficient method, called path thresholding (PaTh), that transforms any tuning parameter-dependent sparse regression algorithm into an asymptotically tuning-free sparse regression algorithm. More specifically, we […]
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I’ve been doing a few games lately (can be seen here, here and here) and, while I think those are very good ways to become interested in some of the avenues of math research, I also have had a few people come to me with questions regarding help with their classes. So I decided to […]

### March 10, 2014

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In class today we took a look at games of incomplete information. Loosely this relates to any kind of game that involves the players not knowing 'everything'.Next week we'll be looking at stochastic/Markov games (C13 of my course) but this week we took a look at incomplete information in extensive form games (C12 of my course).We played the following game (a generalization of the matching pennies game that I've blogged about before):"Player 1 picks Heads or Tails, a coin is flipped and […]
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We’re going to be starting a Stan “model of the P” (for some time period P) column, so I thought I’d kick things off with one of my own. I’ve been following the Wingvoet blog, the author of which is identified only by the Blogger handle Wingfeet; a couple of days ago this lovely post […]The post Stan Model of the Week: PK Calculation of IV and Oral Dosing appeared first on Statistical Modeling, Causal Inference, and Social Science.
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Chris Chambers pointed me to a blog by someone called Neuroskeptic who suggested that I preregister my political science studies: So when Andrew Gelman (let’s say) is going to start using a new approach, he goes on Twitter, or on his blog, and posts a bare-bones summary of what he’s going to do. Then he […]The post Preregistration: what’s in it for you? appeared first on Statistical Modeling, Causal Inference, and Social Science.
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Here are two things you might have some trouble believing if you read the papers regularly and find yourself convinced we are in a housing recovery. First, there are still huge numbers of homeowners on the brink of, or just starting to enter, foreclosure. Second, many of the banks foreclosing on those properties do not […]
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Mon: Preregistration: what’s in it for you? Tues: What if I were to stop publishing in journals? Wed: Empirical implications of Empirical Implications of Theoretical Models Thurs: An Economist’s Guide to Visualizing Data Fri: The maximal information coefficient Sat: Problematic interpretations of confidence intervals Sun: The more you look, the more you findThe post On deck this week: Things people sent me appeared first on Statistical Modeling, Causal Inference, and Social Science.
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Tech titan Facebook’s recent acquisition of WhatsApp for the bargain basement price of \$19 billion in cash and stock (slightly less than the inflation adjusted cost of the Manhattan Project) generated a spate of news articles noting that both WhatsApp co-founders Brian Acton and Jan Koum had been turned down for jobs at Facebook. Notably, […] Possibly related articles: The Catch-22 STEM Job Market What do STEM employers want? STEM Shortages, Purple Squirrels, and Leprechauns
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On Wednesday I will be heading across to the ICMS in Edinburgh for the Maxwell Colloquium on topological fluid dynamics. The colloquium brings together some of the leading researchers in fluid dynamics, exploring the topological structure of fluid flows, and discussing the ‘blow-up’ in the incompressible three-dimensional Euler equation. More about the colloquium can be found here.
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Frederic Dembak, Franck Bardol and myself are happy to present this 9th edition of the Paris Machine Leanring Meetup this coming Wednesday where we should have four presentations and demos from Danny Bickson (GraphLab), Julien Darlay (LocalSolver), Laurent Revel ( Import.io ) and myself. Here are the abstracts:+ Large-scale Machine Learning with GraphLab, Danny Bickson, GraphLab (remote presentation) From social networks, to protein molecules and the web, graphs encode structure and […]
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Mike Davies sent me the following (other jobs opportunities can be found under the CSjobs tag)Dear AllWe are currently recruiting a Research Associate in compressed imaging for computerized tomography (CT) systems. Full details of the post can be found at:http://www.jobs.ac.uk/job/AIH901/research-associate-in-compressed-sensing-for-advanced-ct-imaging/If you know anyone who may be interested in this post please could you pass them this email.Many […]
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Laurent Jacques let me know of the opening of registration for ITWIST'14Dear all,Registration is now officially open for the:ITWIST'14: "international - Traveling Workshop on Interactions between Sparse models and Technology"August 27-29, 2014, Namur, Belgiumhttp://sites.google.com/site/itwist14The registration page is here: https://sites.google.com/site/itwist14/registrationRemark: registration will be closed for August 1st, or if the total number of 100 participants is reached before that […]
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This week we continue with Barry Cipra’s life story and delve more into his career, whilst see just how much luck you need to enjoy a career in science journalism.________________________________________________________________________________________________________How did you get your big break?Figure 1. Barry Cipra. Photo by Marlene KnocheI had links with Lynn Steen from when I was St Olaf’s college. He is a very good writer and was very active in maths education. Early on he discovered […]
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This is a pretty good argument for why there is resistance to completely open data:When people don’t want to release their data, they don’t care about the data itself. They care about the papers that could result from these data. I don’t care if people have numbers that I collect. What I care about is the notion that these numbers are scientifically useful, and that I wish to get scientific credit for the usefulness of these numbers. Once the data are public, there is scant credit for […]

### March 09, 2014

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In a recent preprint, Philip Wadler introduces intuitionistic logic using the comic opera The Gondoliers. In Gilbert and Sullivan’s The Gondoliers, Casilda is told that as an infant she was married to the heir of the King of Batavia, but…Read more ›
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Last week I had the pleasure of giving a talk at a workshop for the new Initiative for Mathematical Sciences and Engineering at UIUC.  It was a very interesting visit, especially given the similar perspective of the initiative to the Computing and Mathematical Sciences PhD program we are starting next year at Caltech.  I really […]
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In class last week my students and I started looking at evolutionary game theory (Chapters 11 and 12 of my class). One concept of evolutionary game theory that is important to understand is that in a sense the barrier between strategies and players becomes a bit fuzzy.To try and illustrate this in class I brought in 2 packs of cards. I actually ended up only using the cards as binary markers (whether or not they were facing 'UP' or 'DOWN'). I then proceeded to describe the following:"If an […]
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In the past I’ve categorized Hipmunk as a really cool flight-finder that doesn’t actually work, as worse than Expedia, and as graphics without content. So, I thought it would be only fair to tell you that I bought a flight the other day using Hipmunk and it gave me the same flight as Expedia but […]The post Hipmunk worked appeared first on Statistical Modeling, Causal Inference, and Social Science.
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I don’t know when people exactly started using the awesome platform that is IPython to write full-fledged books, but this is one of those that you don’t want to miss. It’s basically a tutorial on Bayesian methods, using the PyMC package to explain several things like, What is probabilistic programming? How does Bayesian inference work? Why […]
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Alexi Onatski has a fine recent paper, "Asymptotic Analysis of the Squared Estimation Error in Misspecified Factor Models." There's also an Appendix.Four interesting cases have emerged in the literature, corresponding to two types of data-generating process (exact factor structure -- diagonal idiosyncratic covariance matrix vs. approximate factor structure -- non-diagonal idiosyncratic covariance matrix) and two modes of asymptotic analysis (strong factor structure vs. weak -- see […]
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I received the following email: Dear Colleague, Recently we informed you about SciRev, our new website where researchers can share their experiences with the peer review process and select an efficient journal for submitting their work. Since our start, we already received over 500 reviews and many positive reactions, which reveal a great need for […]The post Reviewing the peer review process? appeared first on Statistical Modeling, Causal Inference, and Social Science.
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Today I've been playing with the induced subgraphs of the Clebsch graph. Several other interesting and well-known graphs can be obtained from it by deleting a small number of vertices and forming the induced subgraph of the remaining vertices. To begin with, one simple construction of the Clebsch graph is to take all length-four binary strings as vertices, and to make two strings neighbors when they differ either by a single bit or by all four bits. So it has sixteen vertices and 40 edges, and […]

### March 08, 2014

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This post is devoted to some probabilistic aspects of uniform integrability, a basic concept that I like very much. Let $${\Phi}$$ be the class of non-decreasing functions $${\varphi:\mathbb{R}_+\rightarrow\mathbb{R}_+}$$ such that $\lim_{x\rightarrow+\infty}\frac{\varphi(x)}{x}=+\infty.$ This class contains for instance the convex functions $${x\mapsto x^p}$$ with $${p>1}$$ and \( […]
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I was going to post yet one more discussion of our discussion of the discussion of the discussion of some paper that I don’t really care about, but then I was like, aaaahh, what’s the point? So instead here’s a pointer to the first paper I ever published. It’s the very last one on this […]The post Disagreeing to disagree appeared first on Statistical Modeling, Causal Inference, and Social Science.
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I was reading an article on autism and the article mentioned that autism is much more prevalent in boys than girls. This article states that The Centers for Disease Control and Prevention has stated that about 1 out of every … Continue reading →
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Aunt Pythia missed you very much last week and is ever so grateful to return today. And although she usually takes on four questions from readers, today she feels like switching it up and taking on three but making them extra delicious. She hopes you agree that this was the correct choice. Plus she’s running […]
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Scikit-Learn   The Sun     Flexible Muscle-Based Locomotion for Bipedal Creatures  InMoov Open source 3D printed robot    InMoov using script: full.py MRL Join the CompressiveSensing subreddit or the Google+ Community and post there ! Liked this entry ? subscribe to Nuit Blanche's feed, there's more where that came from. You can also subscribe to Nuit Blanche by Email, explore the Big Picture in Compressive Sensing or the […]

### March 07, 2014

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It's been a while. First set of midterms written, given, and graded. Spring may (?) be coming to Minnesota. Ski trips taken. Spring break coming. I've been working on this nitrate run-off project for a while. Learning about the problem … Continue reading →
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So, you never went to university…or you assiduously avoided all maths whilst at university…or you started but were frightened away by the epsilons and deltas…. But you know the calculus is one of the pinnacles of human thought, and it would be nice to know just a bit of what they’re talking about…… There are some good intro-to-calculus videos floating around online. I think I can explain differentiation and integration—the two famous operations of calculus—even more […]
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Last November I wrote to the Department of Education to make a FOIL request for the source code for the teacher value-added model (VAM). Motivation To explain why I’d want something like this, I think the VAM model sucks and I’d like to explore the actual source code directly. The white paper I got my […]