## an der schöne blau Donau (#2)

Posted in pictures, Running, Travel with tags Danube, Donau, Donauinsel, heron, morning run on September 26, 2014 by xi'an## two, three, five, …, a million standard deviations!

Posted in Books, Statistics, University life with tags Bayesian modeling, five sigma, John Butterworth, likelihood ratio, Louis Lyons, p-values, PNAS, The Guardian, Valen Johnson on September 26, 2014 by xi'anI first spotted Peter Coles’ great post title “Frequentism: the art of probably answering the wrong question” (a very sensible piece by the way!, and mentioning a physicist’s view on the Jeffreys-Lindley paradox I had intended to comment) and from there the following site jumping occured:

“I confess that in my early in my career as a physicist I was rather cynical about sophisticated statistical tools, being of the opinion that “if any of this makes a difference, just get more data”. That is, if you do enough experiments, the confidence level will be so high that the exact statistical treatment you use to evaluate it is irrelevant.” John Butterworth, Sept. 15, 2014

**A**fter Val Johnson‘s suggestion to move the significant level from .05 down to .005, hence roughly from 2σ up to 3σ, John Butterworth, a physicist whose book Smashing Physics just came out, discusses in The Guardian the practice of using 5σ in Physics. It is actually induced by Louis Lyons’ arXival of a recent talk with the following points (discussed below):

- Should we insist on the 5 sigma criterion for discovery claims?
- The probability of A, given B, is not the same as the probability of B, given A.
- The meaning of p-values.
- What is Wilks Theorem and when does it not apply?
- How should we deal with the `Look Elsewhere Effect’?
- Dealing with systematics such as background parametrisation.
- Coverage: What is it and does my method have the correct coverage?
- The use of p0 versus p1 plots.

## interesting mis-quote

Posted in Books, pictures, Statistics, Travel, University life with tags Alan Turing, all models are wrong, artificial intelligence, George Box, misquote, Peter Norvig, statistical modelling, The End of Theory, Thomas Bayes on September 25, 2014 by xi'an**A**t a recent conference on Big Data, one speaker mentioned this quote from Peter Norvig, the director of research at Google:

“All models are wrong, and increasingly you can succeed without them.”

quote that I found rather shocking, esp. when considering the amount of modelling behind Google tools. And coming from someone citing Kernel Methods for Pattern Analysis by Shawe-Taylor and Christianini as one of his favourite books and Bayesian Data Analysis as another one… Or displaying Bayes [or his alleged portrait] and Turing in his book cover. So I went searching on the Web for more information about this surprising quote. And found the explanation, as given by Peter Norvig himself:

“To set the record straight: That’s a silly statement, I didn’t say it, and I disagree with it.”

Which means that weird quotes have a high probability of being misquotes. And used by others to (obviously) support their own agenda. In the current case, Chris Anderson and his End of Theory paradigm. Briefly and mildly discussed by Andrew a few years ago.

## Statistics second slides

Posted in Books, Kids, Statistics, University life with tags blood pressure, exponential families, logistic regression, statistical modelling, undergraduates, Université Paris Dauphine on September 24, 2014 by xi'an**T**his is the next chapter of my Statistics course, definitely more standard, with some notions on statistical models, limit theorems, and exponential families. In the first class, I recalled the convergence notions with no proof but counterexamples and spend some time on a slide not included here, borrowed from Chris Holmes’ talk last Friday on the linear relation between blood pressure and the log odds ratio of an heart condition. This was a great example, both to illustrate the power of increasing the number of observations and of using a logistic regression model. Students kept asking questions about it.