# 911 search results for "latex"

## Voting Twice in France

February 19, 2014
By
$P_i\sim\mathcal{B}(N_i,p_i)$

On the Monkey Cage blog, Baptiste Coulmont (a.k.a. @coulmont) recently uploaded a post entitled “You can vote twice ! The many political appeals of proxy votes in France“, coauthored with Joël Gombin (a.k.a. @joelgombin), and myself. The study was initially written in French as mentioned in a previous post. Baptiste posted additional information on his blog (http://coulmont.com/blog/…) and I also wanted to post some lines of code,...

## Global energy forecasting competitions

February 19, 2014
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The 2012 GEFcom competition was a great success with several new innovative forecasting methods introduced. These have been published in the IJF as follows: Hong, Pinson and Fan. Global Energy Forecasting Competition 2012 Charleton and Singleton. A refined parametric model for short term load forecasting Lloyd. GEFCom2012 hierarchical load forecasting: Gradient boosting machines and Gaussian processes Nedelec, Cugliari and Goude: GEFCom2012: Electric...

## Bivariate Densities with N(0,1) Margins

February 18, 2014
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$\mathcal{N}(0,1)$

This Monday, in the ACT8595 course, we came back on elliptical distributions and conditional independence (here is an old post on de Finetti’s theorem, and the extension to Hewitt-Savage’s). I have shown simulations, to illustrate those two concepts of dependent variables, but I wanted to spend some time to visualize densities. More specifically what could be the joint density...

## Reproducible research, training wheels, and knitr

February 15, 2014
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$Reproducible research, training wheels, and knitr$

Last week I gave a short talk at CMU’s statistical computing seminar, Stat Bytes. I summarized why reproducible research (RR) and literate programming are worthwhile, not just for serious research but also for homework reports or statistical blog posts. I … Continue reading →

## How to estimate the total cost of healthcare and why metal levels are useless

February 15, 2014
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This is part 2/3 in my series on healthcare costs. The analysis is driven by my own needs as an …Continue reading »

## Unit Root Tests

February 12, 2014
By
$(Y_t)$

This week, in the MAT8181 Time Series course, we’ve discussed unit root tests. According to Wold’s theorem, if is  (weakly) stationnary then where is the innovation process, and where  is some deterministic series (just to get a result as general as possible). Observe that as discussed in a previous post. To go one step further, there is also the...

## Spatial autocorrelation of errors in JAGS

February 10, 2014
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In the core of kriging, Generalized-Least Squares (GLS) and geostatistics lies the multivariate normal (MVN) distribution – a generalization of normal distribution to two or more dimensions, with the option of having non-independent variances (i.e. autocorrelation). In this post I will show: (i) how to use exponential decay and the … Continue reading →

## Another skewed normal distribution

February 8, 2014
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$Another skewed normal distribution$

At the CLRS last year, Glenn Meyers talked about something very near to my heart: a skewed normal distribution. In loss reserving (and I'm sure, many other contexts) standard linear regression is less than ideal as it presumes that deviations from the mean are equally distributed. We rarely expect this assumption to hold (though we

## Detecting seasonality

February 7, 2014
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I occasionally get email asking how to detect whether seasonality is present in a data set. Sometimes the period of the potential seasonality is known, but in other cases it is not. I’ve discussed before how to estimate an unknown seasonal period, and how to measure the strength of the seasonality. In this post, I want to look at...