Saturday, May 25, 2019

Theresa May needs a rest

I'm back from several wonderful days in Prague where the highlight was the new production of Love
for 3 Oranges -- part of the Prague Spring Music Festival.  Given yesterday's announcement by
Theresa May that she was stepping down as PM, I thought it would be appropriate to post a
cartoon, provided by Ivan Mizera, that sums up her regime very concisely in the proud tradition of Czech political humor.


Wednesday, August 23, 2017

Sacco and Vanzetti

Thanks to Christian Robert for observing on his estimable  x'og that today is the 90th
anniversary  of the execution  of Nicolas Sacco and Bartholomeo Vanzetti in Boston.   In remembrance
I suggest reading William Carlos Williams poem Impromptu: The Suckers which is shorter than his epic
Paterson  but very tuned to our times.  While I'm at it, I might as well also recommend Jim Jarmusch's film Paterson,
since it is really an homage to Williams.

Friday, August 4, 2017

Quantile Regression Introductory Overview at JSM 2017

Lan Wang (UMinn), Xuming He (UMich) and I gave an introductory overview lecture at the
2017 JSM meeting in Baltimore a couple of days ago.  Slides are available here.  A photo of
the three of us, and Annie Qu, who was chairing the session taken by Regina Liu appears below.



Tuesday, July 11, 2017

When shopping

Please replace all occurrences of the word organic with the word ergodic.

Friday, December 9, 2016

R Vinaigrettes

Knuth's call for a literate programming style has spawned a new genre of statistical exposition, the R vignette, and thereby raised the dreary task of documenting computer code to the level of a minor art form, like finger painting or tap dancing.  These vignettes are intended to reveal something of the authors contribution to the greater glory of data analysis, usually in the form of an R package.

This development has been enormously successful, and yet there is a general unease within the research community, a feeling that many of the almost 10,000 packages currently on CRAN have not received adequate  vetting, or vignetting.  In this spirit I would like to propose a new genre, the
R vinaigrette.  These would be brief communications that expose some feature, or bug, in the collective enterprise of statistical software.  As the name suggests there should be something piquant about a vinaigrette, some lemon juice to balance the oils, or mustard, or vinegar.  I would only insist that, like the vignette, the vinaigrette must be reproducible.  Ideally, they should also satisfy the Kolmogorov dictum  that every single discovery should fit in a four-page Doklady note, since "the human brain is not capable of creating anything more complicated at one time." 

An example is now available at http://www.econ.uiuc.edu/~roger/research/ebayes/Bdecon.pdf

Monday, November 28, 2016

Optimal Transport on the London Tube

I've been reading Alfred Galichon's terrific new monograph on optimal transportation, and was
inspired over the fall break to look into his example in Section 8.4 on routes for the Paris metro.
Data for the London Underground was more easily accessible, so I made a toy tube router function
for R that takes an origin and destination and computes an "optimal" path by minimizing the
cumulative distance between stops.  An example path is illustrated in the figure below with the
lines color coded, unfortunately my current data sources don't account for links that have multiple
lines, so the routes typically overstate the number of line changes.  (It would be nice to penalize
line changes with a fixed cost, but this would have extended the project beyond the fall break.)
Data and code is available here:http://www.econ.uiuc.edu/~roger/research/OT/tube.tar.gz
It is all very simple, just a linear program, but it makes you think about how one might scale it
up to the scheme used by Google Maps.



Wednesday, November 9, 2016

Over night I've become an orthodox Freudian:  the election pitted the American super-ego against its id, and the id won, decisively.  Neither economics, nor statistics, help to explain this cataclysm.