Of Microfoundations (In Memoriam Gary Becker)
Attention conservation notice: 1200+ words about a nearly sixty-year-old paper on the foundations of microeconomics, maliciously re-interpreting it in ways its author explicitly disclaimed, by someone...
View ArticleBooks to Read While the Algae Grow in Your Fur, March 2018
Attention conservation notice: I have no taste. I also have no qualifications to opine on the sociology of experts and anti-intellectualism, or on the history of Islamic civilization. Andrea Camilleri,...
View ArticleBooks to Read While the Algae Grow in Your Fur, August 2018
Attention conservation notice: I have no taste. I also have no qualifications to discuss folklore, structuralism, optics and painting in the early modern Netherlands, Aztec culture, or Cold War...
View ArticleReading Capital
Attention conservation notice: Over 14,000 words about an archaic monograph on political economy. Either you already care about it, in which case this adds nothing original, or you don't, in which it's...
View ArticleData over Space and Time, Lecture 5: Principal Components Analysis II
(R Markdown source file) Corrupting the Young; Enigmas of Chance
View ArticleData over Space and Time, Lecture 6: Optimal Linear Prediction
In which we see how to use linear models without assuming that they are correct, or that anything at all is even remotely Gaussian. (R Markdown source file) Corrupting the Young; Enigmas of Chance
View ArticlePractical Peer Review
Attention conservation notice: An exhortation to the young to demonstrate a literally-academic virtue which I myself find hard to muster. Written a few years ago, and excavated from the drafts folder...
View ArticleData over Space and Time, Lecture 7: Linear Prediction for Time Series
(R Markdown source file) Corrupting the Young; Enigmas of Chance
View Article"Maximum Mean Discrepancy for Training Generative Adversarial...
Attention conservation notice: Last-minute notice of a technical talk in a city you don't live in. Only of interest if you (1) care actor/critic or co-training methods for fitting generative models,...
View ArticleData over Space and Time, Lecture 8: Linear Prediction for Spatial and...
(R Markdown source file) Corrupting the Young; Enigmas of Chance
View ArticleData over Space and Time, Lectures 9--13: Filtering, Fourier Analysis,...
I have fallen behind on posting announcements for the lectures, and I don't feel like writing five of these at once (*). So I'll just list them: Separating Signal and Noise with Linear Methods (a.k.a....
View ArticleRevised and Extended Remarks at "The Rise of Intelligent Economies and...
Attention conservation notice: 2700+ words elaborating a presentation from a non-technical conference about AI, where the conversation devolved to "blockchain" within an hour; includes unexplained...
View ArticleData over Space and Time, Lectures 14 and 15: Inference for Dependent Data
Inference I: How Inference with Independent Data Really Works (.Rmd) Inference II: Ergodic Theory and Inference under Dependence (.Rmd) Corrupting the Young; Enigmas of Chance
View ArticleData over Space and Time, Lecture 17: Simulation
Lecture 16 was canceled. (.Rmd) Corrupting the Young; Enigmas of Chance
View ArticleIn Memoriam Joyce Fienberg
I met Joyce through her late husband Stephen, my admired and much-missed colleague. I won't pretend that she was a close friend, but she was a friend, and you could hardly hope to meet a kinder or more...
View ArticleData over Space and Time, Lectures 18 and 19: Simulation for Inference
Lecture 18: The Bootstrap (.Rmd) Lecture 19: The Method of Simulated Moments and Indirect Inference (.Rmd) Corrupting the Young; Enigmas of Chance
View ArticleCourse Announcement: Advanced Data Analysis (36-402/36-608), Spring 2019
Attention conservation notice: Announcement of an advanced undergraduate course at a school you don't attend in a subject you don't care about. I will be teaching 36-402/36-608, Advanced Data Analysis,...
View ArticleData over Space and Time, Lecture 20: Markov Chains
(.Rmd) Corrupting the Young; Enigmas of Chance
View ArticleBooks to Read While the Algae Grow in Your Fur, October 2018
Attention conservation notice: I have no taste. I also have no qualifications to discuss corporate fraud. John Carreyrou, Bad Blood: Secrets and Lies in a Silicon Valley Startup This is a...
View ArticleBooks to Read While the Algae Grow in Your Fur, November 2018
Attention conservation notice: I have no taste. I also have no qualifications to discuss the history of photography, or of black Pittsburgh. Cheryl Finley, Laurence Glasco and Joe W. Trotter, with an...
View Article