Posted on Categories Rants, StatisticsTags , , 3 Comments on CRU graph yet again (with R)

CRU graph yet again (with R)

IowaHawk has a excellent article attempting to reproduce the infamous CRU climate graph using OpenOffice: Fables of the Reconstruction. We thought we would show how to produced similarly bad results using R.
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Posted on Categories Coding, Statistics, TutorialsTags , 4 Comments on R examine objects tutorial

R examine objects tutorial

This article is quick concrete example of how to use the techniques from Survive R to lower the steepness of The R Project for Statistical Computing‘s learning curve (so an apology to all readers who are not interested in R). What follows is for people who already use R and want to achieve more control of the software. Continue reading R examine objects tutorial

Posted on Categories Computer Science, Exciting Techniques, Expository Writing, MathematicsTags , , , , ,

The Local to Global Principle

We describe the “the local to global principle.” It is a principle used to break algorithmic problem solving into two distinct phases (local criticism followed by global solution) and is an aid both in the design and in the application of algorithms. Instead of giving a formal definition of the principle we quickly define it and discuss a few examples and methods. We have produced both a stand-alone PDF (more legible) and a HTML/blog form (more skimable).
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Posted on Categories Administrativia, Expository Writing, MathematicsTags , , , , 2 Comments on Google AdSense Channels IDs and the Cramer Rao Inequality

Google AdSense Channels IDs and the Cramer Rao Inequality

“Comparing Apples and Oranges: Two Examples of the Limits of Statistical Inference, With an Application to Google Advertising Markets” is our analysis of Google AdSense Channel IDs and our use of the Cramer Rao bound to show that these IDs fundamentally limit what participants in the Google online advertising market can measure (and therefore in turn limit what these players can do).
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Posted on Categories Expository Writing, Quantitative Finance, StatisticsTags , , , , 2 Comments on What is the gambler’s equivalent of Amdahl’s Law?

What is the gambler’s equivalent of Amdahl’s Law?

While executing some statistical detective work for a client we had a major “aha!” moment and realized something like “Amdahl’s Law” rephrased in terms of probability would solve everything. We finished our work using direct methods and moved on. But it is an interesting question: what is the probabilist’s (or gambler’s) equivalent of Amdahl’s Law? Continue reading What is the gambler’s equivalent of Amdahl’s Law?

Posted on Categories Pragmatic Machine Learning, StatisticsTags 22 Comments on Survive R

Survive R

New PDF slides version (presented at the Bay Area R Users Meetup October 13, 2009).

We at Win-Vector LLC appear to like R a bit more than some of our, perhaps wiser, colleagues ( see: Choose your weapon: Matlab, R or something else? and R and data ). While we do like R (see: Exciting Technique #1: The “R” language ) we also understand the need to defend oneself against the abuse regularly dished out by R. Here we will quickly share a few fighting techniques.
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Posted on Categories Finance, Mathematics, Quantitative FinanceTags , , , , 4 Comments on A Discrete Model Gauging Market Efficiency

A Discrete Model Gauging Market Efficiency

New paper: A Discrete Model Gauging Market Efficiency PDF

We highly recommend reading the PDF version, but please find below a HTML translation of the paper.

We follow up on some interesting work from the literature and explore some conditions that allow large predatory traders to dominate markets.

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Posted on Categories Applications, Expository Writing, Mathematics, Pragmatic Data Science, Pragmatic Machine Learning, StatisticsTags , , , , 2 Comments on A Demonstration of Data Mining

A Demonstration of Data Mining

REPOST (now in HTML in addition to the original PDF).

This paper demonstrates and explains some of the basic techniques used in data mining. It also serves as an example of some of the kinds of analyses and projects Win Vector LLC engages in. Continue reading A Demonstration of Data Mining

Posted on Categories Computer Science, Expository Writing, OpinionTags , , , 3 Comments on On The Hysteria Over “The Cloud”

On The Hysteria Over “The Cloud”

On The Hysteria Over “The Cloud”


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The frenzy of anticipation and opinion about “The Cloud” is so intense and so pointless it becomes “parody proof.”
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Posted on Categories Opinion, RantsTags , , 4 Comments on Should your mom use Google search?

Should your mom use Google search?

Today’s question is: “should your mom use Google search?” It it is a good thing that Google has directly told us that their motto is “don’t be evil,” as their systems are subtle and difficult to evaluate.

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