14 April 2006

🖍️Ian Goodfellow - Collected Quotes

"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)

"A representation learning algorithm can discover a good set of features for a simple task in minutes, or for a complex task in hours to months." (Ian Goodfellow et al, "Deep Learning", 2015)

"Another crowning achievement of deep learning is its extension to the domain of reinforcement learning. In the context of reinforcement learning, an autonomous agent must learn to perform a task by trial and error, without any guidance from the human operator." (Ian Goodfellow et al, "Deep Learning", 2015)

"Cognitive science is an interdisciplinary approach to understanding the mind, combining multiple different levels of analysis."

"Logic provides a set of formal rules for determining what propositions are implied to be true or false given the assumption that some other set of propositions is true or false. Probability theory provides a set of formal rules for determining the likelihood of a proposition being true given the likelihood of other propositions." (Ian Goodfellow et al, "Deep Learning", 2015)

"The field of deep learning is primarily concerned with how to build computer systems that are able to successfully solve tasks requiring intelligence, while the field of computational neuroscience is primarily concerned with building more accurate models of how the brain actually works." (Ian Goodfellow et al, "Deep Learning", 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)

🖍️N D Lewis - Collected Quotes

"Deep learning is an area of machine learning that emerged from the intersection of neural networks, artificial intelligence, graphical modeling, optimization, pattern recognition and signal processing." (N D Lewis, "Deep Learning Made Easy with R: A Gentle Introduction for Data Science", 2016)

"Overfitting is like attending a concert of your favorite band. Depending on the acoustics of the concert venue you will hear both music and noise from the screams of the crowd to reverberations off walls and so on. Overfitting happens when your model perfectly fits both the music and the noise when the intent is to fit the structure (the music). It is generally a result of the predictor being too complex (recall Occams Razor) so that it fits the underlying structure as well as the noise. The consequence is a small or zero test set classification error. Alas, this super low error rate will fail to materialize on future unseen samples. One consequence of overfitting is poor generalization (prediction) on future data." (N D Lewis, "Deep Learning Made Easy with R: A Gentle Introduction for Data Science", 2016)

"Roughly stated, the No Free Lunch theorem states that in the lack of prior knowledge (i.e. inductive bias) on average all predictive algorithms that search for the minimum classification error (or extremum over any risk metric) have identical performance according to any measure." (N D Lewis, "Deep Learning Made Easy with R: A Gentle Introduction for Data Science", 2016)

"Underfitting can also be a problem. It happens when the predictor is too simplistic or rigid to capture the underlying characteristics of the data. In this case the test error will be rather large." (N D Lewis, "Deep Learning Made Easy with R: A Gentle Introduction for Data Science", 2016)

"The bias variance decomposition is a useful tool for understanding classifier behavior. It turns out the expected misclassification rate can be decomposed into two components, a reducible error and irreducible error [...] Irreducible error or inherent uncertainty is associated with the natural variability in the phenomenon under study, and is therefore beyond our control. [...] Reducible error, as the name suggests, can be minimized. It can be decomposed into error due to squared bias and error due to variance." (N D Lewis, "Deep Learning Made Easy with R: A Gentle Introduction for Data Science", 2016)

"The power of deep learning models comes from their ability to classify or predict nonlinear data using a modest number of parallel nonlinear steps4. A deep learning model learns the input data features hierarchy all the way from raw data input to the actual classification of the data. Each layer extracts features from the output of the previous layer." (N D Lewis, "Deep Learning Made Easy with R: A Gentle Introduction for Data Science", 2016)

🖍️Steve McKillup - Collected Quotes

"A correlation between two variables means they vary together. A positive correlation means that high values of one variable are associated with high values of the other, while a negative correlation means that high values of one variable are associated with low values of the other." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Accuracy is the closeness of a measured value to the true value. Precision is the ‘spread’ or variability of repeated measures of the same value." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Correlation is an exploratory technique used to examine whether the values of two variables are significantly related, meaning whether the values of both variables change together in a consistent way. (For example, an increase in one may be accompanied by a decrease in the other.) There is no expectation that the value of one variable can be predicted from the other, or that there is any causal relationship between them." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Designing a well-controlled, appropriately replicated and realistic experiment has been described by some researchers as an ‘art’. It is not, but there are often several different ways to test the same hypothesis, and hence several different experiments that could be done. Consequently, it is difficult to set a guide to designing experiments beyond an awareness of the general principles." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Even an apparently well-designed mensurative or manipulative experiment may still suffer from a lack of realism." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"First, if you already know that the population from which your sample has been taken is normally distributed (perhaps you have data for a variable that has been studied before), you can assume the distribution of sample means from this population will also be normally distributed. Second, the central limit theorem […] states that the distribution of the means of samples of about 25 or more taken from any population will be approximately normal, provided the population is not grossly non-normal (e.g. a population that is bimodal). Therefore, provided your sample size is sufficiently large you can usually do a parametric test. Finally, you can examine your sample. Although there are statistical tests for normality, many statisticians have cautioned that these tests often indicate the sample is significantly non normal even when a t-test will still give reliable results." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Graphs may reveal patterns in data sets that are not obvious from looking at lists or calculating descriptive statistics. Graphs can also provide an easily understood visual summary of a set of results." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Inaccurate and imprecise measurements or a poor or unrealistic sampling design can result in the generation of inappropriate hypotheses. Measurement errors or a poor experimental design can give a false or misleading outcome that may result in the incorrect retention or rejection of an hypothesis." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"It has often been said, ‘There is no such thing as a perfect experiment.’ One inherent problem is that, as a design gets better and better, the cost in time and equipment also increases, but the ability to actually do the experiment decreases. An absolutely perfect design may be impossible to carry out. Therefore, every researcher must choose a design that is ‘good enough’ but still practical. There are no rules for this – the decision on design is in the hands of the researcher, and will be eventually judged by their colleagues who examine any report from the work." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"It is important to realise that Type 1 error can only occur when the null hypothesis applies. There is absolutely no risk if the null hypothesis is false. Unfortunately, you are most unlikely to know if the null hypothesis applies or not - if you did know, you would not be doing an experiment to test it! If the null hypothesis applies, the risk of Type 1 error is the same as the probability level you have chosen" (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Linear correlation analysis assumes that the data are random representatives taken from the larger population of values for each variable, which are normally distributed and have been measured on a ratio, interval or ordinal scale. A scatter plot of these variables will have what is called a bivariate normal distribution. If the data are not normally distributed, or the relationship does not appear to be linear, they may be able to be analysed by nonparametric tests for correlation [...]" (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Many statistics texts do not mention this and students often ask, ‘What if you get a probability of exactly 0.05?’ Here the result would be considered not significant, since significance has been defined as a probability of less than 0.05 (<0.05). Some texts define a significant result as one where the probability is less than or equal to 0.05 ( 0.05). In practice this will make very little difference, but since Fisher proposed the ‘less than 0.05’ definition, which is also used by most scientific publications, it will be used here." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"No hypothesis or theory can ever be proven - one day there may be evidence that rejects it and leads to a different explanation (which can include all the successful predictions of the previous hypothesis).Consequently we can only falsify or disprove hypotheses and theories – we can never ever prove them." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"One of the nastiest pitfalls is appearing to have a replicated manipulative experimental design, which really is not replicated." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"One way of generating hypotheses is to collect data and look for patterns. Often, however, it is difficult to see any pattern from a set of data, which may just be a list of numbers. Graphs and descriptive statistics are very useful for summarising and displaying data in ways that may reveal patterns." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Parametric tests are designed for analyzing data from a known distribution, and the majority assume a normally distributed population. Although parametric tests are quite robust to departures from normality, and major ones can often be reduced by transformation, there are some cases where the population is so grossly non-normal that parametric testing is unwise. In these cases a powerful analysis can often still be done by using a non-parametric test." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Sample statistics like the mean, variance, standard deviation, and especially the standard error of the mean are estimates of population statistics that can be used to predict the range within which 95% of the means of a particular sample size will occur. Knowing this, you can use a parametric test to estimate the probability that a sample mean is the same as an expected value, or the probability that the means of two samples are from the same population." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Statistical tests are just a way of working out the probability of obtaining the observed, or an even more extreme, difference among samples (or between an observed and expected value) if a specific hypothesis (usually the null of no difference) is true. Once the probability is known, the experimenter can make a decision about the difference, using criteria that are uniformly used and understood."  (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"The essential features of the ‘hypothetico-deductive’ view of scientific method are that a person observes or samples the natural world and uses all the information available to make an intuitive, logical guess, called an hypothesis, about how the system functions. The person has no way of knowing if their hypothesis is correct - it may or may not apply. Predictions made from the hypothesis are tested, either by further sampling or by doing experiments. If the results are consistent with the predictions then the hypothesis is retained. If they are not, it is rejected, and a new hypothesis formulated." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"The unavoidable problem with using probability to help you make a decision is that there is always a chance of making a wrong decision and you have no way of telling when you have done this." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"The use of a t-test makes three assumptions. The first is that the data are normally distributed. The second is that each sample has been taken at random from its respective population and the third is that for an independent sample test, the variances are the same. It has, however, been shown that t-tests are actually very ‘robust’ – that is, they will still generate statistics that approximate the t distribution and give realistic probabilities even when the data show considerable departure from normality and when sample variances are dissimilar." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Unfortunately, the only way to estimate the appropriate minimum sample size needed in an experiment is to know, or have good estimates of, the effect size and standard deviation of the population(s). Often the only way to estimate these is to do a pilot experiment with a sample. For most tests there are formulae that use these (sample) statistics to give the appropriate sized sample for a desired power." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"When expected frequencies are small, the calculated chi-square statistic is inaccurate and tends to be too large, therefore indicating a lower than appropriate probability, which increases the risk of Type 1 error. It used to be recommended that no expected frequency in a goodness of fit test should be less than five, but this has been relaxed somewhat in the light of more recent research, and it is now recommended that no more than 20% of expected frequencies should be less than five." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Whenever you make a decision based on the probability of a result, there is a risk of either a Type 1 or a Type 2 error. There is only a risk of Type 1 error when the null hypothesis applies, and the risk is the chosen probability level. There is only a risk of Type 2 error when the null hypothesis is false." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

"Without compromising the risk of Type 1 error, the only way a researcher can reduce the risk of Type 2 error to an acceptable level and therefore ensure sufficient power is to increase their sample size. Every researcher has to ask themselves the question, ‘What sample size do I need to ensure the risk of Type 2 error is low and therefore power is high?’ This is an important question because samples are usually costly to take, so there is no point in increasing sample size past the point where power reaches an acceptable level." (Steve McKillup, "Statistics Explained: An Introductory Guide for Life Scientists", 2005)

🖍️Roger J Barlow - Collected Quotes

"Averaging results, whether weighted or not, needs to be done with due caution and commonsense. Even though a measurement has a small quoted error it can still be, not to put too fine a point on it, wrong. If two results are in blatant and obvious disagreement, any average is meaningless and there is no point in performing it. Other cases may be less outrageous, and it may not be clear whether the difference is due to incompatibility or just unlucky chance." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"Good programming style is important, not just a luxury. Programs are organic; a good program lives a long time, and has to be changed to meet new uses; a well-written program makes such adaptations easier. A logical, clearly written program helps greatly when tracking down possible bugs. However, although there is a lot of good advice on style laid down by various people, there are no hard and fast rules, only guidelines. It is like writing English in this respect." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"In everyday life, 'estimation' means a rough and imprecise procedure leading to a rough and imprecise result. You 'estimate' when you cannot measure exactly. In statistics, on the other hand, 'estimation' is a technical term. It means a precise and accurate procedure, leading to a result which may be imprecise, but where at least the extent of the imprecision is known. It has nothing to do with approximation. You have some data, from which you want to draw conclusions and produce a 'best' value for some particular numerical quantity (or perhaps for several quantities), and you probably also want to know how reliable this value is, i.e. what the error is on your estimate." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"Least squares' means just what it says: you minimise the (suitably weighted) squared difference between a set of measurements and their predicted values. This is done by varying the parameters you want to estimate: the predicted values are adjusted so as to be close to the measurements; squaring the differences means that greater importance is placed on removing the large deviations." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"Probabilities are pure numbers. Probability densities, on the other hand, have dimensions, the inverse of those of the variable x to which they apply." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"Science is supposed to explain to us what is actually happening, and indeed what will happen, in the world. Unfortunately as soon as you try and do something useful with it, sordid arithmetical numbers start getting in the way and messing up the basic scientific laws." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"Statistics is a tool. In experimental science you plan and carry out experiments, and then analyse and interpret the results. To do this you use statistical arguments and calculations. Like any other tool - an oscilloscope, for example, or a spectrometer, or even a humble spanner - you can use it delicately or clumsily, skillfully or ineptly. The more you know about it and understand how it works, the better you will be able to use it and the more useful it will be." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"Subjective probability, also known as Bayesian statistics, pushes Bayes' theorem further by applying it to statements of the type described as 'unscientific' in the frequency definition. The probability of a theory (e.g. that it will rain tomorrow or that parity is not violated) is considered to be a subjective 'degree of belief - it can perhaps be measured by seeing what odds the person concerned will offer as a bet. Subsequent experimental evidence then modifies the initial degree of belief, making it stronger or weaker according to whether the results agree or disagree with the predictions of the theory in question." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"The best way to learn to write good programs is to read other people's. Notice whether they are clear or obscure, and try and understand why. Then imitate the good points and avoid the bad in your own programs." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"The principle of maximum likelihood is not a rule that requires justification - it does not need to be proved. It is merely a sensible way of producing an estimator. But although the name 'maximum likelihood' has a nice ring to it - it suggest that your estimate is the 'most likely' value - this is an unfair interpretation; it is the estimate that makes your data most likely - another thing altogether." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"There is a technical difference between a bar chart and a histogram in that the number represented is proportional to the length of bar in the former and the area in the latter. This matters if non-uniform binning is used. Bar charts can be used for qualitative or quantitative data, whereas histograms can only be used for quantitative data, as no meaning can be attached to the width of the bins if the data are qualitative." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989) 

"There is an obvious parallel between an expectation value and the mean of a data sample. The former is a sum over a theoretical probability distribution and the latter is a (similar) sum over a real data sample. The law of large numbers ensures that if a data sample is described by a theoretical distribution, then as N, the size of the data sample, goes to infinity […]." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

"When you want to use some data to give the answer to a question, the first step is to formulate the question precisely by expressing it as a hypothesis. Then you consider the consequences of that hypothesis, and choose a suitable test to apply to the data. From the result of the test you accept or reject the hypothesis according to prearranged criteria. This cannot be infallible, and there is always a chance of getting the wrong answer, so you try and reduce the chance of such a mistake to a level which you consider reasonable." (Roger J Barlow, "Statistics: A guide to the use of statistical methods in the physical sciences", 1989)

13 April 2006

🖍️Peter L Bernstein - Collected Quotes

"A normal distribution is most unlikely, although not impossible, when the observations are dependent upon one another - that is, when the probability of one event is determined by a preceding event. The observations will fail to distribute themselves symmetrically around the mean." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"All the law [of large numbers] tells us is that the average of a large number of throws will be more likely than the average of a small number of throws to differ from the true average by less than some stated amount. And there will always be a possibility that the observed result will differ from the true average by a larger amount than the specified bound." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"But real-life situations often require us to measure probability in precisely this fashion - from sample to universe. In only rare cases does life replicate games of chance, for which we can determine the probability of an outcome before an event even occurs - a priori […] . In most instances, we have to estimate probabilities from what happened after the fact - a posteriori. The very notion of a posteriori implies experimentation and changing degrees of belief." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"Probability theory is a serious instrument for forecasting, but the devil, as they say, is in the details - in the quality of information that forms the basis of probability estimates." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

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

"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)

"Under conditions of uncertainty, the choice is not between rejecting a hypothesis and accepting it, but between reject and not - reject. You can decide that the probability that you are wrong is so small that you should not reject the hypothesis. You can decide that the probability that you are wrong is so large that you should reject the hypothesis. But with any probability short of zero that you are wrong - certainty rather than uncertainty - you cannot accept a hypothesis." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"Until we can distinguish between an event that is truly random and an event that is the result of cause and effect, we will never know whether what we see is what we'll get, nor how we got what we got. When we take a risk, we are betting on an outcome that will result from a decision we have made, though we do not know for certain what the outcome will be. The essence of risk management lies in maximizing the areas where we have some control over the outcome while minimizing the areas where we have absolutely no control over the outcome and the linkage between effect and cause is hidden from us." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"We can assemble big pieces of information and little pieces, but we can never get all the pieces together. We never know for sure how good our sample is. That uncertainty is what makes arriving at judgments so difficult and acting on them so risky. […] When information is lacking, we have to fall back on inductive reasoning and try to guess the odds." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"Whenever we make any decision based on the expectation that matters will return to 'normal', we are employing the notion of regression to the mean." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

🖍️Phillip I Good - Collected Quotes

"A major problem with many studies is that the population of interest is not adequately defined before the sample is drawn. Don’t make this mistake. A second major source of error is that the sample proves to have been drawn from a different population than was originally envisioned." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"A permutation test based on the original observations is appropriate only if one can assume that under the null hypothesis the observations are identically distributed in each of the populations from which the samples are drawn. If we cannot make this assumption, we will need to transform the observations, throwing away some of the information about them so that the distributions of the transformed observations are identical." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"A well-formulated hypothesis will be both quantifiable and testable - that is, involve measurable quantities or refer to items that may be assigned to mutually exclusive categories. [...] When the objective of our investigations is to arrive at some sort of conclusion, then we need to have not only a hypothesis in mind, but also one or more potential alternative hypotheses." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"Before we initiate data collection, we must have a firm idea of what we will measure. A second fundamental principle is also applicable to both experiments and surveys: Collect exact values whenever possible. Worry about grouping them in interval or discrete categories later. […] You can always group your results (and modify your groupings) after a study is completed. If after-the-fact grouping is a possibility, your design should state how the grouping will be determined; otherwise there will be the suspicion that you chose the grouping to obtain desired results." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"Estimation methods should be impartial. Decisions should not depend on the accidental and quite irrelevant labeling of the samples. Nor should decisions depend on the units in which the measurements are made." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"Every statistical procedure relies on certain assumptions for correctness. Errors in testing hypotheses come about either because the assumptions underlying the chosen test are not satisfied or because the chosen test is less powerful than other competing procedures."(Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"[…] finding at least one cluster of events in time or in spaceh as a greater probability than finding no clusters at all (equally spaced events)." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"Graphical illustrations should be simple and pleasing to the eye, but the presentation must remain scientific. In other words, we want to avoid those graphical features that are purely decorative while keeping a critical eye open for opportunities to enhance the scientific inference we expect from the reader. A good graphical design should maximize the proportion of the ink used for communicating scientific information in the overall display." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"If the sample is not representative of the population because the sample is small or biased, not selected at random, or its constituents are not independent of one another, then the bootstrap will fail. […] For a given size sample, bootstrap estimates of percentiles in the tails will always be less accurate than estimates of more centrally located percentiles. Similarly, bootstrap interval estimates for the variance of a distribution will always be less accurate than estimates of central location such as the mean or median because the variance depends strongly upon extreme values in the population." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"More important than comparing the means of populations can be determining why the variances are different." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"Most statistical procedures rely on two fundamental assumptions: that the observations are independent of one another and that they are identically distributed. If your methods of collection fail to honor these assumptions, then your analysis must fail also." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"Never assign probabilities to the true state of nature, but only to the validity of your own predictions." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"The greatest error associated with the use of statistical procedures is to make the assumption that one single statistical methodology can suffice for all applications. […] But one methodology can never be better than another, nor can estimation replace hypothesis testing or vice versa. Every methodology has a proper domain of application and another set of applications for which it fails. Every methodology has its drawbacks and its advantages, its assumptions, and its sources of error." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"The sources of error in applying statistical procedures are legion and include all of the following: (•) Using the same set of data both to formulate hypotheses and to test them. (•) Taking samples from the wrong population or failing to specify the population(s) about which inferences are to be made in advance. (•) Failing to draw random, representative samples. (•) Measuring the wrong variables or failing to measure what you’d hoped to measure. (•) Using inappropriate or inefficient statistical methods. (•) Failing to validate models. But perhaps the most serious source of error lies in letting statistical procedures make decisions for you." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"The vast majority of errors in estimation stem from a failure to measure what one wanted to measure or what one thought one was measuring. Misleading definitions, inaccurate measurements, errors in recording and transcription, and confounding variables plague results. To forestall such errors, review your data collection protocols and procedure manuals before you begin, run several preliminary trials, record potential confounding variables, monitor data collection, and review the data as they are collected." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"The vast majority of errors in Statistics - and not incidentally, in most human endeavors - arise from a reluctance (or even an inability) to plan. Some demon (or demonic manager) seems to be urging us to cross the street before we’ve had the opportunity to look both ways. Even on those rare occasions when we do design an experiment, we seem more obsessed with the mechanics than with the concepts that underlie it." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"Use statistics as a guide to decision making rather than a mandate." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"When we assert that for a given population a percentage of samples will have a specific composition, this also is a deduction. But when we make an inductive generalization about a population based upon our analysis of a sample, we are on shakier ground. It is one thing to assert that if an observation comes from a normal distribution with mean zero, the probability is one-half that it is positive. It is quite another if, on observing that half the observations in the sample are positive, we assert that half of all the possible observations that might be drawn from that population will be positive also." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

"While a null hypothesis can facilitate statistical inquiry - an exact permutation test is impossible without it - it is never mandated. In any event, virtually any quantifiable hypothesis can be converted into null form. There is no excuse and no need to be content with a meaningless null. […] We must specify our alternatives before we commence an analysis, preferably at the same time we design our study." (Phillip I Good & James W Hardin, "Common Errors in Statistics (and How to Avoid Them)", 2003)

🖍️Alex Reinhart - Collected Quotes

"Even properly done statistics can’t be trusted. The plethora of available statistical techniques and analyses grants researchers an enormous amount of freedom when analyzing their data, and it is trivially easy to ‘torture the data until it confesses’. Just try several different analyses offered by your statistical software until one of them turns up an interesting result, and then pretend this is the analysis you intended to do all along. Without psychic powers, it’s almost impossible to tell when a published result was obtained through data torture." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"In science, it is important to limit two kinds of errors: false positives, where you conclude there is an effect when there isn’t, and false negatives, where you fail to notice a real effect. In some sense, false positives and false negatives are flip sides of the same coin. If we’re too ready to jump to conclusions about effects, we’re prone to get false positives; if we’re too conservative, we’ll err on the side of false negatives." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"In exploratory data analysis, you don’t choose a hypothesis to test in advance. You collect data and poke it to see what interesting details might pop out, ideally leading to new hypotheses and new experiments. This process involves making numerous plots, trying a few statistical analyses, and following any promising leads. But aimlessly exploring data means a lot of opportunities for false positives and truth inflation." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"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)

"More useful than a statement that an experiment’s results were statistically insignificant is a confidence interval giving plausible sizes for the effect. Even if the confidence interval includes zero, its width tells you a lot: a narrow interval covering zero tells you that the effect is most likely small (which may be all you need to know, if a small effect is not practically useful), while a wide interval clearly shows that the measurement was not precise enough to draw conclusions." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"Much of experimental science comes down to measuring differences. [...] We use statistics to make judgments about these kinds of differences. We will always observe some difference due to luck and random variation, so statisticians talk about statistically significant differences when the difference is larger than could easily be produced by luck. So first we must learn how to make that decision." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"Overlapping confidence intervals do not mean two values are not significantly different. Checking confidence intervals or standard errors will mislead. It’s always best to use the appropriate hypothesis test instead. Your eyeball is not a well-defined statistical procedure." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"The p value is the probability, under the assumption that there is no true effect or no true difference, of collecting data that shows a difference equal to or more extreme than what you actually observed. [...] Remember, a p value is not a measure of how right you are or how important a difference is. Instead, think of it as a measure of surprise." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"There is exactly one situation when visually checking confidence intervals works, and it is when comparing the confidence interval against a fixed value, rather than another confidence interval. If you want to know whether a number is plausibly zero, you may check to see whether its confidence interval overlaps with zero. There are, of course, formal statistical procedures that generate confidence intervals that can be compared by eye and that even correct for multiple comparisons automatically. Unfortunately, these procedures work only in certain circumstances;" (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"When statisticians are asked for an interesting paradoxical result in statistics, they often turn to Simpson’s paradox. Simpson’s paradox arises whenever an apparent trend in data, caused by a confounding variable, can be eliminated or reversed by splitting the data into natural groups." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

12 April 2006

🖍️Kaiser Fung - Collected Quotes

"Numbers already rule your world. And you must not be in the dark about this fact. See how some applied scientists use statistical thinking to make our lives better. You will be amazed how you can use numbers to make everyday decisions in your own life." (Kaiser Fung, "Numbers Rule the World", 2010)

"The issue of group differences is fundamental to statistical thinking. The heart of this matter concerns which groups should be aggregated and which shouldn’t." (Kaiser Fung, "Numbers Rule the World", 2010)

"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) 

"Having NUMBERSENSE means: (•) Not taking published data at face value; (•) Knowing which questions to ask; (•) Having a nose for doctored statistics. [...] NUMBERSENSE is that bit of skepticism, urge to probe, and desire to verify. It’s having the truffle hog’s nose to hunt the delicacies. Developing NUMBERSENSE takes training and patience. It is essential to know a few basic statistical concepts. Understanding the nature of means, medians, and percentile ranks is important. Breaking down ratios into components facilitates clear thinking. Ratios can also be interpreted as weighted averages, with those weights arranged by rules of inclusion and exclusion. Missing data must be carefully vetted, especially when they are substituted with statistical estimates. Blatant fraud, while difficult to detect, is often exposed by inconsistency." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"Measuring anything subjective always prompts perverse behavior. [...] All measurement systems are subject to abuse." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"Missing data is the blind spot of statisticians. If they are not paying full attention, they lose track of these little details. Even when they notice, many unwittingly sway things our way. Most ranking systems ignore missing values." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"No subjective metric can escape strategic gaming [...] The possibility of mischief is bottomless. Fighting ratings is fruitless, as they satisfy a very human need. If one scheme is beaten down, another will take its place and wear its flaws. Big Data just deepens the danger. The more complex the rating formulas, the more numerous the opportunities there are to dress up the numbers. The larger the data sets, the harder it is to audit them." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"NUMBERSENSE is not taking numbers at face value. NUMBERSENSE is the ability to relate numbers here to numbers there, to separate the credible from the chimerical. It means drawing the dividing line between science hour and story time." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"Statistical models in the social sciences rely on correlations, generally not causes, of our behavior. It is inevitable that such models of reality do not capture reality well. This explains the excess of false positives and false negatives." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"Statistically speaking, the best predictive models are gems." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"Statisticians set a high bar when they assign a cause to an effect. [...] A model that ignores cause–effect relationships cannot attain the status of a model in the physical sciences. This is a structural limitation that no amount of data - not even Big Data - can surmount." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"The urge to tinker with a formula is a hunger that keeps coming back. Tinkering almost always leads to more complexity. The more complicated the metric, the harder it is for users to learn how to affect the metric, and the less likely it is to improve it." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"Until a new metric generates a body of data, we cannot test its usefulness. Lots of novel measures hold promise only on paper." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

"Usually, it is impossible to restate past data. As a result, all history must be whitewashed and measurement starts from scratch." (Kaiser Fung, "Numbersense: How To Use Big Data To Your Advantage", 2013)

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