23 December 2018

🔭Data Science: Machine Learning (Just the Quotes)

"[…] an obvious difference between our best classifiers and human learning is the number of examples required in tasks such as object detection. […] the difficulty of a learning task depends on the size of the required hypothesis space. This complexity determines in turn how many training examples are needed to achieve a given level of generalization error. Thus the complexity of the hypothesis space sets the speed limit and the sample complexity for learning." (Tomaso Poggio & Steve Smale, "The Mathematics of Learning: Dealing with Data", Notices of the AMS, 2003)

"[…] learning techniques are similar to fitting a multivariate function to a certain number of measurement data. The key point, as we just mentioned, is that the fitting should be predictive in the same way that fitting experimental data from an experiment in physics can in principle uncover the underlying physical law, which is then used in a predictive way. In this sense, learning is also a principled method for distilling predictive and therefore scientific 'theories' from the data." (Tomaso Poggio & Steve Smale, "The Mathematics of Learning: Dealing with Data", Notices of the AMS, 2003)

"Much of machine learning is concerned with devising different models, and different algorithms to fit them. We can use methods such as cross validation to empirically choose the best method for our particular problem. However, there is no universally best model - this is sometimes called the no free lunch theorem. The reason for this is that a set of assumptions that works well in one domain may work poorly in another." (Kevin P Murphy, "Machine Learning: A Probabilistic Perspective", 2012)

"We have let ourselves become enchanted by big data only because we exoticize technology. We’re impressed with small feats accomplished by computers alone, but we ignore big achievements from complementarity because the human contribution makes them less uncanny. Watson, Deep Blue, and ever-better machine learning algorithms are cool. But the most valuable companies in the future won’t ask what problems can be solved with computers alone. Instead, they’ll ask: how can computers help humans solve hard problems?" (Peter Thiel & Blake Masters, "Zero to One: Notes on Startups, or How to Build the Future", 2014)

"A good proxy for complexity in a machine learning model is how fast it takes to train it." (Matthew Kirk, "Thoughtful Machine Learning", 2015)

"In machine learning, knowledge is often in the form of statistical models, because most knowledge is statistical [...] Machine learning is a kind of knowledge pump: we can use it to extract a lot of knowledge from data, but first we have to prime the pump." (Pedro Domingos, "The Master Algorithm", 2015)

"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)

"Learning theory claims that a machine learning algorithm can generalize well from a finite training set of examples. This seems to contradict some basic principles of logic. Inductive reasoning, or inferring general rules from a limited set of examples, is not logically valid. To logically infer a rule describing every member of a set, one must have information about every member of that set." (Ian Goodfellow et al, "Deep Learning", 2015)

"Machine learning is a science and requires an objective approach to problems. Just like the scientific method, test-driven development can aid in solving a problem. The reason that TDD and the scientific method are so similar is because of these three shared characteristics: Both propose that the solution is logical and valid. Both share results through documentation and work over time. Both work in feedback loops." (Matthew Kirk, "Thoughtful Machine Learning", 2015)

"Machine learning is the intersection between theoretically sound computer science and practically noisy data. Essentially, it’s about machines making sense out of data in much the same way that humans do." (Matthew Kirk, "Thoughtful Machine Learning", 2015)

"Machine learning is well suited for the unpredictable future, because most algorithms learn from new information. But as new information is found, it can also come in unstable forms, and new issues can arise that weren’t thought of before. We don’t know what we don’t know. When processing new information, it’s sometimes hard to tell whether our model is working." (Matthew Kirk, "Thoughtful Machine Learning", 2015)

"Machine learning takes many different forms and goes by many different names: pattern recognition, statistical modeling, data mining, knowledge discovery, predictive analytics, data science, adaptive systems, self-organizing systems, and more. Each of these is used by different communities and has different associations. Some have a long half-life, some less so." (Pedro Domingos, "The Master Algorithm", 2015)

"Precision and recall are ways of monitoring the power of the machine learning implementation. Precision is a metric that monitors the percentage of true positives. […] Recall is the ratio of true positives to true positive plus false negatives." (Matthew Kirk, "Thoughtful Machine Learning", 2015)

"Science’s predictions are more trustworthy, but they are limited to what we can systematically observe and tractably model. Big data and machine learning greatly expand that scope. Some everyday things can be predicted by the unaided mind, from catching a ball to carrying on a conversation. Some things, try as we might, are just unpredictable. For the vast middle ground between the two, there’s machine learning." (Pedro Domingos, "The Master Algorithm", 2015)

"The no free lunch theorem for machine learning states that, averaged over all possible data generating distributions, every classification algorithm has the same error rate when classifying previously unobserved points. In other words, in some sense, no machine learning algorithm is universally any better than any other. The most sophisticated algorithm we can conceive of has the same average performance (over all possible tasks) as merely predicting that every point belongs to the same class. [...] the goal of machine learning research is not to seek a universal learning algorithm or the absolute best learning algorithm. Instead, our goal is to understand what kinds of distributions are relevant to the 'real world' that an AI agent experiences, and what kinds of machine learning algorithms perform well on data drawn from the kinds of data generating distributions we care about." (Ian Goodfellow et al, "Deep Learning", 2015)

"The no free lunch theorem implies that we must design our machine learning algorithms to perform well on a specific task. We do so by building a set of preferences into the learning algorithm. When these preferences are aligned with the learning problems we ask the algorithm to solve, it performs better." (Ian Goodfellow et al, "Deep Learning", 2015)

"To make progress, every field of science needs to have data commensurate with the complexity of the phenomena it studies. [...] With big data and machine learning, you can understand much more complex phenomena than before. In most fields, scientists have traditionally used only very limited kinds of models, like linear regression, where the curve you fit to the data is always a straight line. Unfortunately, most phenomena in the world are nonlinear. [...] Machine learning opens up a vast new world of nonlinear models." (Pedro Domingos, "The Master Algorithm", 2015)

"Traditionally, the only way to get a computer to do something - from adding two numbers to flying an airplane - was to write down an algorithm explaining how, in painstaking detail. But machine-learning algorithms, also known as learners, are different: they figure it out on their own, by making inferences from data. And the more data they have, the better they get. Now we don’t have to program computers; they program themselves." (Pedro Domingos, "The Master Algorithm", 2015)

"In machine learning, a model is defined as a function, and we describe the learning function from the training data as inductive learning. Generalization refers to how well the concepts are learned by the model by applying them to data not seen before. The goal of a good machine-learning model is to reduce generalization errors and thus make good predictions on data that the model has never seen." (Umesh R Hodeghatta & Umesha Nayak, "Business Analytics Using R: A Practical Approach", 2017)

"Machine learning is about making computers learn and perform tasks better based on past historical data. Learning is always based on observations from the data available. The emphasis is on making computers build mathematical models based on that learning and perform tasks automatically without the intervention of humans." (Umesh R Hodeghatta & Umesha Nayak, "Business Analytics Using R: A Practical Approach", 2017)

"Graphs can embed complex semantic representations in a compact form. As such, modeling data as networks of related entities is a powerful mechanism for analytics, both for visual analyses and machine learning. Part of this power comes from performance advantages of using a graph data structure, and the other part comes from an inherent human ability to intuitively interact with small networks." (Benjamin Bengfort et al, "Applied Text Analysis with Python: Enabling Language-Aware Data Products with Machine Learning", 2018)

"However, because ML algorithms are biased to look for different types of patterns, and because there is no one learning bias across all situations, there is no one best ML algorithm. In fact, a theorem known as the 'no free lunch theorem' states that there is no one best ML algorithm that on average outperforms all other algorithms across all possible data sets." (John D Kelleher & Brendan Tierney, "Data Science", 2018)

"Just as they did thirty years ago, machine learning programs (including those with deep neural networks) operate almost entirely in an associational mode. They are driven by a stream of observations to which they attempt to fit a function, in much the same way that a statistician tries to fit a line to a collection of points. Deep neural networks have added many more layers to the complexity of the fitted function, but raw data still drives the fitting process. They continue to improve in accuracy as more data are fitted, but they do not benefit from the 'super-evolutionary speedup'."  (Judea Pearl & Dana Mackenzie, "The Book of Why: The new science of cause and effect", 2018)

"Machine learning is often associated with the automation of decision making, but in practice, the process of constructing a predictive model generally requires a human in the loop. While computers are good at fast, accurate numerical computation, humans are instinctively and instantly able to identify patterns. The bridge between these two necessary skill sets lies in visualization - the precise and accurate rendering of data by a computer in visual terms and the immediate assignation of meaning to that data by humans." (Benjamin Bengfort et al, "Applied Text Analysis with Python: Enabling Language-Aware Data Products with Machine Learning", 2018)

"Quantum Machine Learning is defined as the branch of science and technology that is concerned with the application of quantum mechanical phenomena such as superposition, entanglement and tunneling for designing software and hardware to provide machines the ability to learn insights and patterns from data and the environment, and the ability to adapt automatically to changing situations with high precision, accuracy and speed." (Amit Ray, "Quantum Computing Algorithms for Artificial Intelligence", 2018)

"Quantum machine learning promises to discover the optimal network topologies and hyperparameters automatically without human intervention." (Amit Ray, "Quantum Computing Algorithms for Artificial Intelligence", 2018)

"The beauty of quantum machine learning is that we do not need to depend on an algorithm like gradient descent or convex objective function. The objective function can be nonconvex or something else." (Amit Ray, "Quantum Computing Algorithms for Artificial Intelligence", 2018)

"The premise of classification is simple: given a categorical target variable, learn patterns that exist between instances composed of independent variables and their relationship to the target. Because the target is given ahead of time, classification is said to be supervised machine learning because a model can be trained to minimize error between predicted and actual categories in the training data. Once a classification model is fit, it assigns categorical labels to new instances based on the patterns detected during training." (Benjamin Bengfort et al, "Applied Text Analysis with Python: Enabling Language-Aware Data Products with Machine Learning", 2018)

"A recurring theme in machine learning is combining predictions across multiple models. There are techniques called bagging and boosting which seek to tweak the data and fit many estimates to it. Averaging across these can give a better prediction than any one model on its own. But here a serious problem arises: it is then very hard to explain what the model is (often referred to as a 'black box'). It is now a mixture of many, perhaps a thousand or more, models." (Robert Grant, "Data Visualization: Charts, Maps and Interactive Graphics", 2019)

"Machines are not good at asking questions or even knowing what questions to ask. They are much better at answering them, provided the question is stated in a way that the computer can comprehend. Present-day machine learning algorithms partner with people much like a bloodhound works with its trainer: the dog's sense of smell may be many times stronger than its master's, but without being carefully directed, the hound may end up chasing its tail." (Brett Lantz, "Machine Learning with R", 2019)

"In an era of machine learning, where data is likely to be used to train AI, getting quality and governance under control is a business imperative. Failing to govern data surfaces problems late, often at the point closest to users (for example, by giving harmful guidance), and hinders explainability (garbage data in, machine-learned garbage out)." (Jesús Barrasa et al, "Knowledge Graphs: Data in Context for Responsive Businesses", 2021)

"Machine learning bias is typically understood as a source of learning error, a technical problem. […] Machine learning bias can introduce error simply because the system doesn’t 'look' for certain solutions in the first place. But bias is actually necessary in machine learning - it’s part of learning itself." (Erik J Larson, "The Myth of Artificial Intelligence: Why Computers Can’t Think the Way We Do", 2021)

"People who assume that extensions of modern machine learning methods like deep learning will somehow 'train up', or learn to be intelligent like humans, do not understand the fundamental limitations that are already known. Admitting the necessity of supplying a bias to learning systems is tantamount to Turing’s observing that insights about mathematics must be supplied by human minds from outside formal methods, since machine learning bias is determined, prior to learning, by human designers." (Erik J Larson, "The Myth of Artificial Intelligence: Why Computers Can’t Think the Way We Do", 2021)

"To accomplish their goals, what are now called machine learning systems must each learn something specific. Researchers call this giving the machine a 'bias'. […] A bias in machine learning means that the system is designed and tuned to learn something. But this is, of course, just the problem of producing narrow problem-solving applications." (Erik J Larson, "The Myth of Artificial Intelligence: Why Computers Can’t Think the Way We Do", 2021)

"[...] the focus on Big Data AI seems to be an excuse to put forth a number of vague and hand-waving theories, where the actual details and the ultimate success of neuroscience is handed over to quasi- mythological claims about the powers of large datasets and inductive computation. Where humans fail to illuminate a complicated domain with testable theory, machine learning and big data supposedly can step in and render traditional concerns about finding robust theories. This seems to be the logic of Data Brain efforts today. (Erik J Larson, "The Myth of Artificial Intelligence: Why Computers Can’t Think the Way We Do", 2021)

22 December 2018

🔭Data Science: Significance (Just the Quotes)

"What the use of P [the significance level] implies, therefore, is that a hypothesis that may be true may be rejected because it has not predicted observable results that have not occurred." (Harold Jeffreys, "Theory of Probability", 1939)

"As usual we may make the errors of I) rejecting the null hypothesis when it is true, II) accepting the null hypothesis when it is false. But there is a third kind of error which is of interest because the present test of significance is tied up closely with the idea of making a correct decision about which distribution function has slipped furthest to the right. We may make the error of III) correctly rejecting the null hypothesis for the wrong reason." (Frederick Mosteller, "A k-Sample Slippage Test for an Extreme Population", The Annals of Mathematical Statistics 19, 1948)

"Errors of the third kind happen in conventional tests of differences of means, but they are usually not considered, although their existence is probably recognized. It seems to the author that there may be several reasons for this among which are 1) a preoccupation on the part of mathematical statisticians with the formal questions of acceptance and rejection of null hypotheses without adequate consideration of the implications of the error of the third kind for the practical experimenter, 2) the rarity with which an error of the third kind arises in the usual tests of significance." (Frederick Mosteller, "A k-Sample Slippage Test for an Extreme Population", The Annals of Mathematical Statistics 19, 1948)

"If significance tests are required for still larger samples, graphical accuracy is insufficient, and arithmetical methods are advised. A word to the wise is in order here, however. Almost never does it make sense to use exact binomial significance tests on such data - for the inevitable small deviations from the mathematical model of independence and constant split have piled up to such an extent that the binomial variability is deeply buried and unnoticeable. Graphical treatment of such large samples may still be worthwhile because it brings the results more vividly to the eye." (Frederick Mosteller & John W Tukey, "The Uses and Usefulness of Binomial Probability Paper?", Journal of the American Statistical Association 44, 1949)

"It will, of course, happen but rarely that the proportions will be identical, even if no real association exists. Evidently, therefore, we need a significance test to reassure ourselves that the observed difference of proportion is greater than could reasonably be attributed to chance. The significance test will test the reality of the association, without telling us anything about the intensity of association. It will be apparent that we need two distinct things: (a) a test of significance, to be used on the data first of all, and (b) some measure of the intensity of the association, which we shall only be justified in using if the significance test confirms that the association is real." (Michael J Moroney, "Facts from Figures", 1951)

"The main purpose of a significance test is to inhibit the natural enthusiasm of the investigator." (Frederick Mosteller, "Selected Quantitative Techniques", 1954)

"Null hypotheses of no difference are usually known to be false before the data are collected [...] when they are, their rejection or acceptance simply reflects the size of the sample and the power of the test, and is not a contribution to science." (I Richard Savage, "Nonparametric Statistics", Journal of the American Statistical Association 52, 1957)

"[...] to make measurements and then ignore their magnitude would ordinarily be pointless. Exclusive reliance on tests of significance obscures the fact that statistical significance does not imply substantive significance." (I Richard Savage, "Nonparametric Statistics", Journal of the American Statistical Association 52, 1957)

"[...] the tests of null hypotheses of zero differences, of no relationships, are frequently weak, perhaps trivial statements of the researcher’s aims [...] in many cases, instead of the tests of significance it would be more to the point to measure the magnitudes of the relationships, attaching proper statements of their sampling variation. The magnitudes of relationships cannot be measured in terms of levels of significance." (Leslie Kish, "Some statistical problems in research design", American Sociological Review 24, 1959)

"There are instances of research results presented in terms of probability values of ‘statistical significance’ alone, without noting the magnitude and importance of the relationships found. These attempts to use the probability levels of significance tests as measures of the strengths of relationships are very common and very mistaken." (Leslie Kish, "Some statistical problems in research design", American Sociological Review 24, 1959)

"The null-hypothesis significance test treats ‘acceptance’ or ‘rejection’ of a hypothesis as though these were decisions one makes. But a hypothesis is not something, like a piece of pie offered for dessert, which can be accepted or rejected by a voluntary physical action. Acceptance or rejection of a hypothesis is a cognitive process, a degree of believing or disbelieving which, if rational, is not a matter of choice but determined solely by how likely it is, given the evidence, that the hypothesis is true." (William W Rozeboom, "The fallacy of the null–hypothesis significance test", Psychological Bulletin 57, 1960)

"The null hypothesis of no difference has been judged to be no longer a sound or fruitful basis for statistical investigation. […] Significance tests do not provide the information that scientists need, and, furthermore, they are not the most effective method for analyzing and summarizing data." (Cherry A Clark, "Hypothesis Testing in Relation to Statistical Methodology", Review of Educational Research Vol. 33, 1963)

"[...] the test of significance has been carrying too much of the burden of scientific inference. It may well be the case that wise and ingenious investigators can find their way to reasonable conclusions from data because and in spite of their procedures. Too often, however, even wise and ingenious investigators [...] tend to credit the test of significance with properties it does not have." (David Bakan, "The test of significance in psychological research", Psychological Bulletin 66, 1966)

"[...] we need to get on with the business of generating [...] hypotheses and proceed to do investigations and make inferences which bear on them, instead of [...] testing the statistical null hypothesis in any number of contexts in which we have every reason to suppose that it is false in the first place." (David Bakan, "The test of significance in psychological research", Psychological Bulletin 66, 1966) 

"Science usually amounts to a lot more than blind trial and error. Good statistics consists of much more than just significance tests; there are more sophisticated tools available for the analysis of results, such as confidence statements, multiple comparisons, and Bayesian analysis, to drop a few names. However, not all scientists are good statisticians, or want to be, and not all people who are called scientists by the media deserve to be so described." (Robert Hooke, "How to Tell the Liars from the Statisticians", 1983)

"The idea of statistical significance is valuable because it often keeps us from announcing results that later turn out to be nonresults. A significant result tells us that enough cases were observed to provide reasonable assurance of a real effect. It does not necessarily mean, though, that the effect is big enough to be important." (Robert Hooke, "How to Tell the Liars from the Statisticians", 1983)

"A tendency to drastically underestimate the frequency of coincidences is a prime characteristic of innumerates, who generally accord great significance to correspondences of all sorts while attributing too little significance to quite conclusive but less flashy statistical evidence." (John A Paulos, "Innumeracy: Mathematical Illiteracy and its Consequences", 1988)

"Which I would like to stress are: (1) A significant effect is not necessarily the same thing as an interesting effect. (2) A non-significant effect is not necessarily the same thing as no difference." (Christopher Chatfield, "Problem solving: a statistician’s guide", 1988)

"A little thought reveals a fact widely understood among statisticians: The null hypothesis, taken literally (and that’s the only way you can take it in formal hypothesis testing), is always false in the real world. [...] If it is false, even to a tiny degree, it must be the case that a large enough sample will produce a significant result and lead to its rejection. So if the null hypothesis is always false, what’s the big deal about rejecting it?" (Jacob Cohen,"Things I Have Learned (So Far)", American Psychologist, 1990)

"I do not think that significance testing should be completely abandoned [...] and I don’t expect that it will be. But I urge researchers to provide estimates, with confidence intervals: scientific advance requires parameters with known reliability estimates. Classical confidence intervals are formally equivalent to a significance test, but they convey more information." (Nigel G Yoccoz, "Use, Overuse, and Misuse of Significance Tests in Evolutionary Biology and Ecology", Bulletin of the Ecological Society of America Vol. 72 (2), 1991)

"Rejection of a true null hypothesis at the 0.05 level will occur only one in 20 times. The overwhelming majority of these false rejections will be based on test statistics close to the borderline value. If the null hypothesis is false, the inter-ocular traumatic test ['hit between the eyes'] will often suffice to reject it; calculation will serve only to verify clear intuition." (Ward Edwards et al, "Bayesian Statistical Inference for Psychological Research", 1992) 

"Statistical significance testing can involve a tautological logic in which tired researchers, having collected data on hundreds of subjects, then conduct a statistical test to evaluate whether there were a lot of subjects, which the researchers already know, because they collected the data and know they are tired. This tautology has created considerable damage as regards the cumulation of knowledge." (Bruce Thompson, "Two and One-Half Decades of Leadership in Measurement and Evaluation", Journal of Counseling & Development 70 (3), 1992)

"[…] an honest exploratory study should indicate how many comparisons were made […] most experts agree that large numbers of comparisons will produce apparently statistically significant findings that are actually due to chance. The data torturer will act as if every positive result confirmed a major hypothesis. The honest investigator will limit the study to focused questions, all of which make biologic sense. The cautious reader should look at the number of ‘significant’ results in the context of how many comparisons were made." (James L Mills, "Data torturing", New England Journal of Medicine, 1993)

"Graphic misrepresentation is a frequent misuse in presentations to the nonprofessional. The granddaddy of all graphical offenses is to omit the zero on the vertical axis. As a consequence, the chart is often interpreted as if its bottom axis were zero, even though it may be far removed. This can lead to attention-getting headlines about 'a soar' or 'a dramatic rise (or fall)'. A modest, and possibly insignificant, change is amplified into a disastrous or inspirational trend." (Herbert F Spirer et al, "Misused Statistics" 2nd Ed, 1998)

"When significance tests are used and a null hypothesis is not rejected, a major problem often arises - namely, the result may be interpreted, without a logical basis, as providing evidence for the null hypothesis." (David F Parkhurst, "Statistical Significance Tests: Equivalence and Reverse Tests Should Reduce Misinterpretation", BioScience Vol. 51 (12), 2001)

"If you flip a coin three times and it lands on heads each time, it's probably chance. If you flip it a hundred times and it lands on heads each time, you can be pretty sure the coin has heads on both sides. That's the concept behind statistical significance - it's the odds that the correlation (or other finding) is real, that it isn't just random chance." (T Colin Campbell, "The China Study", 2004)

"The dual meaning of the word significant brings into focus the distinction between drawing a mathematical inference and practical inference from statistical results." (Charles Livingston & Paul Voakes, "Working with Numbers and Statistics: A handbook for journalists", 2005)

"A type of error used in hypothesis testing that arises when incorrectly rejecting the null hypothesis, although it is actually true. Thus, based on the test statistic, the final conclusion rejects the Null hypothesis, but in truth it should be accepted. Type I error equates to the alpha (α) or significance level, whereby the generally accepted default is 5%." (Lynne Hambleton, "Treasure Chest of Six Sigma Growth Methods, Tools, and Best Practices", 2007)

"For the study of the topology of the interactions of a complex system it is of central importance to have proper random null models of networks, i.e., models of how a graph arises from a random process. Such models are needed for comparison with real world data. When analyzing the structure of real world networks, the null hypothesis shall always be that the link structure is due to chance alone. This null hypothesis may only be rejected if the link structure found differs significantly from an expectation value obtained from a random model. Any deviation from the random null model must be explained by non-random processes." (Jörg Reichardt, "Structure in Complex Networks", 2009)

"There are three possible reasons for [the] absence of predictive power. First, it is possible that the models are misspecified. Second, it is possible that the model’s explanatory factors are measured at too high a level of aggregation [...] Third, [...] the search for statistically significant relationships may not be the strategy best suited for evaluating our model’s ability to explain real world events [...] the lack of predictive power is the result of too much emphasis having been placed on finding statistically significant variables, which may be overdetermined. Statistical significance is generally a flawed way to prune variables in regression models [...] Statistically significant variables may actually degrade the predictive accuracy of a model [...] [By using] models that are constructed on the basis of pruning undertaken with the shears of statistical significance, it is quite possible that we are winnowing our models away from predictive accuracy." (Michael D Ward et al, "The perils of policy by p-value: predicting civil conflicts" Journal of Peace Research 47, 2010)

"If the group is large enough, even very small differences can become statistically significant." (Victor Cohn & Lewis Cope, "News & Numbers: A writer’s guide to statistics" 3rd Ed, 2012)

"Another way to secure statistical significance is to use the data to discover a theory. Statistical tests assume that the researcher starts with a theory, collects data to test the theory, and reports the results - whether statistically significant or not. Many people work in the other direction, scrutinizing the data until they find a pattern and then making up a theory that fits the pattern." (Gary Smith, "Standard Deviations", 2014)

"These practices - selective reporting and data pillaging - are known as data grubbing. The discovery of statistical significance by data grubbing shows little other than the researcher’s endurance. We cannot tell whether a data grubbing marathon demonstrates the validity of a useful theory or the perseverance of a determined researcher until independent tests confirm or refute the finding. But more often than not, the tests stop there. After all, you won’t become a star by confirming other people’s research, so why not spend your time discovering new theories? The data-grubbed theory consequently sits out there, untested and unchallenged." (Gary Smith, "Standard Deviations", 2014)

"With fast computers and plentiful data, finding statistical significance is trivial. If you look hard enough, it can even be found in tables of random numbers." (Gary Smith, "Standard Deviations", 2014)

"In short, statistical significance does not mean your result has any practical significance. As for statistical insignificance, it doesn’t tell you much. A statistically insignificant difference could be nothing but noise, or it could represent a real effect that can be pinned down only with more data." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"Statistical significance is a concept used by scientists and researchers to set an objective standard that can be used to determine whether or not a particular relationship 'statistically' exists in the data. Scientists test for statistical significance to distinguish between whether an observed effect is present in the data (given a high degree of probability), or just due to chance. It is important to note that finding a statistically significant relationship tells us nothing about whether a relationship is a simple correlation or a causal one, and it also can’t tell us anything about whether some omitted factor is driving the result." (John H Johnson & Mike Gluck, "Everydata: The misinformation hidden in the little data you consume every day", 2016)

"Statistical significance refers to the probability that something is true. It’s a measure of how probable it is that the effect we’re seeing is real (rather than due to chance occurrence), which is why it’s typically measured with a p-value. P, in this case, stands for probability. If you accept p-values as a measure of statistical significance, then the lower your p-value is, the less likely it is that the results you’re seeing are due to chance alone." (John H Johnson & Mike Gluck, "Everydata: The misinformation hidden in the little data you consume every day", 2016)

More quotes on "Significance" at the-web-of-knowledge.blogspot.com.

21 December 2018

🔭Data Science: Variability (Just the Quotes)

"It is now beginning to be generally understood, even by merely practical statisticians, that there is truth in the theory that all variability is much the same kind." (Francis Galton, "Kinship and Correlation", North American Review Vol. 150 (11), 1890)

"It is clear that one who attempts to study precisely things that are changing must have a great deal to do with measures of change." (Charles Cooley, "Observations on the Measure of Change", Journal of the American Statistical Association (21), 1893)

"If significance tests are required for still larger samples, graphical accuracy is insufficient, and arithmetical methods are advised. A word to the wise is in order here, however. Almost never does it make sense to use exact binomial significance tests on such data - for the inevitable small deviations from the mathematical model of independence and constant split have piled up to such an extent that the binomial variability is deeply buried and unnoticeable. Graphical treatment of such large samples may still be worthwhile because it brings the results more vividly to the eye." (Frederick Mosteller & John W Tukey, "The Uses and Usefulness of Binomial Probability Paper?", Journal of the American Statistical Association 44, 1949)

"By sampling we can learn only about collective properties of populations, not about properties of individuals. We can study the average height, the percentage who wear hats, or the variability in weight of college juniors [...]. The population we study may be small or large, but there must be a population - and what we are studying must be a population characteristic. By sampling, we cannot study individuals as particular entities with unique idiosyncrasies; we can study regularities (including typical variabilities as well as typical levels) in a population as exemplified by the individuals in the sample." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"We realize that if someone just 'grabs a handful', the individuals in the handful almost always resemble one another (on the average) more than do the members of a simple random sample. Even if the 'grabs' [sampling] are randomly spread around so that every individual has an equal chance of entering the sample, there are difficulties. Since the individuals of grab samples resemble one another more than do individuals of random samples, it follows (by a simple mathematical argument) that the means of grab samples resemble one another less than the means of random samples of the same size. From a grab sample, therefore, we tend to underestimate the variability in the population, although we should have to overestimate it in order to obtain valid estimates of variability of grab sample means by substituting such an estimate into the formula for the variability of means of simple random samples. Thus using simple random sample formulas for grab sample means introduces a double bias, both parts of which lead to an unwarranted appearance of higher stability." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"To the author the main charm of probability theory lies in the enormous variability of its applications. Few mathematical disciplines have contributed to as wide a spectrum of subjects, a spectrum ranging from number theory to physics, and even fewer have penetrated so decisively the whole of our scientific thinking." (Mark Kac, "Lectures in Applied Mathematics" Vol. 1, 1959)

"[...] in a state of dynamic equilibrium with their environments. If they do not maintain this equilibrium they die; if they do maintain it they show a degree of spontaneity, variability, and purposiveness of response unknown in the non-living world. This is what is meant by ‘adaptation to environment’ […] [Its] essential feature […] is stability - that is, the ability to withstand disturbances." (Kenneth Craik, 'Living organisms', “The Nature of Psychology”, 1966)

"Adaptive system - whether on the biological, psychological, or sociocultural level - must manifest (1) some degree of 'plasticity' and 'irritability' vis-a-vis its environment such that it carries on a constant interchange with acting on and reacting to it; (2) some source or mechanism for variety, to act as a potential pool of adaptive variability to meet the problem of mapping new or more detailed variety and constraints in a changeable environment; (3) a set of selective criteria or mechanisms against which the 'variety pool' may be sifted into those variations in the organization or system that more closely map the environment and those that do not; and (4) an arrangement for preserving and/or propagating these 'successful' mappings." (Walter F Buckley," Sociology and modern systems theory", 1967)

"Statistical methods of analysis are intended to aid the interpretation of data that are subject to appreciable haphazard variability." (Sir David R Cox & David V Hinkley, "Theoretical Statistics", 1974)

"The term chaos is used in a specific sense where it is an inherently random pattern of behaviour generated by fixed inputs into deterministic (that is fixed) rules (relationships). The rules take the form of non-linear feedback loops. Although the specific path followed by the behaviour so generated is random and hence unpredictable in the long-term, it always has an underlying pattern to it, a 'hidden' pattern, a global pattern or rhythm. That pattern is self-similarity, that is a constant degree of variation, consistent variability, regular irregularity, or more precisely, a constant fractal dimension. Chaos is therefore order (a pattern) within disorder (random behaviour)." (Ralph D Stacey, "The Chaos Frontier: Creative Strategic Control for Business", 1991)

"What is so unconventional about the statistical way of thinking? First, statisticians do not care much for the popular concept of the statistical average; instead, they fixate on any deviation from the average. They worry about how large these variations are, how frequently they occur, and why they exist. [...] Second, variability does not need to be explained by reasonable causes, despite our natural desire for a rational explanation of everything; statisticians are frequently just as happy to pore over patterns of correlation. [...] Third, statisticians are constantly looking out for missed nuances: a statistical average for all groups may well hide vital differences that exist between these groups. Ignoring group differences when they are present frequently portends inequitable treatment. [...] Fourth, decisions based on statistics can be calibrated to strike a balance between two types of errors. Predictably, decision makers have an incentive to focus exclusively on minimizing any mistake that could bring about public humiliation, but statisticians point out that because of this bias, their decisions will aggravate other errors, which are unnoticed but serious. [...] Finally, statisticians follow a specific protocol known as statistical testing when deciding whether the evidence fits the crime, so to speak. Unlike some of us, they don’t believe in miracles. In other words, if the most unusual coincidence must be contrived to explain the inexplicable, they prefer leaving the crime unsolved." (Kaiser Fung, "Numbers Rule the World", 2010) 

"The data is a simplification - an abstraction - of the real world. So when you visualize data, you visualize an abstraction of the world, or at least some tiny facet of it. Visualization is an abstraction of data, so in the end, you end up with an abstraction of an abstraction, which creates an interesting challenge. […] Just like what it represents, data can be complex with variability and uncertainty, but consider it all in the right context, and it starts to make sense." (Nathan Yau, "Data Points: Visualization That Means Something", 2013)

"Statistics is a science that helps us make decisions and draw conclusions in the presence of variability." (Douglas C Montgomery & George C Runger, "Applied Statistics and Probability for Engineers" 6th Ed., 2014)

"Stochastic variability and tipping points in the catch are two different dynamical phenomena. Yet they are both compatible with real-world data [...]" (John D W Morecroft, "Strategic Modelling and Business Dynamics: A Feedback Systems Approach", 2015)

"The lack of variability is often a hallmark of faked data. […] The failure of faked data to have sufficient variability holds as long as the liar does not know this. If the liar knows this, his best approach is to start with real data and use it cleverly to adapt it to his needs." (David S Salsburg, "Errors, Blunders, and Lies: How to Tell the Difference", 2017)

"Variability in data solely due to chance can be averaged out by increasing the sample size. Variability due to other causes cannot be." (William M Bolstad & James M Curran, "Introduction to Bayesian Statistics" 3rd Ed., 2017)

🔭Data Science: Estimation (Just the Quotes)

"The scientific value of a theory of this kind, in which we make so many assumptions, and introduce so many adjustable constants, cannot be estimated merely by its numerical agreement with certain sets of experiments. If it has any value it is because it enables us to form a mental image of what takes place in a piece of iron during magnetization." (James C Maxwell, "Treatise on Electricity and Magnetism" Vol. II, 1873)

"It [probability] is the very guide of life, and hardly can we take a step or make a decision of any kind without correctly or incorrectly making an estimation of probabilities." (William S Jevons, "The Principles of Science: A Treatise on Logic and Scientific Method", 1874)

"A statistical estimate may be good or bad, accurate or the reverse; but in almost all cases it is likely to be more accurate than a casual observer’s impression, and the nature of things can only be disproved by statistical methods." (Arthur L Bowley, "Elements of Statistics", 1901)

"Great numbers are not counted correctly to a unit, they are estimated; and we might perhaps point to this as a division between arithmetic and statistics, that whereas arithmetic attains exactness, statistics deals with estimates, sometimes very accurate, and very often sufficiently so for their purpose, but never mathematically exact." (Arthur L Bowley, "Elements of Statistics", 1901)

“Some of the common ways of producing a false statistical argument are to quote figures without their context, omitting the cautions as to their incompleteness, or to apply them to a group of phenomena quite different to that to which they in reality relate; to take these estimates referring to only part of a group as complete; to enumerate the events favorable to an argument, omitting the other side; and to argue hastily from effect to cause, this last error being the one most often fathered on to statistics. For all these elementary mistakes in logic, statistics is held responsible.” (Sir Arthur L Bowley, “Elements of Statistics”, 1901)

"A good estimator will be unbiased and will converge more and more closely (in the long run) on the true value as the sample size increases. Such estimators are known as consistent. But consistency is not all we can ask of an estimator. In estimating the central tendency of a distribution, we are not confined to using the arithmetic mean; we might just as well use the median. Given a choice of possible estimators, all consistent in the sense just defined, we can see whether there is anything which recommends the choice of one rather than another. The thing which at once suggests itself is the sampling variance of the different estimators, since an estimator with a small sampling variance will be less likely to differ from the true value by a large amount than an estimator whose sampling variance is large." (Michael J Moroney, "Facts from Figures", 1951)

"The enthusiastic use of statistics to prove one side of a case is not open to criticism providing the work is honestly and accurately done, and providing the conclusions are not broader than indicated by the data. This type of work must not be confused with the unfair and dishonest use of both accurate and inaccurate data, which too commonly occurs in business. Dishonest statistical work usually takes the form of: (1) deliberate misinterpretation of data; (2) intentional making of overestimates or underestimates; and (3) biasing results by using partial data, making biased surveys, or using wrong statistical methods." (John R Riggleman & Ira N Frisbee, "Business Statistics", 1951)

"Statistics is the fundamental and most important part of inductive logic. It is both an art and a science, and it deals with the collection, the tabulation, the analysis and interpretation of quantitative and qualitative measurements. It is concerned with the classifying and determining of actual attributes as well as the making of estimates and the testing of various hypotheses by which probable, or expected, values are obtained. It is one of the means of carrying on scientific research in order to ascertain the laws of behavior of things - be they animate or inanimate. Statistics is the technique of the Scientific Method." (Bruce D Greenschields & Frank M Weida, "Statistics with Applications to Highway Traffic Analyses", 1952)

"We realize that if someone just 'grabs a handful', the individuals in the handful almost always resemble one another (on the average) more than do the members of a simple random sample. Even if the 'grabs' [sampling] are randomly spread around so that every individual has an equal chance of entering the sample, there are difficulties. Since the individuals of grab samples resemble one another more than do individuals of random samples, it follows (by a simple mathematical argument) that the means of grab samples resemble one another less than the means of random samples of the same size. From a grab sample, therefore, we tend to underestimate the variability in the population, although we should have to overestimate it in order to obtain valid estimates of variability of grab sample means by substituting such an estimate into the formula for the variability of means of simple random samples. Thus using simple random sample formulas for grab sample means introduces a double bias, both parts of which lead to an unwarranted appearance of higher stability." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"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)

"Pencil and paper for construction of distributions, scatter diagrams, and run-charts to compare small groups and to detect trends are more efficient methods of estimation than statistical inference that depends on variances and standard errors, as the simple techniques preserve the information in the original data." (William E Deming, "On Probability as Basis for Action" American Statistician Vol. 29 (4), 1975)

"In physics it is usual to give alternative theoretical treatments of the same phenomenon. We construct different models for different purposes, with different equations to describe them. Which is the right model, which the 'true' set of equations? The question is a mistake. One model brings out some aspects of the phenomenon; a different model brings out others. Some equations give a rougher estimate for a quantity of interest, but are easier to solve. No single model serves all purposes best." (Nancy Cartwright, "How the Laws of Physics Lie", 1983)

"Probability is the mathematics of uncertainty. Not only do we constantly face situations in which there is neither adequate data nor an adequate theory, but many modem theories have uncertainty built into their foundations. Thus learning to think in terms of probability is essential. Statistics is the reverse of probability (glibly speaking). In probability you go from the model of the situation to what you expect to see; in statistics you have the observations and you wish to estimate features of the underlying model." (Richard W Hamming, "Methods of Mathematics Applied to Calculus, Probability, and Statistics", 1985)

"A mechanistic model has the following advantages: 1. It contributes to our scientific understanding of the phenomenon under study. 2. It usually provides a better basis for extrapolation (at least to conditions worthy of further experimental investigation if not through the entire range of all input variables). 3. It tends to be parsimonious (i. e, frugal) in the use of parameters and to provide better estimates of the response." (George E P Box, "Empirical Model-Building and Response Surfaces", 1987)

"A tendency to drastically underestimate the frequency of coincidences is a prime characteristic of innumerates, who generally accord great significance to correspondences of all sorts while attributing too little significance to quite conclusive but less flashy statistical evidence." (John A Paulos, "Innumeracy: Mathematical Illiteracy and its Consequences", 1988)

"A model for simulating dynamic system behavior requires formal policy descriptions to specify how individual decisions are to be made. Flows of information are continuously converted into decisions and actions. No plea about the inadequacy of our understanding of the decision-making processes can excuse us from estimating decision-making criteria. To omit a decision point is to deny its presence - a mistake of far greater magnitude than any errors in our best estimate of the process." (Jay W Forrester, "Policies, decisions and information sources for modeling", 1994)

"In constructing a model, we always attempt to maximize its usefulness. This aim is closely connected with the relationship among three key characteristics of every systems model: complexity, credibility, and uncertainty. This relationship is not as yet fully understood. We only know that uncertainty (predictive, prescriptive, etc.) has a pivotal role in any efforts to maximize the usefulness of systems models. Although usually (but not always) undesirable when considered alone, uncertainty becomes very valuable when considered in connection to the other characteristics of systems models: in general, allowing more uncertainty tends to reduce complexity and increase credibility of the resulting model. Our challenge in systems modelling is to develop methods by which an optimal level of allowable uncertainty can be estimated for each modelling problem." (George J Klir & Bo Yuan, "Fuzzy Sets and Fuzzy Logic: Theory and Applications", 1995)

"Delay time, the time between causes and their impacts, can highly influence systems. Yet the concept of delayed effect is often missed in our impatient society, and when it is recognized, it’s almost always underestimated. Such oversight and devaluation can lead to poor decision making as well as poor problem solving, for decisions often have consequences that don’t show up until years later. Fortunately, mind mapping, fishbone diagrams, and creativity/brainstorming tools can be quite useful here." (Stephen G Haines, "The Manager's Pocket Guide to Strategic and Business Planning", 1998)

“Accurate estimates depend at least as much upon the mental model used in forming the picture as upon the number of pieces of the puzzle that have been collected.” (Richards J. Heuer Jr, “Psychology of Intelligence Analysis”, 1999)

“[…] we underestimate the share of randomness in about everything […]  The degree of resistance to randomness in one’s life is an abstract idea, part of its logic counterintuitive, and, to confuse matters, its realizations nonobservable.” (Nassim N Taleb, “Fooled by Randomness”, 2001)

"Most long-range forecasts of what is technically feasible in future time periods dramatically underestimate the power of future developments because they are based on what I call the 'intuitive linear' view of history rather than the 'historical exponential' view." (Ray Kurzweil, "The Singularity is Near", 2005)

"[myth:] Accuracy is more important than precision. For single best estimates, be it a mean value or a single data value, this question does not arise because in that case there is no difference between accuracy and precision. (Think of a single shot aimed at a target.) Generally, it is good practice to balance precision and accuracy. The actual requirements will differ from case to case." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"As uncertainties of scientific data values are nearly as important as the data values themselves, it is usually not acceptable that a best estimate is only accompanied by an estimated uncertainty. Therefore, only the size of nondominant uncertainties should be estimated. For estimating the size of a nondominant uncertainty we need to find its upper limit, i.e., we want to be as sure as possible that the uncertainty does not exceed a certain value." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"Before best estimates are extracted from data sets by way of a regression analysis, the uncertainties of the individual data values must be determined.In this case care must be taken to recognize which uncertainty components are common to all the values, i.e., those that are correlated (systematic)." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"[myth:] Counting can be done without error. Usually, the counted number is an integer and therefore without (rounding) error. However, the best estimate of a scientifically relevant value obtained by counting will always have an error. These errors can be very small in cases of consecutive counting, in particular of regular events, e.g., when measuring frequencies." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"Due to the theory that underlies uncertainties an infinite number of data values would be necessary to determine the true value of any quantity. In reality the number of available data values will be relatively small and thus this requirement can never be fully met; all one can get is the best estimate of the true value." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"It is the aim of all data analysis that a result is given in form of the best estimate of the true value. Only in simple cases is it possible to use the data value itself as result and thus as best estimate." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"It is the nature of an uncertainty that it is not known and can never be known, whether the best estimate is greater or less than the true value." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"The methodology of feedback design is borrowed from cybernetics (control theory). It is based upon methods of controlled system model’s building, methods of system states and parameters estimation (identification), and methods of feedback synthesis. The models of controlled system used in cybernetics differ from conventional models of physics and mechanics in that they have explicitly specified inputs and outputs. Unlike conventional physics results, often formulated as conservation laws, the results of cybernetical physics are formulated in the form of transformation laws, establishing the possibilities and limits of changing properties of a physical system by means of control." (Alexander L Fradkov, "Cybernetical Physics: From Control of Chaos to Quantum Control", 2007)

"A good estimator has to be more than just consistent. It also should be one whose variance is less than that of any other estimator. This property is called minimum variance. This means that if we run the experiment several times, the 'answers' we get will be closer to one another than 'answers' based on some other estimator." (David S Salsburg, "Errors, Blunders, and Lies: How to Tell the Difference", 2017)

"An estimate (the mathematical definition) is a number derived from observed values that is as close as we can get to the true parameter value. Useful estimators are those that are 'better' in some sense than any others." (David S Salsburg, "Errors, Blunders, and Lies: How to Tell the Difference", 2017)

"Estimators are functions of the observed values that can be used to estimate specific parameters. Good estimators are those that are consistent and have minimum variance. These properties are guaranteed if the estimator maximizes the likelihood of the observations." (David S Salsburg, "Errors, Blunders, and Lies: How to Tell the Difference", 2017)

"GIGO is a famous saying coined by early computer scientists: garbage in, garbage out. At the time, people would blindly put their trust into anything a computer output indicated because the output had the illusion of precision and certainty. If a statistic is composed of a series of poorly defined measures, guesses, misunderstandings, oversimplifications, mismeasurements, or flawed estimates, the resulting conclusion will be flawed." (Daniel J Levitin, "Weaponized Lies", 2017)

"One final warning about the use of statistical models (whether linear or otherwise): The estimated model describes the structure of the data that have been observed. It is unwise to extend this model very far beyond the observed data." (David S Salsburg, "Errors, Blunders, and Lies: How to Tell the Difference", 2017)

"One kind of probability - classic probability - is based on the idea of symmetry and equal likelihood […] In the classic case, we know the parameters of the system and thus can calculate the probabilities for the events each system will generate. […] A second kind of probability arises because in daily life we often want to know something about the likelihood of other events occurring […]. In this second case, we need to estimate the parameters of the system because we don’t know what those parameters are. […] A third kind of probability differs from these first two because it’s not obtained from an experiment or a replicable event - rather, it expresses an opinion or degree of belief about how likely a particular event is to occur. This is called subjective probability […]." (Daniel J Levitin, "Weaponized Lies", 2017)

"Samples give us estimates of something, and they will almost always deviate from the true number by some amount, large or small, and that is the margin of error. […] The margin of error does not address underlying flaws in the research, only the degree of error in the sampling procedure. But ignoring those deeper possible flaws for the moment, there is another measurement or statistic that accompanies any rigorously defined sample: the confidence interval." (Daniel J Levitin, "Weaponized Lies", 2017)

"The margin of error is how accurate the results are, and the confidence interval is how confident you are that your estimate falls within the margin of error." (Daniel J Levitin, "Weaponized Lies", 2017)

20 December 2018

🔭Data Science: Accuracy (Just the Quotes)

"Accurate and minute measurement seems to the nonscientific imagination a less lofty and dignified work than looking for something new. But nearly all the grandest discoveries of science have been but the rewards of accurate measurement and patient long contained labor in the minute sifting of numerical results." (William T Kelvin, "Report of the British Association For the Advancement of Science" Vol. 41, 1871)

"It is surprising to learn the number of causes of error which enter into the simplest experiment, when we strive to attain rigid accuracy." (William S Jevons, "The Principles of Science: A Treatise on Logic and Scientific Method", 1874)

"The test of the accuracy and completeness of a description is, not that it may assist, but that it cannot mislead." (Burt G Wilder, "A Partial Revision of Anatomical Nomenclature", Science, 1881)

"Accuracy of statement is one of the first elements of truth; inaccuracy is a near kin to falsehood." (Tyron Edwards, "A Dictionary of Thoughts", 1891)

"A statistical estimate may be good or bad, accurate or the reverse; but in almost all cases it is likely to be more accurate than a casual observer’s impression, and the nature of things can only be disproved by statistical methods." (Arthur L Bowley, "Elements of Statistics", 1901)

"Great numbers are not counted correctly to a unit, they are estimated; and we might perhaps point to this as a division between arithmetic and statistics, that whereas arithmetic attains exactness, statistics deals with estimates, sometimes very accurate, and very often sufficiently so for their purpose, but never mathematically exact." (Arthur L Bowley, "Elements of Statistics", 1901)

"Statistics may, for instance, be called the science of counting. Counting appears at first sight to be a very simple operation, which any one can perform or which can be done automatically; but, as a matter of fact, when we come to large numbers, e.g., the population of the United Kingdom, counting is by no means easy, or within the power of an individual; limits of time and place alone prevent it being so carried out, and in no way can absolute accuracy be obtained when the numbers surpass certain limits." (Sir Arthur L Bowley, "Elements of Statistics", 1901)

"Accuracy is the foundation of everything else." (Thomas H Huxley, "Method and Results", 1893)

"An experiment is an observation that can be repeated, isolated and varied. The more frequently you can repeat an observation, the more likely are you to see clearly what is there and to describe accurately what you have seen. The more strictly you can isolate an observation, the easier does your task of observation become, and the less danger is there of your being led astray by irrelevant circumstances, or of placing emphasis on the wrong point. The more widely you can vary an observation, the more clearly will be the uniformity of experience stand out, and the better is your chance of discovering laws." (Edward B Titchener, "A Text-Book of Psychology", 1909)

"Science begins with measurement and there are some people who cannot be measurers; and just as we distinguish carpenters who can work to this or that traction of an inch of accuracy, so we must distinguish ourselves and our acquaintances as able to observe and record to this or that degree of truthfulness." (John A Thomson, "Introduction to Science", 1911)

"The ordinary mathematical treatment of any applied science substitutes exact axioms for the approximate results of experience, and deduces from these axioms the rigid mathematical conclusions. In applying this method it must not be forgotten that the mathematical developments transcending the limits of exactness of the science are of no practical value. It follows that a large portion of abstract mathematics remains without finding any practical application, the amount of mathematics that can be usefully employed in any science being in proportion to the degree of accuracy attained in the science. Thus, while the astronomer can put to use a wide range of mathematical theory, the chemist is only just beginning to apply the first derivative, i. e. the rate of change at which certain processes are going on; for second derivatives he does not seem to have found any use as yet." (Felix Klein, "Lectures on Mathematics", 1911)

"It [science] involves an intelligent and persistent endeavor to revise current beliefs so as to weed out what is erroneous, to add to their accuracy, and, above all, to give them such shape that the dependencies of the various facts upon one another may be as obvious as possible." (John Dewey, "Democracy and Education", 1916)

"The man of science, by virtue of his training, is alone capable of realising the difficulties - often enormous - of obtaining accurate data upon which just judgment may be based." (Sir Richard Gregory, "Discovery; or, The Spirit and Service of Science", 1918)

"The complexity of a system is no guarantee of its accuracy." (John P Jordan, "Cost accounting; principles and practice", 1920)

"Science does not aim at establishing immutable truths and eternal dogmas; its aim is to approach the truth by successive approximations, without claiming that at any stage final and complete accuracy has been achieved." (Bertrand Russell, "The ABC of Relativity", 1925)

"Science is but a method. Whatever its material, an observation accurately made and free of compromise to bias and desire, and undeterred by consequence, is science." (Hans Zinsser, "Untheological Reflections", The Atlantic Monthly, 1929)

"The structure of a theoretical system tells us what alternatives are open in the possible answers to a given question. If observed facts of undoubted accuracy will not fit any of the alternatives it leaves open, the system itself is in need of reconstruction." (Talcott Parsons, "The structure of social action", 1937)

"Science, in the broadest sense, is the entire body of the most accurately tested, critically established, systematized knowledge available about that part of the universe which has come under human observation. For the most part this knowledge concerns the forces impinging upon human beings in the serious business of living and thus affecting man’s adjustment to and of the physical and the social world. […] Pure science is more interested in understanding, and applied science is more interested in control […]" (Austin L Porterfield, "Creative Factors in Scientific Research", 1941)

"The enthusiastic use of statistics to prove one side of a case is not open to criticism providing the work is honestly and accurately done, and providing the conclusions are not broader than indicated by the data. This type of work must not be confused with the unfair and dishonest use of both accurate and inaccurate data, which too commonly occurs in business. Dishonest statistical work usually takes the form of: (1) deliberate misinterpretation of data; (2) intentional making of overestimates or underestimates; and (3) biasing results by using partial data, making biased surveys, or using wrong statistical methods." (John R Riggleman & Ira N Frisbee, "Business Statistics", 1951)

"Being built on concepts, hypotheses, and experiments, laws are no more accurate or trustworthy than the wording of the definitions and the accuracy and extent of the supporting experiments." (Gerald Holton, "Introduction to Concepts and Theories in Physical Science", 1952)

"Scientists whose work has no clear, practical implications would want to make their decisions considering such things as: the relative worth of (1) more observations, (2) greater scope of his conceptual model, (3) simplicity, (4) precision of language, (5) accuracy of the probability assignment." (C West Churchman, "Costs, Utilities, and Values", 1956)

"The precision of a number is the degree of exactness with which it is stated, while the accuracy of a number is the degree of exactness with which it is known or observed. The precision of a quantity is reported by the number of significant figures in it." (Edmund C Berkeley & Lawrence Wainwright, Computers: Their Operation and Applications", 1956)

"The art of using the language of figures correctly is not to be over-impressed by the apparent air of accuracy, and yet to be able to take account of error and inaccuracy in such a way as to know when, and when not, to use the figures. This is a matter of skill, judgment, and experience, and there are no rules and short cuts in acquiring this expertness." (Ely Devons, "Essays in Economics", 1961)

"The two most important characteristics of the language of statistics are first, that it describes things in quantitative terms, and second, that it gives this description an air of accuracy and precision." (Ely Devons, "Essays in Economics", 1961)

"Relativity is inherently convergent, though convergent toward a plurality of centers of abstract truths. Degrees of accuracy are only degrees of refinement and magnitude in no way affects the fundamental reliability, which refers, as directional or angular sense, toward centralized truths. Truth is a relationship." (R Buckminster Fuller, "The Designers and the Politicians", 1962)

"Theories are usually introduced when previous study of a class of phenomena has revealed a system of uniformities. […] Theories then seek to explain those regularities and, generally, to afford a deeper and more accurate understanding of the phenomena in question. To this end, a theory construes those phenomena as manifestations of entities and processes that lie behind or beneath them, as it were." (Carl G Hempel, "Philosophy of Natural Science", 1966)

"Numbers are the product of counting. Quantities are the product of measurement. This means that numbers can conceivably be accurate because there is a discontinuity between each integer and the next. Between two and three there is a jump. In the case of quantity there is no such jump, and because jump is missing in the world of quantity it is impossible for any quantity to be exact. You can have exactly three tomatoes. You can never have exactly three gallons of water. Always quantity is approximate." (Gregory Bateson, "Number is Different from Quantity", CoEvolution Quarterly, 1978)

"Science has become a social method of inquiring into natural phenomena, making intuitive and systematic explorations of laws which are formulated by observing nature, and then rigorously testing their accuracy in the form of predictions. The results are then stored as written or mathematical records which are copied and disseminated to others, both within and beyond any given generation. As a sort of synergetic, rigorously regulated group perception, the collective enterprise of science far transcends the activity within an individual brain." (Lynn Margulis & Dorion Sagan, "Microcosmos", 1986)

"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)

"Science is (or should be) a precise art. Precise, because data may be taken or theories formulated with a certain amount of accuracy; an art, because putting the information into the most useful form for investigation or for presentation requires a certain amount of creativity and insight." (Patricia H Reiff, "The Use and Misuse of Statistics in Space Physics", Journal of Geomagnetism and Geoelectricity 42, 1990)

"There is no sharp dividing line between scientific theories and models, and mathematics is used similarly in both. The important thing is to possess a delicate judgement of the accuracy of your model or theory. An apparently crude model can often be surprisingly effective, in which case its plain dress should not mislead. In contrast, some apparently very good models can be hiding dangerous weaknesses." (David Wells, "You Are a Mathematician: A wise and witty introduction to the joy of numbers", 1995)

"Science is more than a mere attempt to describe nature as accurately as possible. Frequently the real message is well hidden, and a law that gives a poor approximation to nature has more significance than one which works fairly well but is poisoned at the root." (Robert H March, "Physics for Poets", 1996)

"Accuracy of observation is the equivalent of accuracy of thinking." (Wallace Stevens, "Collected Poetry and Prose", 1997)

“Accurate estimates depend at least as much upon the mental model used in forming the picture as upon the number of pieces of the puzzle that have been collected.” (Richards J. Heuer Jr, “Psychology of Intelligence Analysis”, 1999)

"To be numerate means to be competent, confident, and comfortable with one’s judgements on whether to use mathematics in a particular situation and if so, what mathematics to use, how to do it, what degree of accuracy is appropriate, and what the answer means in relation to the context." (Diana Coben, "Numeracy, mathematics and adult learning", 2000)

"Innumeracy - widespread confusion about basic mathematical ideas - means that many statistical claims about social problems don't get the critical attention they deserve. This is not simply because an innumerate public is being manipulated by advocates who cynically promote inaccurate statistics. Often, statistics about social problems originate with sincere, well-meaning people who are themselves innumerate; they may not grasp the full implications of what they are saying. Similarly, the media are not immune to innumeracy; reporters commonly repeat the figures their sources give them without bothering to think critically about them." (Joel Best, "Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists", 2001)

"Most physical systems, particularly those complex ones, are extremely difficult to model by an accurate and precise mathematical formula or equation due to the complexity of the system structure, nonlinearity, uncertainty, randomness, etc. Therefore, approximate modeling is often necessary and practical in real-world applications. Intuitively, approximate modeling is always possible. However, the key questions are what kind of approximation is good, where the sense of 'goodness' has to be first defined, of course, and how to formulate such a good approximation in modeling a system such that it is mathematically rigorous and can produce satisfactory results in both theory and applications." (Guanrong Chen & Trung Tat Pham, "Introduction to Fuzzy Sets, Fuzzy Logic, and Fuzzy Control Systems", 2001)

"There are two problems with sampling - one obvious, and  the other more subtle. The obvious problem is sample size. Samples tend to be much smaller than their populations. [...] Obviously, it is possible to question results based on small samples. The smaller the sample, the less confidence we have that the sample accurately reflects the population. However, large samples aren't necessarily good samples. This leads to the second issue: the representativeness of a sample is actually far more important than sample size. A good sample accurately reflects (or 'represents') the population." (Joel Best, "Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists", 2001)

"[…] most earlier attempts to construct a theory of complexity have overlooked the deep link between it and networks. In most systems, complexity starts where networks turn nontrivial. No matter how puzzled we are by the behavior of an electron or an atom, we rarely call it complex, as quantum mechanics offers us the tools to describe them with remarkable accuracy. The demystification of crystals-highly regular networks of atoms and molecules-is one of the major success stories of twentieth-century physics, resulting in the development of the transistor and the discovery of superconductivity. Yet, we continue to struggle with systems for which the interaction map between the components is less ordered and rigid, hoping to give self-organization a chance." (Albert-László Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002)

"Blissful data consist of information that is accurate, meaningful, useful, and easily accessible to many people in an organization. These data are used by the organization’s employees to analyze information and support their decision-making processes to strategic action. It is easy to see that organizations that have reached their goal of maximum productivity with blissful data can triumph over their competition. Thus, blissful data provide a competitive advantage.". (Margaret Y Chu, "Blissful Data", 2004)

"[…] we would like to observe that the butterfly effect lies at the root of many events which we call random. The final result of throwing a dice depends on the position of the hand throwing it, on the air resistance, on the base that the die falls on, and on many other factors. The result appears random because we are not able to take into account all of these factors with sufficient accuracy. Even the tiniest bump on the table and the most imperceptible move of the wrist affect the position in which the die finally lands. It would be reasonable to assume that chaos lies at the root of all random phenomena." (Iwo Bialynicki-Birula & Iwona Bialynicka-Birula, "Modeling Reality: How Computers Mirror Life", 2004)

"A scientific theory is a concise and coherent set of concepts, claims, and laws (frequently expressed mathematically) that can be used to precisely and accurately explain and predict natural phenomena." (Mordechai Ben-Ari, "Just a Theory: Exploring the Nature of Science", 2005)

"Coincidence surprises us because our intuition about the likelihood of an event is often wildly inaccurate." (Michael Starbird, "Coincidences, Chaos, and All That Math Jazz", 2005)

"[myth:] Accuracy is more important than precision. For single best estimates, be it a mean value or a single data value, this question does not arise because in that case there is no difference between accuracy and precision. (Think of a single shot aimed at a target.) Generally, it is good practice to balance precision and accuracy. The actual requirements will differ from case to case." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"Humans have difficulty perceiving variables accurately […]. However, in general, they tend to have inaccurate perceptions of system states, including past, current, and future states. This is due, in part, to limited ‘mental models’ of the phenomena of interest in terms of both how things work and how to influence things. Consequently, people have difficulty determining the full implications of what is known, as well as considering future contingencies for potential systems states and the long-term value of addressing these contingencies. " (William B. Rouse, "People and Organizations: Explorations of Human-Centered Design", 2007) 

"Perception requires imagination because the data people encounter in their lives are never complete and always equivocal. [...] We also use our imagination and take shortcuts to fill gaps in patterns of nonvisual data. As with visual input, we draw conclusions and make judgments based on uncertain and incomplete information, and we conclude, when we are done analyzing the patterns, that out picture is clear and accurate. But is it?" (Leonard Mlodinow, "The Drunkard’s Walk: How Randomness Rules Our Lives", 2008)

"Prior to the discovery of the butterfly effect it was generally believed that small differences averaged out and were of no real significance. The butterfly effect showed that small things do matter. This has major implications for our notions of predictability, as over time these small differences can lead to quite unpredictable outcomes. For example, first of all, can we be sure that we are aware of all the small things that affect any given system or situation? Second, how do we know how these will affect the long-term outcome of the system or situation under study? The butterfly effect demonstrates the near impossibility of determining with any real degree of accuracy the long term outcomes of a series of events." (Elizabeth McMillan, Complexity, "Management and the Dynamics of Change: Challenges for practice", 2008)

"In the predictive modeling disciplines an ensemble is a group of algorithms that is used to solve a common problem [...] Each modeling algorithm has specific strengths and weaknesses and each provides a different mathematical perspective on the relationships modeled, just like each instrument in a musical ensemble provides a different voice in the composition. Predictive modeling ensembles use several algorithms to contribute their perspectives on the prediction problem and then combine them together in some way. Usually ensembles will provide more accurate models than individual algorithms which are also more general in their ability to work well on different data sets [...] the approach has proven to yield the best results in many situations." (Gary Miner et al, "Practical Text Mining and Statistical Analysis for Non-Structured Text Data Applications", 2012)

"The problem of complexity is at the heart of mankind’s inability to predict future events with any accuracy. Complexity science has demonstrated that the more factors found within a complex system, the more chances of unpredictable behavior. And without predictability, any meaningful control is nearly impossible. Obviously, this means that you cannot control what you cannot predict. The ability ever to predict long-term events is a pipedream. Mankind has little to do with changing climate; complexity does." (Lawrence K Samuels, "The Real Science Behind Changing Climate", 2014)

“A mathematical model is a mathematical description (often by means of a function or an equation) of a real-world phenomenon such as the size of a population, the demand for a product, the speed of a falling object, the concentration of a product in a chemical reaction, the life expectancy of a person at birth, or the cost of emission reductions. The purpose of the model is to understand the phenomenon and perhaps to make predictions about future behavior. [...] A mathematical model is never a completely accurate representation of a physical situation - it is an idealization." (James Stewart, “Calculus: Early Transcedentals” 8th Ed., 2016)

"Validity of a theory is also known as construct validity. Most theories in science present broad conceptual explanations of relationship between variables and make many different predictions about the relationships between particular variables in certain situations. Construct validity is established by verifying the accuracy of each possible prediction that might be made from the theory. Because the number of predictions is usually infinite, construct validity can never be fully established. However, the more independent predictions for the theory verified as accurate, the stronger the construct validity of the theory." (K  N Krishnaswamy et al, "Management Research Methodology: Integration of Principles, Methods and Techniques", 2016)

"The margin of error is how accurate the results are, and the confidence interval is how confident you are that your estimate falls within the margin of error." (Daniel J Levitin, "Weaponized Lies", 2017)

"Are your insights based on data that is accurate and reliable? Trustworthy data is correct or valid, free from significant defects and gaps. The trustworthiness of your data begins with the proper collection, processing, and maintenance of the data at its source. However, the reliability of your numbers can also be influenced by how they are handled during the analysis process. Clean data can inadvertently lose its integrity and true meaning depending on how it is analyzed and interpreted." (Brent Dykes, "Effective Data Storytelling: How to Drive Change with Data, Narrative and Visuals", 2019)

"The only way to achieve any accuracy is to ignore most of the information available." (Preston C Hammer) 

🔭Data Science: Logarithms (Just the Quotes)

"With the ordinary scale, fluctuations in large factors are very noticeable, while relatively greater fluctuations in smaller factors are barely apparent. The semi-logarithmic scale permits the graphic representation of changes in every quantity on the same basis, without respect to the magnitude of the quantity itself. At the same time, it shows the actual value by reference to the numbers in the scale column. By indicating both absolute and relative value and changes to one scale, it combines the advantages of both the natural and percentage scale, without the disadvantages of either." (Allan C Haskell, "How to Make and Use Graphic Charts", 1919)

"The ratio chart not only correctly represents relative changes but also indicates absolute amounts at the same time. Because of its distinctive structure, it is referred to as a semilogarithmic chart. The vertical axis is ruled logarithmically and the horizontal axis arithmetically. The continued narrowing of the spacings of the scale divisions on the vertical axis is characteristic of logarithmic rulings; the equal intervals on the horizontal axis are indicative of arithmetic rulings." (Anna C Rogers, "Graphic Charts Handbook", 1961)

"Logging size transforms the original skewed distribution into a more symmetrical one by pulling in the long right tail of the distribution toward the mean. The short left tail is, in addition, stretched. The shift toward symmetrical distribution produced by the log transform is not, of course, merely for convenience. Symmetrical distributions, especially those that resemble the normal distribution, fulfill statistical assumptions that form the basis of statistical significance testing in the regression model." (Edward R Tufte, "Data Analysis for Politics and Policy", 1974)

"Logging skewed variables also helps to reveal the patterns in the data. […] the rescaling of the variables by taking logarithms reduces the nonlinearity in the relationship and removes much of the clutter resulting from the skewed distributions on both variables; in short, the transformation helps clarify the relationship between the two variables. It also […] leads to a theoretically meaningful regression coefficient." (Edward R Tufte, "Data Analysis for Politics and Policy", 1974)

"The logarithmic transformation serves several purposes: (1) The resulting regression coefficients sometimes have a more useful theoretical interpretation compared to a regression based on unlogged variables. (2) Badly skewed distributions - in which many of the observations are clustered together combined with a few outlying values on the scale of measurement - are transformed by taking the logarithm of the measurements so that the clustered values are spread out and the large values pulled in more toward the middle of the distribution. (3) Some of the assumptions underlying the regression model and the associated significance tests are better met when the logarithm of the measured variables is taken." (Edward R Tufte, "Data Analysis for Politics and Policy", 1974)

"The logarithm is an extremely powerful and useful tool for graphical data presentation. One reason is that logarithms turn ratios into differences, and for many sets of data, it is natural to think in terms of ratios. […] Another reason for the power of logarithms is resolution. Data that are amounts or counts are often very skewed to the right; on graphs of such data, there are a few large values that take up most of the scale and the majority of the points are squashed into a small region of the scale with no resolution." (William S. Cleveland, "Graphical Methods for Data Presentation: Full Scale Breaks, Dot Charts, and Multibased Logging", The American Statistician Vol. 38 (4) 1984)

"It is common for positive data to be skewed to the right: some values bunch together at the low end of the scale and others trail off to the high end with increasing gaps between the values as they get higher. Such data can cause severe resolution problems on graphs, and the common remedy is to take logarithms. Indeed, it is the frequent success of this remedy that partly accounts for the large use of logarithms in graphical data display." (William S Cleveland, "The Elements of Graphing Data", 1985)

"When magnitudes are graphed on a logarithmic scale, percents and factors are easier to judge since equal multiplicative factors and percents result in equal distances throughout the entire scale." (William S Cleveland, "The Elements of Graphing Data", 1985)

"The logarithm is one of many transformations that we can apply to univariate measurements. The square root is another. Transformation is a critical tool for visualization or for any other mode of data analysis because it can substantially simplify the structure of a set of data. For example, transformation can remove skewness toward large values, and it can remove monotone increasing spread. And often, it is the logarithm that achieves this removal." (William S Cleveland, "Visualizing Data", 1993)

"Use a logarithmic scale when it is important to understand percent change or multiplicative factors. […] Showing data on a logarithmic scale can cure skewness toward large values." (Naomi B Robbins, "Creating More effective Graphs", 2005)

"It is important to pay heed to the following detail: a disadvantage of logarithmic diagrams is that a graphical integration is not possible, i.e., the area under the curve (the integral) is of no relevance." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

19 December 2018

🔭Data Science: Errors in Statistics (Just the Quotes)

"[It] may be laid down as a general rule that, if the result of a long series of precise observations approximates a simple relation so closely that the remaining difference is undetectable by observation and may be attributed to the errors to which they are liable, then this relation is probably that of nature." (Pierre-Simon Laplace, "Mémoire sur les Inégalites Séculaires des Planètes et des Satellites", 1787)

"It is surprising to learn the number of causes of error which enter into the simplest experiment, when we strive to attain rigid accuracy." (William S Jevons, "The Principles of Science: A Treatise on Logic and Scientific Method", 1874)

"Some of the common ways of producing a false statistical argument are to quote figures without their context, omitting the cautions as to their incompleteness, or to apply them to a group of phenomena quite different to that to which they in reality relate; to take these estimates referring to only part of a group as complete; to enumerate the events favorable to an argument, omitting the other side; and to argue hastily from effect to cause, this last error being the one most often fathered on to statistics. For all these elementary mistakes in logic, statistics is held responsible." (Sir Arthur L Bowley, "Elements of Statistics", 1901)

"If the number of experiments be very large, we may have precise information as to the value of the mean, but if our sample be small, we have two sources of uncertainty: (I) owing to the 'error of random sampling' the mean of our series of experiments deviates more or less widely from the mean of the population, and (2) the sample is not sufficiently large to determine what is the law of distribution of individuals." (William S Gosset, "The Probable Error of a Mean", Biometrika, 1908)

"We know not to what are due the accidental errors, and precisely because we do not know, we are aware they obey the law of Gauss. Such is the paradox." (Henri Poincaré, "The Foundations of Science", 1913)

"No observations are absolutely trustworthy. In no field of observation can we entirely rule out the possibility that an observation is vitiated by a large measurement or execution error. If a reading is found to lie a very long way from its fellows in a series of replicate observations, there must be a suspicion that the deviation is caused by a blunder or gross error of some kind. [...] One sufficiently erroneous reading can wreck the whole of a statistical analysis, however many observations there are." (Francis J Anscombe, "Rejection of Outliers", Technometrics Vol. 2 (2), 1960)

"It might be reasonable to expect that the more we know about any set of statistics, the greater the confidence we would have in using them, since we would know in which directions they were defective; and that the less we know about a set of figures, the more timid and hesitant we would be in using them. But, in fact, it is the exact opposite which is normally the case; in this field, as in many others, knowledge leads to caution and hesitation, it is ignorance that gives confidence and boldness. For knowledge about any set of statistics reveals the possibility of error at every stage of the statistical process; the difficulty of getting complete coverage in the returns, the difficulty of framing answers precisely and unequivocally, doubts about the reliability of the answers, arbitrary decisions about classification, the roughness of some of the estimates that are made before publishing the final results. Knowledge of all this, and much else, in detail, about any set of figures makes one hesitant and cautious, perhaps even timid, in using them." (Ely Devons, "Essays in Economics", 1961)

"The art of using the language of figures correctly is not to be over-impressed by the apparent ai

"Measurement, we have seen, always has an element of error in it. The most exact description or prediction that a scientist can make is still only approximate." (Abraham Kaplan, "The Conduct of Inquiry: Methodology for Behavioral Science", 1964)

"A mature science, with respect to the matter of errors in variables, is not one that measures its variables without error, for this is impossible. It is, rather, a science which properly manages its errors, controlling their magnitudes and correctly calculating their implications for substantive conclusions." (Otis D Duncan, "Introduction to Structural Equation Models", 1975)

"Pencil and paper for construction of distributions, scatter diagrams, and run-charts to compare small groups and to detect trends are more efficient methods of estimation than statistical inference that depends on variances and standard errors, as the simple techniques preserve the information in the original data." (William E Deming, "On Probability as Basis for Action" American Statistician Vol. 29 (4), 1975)

"When the statistician looks at the outside world, he cannot, for example, rely on finding errors that are independently and identically distributed in approximately normal distributions. In particular, most economic and business data are collected serially and can be expected, therefore, to be heavily serially dependent. So is much of the data collected from the automatic instruments which are becoming so common in laboratories these days. Analysis of such data, using procedures such as standard regression analysis which assume independence, can lead to gross error. Furthermore, the possibility of contamination of the error distribution by outliers is always present and has recently received much attention. More generally, real data sets, especially if they are long, usually show inhomogeneity in the mean, the variance, or both, and it is not always possible to randomize." (George E P Box, "Some Problems of Statistics and Everyday Life", Journal of the American Statistical Association, Vol. 74 (365), 1979)

"Under conditions of uncertainty, both rationality and measurement are essential to decision-making. Rational people process information objectively: whatever errors they make in forecasting the future are random errors rather than the result of a stubborn bias toward either optimism or pessimism. They respond to new information on the basis of a clearly defined set of preferences. They know what they want, and they use the information in ways that support their preferences." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"Linear regression assumes that in the population a normal distribution of error values around the predicted Y is associated with each X value, and that the dispersion of the error values for each X value is the same. The assumptions imply normal and similarly dispersed error distributions." (Fred C Pampel, "Linear Regression: A primer", 2000)

"Compound errors can begin with any of the standard sorts of bad statistics - a guess, a poor sample, an inadvertent transformation, perhaps confusion over the meaning of a complex statistic. People inevitably want to put statistics to use, to explore a number's implications. [...] The strengths and weaknesses of those original numbers should affect our confidence in the second-generation statistics." (Joel Best, "Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists", 2001)

"Trimming potentially theoretically meaningful variables is not advisable unless one is quite certain that the coefficient for the variable is near zero, that the variable is inconsequential, and that trimming will not introduce misspecification error." (James Jaccard, "Interaction Effects in Logistic Regression", 2001)

"The central limit theorem says that, under conditions almost always satisfied in the real world of experimentation, the distribution of such a linear function of errors will tend to normality as the number of its components becomes large. The tendency to normality occurs almost regardless of the individual distributions of the component errors. An important proviso is that several sources of error must make important contributions to the overall error and that no particular source of error dominate the rest." (George E P Box et al, "Statistics for Experimenters: Design, discovery, and innovation" 2nd Ed., 2005)

"Two things explain the importance of the normal distribution: (1) The central limit effect that produces a tendency for real error distributions to be 'normal like'. (2) The robustness to nonnormality of some common statistical procedures, where 'robustness' means insensitivity to deviations from theoretical normality." (George E P Box et al, "Statistics for Experimenters: Design, discovery, and innovation" 2nd Ed., 2005)

"There are many ways for error to creep into facts and figures that seem entirely straightforward. Quantities can be miscounted. Small samples can fail to accurately reflect the properties of the whole population. Procedures used to infer quantities from other information can be faulty. And then, of course, numbers can be total bullshit, fabricated out of whole cloth in an effort to confer credibility on an otherwise flimsy argument. We need to keep all of these things in mind when we look at quantitative claims. They say the data never lie - but we need to remember that the data often mislead." (Carl T Bergstrom & Jevin D West, "Calling Bullshit: The Art of Skepticism in a Data-Driven World", 2020)

"Always expect to find at least one error when you proofread your own statistics. If you don’t, you are probably making the same mistake twice." (Cheryl Russell)

[Murphy’s Laws of Analysis:] "(1) In any collection of data, the figures that are obviously correct contain errors. (2) It is customary for a decimal to be misplaced. (3) An error that can creep into a calculation, will. Also, it will always be in the direction that will cause the most damage to the calculation." (G C Deakly)

Related Posts Plugin for WordPress, Blogger...

About Me

My photo
Koeln, NRW, Germany
IT Professional with more than 24 years experience in IT in the area of full life-cycle of Web/Desktop/Database Applications Development, Software Engineering, Consultancy, Data Management, Data Quality, Data Migrations, Reporting, ERP implementations & support, Team/Project/IT Management, etc.