Thursday, February 22, 2007

Questions in statistics class

When it gets too quiet, here are some standard questions to ask:

  • What is the performance of this technique.
    • decompose
      • cost and risk
      • bias, variance
      • avoidable/unavoidable
      • linear/nonlinear
    • industrial/professional "standard" procedures and their weaknesses.
      • SAS command for it?
      • R/S+
      • Other related tools (for instance, devices for taking measurements, and such)
  • Is this same as ANOVA?
  • Does this have a max-margin interpretation?
    • Max-ent?
    • Min-max?
  • Is there a semi-supervised version?
    • What if we add malicious data?
    • What if we add uncorrelated data?
  • How does the new thing (regularisation, re-parametrization, inference, model) do to practical modeling?
    • What new insight does it provide?
    • What does it do better at?
    • Can it be explained on a classical data set?
    • Does it have new applications?
  • So... now that you've done this great thing, what's left for us?

;-)
Copyright © 2005 and going forward Huan Chang