# R Hahn

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 Name R Hahn Member for 2 years Seen 15 mins ago Website Location Age
I am a data analyst and modeler mainly. My interests are machine learning, causal inference and subjective probability and rational choice theory.
 Feb27 comment The fraction of the sphere a fixed distance from a subspaceIf you changed your title to reflect your geometric interpretation I suspect you'd get more traffic. Feb26 comment Is the Binomial Expectation of Convex Function Convex in p?Cool. If you want to skip the derivations, you can invoke the property of derivatives of Bernstein polynomials; in the notation from the problem $$b'(x,n)(p)=n(b(x−1,n−1)(p)−b(x,n−1)(p))$$. Jan23 comment sorting two paired lists of real numbers to minimize consecutive absolute differencesYeah, I just remembered that the last time I thought about this I realized it could be formulated as a traveling salesman type problem. I need to go look at algorithms tailored to the version in the plane. Jan23 asked sorting two paired lists of real numbers to minimize consecutive absolute differences Jan16 answered Interesting thesis topic on statistical inference that is sufficiently mathematical Jan6 revised Which limit to take as a key applied math decisionedited tags Jan6 comment Which limit to take as a key applied math decisionQiaochu, your nice observation underscores my curiosity: why should our understanding of a physical problem depend on which of two measurements we make, when both measurements reflect the same physical state in the limit? Generically I do not expect an answer, but I am asking for actual examples where something concrete can be said. Jan6 comment Which limit to take as a key applied math decisionThanks Michael. I haven't looked through the book yet, but was going to pick it up on Monday from the library. Jan5 asked Which limit to take as a key applied math decision Dec18 comment What’s the maximum entropy probability distribution given bounds [a,b] and mean?It may be helpful to think of this as a truncated exponential distribution...which direction it "faces" depends on if $\mu$ is bigger or smaller than the midpoint of the interval. When $\mu$ exactly equals the midpoint the max entropy distribution is clearly the uniform distribution on that interval. Dec13 answered Strange pattern in rounding errors? Dec13 comment Strange pattern in rounding errors?You can get the same effect with seq(93,177,length.out=5000) instead of the random number generation step, right? That would point to purely numerical explanations and not pseudorandomization quirks Dec4 comment What is the geometry of an undecidable diophantine equation?Title should be "The geometry of undecidable diophantine equations: WWNED?" Dec1 answered Non-rigorous reasoning in rigorous mathematics Nov27 comment Using symmetries of a r.v.'s distribution to boost samples and possibly do variance reductionI think this is a question of sufficiency. Depending on what you are estimating, there is only so much information in the initial sample $x$ whether you extract it via simulation or otherwise. Certainly in cases of symmetry you can find that a given statistic is sufficient where, absent that symmetry, it wouldn't be. Take a uniform random variable with unknown support $[a,b]$; then $\max(|x_{1:n}|)$ is not sufficient for $a$. But if you knew that $a=-b$, then it would be. Nov23 comment convex combination of two covariance estimatesIn what sense is $\hat{S}$ not a "bona fide" estimator? Nov23 comment I know that you know… Paul & Emil: such "beauty contest" experiments reveal baffling play: for r = 0, not everyone plays 0. Some do not play increasing functions of r. Many people seems to play roughly linearly in r relative to their play at r=1. Here is my analysis of some data I recently collected from web surveys: faculty.chicagobooth.edu/richard.hahn/…. Plots of observed strategies: faculty.chicagobooth.edu/richard.hahn/…