24 December 2018

🔭Data Science: Models (Just the Quotes)

"A model, like a novel, may resonate with nature, but it is not a ‘real’ thing. Like a novel, a model may be convincing - it may ‘ring true’ if it is consistent with our experience of the natural world. But just as we may wonder how much the characters in a novel are drawn from real life and how much is artifice, we might ask the same of a model: How much is based on observation and measurement of accessible phenomena, how much is convenience? Fundamentally, the reason for modeling is a lack of full access, either in time or space, to the phenomena of interest." (Kenneth Belitz, Science, Vol. 263, 1944)

"The principle of complementarity states that no single model is possible which could provide a precise and rational analysis of the connections between these phenomena [before and after measurement]. In such a case, we are not supposed, for example, to attempt to describe in detail how future phenomena arise out of past phenomena. Instead, we should simply accept without further analysis the fact that future phenomena do in fact somehow manage to be produced, in a way that is, however, necessarily beyond the possibility of a detailed description. The only aim of a mathematical theory is then to predict the statistical relations, if any, connecting the phenomena." (David Bohm, "A Suggested Interpretation of the Quantum Theory in Terms of ‘Hidden’ Variables", 1952)

"Consistency and completeness can also be characterized in terms of models: a theory T is consistent if and only if it has at least one model; it is complete if and only if every sentence of T which is satified in one model is also satisfied in any other model of T. Two theories T1 and T2 are said to be compatible if they have a common consistent extension; this is equivalent to saying that the union of T1 and T2 is consistent." (Alfred Tarski et al, "Undecidable Theories", 1953)

"The sciences do not try to explain, they hardly even try to interpret, they mainly make models. By a model is meant a mathematical construct which, with the addition of certain verbal interpretations, describes observed phenomena. The justification of such a mathematical construct is solely and precisely that it is expected to work" (John Von Neumann, "Method in the Physical Sciences", 1955)

"[…] no models are [true] = not even the Newtonian laws. When you construct a model you leave out all the details which you, with the knowledge at your disposal, consider inessential. […] Models should not be true, but it is important that they are applicable, and whether they are applicable for any given purpose must of course be investigated. This also means that a model is never accepted finally, only on trial." (Georg Rasch, "Probabilistic Models for Some Intelligence and Attainment Tests", 1960)

"[...] the null-hypothesis models [...] share a crippling flaw: in the real world the null hypothesis is almost never true, and it is usually nonsensical to perform an experiment with the sole aim of rejecting the null hypothesis." (Jum Nunnally, "The place of statistics in psychology", Educational and Psychological Measurement 20, 1960)

"If one technique of data analysis were to be exalted above all others for its ability to be revealing to the mind in connection with each of many different models, there is little doubt which one would be chosen. The simple graph has brought more information to the data analyst’s mind than any other device. It specializes in providing indications of unexpected phenomena." (John W Tukey, "The Future of Data Analysis", Annals of Mathematical Statistics Vol. 33 (1), 1962)

"A model is essentially a calculating engine designed to produce some output for a given input." (Richard C Lewontin, "Models, Mathematics and Metaphors", Synthese, Vol. 15, No. 2, 1963)

"The usefulness of the models in constructing a testable theory of the process is severely limited by the quickly increasing number of parameters which must be estimated in order to compare the predictions of the models with empirical results" (Anatol Rapoport, "Prisoner's Dilemma: A study in conflict and cooperation", 1965)

"The validation of a model is not that it is 'true' but that it generates good testable hypotheses relevant to important problems." (Richard Levins, "The Strategy of Model Building in Population Biology", 1966)

"Models are to be used, but not to be believed." (Henri Theil, "Principles of Econometrics", 1971)

"A theory has only the alternative of being right or wrong. A model has a third possibility: it may be right, but irrelevant." (Manfred Eigen, 1973)

"A model is an abstract description of the real world. It is a simple representation of more complex forms, processes and functions of physical phenomena and ideas." (Moshe F Rubinstein & Iris R Firstenberg, "Patterns of Problem Solving", 1975)

"A model is an attempt to represent some segment of reality and explain, in a simplified manner, the way the segment operates." (E Frank Harrison, "The managerial decision-making process", 1975)


"The value of a model lies in its substitutability for the real system for achieving an intended purpose." (David I Cleland & William R King, "Systems analysis and project management" , 1975)


"For the theory-practice iteration to work, the scientist must be, as it were, mentally ambidextrous; fascinated equally on the one hand by possible meanings, theories, and tentative models to be induced from data and the practical reality of the real world, and on the other with the factual implications deducible from tentative theories, models and hypotheses." (George E P Box, "Science and Statistics", Journal of the American Statistical Association 71, 1976)

"Mathematical models are more precise and less ambiguous than quantitative models and are therefore of greater value in obtaining specific answers to certain managerial questions." (Henry L Tosi & Stephen J Carrol, "Management", 1976)

"The aim of the model is of course not to reproduce reality in all its complexity. It is rather to capture in a vivid, often formal, way what is essential to understanding some aspect of its structure or behavior." (Joseph Weizenbaum, "Computer power and human reason: From judgment to calculation" , 1976)

"Models, of course, are never true, but fortunately it is only necessary that they be useful. For this it is usually needful only that they not be grossly wrong. I think rather simple modifications of our present models will prove adequate to take account of most realities of the outside world. The difficulties of computation which would have been a barrier in the past need not deter us now." (George E P Box, "Some Problems of Statistics and Everyday Life", Journal of the American Statistical Association, Vol. 74 (365), 1979)

"The purpose of models is not to fit the data but to sharpen the questions." (Samuel Karlin, 1983)

"The connection between a model and a theory is that a model satisfies a theory; that is, a model obeys those laws of behavior that a corresponding theory explicity states or which may be derived from it. [...] Computers make possible an entirely new relationship between theories and models. [...] A theory written in the form of a computer program is [...] both a theory and, when placed on a computer and run, a model to which the theory applies." (Joseph Weizenbaum, "Computer Power and Human Reason", 1984)

“There are those who try to generalize, synthesize, and build models, and there are those who believe nothing and constantly call for more data. The tension between these two groups is a healthy one; science develops mainly because of the model builders, yet they need the second group to keep them honest.” (Andrew Miall, “Principles of Sedimentary Basin Analysis”, 1984)

"Competent scientists do not believe their own models or theories, but rather treat them as convenient fictions. [...] The issue to a scientist is not whether a model is true, but rather whether there is another whose predictive power is enough better to justify movement from today’s fiction to a new one." (Steve Vardeman, "Comment", Journal of the American Statistical Association 82, 1987)

"Models are often used to decide issues in situations marked by uncertainty. However statistical differences from data depend on assumptions about the process which generated these data. If the assumptions do not hold, the inferences may not be reliable either. This limitation is often ignored by applied workers who fail to identify crucial assumptions or subject them to any kind of empirical testing. In such circumstances, using statistical procedures may only compound the uncertainty." (David A Greedman & William C Navidi, "Regression Models for Adjusting the 1980 Census", Statistical Science Vol. 1 (1), 1986)

"The fact that [the model] is an approximation does not necessarily detract from its usefulness because models are approximations. All models are wrong, but some are useful." (George Box, 1987)

"A theory is a good theory if it satisfies two requirements: it must accurately describe a large class of observations on the basis of a model that contains only a few arbitrary elements, and it must make definite predictions about the results of future observations." (Stephen Hawking, "A Brief History of Time: From Big Bang To Black Holes", 1988) 

"[…] no good model ever accounted for all the facts, since some data was bound to be misleading if not plain wrong. A theory that did fit all the data would have been ‘carpentered’ to do this and would thus be open to suspicion." (Francis H C Crick, "What Mad Pursuit: A Personal View of Scientific Discovery", 1988)

"A model is generally more believable if it can predict what will happen, rather than 'explain' something that has already occurred. […] Model building is not so much the safe and cozy codification of what we are confident about as it is a means of orderly speculation." (James R Thompson, "Empirical Model Building", 1989)

"Model is used as a theory. It becomes theory when the purpose of building a model is to understand the mechanisms involved in the developmental process. Hence as theory, model does not carve up or change the world, but it explains how change takes place and in what way or manner. This leads to build change in the structures." (Laxmi K Patnaik, "Model Building in Political Science", The Indian Journal of Political Science Vol. 50 (2), 1989)

"When evaluating a model, at least two broad standards are relevant. One is whether the model is consistent with the data. The other is whether the model is consistent with the ‘real world’." (Kenneth A Bollen, "Structural Equations with Latent Variables", 1989)

"Statistical models are sometimes misunderstood in epidemiology. Statistical models for data are never true. The question whether a model is true is irrelevant. A more appropriate question is whether we obtain the correct scientific conclusion if we pretend that the process under study behaves according to a particular statistical model." (Scott Zeger, "Statistical reasoning in epidemiology", American Journal of Epidemiology, 1991)

"No one has ever shown that he or she had a free lunch. Here, of course, 'free lunch' means 'usefulness of a model that is locally easy to make inferences from'. (John Tukey, "Issues relevant to an honest account of data-based inference, partially in the light of Laurie Davies’ paper", 1993)

"Model building is the art of selecting those aspects of a process that are relevant to the question being asked. As with any art, this selection is guided by taste, elegance, and metaphor; it is a matter of induction, rather than deduction. High science depends on this art." (John H Holland, "Hidden Order: How Adaptation Builds Complexity", 1995)

"So we pour in data from the past to fuel the decision-making mechanisms created by our models, be they linear or nonlinear. But therein lies the logician's trap: past data from real life constitute a sequence of events rather than a set of independent observations, which is what the laws of probability demand. [...] It is in those outliers and imperfections that the wildness lurks." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"A good model makes the right strategic simplifications. In fact, a really good model is one that generates a lot of understanding from focusing on a very small number of causal arrows." (Robert M Solow, "How Did Economics Get That Way and What Way Did It Get?", Daedalus, Vol. 126, No. 1, 1997)

"A model is a deliberately simplified representation of a much more complicated situation. […] The idea is to focus on one or two causal or conditioning factors, exclude everything else, and hope to understand how just these aspects of reality work and interact." (Robert M Solow, "How Did Economics Get That Way and What Way Did It Get?", Daedalus, Vol. 126, No. 1, 1997)

"We do not learn much from looking at a model - we learn more from building the model and manipulating it. Just as one needs to use or observe the use of a hammer in order to really understand its function, similarly, models have to be used before they will give up their secrets. In this sense, they have the quality of a technology - the power of the model only becomes apparent in the context of its use." (Margaret Morrison & Mary S Morgan, "Models as mediating instruments", 1999)

"Building statistical models is just like this. You take a real situation with real data, messy as this is, and build a model that works to explain the behavior of real data." (Martha Stocking, New York Times, 2000)

"As I left consulting to go back to the university, these were the perceptions I had about working with data to find answers to problems: (a) Focus on finding a good solution–that’s what consultants get paid for. (b) Live with the data before you plunge into modelling. (c) Search for a model that gives a good solution, either algorithmic or data. (d) Predictive accuracy on test sets is the criterion for how good the model is. (e) Computers are an indispensable partner." (
Leo Breiman, "Statistical Modeling: The Two Cultures", Statistical Science Vol. 16(3), 2001)

"The goals in statistics are to use data to predict and to get information about the underlying data mechanism. Nowhere is it written on a stone tablet what kind of model should be used to solve problems involving data. To make my position clear, I am not against models per se. In some situations they are the most appropriate way to solve the problem. But the emphasis needs to be on the problem and on the data. Unfortunately, our field has a vested interest in models, come hell or high water." (Leo Breiman, "Statistical Modeling: The Two Cultures, Statistical Science" Vol. 16(3), 2001) 

"The point of a model is to get useful information about the relation between the response and predictor variables. Interpretability is a way of getting information. But a model does not have to be simple to provide reliable information about the relation between predictor and response variables; neither does it have to be a data model. The goal is not interpretability, but accurate information." (Leo Breiman, "Statistical Modeling: The Two Cultures, Statistical Science" Vol. 16(3), 2001)

"A good way to evaluate a model is to look at a visual representation of it. After all, what is easier to understand - a table full of mathematical relationships or a graphic displaying a decision tree with all of its splits and branches?" (Seth Paul et al. "Preparing and Mining Data with Microsoft SQL Server 2000 and Analysis", 2002)

"Models can be viewed and used at three levels. The first is a model that fits the data. A test of goodness-of-fit operates at this level. This level is the least useful but is frequently the one at which statisticians and researchers stop. For example, a test of a linear model is judged good when a quadratic term is not significant. A second level of usefulness is that the model predicts future observations. Such a model has been called a forecast model. This level is often required in screening studies or studies predicting outcomes such as growth rate. A third level is that a model reveals unexpected features of the situation being described, a structural model, [...] However, it does not explain the data." (Gerald van Belle, "Statistical Rules of Thumb", 2002)

"Ockham's Razor in statistical analysis is used implicitly when models are embedded in richer models -for example, when testing the adequacy of a linear model by incorporating a quadratic term. If the coefficient of the quadratic term is not significant, it is dropped and the linear model is assumed to summarize the data adequately." (Gerald van Belle, "Statistical Rules of Thumb", 2002)

"A smaller model with fewer covariates has two advantages: it might give better predictions than a big model and it is more parsimonious (simpler). Generally, as you add more variables to a regression, the bias of the predictions decreases and the variance increases. Too few covariates yields high bias; this called underfitting. Too many covariates yields high variance; this called overfitting. Good predictions result from achieving a good balance between bias and variance. […] finding a good model involves trading of fit and complexity." (Larry A Wasserman, "All of Statistics: A concise course in statistical inference", 2004)

"[…] studying methods for parametric models is useful for two reasons. First, there are some cases where background knowledge suggests that a parametric model provides a reasonable approximation. […] Second, the inferential concepts for parametric models provide background for understanding certain nonparametric methods." (Larry A Wasserman, "All of Statistics: A concise course in statistical inference", 2004)

"I have often thought that outliers contain more information than the model." (Arnold Goodman,  [Joint Statistical Meetings] 2005)

"Sometimes the most important fit statistic you can get is ‘convergence not met’ - it can tell you something is wrong with your model." (Oliver Schabenberger, "Applied Statistics in Agriculture Conference", 2006)

"Effective models require a real world that has enough structure so that some of the details can be ignored. This implies the existence of solid and stable building blocks that encapsulate key parts of the real system’s behavior. Such building blocks provide enough separation from details to allow modeling to proceed."(John H. Miller & Scott E. Page, "Complex Adaptive Systems: An Introduction to Computational Models of Social Life", 2007)

"In science we try to explain reality by using models (theories). This is necessary because reality itself is too complex. So we need to come up with a model for that aspect of reality we want to understand – usually with the help of mathematics. Of course, these models or theories can only be simplifications of that part of reality we are looking at. A model can never be a perfect description of reality, and there can never be a part of reality perfectly mirroring a model." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"It is also inevitable for any model or theory to have an uncertainty (a difference between model and reality). Such uncertainties apply both to the numerical parameters of the model and to the inadequacy of the model as well. Because it is much harder to get a grip on these types of uncertainties, they are disregarded, usually." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"Outliers or flyers are those data points in a set that do not quite fit within the rest of the data, that agree with the model in use. The uncertainty of such an outlier is seemingly too small. The discrepancy between outliers and the model should be subject to thorough examination and should be given much thought. Isolated data points, i.e., data points that are at some distance from the bulk of the data are not outliers if their values are in agreement with the model in use." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"What should be the distribution of random effects in a mixed model? I think Gaussian is just fine, unless you are trying to write a journal paper." (Terry Therneau, "Speaking at useR", 2007)

"You might say that there’s no reason to bother with model checking since all models are false anyway. I do believe that all models are false, but for me the purpose of model checking is not to accept or reject a model, but to reveal aspects of the data that are not captured by the fitted model." (Andrew Gelman, "Some thoughts on the sociology of statistics", 2007)

"A model is a good model if it:1. Is elegant 2. Contains few arbitrary or adjustable elements 3. Agrees with and explains all existing observations 4. Makes detailed predictions about future observations that can disprove or falsify the model if they are not borne out." (Stephen Hawking & Leonard Mlodinow, "The Grand Design", 2010)

"In other words, the model is terrific in all ways other than the fact that it is totally useless. So why did we create it? In short, because we could: we have a data set, and a statistical package, and add the former to the latter, hit a few buttons and voila, we have another paper." (Andew J Vickers & Angel M Cronin, "Everything you always wanted to know about evaluating prediction models (but were too afraid to ask)", Urology 76(6), 2010)

"Darn right, graphs are not serious. Any untrained, unsophisticated, non-degree-holding civilian can display data. Relying on plots is like admitting you do not need a statistician. Show pictures of the numbers and let people make their own judgments? That can be no better than airing your statistical dirty laundry. People need guidance; they need to be shown what the data are supposed to say. Graphics cannot do that; models can." (William M Briggs, Comment, Journal of Computational and Graphical Statistics Vol. 20(1), 2011)

"In general, when building statistical models, we must not forget that the aim is to understand something about the real world. Or predict, choose an action, make a decision, summarize evidence, and so on, but always about the real world, not an abstract mathematical world: our models are not the reality - a point well made by George Box in his oft-cited remark that "all models are wrong, but some are useful". (David Hand, "Wonderful examples, but let's not close our eyes", Statistical Science 29, 2014)

"Things which ought to be expected can seem quite extraordinary if you’ve got the wrong model." (David Hand, "Significance", 2014)

"It is important to remember that predictive data analytics models built using machine learning techniques are tools that we can use to help make better decisions within an organization and are not an end in themselves. It is paramount that, when tasked with creating a predictive model, we fully understand the business problem that this model is being constructed to address and ensure that it does address it." (John D Kelleher et al, "Fundamentals of Machine Learning for Predictive Data Analytics: Algorithms, worked examples, and case studies", 2015)

"The crucial concept that brings all of this together is one that is perhaps as rich and suggestive as that of a paradigm: the concept of a model. Some models are concrete, others are abstract. Certain models are fairly rigid; others are left somewhat unspecified. Some models are fully integrated into larger theories; others, or so the story goes, have a life of their own. Models of experiment, models of data, models in simulations, archeological modeling, diagrammatic reasoning, abductive inferences; it is difficult to imagine an area of scientific investigation, or established strategies of research, in which models are not present in some form or another. However, models are ultimately understood, there is no doubt that they play key roles in multiple areas of the sciences, engineering, and mathematics, just as models are central to our understanding of the practices of these fields, their history and the plethora of philosophical, conceptual, logical, and cognitive issues they raise." (Otávio Bueno, [in" Springer Handbook of Model-Based Science", Ed. by Lorenzo Magnani & Tommaso Bertolotti, 2017])

"The different classes of models have a lot to learn from each other, but the goal of full integration has proven counterproductive. No model can be all things to all people." (Olivier Blanchard, "On the future of macroeconomic models", Oxford Review of Economic Policy Vol. 34 (1–2), 2018)

"Bad data makes bad models. Bad models instruct people to make ineffective or harmful interventions. Those bad interventions produce more bad data, which is fed into more bad models." (Cory Doctorow, "Machine Learning’s Crumbling Foundations", 2021)

"On a final note, we would like to stress the importance of design, which often does not receive the attention it deserves. Sometimes, the large number of modeling options for spatial analysis may raise the false impression that design does not matter, and that a sophisticated analysis takes care of everything. Nothing could be further from the truth." (Hans-Peter Piepho et al, "Two-dimensional P-spline smoothing for spatial analysis of plant breeding trials", “Biometrical Journal”, 2022)

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