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Category: Blog

In which I complain about factor analysis

Factor analysis, like almost all of data analysis, is just matrix factorization. Let \mathbf{Y}_{n,k} be a matrix containing n observation of k variables (or indicators). We suppose that the variables in \mathbf{Y} can be written as linear combinations of p < k unobserved (or latent) factors, so … Read more

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solitaiRe encryption in R

Out of sheer boredom, I decided to try my hand at implementing the Solitaire encryption algorithm in R. Solitaire was developed by Bruce Schneier for Neil Stephenson’s Crytonomicon, and is designed to be implemented using only a deck of … Read more

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Multiple hypothetical comparisons

You don’t actually have to do multiple comparisons to have a multiple comparisons problem — comparisons that you might hypothetically have done maybe if the data had been different perhaps will do it. I’ll show you.

Suppose that you’re conducting … Read more

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Experimenting with IGT factorization

The Iowa Gambling Task has always been one of my favorite tasks, if only because it’s so much fun to analyze. In the standard version of the task, subjects select a card on each trial from one of four decks … Read more

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MSMVSampEn: Multiscale Multivariate Sample Entropy in R

A while back, a friend of mine asked me to help out in a longitudinal project trying to predict cognitive decline in (otherwise healthy) older adults (Mulligan, Areshenkoff, & Smart, 2015). One of the measures we used was resting state … Read more

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Bayes Factors and Stopping Rules

One can argue the choice of when to stop collecting data should be irrelevant to our choice of parameter estimates, since all information should be contained in the likelihood function. This principle underlies some criticisms of standard hypothesis testing, where … Read more

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TensorGrasp

One major research program in our lab aims to understand how the motor system makes use of task related and perceptual information when planning and executing movement. For example, a right handed “reach and grasp” action is executed more quickly … Read more

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Misconceptions and useful counterexamples in statistics

This page contains an assortment of useful or informative examples/counterexamples in probability and statistics. I plan to continue updating this page as I come across new examples.

A Bayes factor which contradicts the posterior

The following is an example of … Read more

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Quantile models with random effects

More experimenting with the quantile regression model described here. Good regression models are multi-level, so I’ve been playing around at validating a quantile model with random effects.

The data

In the validation of the simple quantile regression model, we … Read more

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