Statistical Intervals
A Casino Where You Never Lose - Monte Carlo Algorithms. This post gives us a jumping off point to valuable lessons we can learn about statistical inference.
Randomly Revealing Hidden Truths - Thinking about confidence intervals as algorithms and wondering why we can’t ask for five nines of reliability. Let's raise our expectations!
More Like One Out of A Million... - Lamenting being stuck with research conventions where we can never verify if measurements are true. Probably what bothers me most about confidence intervals.
Guess and Check - I want to get to the bottom of prediction intervals and what they’re good for. A noncontroversial explainer of what they're after (the controversial stuff comes later).
When is the future the same as the past? - Thinking about what are the minimal assumptions needed to transmute counts of the past into probabilities of the future.
From coin tosses to option pricing - A simple procedure to build prediction intervals: just bootstrap on binomial confidence intervals.
From Intervals to Bands - I try to come up with some applications where I’d want prediction bands around machine learning outputs. I don’t find any of the answers convincing.
Cover Songs - My frustrations with conformal prediction, why the theory doesn’t hold up to inspection, and why the promises are far less helpful than the hype might suggest.