GAMs and GPs: Flexibility and Calibration
probability
generalised additive models
gaussian processes
Flexible Spline models risk overfit and need to be carefully calibrated against real data.
Differences in Differences
card-kreuger
causal-inference
diff-in-diff
There is a voluminous literature about how to measure causal impact using the differences-in-differences technique. It includes multiple…
Bayesian Estimation and the Histogram Approximation
probability
experiments
bayesian-AB-tests
histogram-trick
Imagine you’re pretty confident of your recent bet. All the other gamblers at the table have taken the other side of the bet. Just for fun, assume all other gamblers in the…
Psi, Replication and Bayesian Evidence
replication_crisis
bayesian
hypothesis_tests
Daryl Bem did not literally explode peoples brains, but his proofs of the possibility shook psychology to the core. In a short and precise paper Feeling the Future Bem set out to show that there was good evidence for the existence of human pre-cognition. Paradoxical as it sounds he succeeded. His research coincided with the burgeoning…
Gaussian Processes and Inferred Networks
This post describes the idea of spatial correlation outlined using a gaussian process model
probability
information
optimisation
spatial correlation
gaussian_process
Of the varied ways in which you add to the world, you might imagine a modest influence over your social network. Of all those connections their cumulative impact is likely…
Bayesian Decisions & Model Comparison
model_evaluation
likelihood_ratio_tests
loss_ratios
Most days we face an infinite horizon of future decisions without being overwhelmed. A sequence of such decisions can compound, or reduce that certainty. But we tend to…
Factor Analysis and Construct Validity in Psychology
construct_validity
significance_tests
factor analysis
replicability
In a prescient paper in the 1970s Paul Meehl wrote about the lack of cumulative success in the psychologocial sciences, and how this should be attributed to poor methodology…
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