Topic: Statistics

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Akaike information criterion

Mathematics Statistics

The Akaike information criterion (AIC) is an estimator of out-of-sample prediction error and thereby relative quality of statistical models for a given set of data. Given a collection of models for the data, AIC estimates the quality of each model, relative to each of the other models. Thus, AIC provides a means for model selection.

AIC is founded on information theory. When a statistical model is used to represent the process that generated the data, the representation will almost never be exact; so some information will be lost by using the model to represent the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher the quality of that model.

In estimating the amount of information lost by a model, AIC deals with the trade-off between the goodness of fit of the model and the simplicity of the model. In other words, AIC deals with both the risk of overfitting and the risk of underfitting.

The Akaike information criterion is named after the Japanese statistician Hirotugu Akaike, who formulated it. It now forms the basis of a paradigm for the foundations of statistics; as well, it is widely used for statistical inference.

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Alexey Chervonenkis found dead

Biography Russia Statistics Biography/science and academia Russia/science and education in Russia

Alexey Yakovlevich Chervonenkis (Russian: Алексей Яковлевич Червоненкис; 7 September 1938 – 22 September 2014) was a Soviet and Russian mathematician, and, with Vladimir Vapnik, was one of the main developers of the Vapnik–Chervonenkis theory, also known as the "fundamental theory of learning" an important part of computational learning theory. Chervonenkis held joint appointments with the Russian Academy of Sciences and Royal Holloway, University of London.

Alexey Chervonenkis got lost in Losiny Ostrov National Park on 22 September 2014, and later during a search operation was found dead near Mytishchi, a suburb of Moscow. He had died of hypothermia.

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Galton Board

Statistics

The bean machine, also known as the Galton Board or quincunx, is a device invented by Sir Francis Galton to demonstrate the central limit theorem, in particular that with sufficient sample size the binomial distribution approximates a normal distribution. Among its applications, it afforded insight into regression to the mean or "regression to mediocrity".

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Benford's Law

Mathematics Statistics

Benford's law, also called the Newcomb–Benford law, the law of anomalous numbers, or the first-digit law, is an observation about the frequency distribution of leading digits in many real-life sets of numerical data. The law states that in many naturally occurring collections of numbers, the leading significant digit is likely to be small. For example, in sets that obey the law, the number 1 appears as the leading significant digit about 30% of the time, while 9 appears as the leading significant digit less than 5% of the time. If the digits were distributed uniformly, they would each occur about 11.1% of the time. Benford's law also makes predictions about the distribution of second digits, third digits, digit combinations, and so on.

The graph to the right shows Benford's law for base 10. There is a generalization of the law to numbers expressed in other bases (for example, base 16), and also a generalization from leading 1 digit to leading n digits.

It has been shown that this result applies to a wide variety of data sets, including electricity bills, street addresses, stock prices, house prices, population numbers, death rates, lengths of rivers, physical and mathematical constants. Like other general principles about natural data—for example the fact that many data sets are well approximated by a normal distribution—there are illustrative examples and explanations that cover many of the cases where Benford's law applies, though there are many other cases where Benford's law applies that resist a simple explanation. It tends to be most accurate when values are distributed across multiple orders of magnitude, especially if the process generating the numbers is described by a power law (which are common in nature).

It is named after physicist Frank Benford, who stated it in 1938 in a paper titled "The Law of Anomalous Numbers", although it had been previously stated by Simon Newcomb in 1881.

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Berkson's Paradox

Statistics

Berkson's paradox also known as Berkson's bias or Berkson's fallacy is a result in conditional probability and statistics which is often found to be counterintuitive, and hence a veridical paradox. It is a complicating factor arising in statistical tests of proportions. Specifically, it arises when there is an ascertainment bias inherent in a study design. The effect is related to the explaining away phenomenon in Bayesian networks, and conditioning on a collider in graphical models.

It is often described in the fields of medical statistics or biostatistics, as in the original description of the problem by Joseph Berkson.

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The Birthday Paradox

Mathematics Statistics

In probability theory, the birthday problem or birthday paradox concerns the probability that, in a set of n randomly chosen people, some pair of them will have the same birthday. By the pigeonhole principle, the probability reaches 100% when the number of people reaches 367 (since there are only 366 possible birthdays, including February 29). However, 99.9% probability is reached with just 70 people, and 50% probability with 23 people. These conclusions are based on the assumption that each day of the year (excluding February 29) is equally probable for a birthday.

Actual birth records show that different numbers of people are born on different days. In this case, it can be shown that the number of people required to reach the 50% threshold is 23 or fewer. For example, if half the people were born on one day and the other half on another day, then any two people would have a 50% chance of sharing a birthday.

It may well seem surprising that a group of just 23 individuals is required to reach a probability of 50% that at least two individuals in the group have the same birthday: this result is perhaps made more plausible by considering that the comparisons of birthday will actually be made between every possible pair of individuals = 23 × 22/2 = 253 comparisons, which is well over half the number of days in a year (183 at most), as opposed to fixing on one individual and comparing his or her birthday to everyone else's. The birthday problem is not a "paradox" in the literal logical sense of being self-contradictory, but is merely unintuitive at first glance.

Real-world applications for the birthday problem include a cryptographic attack called the birthday attack, which uses this probabilistic model to reduce the complexity of finding a collision for a hash function, as well as calculating the approximate risk of a hash collision existing within the hashes of a given size of population.

The history of the problem is obscure. W. W. Rouse Ball indicated (without citation) that it was first discussed by Harold Davenport. However, Richard von Mises proposed an earlier version of what is considered today to be the birthday problem.

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Boltzmann machine

Computer science Statistics

A Boltzmann machine (also called stochastic Hopfield network with hidden units) is a type of stochastic recurrent neural network. It is a Markov random field. It was translated from statistical physics for use in cognitive science. The Boltzmann machine is based on stochastic spin-glass model with an external field, i.e., a Sherrington–Kirkpatrick model that is a stochastic Ising Model and applied to machine learning.

Boltzmann machines can be seen as the stochastic, generative counterpart of Hopfield networks. They were one of the first neural networks capable of learning internal representations, and are able to represent and (given sufficient time) solve combinatoric problems.

They are theoretically intriguing because of the locality and Hebbian nature of their training algorithm (being trained by Hebb's rule), and because of their parallelism and the resemblance of their dynamics to simple physical processes. Boltzmann machines with unconstrained connectivity have not proven useful for practical problems in machine learning or inference, but if the connectivity is properly constrained, the learning can be made efficient enough to be useful for practical problems.

They are named after the Boltzmann distribution in statistical mechanics, which is used in their sampling function. That's why they are called "energy based models" (EBM). They were invented in 1985 by Geoffrey Hinton, then a Professor at Carnegie Mellon University, and Terry Sejnowski, then a Professor at Johns Hopkins University.

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Buffon's Needle Problem

Statistics

In mathematics, Buffon's needle problem is a question first posed in the 18th century by Georges-Louis Leclerc, Comte de Buffon:

Suppose we have a floor made of parallel strips of wood, each the same width, and we drop a needle onto the floor. What is the probability that the needle will lie across a line between two strips?

Buffon's needle was the earliest problem in geometric probability to be solved; it can be solved using integral geometry. The solution for the sought probability p, in the case where the needle length l is not greater than the width t of the strips, is

p = 2 π l t . {\displaystyle p={\frac {2}{\pi }}{\frac {l}{t}}.}

This can be used to design a Monte Carlo method for approximating the number π, although that was not the original motivation for de Buffon's question.

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Chernoff face

Mathematics Statistics

Chernoff faces, invented by Herman Chernoff in 1973, display multivariate data in the shape of a human face. The individual parts, such as eyes, ears, mouth and nose represent values of the variables by their shape, size, placement and orientation. The idea behind using faces is that humans easily recognize faces and notice small changes without difficulty. Chernoff faces handle each variable differently. Because the features of the faces vary in perceived importance, the way in which variables are mapped to the features should be carefully chosen (e.g. eye size and eyebrow-slant have been found to carry significant weight).

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Chinese restaurant process

Statistics

In probability theory, the Chinese restaurant process is a discrete-time stochastic process, analogous to seating customers at tables in a Chinese restaurant. Imagine a Chinese restaurant with an infinite number of circular tables, each with infinite capacity. Customer 1 sits at the first table. The next customer either sits at the same table as customer 1, or the next table. This continues, with each customer choosing to either sit at an occupied table with a probability proportional to the number of customers already there (i.e., they are more likely to sit at a table with many customers than few), or an unoccupied table. At time n, the n customers have been partitioned among m ≤ n tables (or blocks of the partition). The results of this process are exchangeable, meaning the order in which the customers sit does not affect the probability of the final distribution. This property greatly simplifies a number of problems in population genetics, linguistic analysis, and image recognition.

David J. Aldous attributes the restaurant analogy to Jim Pitman and Lester Dubins in his 1983 book.

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