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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Posted on Categories Opinion, RantsTags , 2 Comments on Microsoft Store Again

Microsoft Store Again

Microsoft is once again going to try its hand at retail stores (for example see the following CNET article). From my experience I think this is going to be horrible. But it does not have to be- Microsoft (if it had the will) could produce a great store that is profitable and improves the world. Here is my quick history and wish list.

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Posted on Categories Finance, Opinion, RantsTags , 1 Comment on Thievery considered harmful

Thievery considered harmful

A bit of a tempest in finance news involving accusations of sensitive code stolen from a major trading desk. For emerging details see:

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Posted on Categories Administrativia, Opinion, Public Service ArticleTags , 3 Comments on Public Service Article: Back Up

Public Service Article: Back Up

This is a public service article encouraging all of us to back up our data (which more and more is our lives). I sketch some methods and resources for doing this.

As more of our life becomes digital (work, finances, passwords, pictures, contacts,dairies,videos and email) we must be more diligent in backing up our data. If your hard drive fails at work you might lose some spreadsheets (and you might not lose anything if your IT department is on their toes) if you computer fails at home you lose your wedding album. Your hard disk will fail and try to take all of your data (life) with it- it is a matter of when not a matter of if. You want this to be an inconvenience, not a disaster. Become expert at backing up and take the time to help others.
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