R Hahn
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Registered User
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I am a data analyst and modeler mainly. My interests are machine learning, causal inference and subjective probability and rational choice theory.
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Feb 27 |
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The fraction of the sphere a fixed distance from a subspace If you changed your title to reflect your geometric interpretation I suspect you'd get more traffic. |
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Feb 26 |
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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 $$b'(x,n)(p)=n(b(x−1,n−1)(p)−b(x,n−1)(p))$$. |
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Jan 23 |
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sorting two paired lists of real numbers to minimize consecutive absolute differences Yeah, 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. |
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Jan 23 |
asked | sorting two paired lists of real numbers to minimize consecutive absolute differences |
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Jan 16 |
answered | Interesting thesis topic on statistical inference that is sufficiently mathematical |
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Jan 6 |
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Which limit to take as a key applied math decision edited tags |
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Jan 6 |
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Which limit to take as a key applied math decision Qiaochu, 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. |
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Jan 6 |
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Which limit to take as a key applied math decision Thanks Michael. I haven't looked through the book yet, but was going to pick it up on Monday from the library. |
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Jan 5 |
asked | Which limit to take as a key applied math decision |
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Dec 18 |
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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. |
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Dec 13 |
answered | Strange pattern in rounding errors? |
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Dec 13 |
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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 |
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Dec 4 |
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What is the geometry of an undecidable diophantine equation? Title should be "The geometry of undecidable diophantine equations: WWNED?" |
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Dec 1 |
answered | Non-rigorous reasoning in rigorous mathematics |
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Nov 27 |
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Using symmetries of a r.v.'s distribution to boost samples and possibly do variance reduction I 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. |
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Nov 23 |
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convex combination of two covariance estimates In what sense is $\hat{S}$ not a "bona fide" estimator? |
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Nov 23 |
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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/… |
