Data Science Fact
@DataSciFact
Daily data science tweets from @JohnDCook.
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Conditional independence notation X ⫫ Y johndcook.com/blog/2020/03/2…
The sum of (x_i - x)² over a set of data points x_i is minimized when x is the sample mean.
Ridge regression uses an L2 regularizer. Lasso uses L1. Elastic net uses a convex combination of L2 and L1.
Truth is stranger than fiction: Bayesian statistics comes up in the Epstein files. racket.news/p/the-jeffrey-…
By analogy with zero-knowledge technology, you could think of differential privacy as epsilon-knowledge.
The blessing of dimensionality andrewgelman.com/2004/10/27/the…
The Apollo mission guidance systems relied on SRIF, square root information filters, a numerically robust variation on Kalman filters.
Skewness is a dimensionless version of the 3rd central moment.
Communicating risk to the general public decisionsciencenews.com/2010/12/03/som…
Why natural logarithms are natural for regression. johndcook.com/blog/2015/02/0…
Liked math and computers Read tweets about data science instead of doing homework in 2010 Needed job because PhD advisor left Got mad about lack of engineering support for data science work and decided to do it myself
'Bayesian analysis with proper priors is not clearly distinct from probability theory.' -- James O. Berger
Empirical Bayes in a nutshell: Estimate priors like a frequentist then carry out a Bayesian analysis.
How the central limit theorem began johndcook.com/blog/2010/01/0…
PCA: Principal Component Analysis en.wikipedia.org/wiki/Principal…
'Why can you add co- to variance to get covariance, but you can't add it to median? Because the result would be funny.' - Jonathan Berkowitz
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