Thursday, June 26, 2014

Week 3: Breiman's "Statistical Modeling: The Two Cultures" and a discussion of Week 2: Principal Component Analysis

Discussion of Week 2: Principal Component Analysis

I found Week 2's discussion of Principal Component Analysis quite illuminating. The notebook goes through the actual mathematical transformations that underlie the PCA libraries, detailing how the dimensionality reduction actually works. Though undertaking each of these steps each time PCA was required would be tedious, it was helpful to see it broken down in the notebook's example.

Along those lines, the most intuitive discussion I've found to date of PCA is the line of thought that is explained in this blog post: http://www.cerebralmastication.com/2010/09/principal-component-analysis-pca-vs-ordinary-least-squares-ols-a-visual-explination/ .


Week 3: Breiman's "Statistical Modeling: The Two Cultures"

This week's article is Leo Breiman's "Statistical Modeling: The Two Cultures". Published in 2001, the article theorizes that two diverging processes are at work in the statistical modeling community. While one presumes a stochastic data modeling process, the other treats the processes that underly data generation as unknown. The author theorizes that the statistical community's focus on the former process to the exclusion of the latter has limited the development of the field, and proposes an expansion of data modeling experts' preferred tools.

The article is available here: http://www.uni-leipzig.de/~strimmer/lab/courses/ss09/current-topics/download/breiman2001.pdf

I look forward to reading your thoughts in the comments. As always, if you have any recommendations for future content, please let me know.

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