Blog Archives

What’s Warren Buffett’s $1 Billion Basketball Bet Worth?

January 22, 2014
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What’s Warren Buffett’s $1 Billion Basketball Bet Worth?

A friend of mine just alerted me to a story on NPR describing a prize on offer from Warren Buffett and Quicken Loans. The prize is a billion dollars (1B USD) for correctly predicting all 63 games in the men’s Division I college basketball tournament this March. The facebook page announcing the contest puts the odds at 1:9,223,372,036,854,775,808,

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Simudidactic

November 21, 2013
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(This article was first published on bayesianbiologist » Rstats, and kindly contributed to R-bloggers) auto·di·dact n. A self-taught person. From Greek autodidaktos, self-taught : auto-, auto- + didaktos, taught; + sim·u·late v. To create a representation or model of (a physical system or particular situation, for example). From Latin simulre, simult-, from similis, like; = (If you can get past the mixing of Latin and Greek roots) sim·u·di·dactic adj. To learn by...

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Montreal R User Group – Dr. Ramnath Vaidyanathan on his rCharts package

October 27, 2013
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Montreal R User Group –  Dr. Ramnath Vaidyanathan on his rCharts package

Monday, October 28, 2013. 6:00pm at Notman House 51 Sherbrooke W., Montreal, QC. We are very pleased to welcome back Dr. Ramnath Vaidyanathan for a talk on interactive documents as it relates to his excellent rCharts package. Bringing a laptop to follow along is highly encouraged. I would recommend installing rCharts prior to the workshop. library(devtools) pkgs

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Follow up to Johnson et al Post

October 20, 2013
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Follow up to Johnson et al Post

Last week I posted a comment on a paper by Neil Johnson and colleagues that I now regret. The comment amounted to a bit of statistical pedantry on my part regarding some of the wording in the paper. It was my wording in this post, and specifically the title, which would have benefited from some

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Calculating AUC the hard way

October 10, 2013
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Calculating AUC the hard way

The Area Under the Receiver Operator Curve is a commonly used metric of model performance in machine learning and many other binary classification/prediction problems. The idea is to generate a threshold independent measure of how well a model is able to distinguish between two possible outcomes. Threshold independent here just means that for any model

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Time-series forecasting: Bike Accidents

August 20, 2013
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Time-series forecasting: Bike Accidents

About a year ago I posted this video visualization of all the reported accidents involving bicycles in Montreal between 2006 and 2010. In the process I also calculated and plotted the accident rate using a monthly moving average. The results followed a pattern that was for the most part to be expected. The rate shoots up

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From Whale Calls to Dark Matter: Competitive Data Science with R and Python

July 12, 2013
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From Whale Calls to Dark Matter: Competitive Data Science with R and Python

Back in June I gave a fun talk at Montreal Python on some of my dabbling in the competitive data science scene. The good people at Savior-fair Linux recorded the talk and have edited it all together into a pretty slick video. If you can spare twenty-minutes or so, have a look. If you want

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How likely is the NSA PRISM program to catch a terrorist?

June 6, 2013
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How likely is the NSA PRISM program to catch a terrorist?

Recent revelations about PRISM, the NSA’s massive program of surveillance of civilian communications have caused quite a stir. And rightfully so, as it appears that the agency has been granted warrantless direct access to just about any form of digital communication engaged in by American citizens, and that their access to such data has been

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What is probabilistic truth? Part 2 – Everything is conditional

May 24, 2013
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What is probabilistic truth? Part 2 – Everything is conditional

Read Part 1 When making a statement of the form “1/2 is the correct probability that this coin will land tails”, there are a few things which are left unsaid, but which are typically implied. The statement is one about the probability of an unknown event occurring, and it would seem reasonable to write this

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What is probabilistic truth?

May 18, 2013
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What is probabilistic truth?

I am currently working on a validation metric for binary prediction models. That is, models which make predictions about outcomes that can take on either of two possible states (eg Dead/not dead, heads/tails, cat in picture/no cat in picture, etc.) The most commonly used metric for this class of models is AUC, which assesses the

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